PREVIEW / futures_5min / 2019-09-23

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-23.parquet
  size:    277 KB
  rows:    17,270

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2019-09-23 00:00:00	ES	Futures	3260.93	3261.2	3260.93	3260.93	113.0
2019-09-23 00:05:00	ES	Futures	3261.2	3261.74	3260.93	3261.47	172.0
2019-09-23 00:10:00	ES	Futures	3261.47	3261.47	3260.39	3260.66	304.0
2019-09-23 00:15:00	ES	Futures	3260.39	3260.93	3260.39	3260.66	85.0
2019-09-23 00:20:00	ES	Futures	3260.39	3261.2	3260.39	3260.93	135.0
2019-09-23 00:25:00	ES	Futures	3260.66	3260.66	3259.84	3259.84	382.0
2019-09-23 00:30:00	ES	Futures	3259.84	3260.11	3259.84	3260.11	89.0
2019-09-23 00:35:00	ES	Futures	3260.11	3261.47	3260.11	3261.2	336.0
2019-09-23 00:40:00	ES	Futures	3261.2	3261.47	3260.66	3260.93	109.0
2019-09-23 00:45:00	ES	Futures	3260.93	3261.47	3260.93	3260.93	215.0
2019-09-23 00:50:00	ES	Futures	3260.93	3261.2	3259.57	3259.84	240.0
2019-09-23 00:55:00	ES	Futures	3259.84	3260.11	3259.57	3259.84	195.0
2019-09-23 01:00:00	ES	Futures	3259.84	3260.11	3259.3	3260.11	554.0
2019-09-23 01:05:00	ES	Futures	3260.11	3260.93	3260.11	3260.39	165.0
2019-09-23 01:10:00	ES	Futures	3260.39	3261.2	3260.39	3260.93	199.0
2019-09-23 01:15:00	ES	Futures	3261.2	3261.2	3260.39	3260.39	230.0
2019-09-23 01:20:00	ES	Futures	3260.66	3260.66	3259.84	3260.11	267.0
2019-09-23 01:25:00	ES	Futures	3260.11	3260.93	3260.11	3260.39	203.0
2019-09-23 01:30:00	ES	Futures	3260.66	3260.93	3260.39	3260.66	115.0
2019-09-23 01:35:00	ES	Futures	3260.66	3260.66	3260.11	3260.11	158.0
2019-09-23 01:40:00	ES	Futures	3260.39	3261.2	3260.11	3261.2	133.0
2019-09-23 01:45:00	ES	Futures	3260.93	3260.93	3260.11	3260.11	163.0
2019-09-23 01:50:00	ES	Futures	3260.11	3262.02	3260.11	3262.02	540.0
2019-09-23 01:55:00	ES	Futures	3262.02	3262.56	3262.02	3262.02	325.0
2019-09-23 02:00:00	ES	Futures	3262.29	3262.83	3260.66	3261.2	642.0
2019-09-23 02:05:00	ES	Futures	3261.2	3261.2	3260.66	3260.93	695.0
2019-09-23 02:10:00	ES	Futures	3260.93	3261.74	3260.93	3260.93	344.0
2019-09-23 02:15:00	ES	Futures	3261.2	3261.47	3260.39	3260.93	289.0
2019-09-23 02:20:00	ES	Futures	3260.93	3261.47	3260.39	3260.93	613.0
2019-09-23 02:25:00	ES	Futures	3260.66	3261.47	3260.66	3260.93	387.0
2019-09-23 02:30:00	ES	Futures	3260.93	3262.83	3260.93	3262.29	1130.0
2019-09-23 02:35:00	ES	Futures	3262.29	3262.56	3261.74	3262.29	670.0
2019-09-23 02:40:00	ES	Futures	3262.56	3263.1	3262.02	3262.56	814.0
2019-09-23 02:45:00	ES	Futures	3262.56	3263.92	3262.56	3263.1	904.0
2019-09-23 02:50:00	ES	Futures	3263.1	3263.37	3262.29	3263.1	780.0
2019-09-23 02:55:00	ES	Futures	3263.1	3263.1	3262.29	3262.56	753.0
2019-09-23 03:00:00	ES	Futures	3262.29	3263.65	3262.29	3262.83	2002.0
2019-09-23 03:05:00	ES	Futures	3263.1	3265.82	3263.1	3263.92	2608.0
2019-09-23 03:10:00	ES	Futures	3264.19	3264.46	3262.83	3263.1	1073.0
2019-09-23 03:15:00	ES	Futures	3262.83	3262.83	3259.57	3259.84	3097.0
2019-09-23 03:20:00	ES	Futures	3259.84	3260.11	3257.67	3259.3	2751.0
2019-09-23 03:25:00	ES	Futures	3259.03	3259.57	3256.31	3257.13	2479.0
2019-09-23 03:30:00	ES	Futures	3257.13	3257.13	3251.97	3252.78	7692.0
2019-09-23 03:35:00	ES	Futures	3252.78	3254.14	3251.42	3251.69	4756.0
2019-09-23 03:40:00	ES	Futures	3251.69	3252.78	3251.15	3252.51	3648.0
2019-09-23 03:45:00	ES	Futures	3252.51	3252.78	3250.61	3251.42	3951.0
2019-09-23 03:50:00	ES	Futures	3251.42	3251.97	3250.06	3250.88	2446.0
2019-09-23 03:55:00	ES	Futures	3250.88	3250.88	3248.71	3249.52	3607.0
2019-09-23 04:00:00	ES	Futures	3249.25	3250.88	3248.71	3249.79	3383.0
2019-09-23 04:05:00	ES	Futures	3250.06	3250.06	3247.89	3248.98	3283.0

> showing 50 of 17,270 rows — these rows as CSV

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