PREVIEW / futures_5min / 2019-09-25

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-25.parquet
  size:    290 KB
  rows:    17,513

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
2019-09-25 00:00:00	ES	Futures	3234.31	3235.12	3234.04	3234.85	466.0
2019-09-25 00:05:00	ES	Futures	3234.85	3234.85	3234.04	3234.31	488.0
2019-09-25 00:10:00	ES	Futures	3234.31	3234.31	3233.77	3234.31	647.0
2019-09-25 00:15:00	ES	Futures	3234.31	3234.85	3234.04	3234.85	488.0
2019-09-25 00:20:00	ES	Futures	3234.85	3234.85	3234.31	3234.31	293.0
2019-09-25 00:25:00	ES	Futures	3234.31	3234.31	3233.77	3234.31	314.0
2019-09-25 00:30:00	ES	Futures	3234.04	3234.58	3233.77	3234.58	202.0
2019-09-25 00:35:00	ES	Futures	3234.31	3234.58	3234.04	3234.04	444.0
2019-09-25 00:40:00	ES	Futures	3233.77	3234.58	3233.77	3234.58	483.0
2019-09-25 00:45:00	ES	Futures	3234.31	3234.31	3233.77	3234.04	121.0
2019-09-25 00:50:00	ES	Futures	3233.77	3234.04	3233.22	3233.5	625.0
2019-09-25 00:55:00	ES	Futures	3233.5	3233.5	3232.68	3233.22	358.0
2019-09-25 01:00:00	ES	Futures	3233.5	3233.77	3232.14	3232.41	446.0
2019-09-25 01:05:00	ES	Futures	3232.14	3233.77	3232.14	3233.77	422.0
2019-09-25 01:10:00	ES	Futures	3233.77	3233.77	3233.22	3233.77	294.0
2019-09-25 01:15:00	ES	Futures	3233.77	3234.04	3233.5	3233.77	193.0
2019-09-25 01:20:00	ES	Futures	3233.77	3233.77	3232.95	3233.22	499.0
2019-09-25 01:25:00	ES	Futures	3233.22	3233.5	3232.14	3232.68	415.0
2019-09-25 01:30:00	ES	Futures	3232.68	3233.5	3232.68	3232.95	631.0
2019-09-25 01:35:00	ES	Futures	3233.22	3234.04	3233.22	3234.04	311.0
2019-09-25 01:40:00	ES	Futures	3234.04	3235.12	3234.04	3234.85	706.0
2019-09-25 01:45:00	ES	Futures	3235.12	3235.12	3233.5	3233.77	848.0
2019-09-25 01:50:00	ES	Futures	3233.77	3233.77	3232.68	3232.95	822.0
2019-09-25 01:55:00	ES	Futures	3232.68	3232.95	3232.41	3232.68	444.0
2019-09-25 02:00:00	ES	Futures	3232.95	3233.22	3231.05	3232.14	2100.0
2019-09-25 02:05:00	ES	Futures	3232.14	3232.41	3230.51	3230.78	1535.0
2019-09-25 02:10:00	ES	Futures	3230.78	3231.05	3228.33	3228.88	2696.0
2019-09-25 02:15:00	ES	Futures	3229.15	3229.42	3227.79	3228.06	2110.0
2019-09-25 02:20:00	ES	Futures	3228.33	3229.69	3228.06	3229.15	799.0
2019-09-25 02:25:00	ES	Futures	3229.15	3229.69	3228.61	3229.15	584.0
2019-09-25 02:30:00	ES	Futures	3228.88	3229.96	3228.06	3229.96	1002.0
2019-09-25 02:35:00	ES	Futures	3229.96	3230.24	3229.69	3230.24	327.0
2019-09-25 02:40:00	ES	Futures	3230.24	3230.51	3229.69	3229.96	508.0
2019-09-25 02:45:00	ES	Futures	3230.24	3230.51	3228.88	3229.15	542.0
2019-09-25 02:50:00	ES	Futures	3229.15	3229.42	3228.61	3228.88	523.0
2019-09-25 02:55:00	ES	Futures	3229.15	3229.15	3226.43	3227.79	2182.0
2019-09-25 03:00:00	ES	Futures	3227.52	3230.24	3227.52	3229.15	3021.0
2019-09-25 03:05:00	ES	Futures	3229.42	3229.42	3227.52	3228.33	2067.0
2019-09-25 03:10:00	ES	Futures	3228.33	3228.61	3226.7	3227.25	2193.0
2019-09-25 03:15:00	ES	Futures	3226.98	3227.79	3226.16	3226.98	2235.0
2019-09-25 03:20:00	ES	Futures	3226.7	3228.06	3226.16	3227.79	1589.0
2019-09-25 03:25:00	ES	Futures	3227.79	3228.88	3226.98	3227.25	1535.0
2019-09-25 03:30:00	ES	Futures	3227.25	3227.25	3222.63	3222.9	4772.0
2019-09-25 03:35:00	ES	Futures	3222.9	3223.72	3221.0	3222.36	4140.0
2019-09-25 03:40:00	ES	Futures	3222.36	3223.72	3220.73	3223.17	3050.0
2019-09-25 03:45:00	ES	Futures	3223.17	3225.07	3222.63	3223.17	2603.0
2019-09-25 03:50:00	ES	Futures	3223.17	3223.72	3222.09	3223.17	2190.0
2019-09-25 03:55:00	ES	Futures	3223.17	3223.44	3220.46	3221.0	2398.0
2019-09-25 04:00:00	ES	Futures	3220.73	3221.54	3220.19	3221.27	2528.0
2019-09-25 04:05:00	ES	Futures	3221.54	3222.9	3220.46	3222.36	2712.0

> showing 50 of 17,513 rows — these rows as CSV

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