PREVIEW / futures_5min / 2019-09-26

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-26.parquet
  size:    273 KB
  rows:    17,467

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
2019-09-26 00:00:00	ES	Futures	3241.37	3241.92	3241.37	3241.64	273.0
2019-09-26 00:05:00	ES	Futures	3241.37	3241.64	3241.1	3241.37	90.0
2019-09-26 00:10:00	ES	Futures	3241.37	3241.37	3239.74	3240.56	1227.0
2019-09-26 00:15:00	ES	Futures	3240.29	3240.56	3239.74	3240.29	444.0
2019-09-26 00:20:00	ES	Futures	3240.01	3240.29	3239.74	3239.74	334.0
2019-09-26 00:25:00	ES	Futures	3240.01	3240.01	3239.74	3240.01	187.0
2019-09-26 00:30:00	ES	Futures	3239.74	3240.01	3239.2	3239.47	519.0
2019-09-26 00:35:00	ES	Futures	3239.2	3239.47	3238.93	3239.2	440.0
2019-09-26 00:40:00	ES	Futures	3239.2	3240.01	3239.2	3239.74	264.0
2019-09-26 00:45:00	ES	Futures	3239.74	3240.29	3239.74	3240.01	284.0
2019-09-26 00:50:00	ES	Futures	3240.01	3240.29	3239.74	3240.01	168.0
2019-09-26 00:55:00	ES	Futures	3240.01	3240.29	3239.74	3240.01	127.0
2019-09-26 01:00:00	ES	Futures	3240.01	3240.01	3239.2	3239.47	496.0
2019-09-26 01:05:00	ES	Futures	3239.47	3240.01	3237.84	3238.66	1799.0
2019-09-26 01:10:00	ES	Futures	3238.66	3238.93	3238.38	3238.38	346.0
2019-09-26 01:15:00	ES	Futures	3238.66	3238.66	3237.57	3238.11	671.0
2019-09-26 01:20:00	ES	Futures	3237.84	3238.11	3236.48	3237.3	1356.0
2019-09-26 01:25:00	ES	Futures	3237.03	3237.3	3236.21	3236.21	812.0
2019-09-26 01:30:00	ES	Futures	3236.21	3238.66	3236.21	3238.38	1195.0
2019-09-26 01:35:00	ES	Futures	3238.66	3239.74	3238.66	3239.47	878.0
2019-09-26 01:40:00	ES	Futures	3239.47	3240.56	3239.2	3239.74	1331.0
2019-09-26 01:45:00	ES	Futures	3239.74	3240.83	3239.74	3240.29	754.0
2019-09-26 01:50:00	ES	Futures	3240.29	3240.29	3238.38	3240.29	1699.0
2019-09-26 01:55:00	ES	Futures	3240.29	3241.37	3239.74	3240.29	2661.0
2019-09-26 02:00:00	ES	Futures	3240.56	3241.92	3240.29	3241.64	1701.0
2019-09-26 02:05:00	ES	Futures	3241.64	3242.46	3240.83	3241.1	1223.0
2019-09-26 02:10:00	ES	Futures	3240.83	3241.37	3240.29	3240.56	1016.0
2019-09-26 02:15:00	ES	Futures	3240.56	3240.56	3239.47	3239.47	431.0
2019-09-26 02:20:00	ES	Futures	3239.47	3240.29	3238.66	3238.66	1102.0
2019-09-26 02:25:00	ES	Futures	3238.66	3238.93	3238.11	3238.38	510.0
2019-09-26 02:30:00	ES	Futures	3238.66	3239.74	3238.38	3239.2	726.0
2019-09-26 02:35:00	ES	Futures	3239.47	3240.29	3238.93	3240.29	599.0
2019-09-26 02:40:00	ES	Futures	3240.29	3240.83	3240.01	3240.29	401.0
2019-09-26 02:45:00	ES	Futures	3240.01	3240.29	3238.66	3238.66	620.0
2019-09-26 02:50:00	ES	Futures	3238.66	3239.2	3238.38	3238.66	611.0
2019-09-26 02:55:00	ES	Futures	3238.38	3238.66	3237.3	3237.57	1517.0
2019-09-26 03:00:00	ES	Futures	3237.57	3240.56	3237.3	3239.74	2441.0
2019-09-26 03:05:00	ES	Futures	3239.47	3240.56	3238.11	3239.47	2790.0
2019-09-26 03:10:00	ES	Futures	3239.2	3240.29	3238.93	3239.74	814.0
2019-09-26 03:15:00	ES	Futures	3239.47	3243.55	3239.47	3242.46	2626.0
2019-09-26 03:20:00	ES	Futures	3242.46	3243.82	3242.19	3243.0	1826.0
2019-09-26 03:25:00	ES	Futures	3243.27	3243.27	3242.19	3242.73	1293.0
2019-09-26 03:30:00	ES	Futures	3243.0	3244.9	3242.73	3244.09	1790.0
2019-09-26 03:35:00	ES	Futures	3244.36	3245.45	3244.36	3245.18	2101.0
2019-09-26 03:40:00	ES	Futures	3245.18	3245.99	3244.9	3245.72	2101.0
2019-09-26 03:45:00	ES	Futures	3245.99	3246.26	3244.9	3245.99	1231.0
2019-09-26 03:50:00	ES	Futures	3245.99	3247.62	3245.99	3247.08	2655.0
2019-09-26 03:55:00	ES	Futures	3247.08	3247.35	3246.53	3247.08	1170.0
2019-09-26 04:00:00	ES	Futures	3246.81	3247.35	3245.99	3246.26	1364.0
2019-09-26 04:05:00	ES	Futures	3245.99	3246.81	3245.18	3245.72	1554.0

> showing 50 of 17,467 rows — these rows as CSV

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