PREVIEW / futures_5min / 2019-09-24

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-24.parquet
  size:    292 KB
  rows:    17,791

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
2019-09-24 00:00:00	ES	Futures	3264.73	3265.0	3264.19	3264.46	152.0
2019-09-24 00:05:00	ES	Futures	3264.46	3264.73	3264.19	3264.46	253.0
2019-09-24 00:10:00	ES	Futures	3264.46	3264.73	3263.92	3264.19	179.0
2019-09-24 00:15:00	ES	Futures	3264.19	3264.46	3263.65	3263.92	400.0
2019-09-24 00:20:00	ES	Futures	3263.92	3264.46	3263.65	3264.19	270.0
2019-09-24 00:25:00	ES	Futures	3264.19	3265.0	3263.92	3264.73	159.0
2019-09-24 00:30:00	ES	Futures	3264.46	3265.0	3263.92	3264.46	270.0
2019-09-24 00:35:00	ES	Futures	3264.46	3265.0	3264.19	3264.73	188.0
2019-09-24 00:40:00	ES	Futures	3264.46	3265.28	3264.46	3264.73	252.0
2019-09-24 00:45:00	ES	Futures	3264.73	3265.28	3264.46	3265.28	351.0
2019-09-24 00:50:00	ES	Futures	3265.28	3267.18	3265.28	3266.91	1854.0
2019-09-24 00:55:00	ES	Futures	3266.91	3267.72	3266.91	3266.91	692.0
2019-09-24 01:00:00	ES	Futures	3266.91	3267.18	3265.0	3265.55	914.0
2019-09-24 01:05:00	ES	Futures	3265.82	3266.09	3265.55	3266.09	442.0
2019-09-24 01:10:00	ES	Futures	3266.36	3267.18	3265.82	3266.91	399.0
2019-09-24 01:15:00	ES	Futures	3266.91	3268.26	3266.91	3267.99	642.0
2019-09-24 01:20:00	ES	Futures	3267.99	3268.81	3267.45	3268.54	886.0
2019-09-24 01:25:00	ES	Futures	3268.26	3268.81	3267.72	3268.81	455.0
2019-09-24 01:30:00	ES	Futures	3268.54	3268.81	3267.45	3267.99	437.0
2019-09-24 01:35:00	ES	Futures	3267.72	3267.99	3266.91	3267.18	717.0
2019-09-24 01:40:00	ES	Futures	3267.18	3267.18	3266.09	3266.36	650.0
2019-09-24 01:45:00	ES	Futures	3266.09	3266.63	3265.82	3266.09	454.0
2019-09-24 01:50:00	ES	Futures	3266.09	3266.91	3266.09	3266.63	431.0
2019-09-24 01:55:00	ES	Futures	3266.63	3266.91	3265.82	3265.82	493.0
2019-09-24 02:00:00	ES	Futures	3266.09	3266.09	3264.19	3265.28	2290.0
2019-09-24 02:05:00	ES	Futures	3265.28	3265.55	3264.73	3264.73	713.0
2019-09-24 02:10:00	ES	Futures	3264.73	3265.0	3263.92	3263.92	1002.0
2019-09-24 02:15:00	ES	Futures	3263.92	3264.19	3262.83	3263.1	962.0
2019-09-24 02:20:00	ES	Futures	3263.1	3263.92	3262.83	3262.83	821.0
2019-09-24 02:25:00	ES	Futures	3263.1	3263.1	3262.29	3263.1	831.0
2019-09-24 02:30:00	ES	Futures	3262.83	3263.92	3262.83	3263.37	561.0
2019-09-24 02:35:00	ES	Futures	3263.37	3263.37	3262.29	3262.29	908.0
2019-09-24 02:40:00	ES	Futures	3262.56	3263.1	3262.29	3262.56	518.0
2019-09-24 02:45:00	ES	Futures	3262.56	3263.1	3262.29	3262.56	428.0
2019-09-24 02:50:00	ES	Futures	3262.56	3263.37	3262.56	3263.1	264.0
2019-09-24 02:55:00	ES	Futures	3263.1	3263.92	3262.83	3263.37	798.0
2019-09-24 03:00:00	ES	Futures	3263.65	3264.19	3262.56	3263.92	1642.0
2019-09-24 03:05:00	ES	Futures	3263.92	3264.19	3262.83	3263.1	1067.0
2019-09-24 03:10:00	ES	Futures	3263.1	3263.65	3262.83	3262.83	843.0
2019-09-24 03:15:00	ES	Futures	3262.83	3263.1	3261.74	3262.02	1443.0
2019-09-24 03:20:00	ES	Futures	3262.02	3263.37	3261.2	3263.1	1489.0
2019-09-24 03:25:00	ES	Futures	3263.1	3263.37	3262.56	3262.83	697.0
2019-09-24 03:30:00	ES	Futures	3262.56	3263.92	3262.29	3263.65	918.0
2019-09-24 03:35:00	ES	Futures	3263.65	3263.92	3263.1	3263.37	534.0
2019-09-24 03:40:00	ES	Futures	3263.37	3264.46	3263.37	3263.92	965.0
2019-09-24 03:45:00	ES	Futures	3263.65	3264.46	3263.37	3263.92	1126.0
2019-09-24 03:50:00	ES	Futures	3263.65	3264.19	3262.83	3263.1	834.0
2019-09-24 03:55:00	ES	Futures	3263.1	3263.65	3262.83	3263.37	1104.0
2019-09-24 04:00:00	ES	Futures	3263.1	3265.82	3262.83	3263.92	2286.0
2019-09-24 04:05:00	ES	Futures	3263.92	3264.46	3263.1	3264.19	1691.0

> showing 50 of 17,791 rows — these rows as CSV

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