PREVIEW / futures_5min / 2019-09-29

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-29.parquet
  size:    60 KB
  rows:    3,252

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
2019-09-29 18:00:00	ES	Futures	3233.5	3238.11	3230.24	3230.78	6210.0
2019-09-29 18:05:00	ES	Futures	3230.78	3231.05	3229.69	3229.96	1357.0
2019-09-29 18:10:00	ES	Futures	3229.96	3230.24	3229.15	3229.42	415.0
2019-09-29 18:15:00	ES	Futures	3229.42	3230.24	3228.88	3229.42	373.0
2019-09-29 18:20:00	ES	Futures	3229.42	3230.24	3229.42	3229.96	354.0
2019-09-29 18:25:00	ES	Futures	3230.24	3230.24	3227.79	3228.06	846.0
2019-09-29 18:30:00	ES	Futures	3228.33	3228.61	3226.98	3227.25	748.0
2019-09-29 18:35:00	ES	Futures	3226.98	3227.25	3223.44	3223.44	1523.0
2019-09-29 18:40:00	ES	Futures	3223.44	3224.8	3222.09	3224.53	1635.0
2019-09-29 18:45:00	ES	Futures	3224.53	3225.07	3223.17	3224.8	796.0
2019-09-29 18:50:00	ES	Futures	3224.8	3224.8	3223.17	3223.99	507.0
2019-09-29 18:55:00	ES	Futures	3223.99	3224.26	3223.72	3223.99	131.0
2019-09-29 19:00:00	ES	Futures	3224.26	3224.8	3224.26	3224.26	396.0
2019-09-29 19:05:00	ES	Futures	3224.53	3225.62	3224.53	3225.62	754.0
2019-09-29 19:10:00	ES	Futures	3225.35	3225.62	3225.07	3225.35	484.0
2019-09-29 19:15:00	ES	Futures	3225.35	3225.62	3225.07	3225.62	103.0
2019-09-29 19:20:00	ES	Futures	3225.62	3225.89	3225.35	3225.62	211.0
2019-09-29 19:25:00	ES	Futures	3225.89	3225.89	3225.07	3225.62	111.0
2019-09-29 19:30:00	ES	Futures	3225.62	3227.52	3225.07	3225.89	998.0
2019-09-29 19:35:00	ES	Futures	3225.89	3227.79	3225.89	3226.98	344.0
2019-09-29 19:40:00	ES	Futures	3226.7	3227.25	3225.62	3225.62	372.0
2019-09-29 19:45:00	ES	Futures	3225.62	3227.79	3225.62	3227.25	451.0
2019-09-29 19:50:00	ES	Futures	3227.25	3227.52	3226.43	3227.25	516.0
2019-09-29 19:55:00	ES	Futures	3227.25	3228.61	3227.25	3228.06	656.0
2019-09-29 20:00:00	ES	Futures	3227.79	3228.61	3226.43	3227.25	1545.0
2019-09-29 20:05:00	ES	Futures	3227.52	3228.61	3226.43	3228.06	747.0
2019-09-29 20:10:00	ES	Futures	3228.33	3229.69	3228.06	3228.61	1200.0
2019-09-29 20:15:00	ES	Futures	3228.61	3228.61	3227.52	3228.33	601.0
2019-09-29 20:20:00	ES	Futures	3228.33	3229.15	3227.79	3228.06	557.0
2019-09-29 20:25:00	ES	Futures	3228.06	3228.61	3227.79	3228.61	396.0
2019-09-29 20:30:00	ES	Futures	3228.61	3229.42	3227.79	3228.06	644.0
2019-09-29 20:35:00	ES	Futures	3228.06	3228.88	3227.79	3228.88	398.0
2019-09-29 20:40:00	ES	Futures	3228.61	3228.88	3227.25	3227.79	580.0
2019-09-29 20:45:00	ES	Futures	3228.06	3229.42	3228.06	3229.15	425.0
2019-09-29 20:50:00	ES	Futures	3229.15	3229.42	3228.33	3228.33	558.0
2019-09-29 20:55:00	ES	Futures	3228.33	3228.61	3227.79	3228.06	493.0
2019-09-29 21:00:00	ES	Futures	3228.06	3229.96	3227.79	3229.15	1456.0
2019-09-29 21:05:00	ES	Futures	3228.88	3229.96	3228.88	3229.96	563.0
2019-09-29 21:10:00	ES	Futures	3229.69	3229.69	3228.61	3228.61	484.0
2019-09-29 21:15:00	ES	Futures	3228.88	3229.96	3228.88	3229.69	840.0
2019-09-29 21:20:00	ES	Futures	3229.42	3230.24	3229.15	3229.69	594.0
2019-09-29 21:25:00	ES	Futures	3229.42	3229.69	3228.88	3229.42	1034.0
2019-09-29 21:30:00	ES	Futures	3229.42	3231.32	3228.61	3229.42	1584.0
2019-09-29 21:35:00	ES	Futures	3229.42	3231.59	3229.15	3231.59	1024.0
2019-09-29 21:40:00	ES	Futures	3231.59	3231.59	3230.24	3230.51	606.0
2019-09-29 21:45:00	ES	Futures	3230.78	3234.58	3230.78	3231.59	3727.0
2019-09-29 21:50:00	ES	Futures	3231.59	3232.68	3231.32	3232.68	944.0
2019-09-29 21:55:00	ES	Futures	3232.68	3232.95	3232.14	3232.41	587.0
2019-09-29 22:00:00	ES	Futures	3232.41	3232.68	3231.59	3232.14	660.0
2019-09-29 22:05:00	ES	Futures	3231.87	3232.68	3231.59	3231.59	781.0

> showing 50 of 3,252 rows — these rows as CSV

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