PREVIEW / futures_5min / 2019-09-30

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-30.parquet
  size:    280 KB
  rows:    17,472

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
2019-09-30 00:00:00	ES	Futures	3234.31	3234.31	3232.95	3233.22	437.0
2019-09-30 00:05:00	ES	Futures	3232.95	3233.22	3232.41	3233.22	553.0
2019-09-30 00:10:00	ES	Futures	3232.95	3233.5	3232.95	3232.95	258.0
2019-09-30 00:15:00	ES	Futures	3232.68	3232.68	3231.59	3231.87	590.0
2019-09-30 00:20:00	ES	Futures	3231.59	3232.14	3231.32	3231.87	504.0
2019-09-30 00:25:00	ES	Futures	3231.59	3231.59	3231.05	3231.32	273.0
2019-09-30 00:30:00	ES	Futures	3231.32	3231.87	3230.51	3230.51	472.0
2019-09-30 00:35:00	ES	Futures	3230.78	3231.32	3230.24	3230.78	509.0
2019-09-30 00:40:00	ES	Futures	3230.51	3230.78	3230.24	3230.78	158.0
2019-09-30 00:45:00	ES	Futures	3230.51	3231.32	3230.24	3231.05	451.0
2019-09-30 00:50:00	ES	Futures	3230.78	3231.32	3230.51	3231.32	386.0
2019-09-30 00:55:00	ES	Futures	3231.05	3231.32	3230.78	3230.78	197.0
2019-09-30 01:00:00	ES	Futures	3230.78	3232.14	3230.78	3231.32	796.0
2019-09-30 01:05:00	ES	Futures	3231.32	3232.41	3231.32	3232.41	356.0
2019-09-30 01:10:00	ES	Futures	3232.41	3233.22	3232.41	3232.95	451.0
2019-09-30 01:15:00	ES	Futures	3232.95	3232.95	3231.87	3231.87	679.0
2019-09-30 01:20:00	ES	Futures	3232.14	3232.41	3231.05	3231.32	292.0
2019-09-30 01:25:00	ES	Futures	3231.32	3231.87	3230.51	3230.78	557.0
2019-09-30 01:30:00	ES	Futures	3230.78	3231.59	3229.96	3230.78	709.0
2019-09-30 01:35:00	ES	Futures	3230.78	3231.32	3230.51	3230.51	463.0
2019-09-30 01:40:00	ES	Futures	3230.51	3231.87	3230.24	3231.59	492.0
2019-09-30 01:45:00	ES	Futures	3231.59	3231.87	3231.05	3231.59	262.0
2019-09-30 01:50:00	ES	Futures	3231.32	3231.32	3230.51	3231.05	435.0
2019-09-30 01:55:00	ES	Futures	3231.05	3231.59	3230.24	3231.32	525.0
2019-09-30 02:00:00	ES	Futures	3231.32	3232.41	3228.61	3229.15	2009.0
2019-09-30 02:05:00	ES	Futures	3228.88	3230.24	3228.61	3229.42	1609.0
2019-09-30 02:10:00	ES	Futures	3229.42	3229.96	3228.61	3229.96	1322.0
2019-09-30 02:15:00	ES	Futures	3230.24	3232.14	3230.24	3231.05	1815.0
2019-09-30 02:20:00	ES	Futures	3231.32	3233.5	3231.05	3233.22	2137.0
2019-09-30 02:25:00	ES	Futures	3233.5	3234.85	3233.22	3233.5	971.0
2019-09-30 02:30:00	ES	Futures	3233.5	3233.77	3232.14	3232.95	1421.0
2019-09-30 02:35:00	ES	Futures	3232.95	3234.04	3232.95	3232.95	660.0
2019-09-30 02:40:00	ES	Futures	3232.68	3232.95	3231.87	3232.14	547.0
2019-09-30 02:45:00	ES	Futures	3232.41	3233.22	3232.14	3232.68	543.0
2019-09-30 02:50:00	ES	Futures	3232.41	3232.68	3231.87	3232.14	295.0
2019-09-30 02:55:00	ES	Futures	3231.87	3232.41	3230.78	3231.32	689.0
2019-09-30 03:00:00	ES	Futures	3231.32	3233.22	3229.69	3229.69	2677.0
2019-09-30 03:05:00	ES	Futures	3229.69	3230.78	3229.15	3229.42	1946.0
2019-09-30 03:10:00	ES	Futures	3229.42	3230.78	3229.42	3229.96	1291.0
2019-09-30 03:15:00	ES	Futures	3229.96	3230.78	3229.15	3230.78	1151.0
2019-09-30 03:20:00	ES	Futures	3230.78	3232.95	3230.78	3232.14	2745.0
2019-09-30 03:25:00	ES	Futures	3232.14	3232.14	3229.15	3231.59	2025.0
2019-09-30 03:30:00	ES	Futures	3231.59	3232.68	3230.51	3231.32	3169.0
2019-09-30 03:35:00	ES	Futures	3231.32	3231.59	3229.69	3230.51	2437.0
2019-09-30 03:40:00	ES	Futures	3230.24	3232.41	3229.96	3231.87	2591.0
2019-09-30 03:45:00	ES	Futures	3231.87	3232.14	3230.51	3230.78	2188.0
2019-09-30 03:50:00	ES	Futures	3230.51	3230.78	3229.69	3229.96	1375.0
2019-09-30 03:55:00	ES	Futures	3230.24	3231.87	3230.24	3231.32	1530.0
2019-09-30 04:00:00	ES	Futures	3231.32	3234.58	3230.78	3234.58	1779.0
2019-09-30 04:05:00	ES	Futures	3234.31	3235.94	3233.5	3235.94	2348.0

> showing 50 of 17,472 rows — these rows as CSV

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