PREVIEW / futures_5min / 2019-09-27

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-27.parquet
  size:    244 KB
  rows:    14,426

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
2019-09-27 00:00:00	ES	Futures	3232.95	3233.5	3232.41	3233.5	356.0
2019-09-27 00:05:00	ES	Futures	3233.5	3234.58	3233.5	3234.58	213.0
2019-09-27 00:10:00	ES	Futures	3234.58	3234.85	3234.04	3234.85	312.0
2019-09-27 00:15:00	ES	Futures	3234.85	3235.12	3233.77	3234.04	658.0
2019-09-27 00:20:00	ES	Futures	3234.04	3234.04	3233.77	3234.04	137.0
2019-09-27 00:25:00	ES	Futures	3234.04	3234.31	3233.77	3234.31	233.0
2019-09-27 00:30:00	ES	Futures	3234.04	3234.31	3233.5	3233.77	229.0
2019-09-27 00:35:00	ES	Futures	3233.5	3234.31	3233.22	3234.31	372.0
2019-09-27 00:40:00	ES	Futures	3234.04	3234.58	3234.04	3234.04	285.0
2019-09-27 00:45:00	ES	Futures	3233.77	3234.04	3232.95	3233.77	457.0
2019-09-27 00:50:00	ES	Futures	3233.77	3234.04	3231.87	3232.68	824.0
2019-09-27 00:55:00	ES	Futures	3232.41	3234.04	3232.41	3233.77	554.0
2019-09-27 01:00:00	ES	Futures	3234.04	3234.58	3233.5	3234.04	490.0
2019-09-27 01:05:00	ES	Futures	3234.04	3234.58	3234.04	3234.58	435.0
2019-09-27 01:10:00	ES	Futures	3234.58	3235.4	3234.31	3235.12	590.0
2019-09-27 01:15:00	ES	Futures	3235.12	3235.4	3234.58	3235.12	701.0
2019-09-27 01:20:00	ES	Futures	3235.12	3235.67	3234.58	3235.67	595.0
2019-09-27 01:25:00	ES	Futures	3235.67	3236.21	3235.12	3236.21	828.0
2019-09-27 01:30:00	ES	Futures	3236.21	3239.47	3235.94	3239.47	3142.0
2019-09-27 01:35:00	ES	Futures	3239.2	3239.74	3238.11	3238.66	1140.0
2019-09-27 01:40:00	ES	Futures	3238.38	3239.74	3238.38	3239.47	1012.0
2019-09-27 01:45:00	ES	Futures	3239.47	3243.27	3239.2	3242.46	2021.0
2019-09-27 01:50:00	ES	Futures	3242.46	3243.0	3241.64	3242.46	1721.0
2019-09-27 01:55:00	ES	Futures	3242.46	3243.0	3241.64	3243.0	1818.0
2019-09-27 02:00:00	ES	Futures	3243.0	3243.27	3241.37	3242.19	1709.0
2019-09-27 02:05:00	ES	Futures	3241.92	3243.0	3241.37	3242.46	1303.0
2019-09-27 02:10:00	ES	Futures	3242.46	3243.27	3242.19	3242.46	954.0
2019-09-27 02:15:00	ES	Futures	3242.46	3243.27	3241.92	3242.73	879.0
2019-09-27 02:20:00	ES	Futures	3242.46	3242.73	3241.37	3241.64	924.0
2019-09-27 02:25:00	ES	Futures	3241.64	3242.73	3241.37	3241.64	965.0
2019-09-27 02:30:00	ES	Futures	3241.92	3244.36	3241.37	3244.09	1759.0
2019-09-27 02:35:00	ES	Futures	3243.82	3244.09	3243.0	3243.55	980.0
2019-09-27 02:40:00	ES	Futures	3243.82	3244.09	3243.27	3243.27	492.0
2019-09-27 02:45:00	ES	Futures	3243.55	3243.55	3242.19	3243.0	1327.0
2019-09-27 02:50:00	ES	Futures	3243.0	3243.27	3242.46	3243.27	824.0
2019-09-27 02:55:00	ES	Futures	3243.0	3243.55	3242.46	3242.46	513.0
2019-09-27 03:00:00	ES	Futures	3242.46	3242.73	3239.47	3241.64	4183.0
2019-09-27 03:05:00	ES	Futures	3241.64	3242.73	3240.83	3242.19	1327.0
2019-09-27 03:10:00	ES	Futures	3242.19	3243.55	3241.92	3243.27	972.0
2019-09-27 03:15:00	ES	Futures	3243.55	3244.09	3241.92	3242.46	1023.0
2019-09-27 03:20:00	ES	Futures	3242.19	3242.73	3241.1	3241.37	665.0
2019-09-27 03:25:00	ES	Futures	3241.37	3241.64	3239.47	3239.74	1007.0
2019-09-27 03:30:00	ES	Futures	3240.01	3241.37	3239.47	3240.83	1121.0
2019-09-27 03:35:00	ES	Futures	3241.1	3241.64	3240.29	3241.64	758.0
2019-09-27 03:40:00	ES	Futures	3241.37	3242.19	3240.56	3241.37	1408.0
2019-09-27 03:45:00	ES	Futures	3241.37	3241.37	3240.29	3240.83	784.0
2019-09-27 03:50:00	ES	Futures	3240.83	3241.37	3240.29	3240.83	784.0
2019-09-27 03:55:00	ES	Futures	3241.1	3241.64	3240.83	3240.83	800.0
2019-09-27 04:00:00	ES	Futures	3240.83	3241.64	3240.29	3241.64	552.0
2019-09-27 04:05:00	ES	Futures	3241.92	3243.27	3241.92	3242.46	1821.0

> showing 50 of 14,426 rows — these rows as CSV

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