PREVIEW / futures_5min / 2019-10-01

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-01.parquet
  size:    305 KB
  rows:    18,234

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
2019-10-01 00:00:00	ES	Futures	3249.25	3250.34	3248.71	3248.71	502.0
2019-10-01 00:05:00	ES	Futures	3248.98	3249.52	3248.98	3249.25	479.0
2019-10-01 00:10:00	ES	Futures	3249.52	3249.79	3248.98	3249.25	222.0
2019-10-01 00:15:00	ES	Futures	3249.25	3249.52	3248.98	3249.25	123.0
2019-10-01 00:20:00	ES	Futures	3249.25	3249.52	3248.98	3249.25	208.0
2019-10-01 00:25:00	ES	Futures	3249.25	3249.79	3248.98	3249.25	316.0
2019-10-01 00:30:00	ES	Futures	3249.52	3250.34	3249.25	3249.79	654.0
2019-10-01 00:35:00	ES	Futures	3249.79	3250.06	3248.71	3248.98	366.0
2019-10-01 00:40:00	ES	Futures	3249.25	3249.79	3248.16	3248.43	451.0
2019-10-01 00:45:00	ES	Futures	3248.16	3248.71	3248.16	3248.43	397.0
2019-10-01 00:50:00	ES	Futures	3248.16	3248.43	3247.89	3248.16	275.0
2019-10-01 00:55:00	ES	Futures	3248.16	3248.43	3247.89	3248.43	108.0
2019-10-01 01:00:00	ES	Futures	3248.43	3248.43	3247.62	3247.89	425.0
2019-10-01 01:05:00	ES	Futures	3247.89	3248.16	3247.62	3247.62	194.0
2019-10-01 01:10:00	ES	Futures	3247.62	3247.89	3247.35	3247.35	201.0
2019-10-01 01:15:00	ES	Futures	3247.62	3247.89	3247.35	3247.89	234.0
2019-10-01 01:20:00	ES	Futures	3247.89	3249.25	3247.89	3248.98	601.0
2019-10-01 01:25:00	ES	Futures	3248.98	3249.52	3248.43	3248.71	767.0
2019-10-01 01:30:00	ES	Futures	3248.71	3249.25	3248.43	3248.71	453.0
2019-10-01 01:35:00	ES	Futures	3248.71	3248.71	3248.16	3248.43	405.0
2019-10-01 01:40:00	ES	Futures	3248.16	3248.71	3248.16	3248.43	503.0
2019-10-01 01:45:00	ES	Futures	3248.16	3248.71	3248.16	3248.71	332.0
2019-10-01 01:50:00	ES	Futures	3248.71	3249.52	3248.71	3249.25	595.0
2019-10-01 01:55:00	ES	Futures	3248.98	3249.25	3247.89	3248.16	535.0
2019-10-01 02:00:00	ES	Futures	3248.16	3248.98	3247.35	3248.98	1107.0
2019-10-01 02:05:00	ES	Futures	3248.98	3250.88	3248.71	3249.52	1477.0
2019-10-01 02:10:00	ES	Futures	3249.25	3251.15	3248.98	3250.88	1330.0
2019-10-01 02:15:00	ES	Futures	3250.88	3252.51	3250.06	3251.15	2330.0
2019-10-01 02:20:00	ES	Futures	3250.88	3251.15	3250.06	3250.88	860.0
2019-10-01 02:25:00	ES	Futures	3251.15	3251.42	3250.61	3250.88	621.0
2019-10-01 02:30:00	ES	Futures	3250.88	3251.42	3250.34	3251.15	888.0
2019-10-01 02:35:00	ES	Futures	3251.15	3251.42	3250.06	3250.06	580.0
2019-10-01 02:40:00	ES	Futures	3250.06	3250.61	3249.25	3250.61	819.0
2019-10-01 02:45:00	ES	Futures	3250.88	3251.15	3250.06	3250.34	461.0
2019-10-01 02:50:00	ES	Futures	3250.34	3250.34	3249.52	3250.06	681.0
2019-10-01 02:55:00	ES	Futures	3250.06	3251.69	3250.06	3250.88	1220.0
2019-10-01 03:00:00	ES	Futures	3250.88	3251.42	3249.52	3251.15	2044.0
2019-10-01 03:05:00	ES	Futures	3251.15	3253.6	3249.79	3250.34	3071.0
2019-10-01 03:10:00	ES	Futures	3250.06	3250.88	3249.79	3250.06	2069.0
2019-10-01 03:15:00	ES	Futures	3250.06	3250.88	3249.79	3250.34	1325.0
2019-10-01 03:20:00	ES	Futures	3250.34	3250.34	3248.71	3249.25	955.0
2019-10-01 03:25:00	ES	Futures	3249.25	3250.06	3248.16	3249.52	1544.0
2019-10-01 03:30:00	ES	Futures	3249.52	3250.34	3249.52	3249.79	724.0
2019-10-01 03:35:00	ES	Futures	3249.52	3249.79	3248.71	3248.71	721.0
2019-10-01 03:40:00	ES	Futures	3248.71	3250.06	3248.71	3249.79	610.0
2019-10-01 03:45:00	ES	Futures	3249.52	3249.79	3248.16	3248.71	777.0
2019-10-01 03:50:00	ES	Futures	3248.71	3248.98	3247.08	3247.62	1137.0
2019-10-01 03:55:00	ES	Futures	3247.35	3247.89	3246.26	3246.53	1604.0
2019-10-01 04:00:00	ES	Futures	3246.81	3247.08	3244.9	3246.26	2142.0
2019-10-01 04:05:00	ES	Futures	3246.26	3246.26	3243.27	3243.27	2148.0

> showing 50 of 18,234 rows — these rows as CSV

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