PREVIEW / futures_5min / 2019-10-02

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-02.parquet
  size:    311 KB
  rows:    18,129

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
2019-10-02 00:00:00	ES	Futures	3199.81	3199.81	3198.73	3198.73	444.0
2019-10-02 00:05:00	ES	Futures	3198.73	3198.73	3198.18	3198.45	302.0
2019-10-02 00:10:00	ES	Futures	3198.73	3199.0	3198.45	3198.73	162.0
2019-10-02 00:15:00	ES	Futures	3198.73	3199.0	3198.73	3199.0	247.0
2019-10-02 00:20:00	ES	Futures	3198.73	3199.0	3198.18	3198.18	266.0
2019-10-02 00:25:00	ES	Futures	3197.91	3198.45	3197.91	3198.18	224.0
2019-10-02 00:30:00	ES	Futures	3198.18	3198.45	3197.91	3198.18	193.0
2019-10-02 00:35:00	ES	Futures	3198.18	3198.18	3197.64	3197.91	254.0
2019-10-02 00:40:00	ES	Futures	3197.91	3197.91	3197.64	3197.64	49.0
2019-10-02 00:45:00	ES	Futures	3197.64	3198.18	3197.64	3197.91	118.0
2019-10-02 00:50:00	ES	Futures	3197.91	3197.91	3197.1	3197.1	526.0
2019-10-02 00:55:00	ES	Futures	3197.37	3198.73	3197.37	3198.45	438.0
2019-10-02 01:00:00	ES	Futures	3198.45	3199.81	3197.91	3199.27	1111.0
2019-10-02 01:05:00	ES	Futures	3199.27	3199.81	3199.0	3199.81	330.0
2019-10-02 01:10:00	ES	Futures	3199.54	3200.36	3199.54	3200.36	592.0
2019-10-02 01:15:00	ES	Futures	3200.36	3200.63	3199.54	3199.81	577.0
2019-10-02 01:20:00	ES	Futures	3199.81	3200.08	3199.27	3199.81	384.0
2019-10-02 01:25:00	ES	Futures	3199.81	3200.08	3199.27	3199.54	350.0
2019-10-02 01:30:00	ES	Futures	3199.27	3199.54	3198.73	3198.73	365.0
2019-10-02 01:35:00	ES	Futures	3198.73	3199.0	3198.18	3198.18	302.0
2019-10-02 01:40:00	ES	Futures	3198.18	3198.73	3197.91	3197.91	384.0
2019-10-02 01:45:00	ES	Futures	3198.18	3198.45	3197.64	3198.18	448.0
2019-10-02 01:50:00	ES	Futures	3198.18	3198.18	3197.1	3197.1	739.0
2019-10-02 01:55:00	ES	Futures	3197.1	3198.18	3196.82	3198.18	514.0
2019-10-02 02:00:00	ES	Futures	3198.18	3198.73	3196.82	3197.64	973.0
2019-10-02 02:05:00	ES	Futures	3197.64	3197.64	3196.82	3197.1	663.0
2019-10-02 02:10:00	ES	Futures	3196.82	3196.82	3195.47	3195.74	925.0
2019-10-02 02:15:00	ES	Futures	3195.74	3196.28	3195.2	3195.47	1222.0
2019-10-02 02:20:00	ES	Futures	3195.47	3196.55	3195.2	3196.28	935.0
2019-10-02 02:25:00	ES	Futures	3196.01	3196.55	3192.75	3193.57	2421.0
2019-10-02 02:30:00	ES	Futures	3193.29	3194.11	3193.29	3194.11	648.0
2019-10-02 02:35:00	ES	Futures	3194.11	3195.47	3194.11	3194.65	853.0
2019-10-02 02:40:00	ES	Futures	3194.92	3195.2	3194.38	3194.92	365.0
2019-10-02 02:45:00	ES	Futures	3194.92	3196.28	3194.92	3196.01	706.0
2019-10-02 02:50:00	ES	Futures	3196.01	3196.55	3196.01	3196.55	356.0
2019-10-02 02:55:00	ES	Futures	3196.55	3196.82	3195.2	3195.2	1028.0
2019-10-02 03:00:00	ES	Futures	3195.47	3196.28	3193.84	3195.2	2407.0
2019-10-02 03:05:00	ES	Futures	3195.2	3197.1	3192.75	3193.02	2860.0
2019-10-02 03:10:00	ES	Futures	3193.02	3193.02	3185.96	3188.13	7809.0
2019-10-02 03:15:00	ES	Futures	3188.13	3188.4	3184.87	3185.69	4992.0
2019-10-02 03:20:00	ES	Futures	3185.42	3185.42	3181.89	3184.33	4981.0
2019-10-02 03:25:00	ES	Futures	3184.33	3184.33	3182.16	3183.52	3709.0
2019-10-02 03:30:00	ES	Futures	3183.24	3183.79	3179.44	3181.34	4357.0
2019-10-02 03:35:00	ES	Futures	3181.07	3182.97	3178.9	3180.53	4287.0
2019-10-02 03:40:00	ES	Futures	3180.8	3183.79	3179.98	3182.97	2985.0
2019-10-02 03:45:00	ES	Futures	3182.97	3183.52	3181.89	3183.24	2405.0
2019-10-02 03:50:00	ES	Futures	3182.97	3183.24	3180.53	3181.07	2176.0
2019-10-02 03:55:00	ES	Futures	3181.07	3182.97	3180.8	3181.89	1434.0
2019-10-02 04:00:00	ES	Futures	3181.61	3181.89	3179.71	3180.26	3547.0
2019-10-02 04:05:00	ES	Futures	3180.26	3180.8	3179.44	3179.71	2292.0

> showing 50 of 18,129 rows — these rows as CSV

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