PREVIEW / futures_5min / 2019-10-03

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-03.parquet
  size:    292 KB
  rows:    17,986

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
2019-10-03 00:00:00	ES	Futures	3137.88	3138.7	3137.61	3137.88	498.0
2019-10-03 00:05:00	ES	Futures	3137.61	3137.88	3135.71	3136.79	1307.0
2019-10-03 00:10:00	ES	Futures	3136.52	3137.61	3136.25	3137.34	615.0
2019-10-03 00:15:00	ES	Futures	3137.61	3137.61	3136.52	3137.07	528.0
2019-10-03 00:20:00	ES	Futures	3136.79	3137.61	3136.52	3137.34	309.0
2019-10-03 00:25:00	ES	Futures	3137.34	3137.88	3136.52	3136.79	464.0
2019-10-03 00:30:00	ES	Futures	3136.52	3136.79	3135.71	3136.52	844.0
2019-10-03 00:35:00	ES	Futures	3136.25	3136.79	3135.71	3136.52	611.0
2019-10-03 00:40:00	ES	Futures	3136.52	3137.07	3136.52	3136.52	320.0
2019-10-03 00:45:00	ES	Futures	3136.52	3136.79	3136.25	3136.79	291.0
2019-10-03 00:50:00	ES	Futures	3136.52	3137.07	3136.25	3136.79	224.0
2019-10-03 00:55:00	ES	Futures	3136.79	3137.34	3136.52	3136.79	349.0
2019-10-03 01:00:00	ES	Futures	3136.79	3137.88	3136.79	3137.88	545.0
2019-10-03 01:05:00	ES	Futures	3137.88	3138.15	3137.34	3137.88	460.0
2019-10-03 01:10:00	ES	Futures	3138.15	3138.15	3136.79	3137.07	402.0
2019-10-03 01:15:00	ES	Futures	3137.34	3138.15	3137.07	3137.34	377.0
2019-10-03 01:20:00	ES	Futures	3137.34	3138.42	3136.79	3138.15	427.0
2019-10-03 01:25:00	ES	Futures	3137.88	3138.97	3137.88	3138.15	418.0
2019-10-03 01:30:00	ES	Futures	3138.15	3138.97	3137.61	3137.61	341.0
2019-10-03 01:35:00	ES	Futures	3137.61	3137.88	3136.52	3136.52	741.0
2019-10-03 01:40:00	ES	Futures	3136.52	3136.52	3135.71	3135.98	549.0
2019-10-03 01:45:00	ES	Futures	3135.98	3137.07	3135.71	3136.52	567.0
2019-10-03 01:50:00	ES	Futures	3136.52	3136.79	3135.98	3136.25	480.0
2019-10-03 01:55:00	ES	Futures	3136.52	3137.61	3136.25	3137.34	794.0
2019-10-03 02:00:00	ES	Futures	3137.07	3137.34	3133.53	3134.08	2043.0
2019-10-03 02:05:00	ES	Futures	3134.35	3134.35	3132.72	3133.53	2033.0
2019-10-03 02:10:00	ES	Futures	3133.53	3134.89	3132.72	3133.26	1650.0
2019-10-03 02:15:00	ES	Futures	3133.26	3133.81	3130.55	3132.18	2348.0
2019-10-03 02:20:00	ES	Futures	3132.18	3134.35	3132.18	3133.53	892.0
2019-10-03 02:25:00	ES	Futures	3133.53	3135.16	3133.53	3134.62	1014.0
2019-10-03 02:30:00	ES	Futures	3134.35	3137.07	3134.08	3134.62	1762.0
2019-10-03 02:35:00	ES	Futures	3134.89	3135.98	3134.89	3135.16	738.0
2019-10-03 02:40:00	ES	Futures	3135.16	3137.07	3134.89	3136.79	973.0
2019-10-03 02:45:00	ES	Futures	3136.79	3139.51	3136.52	3139.24	1955.0
2019-10-03 02:50:00	ES	Futures	3139.24	3141.96	3138.7	3140.6	2827.0
2019-10-03 02:55:00	ES	Futures	3140.33	3142.77	3140.05	3141.96	2738.0
2019-10-03 03:00:00	ES	Futures	3141.96	3142.23	3138.97	3140.05	4324.0
2019-10-03 03:05:00	ES	Futures	3140.33	3140.87	3137.88	3139.78	3407.0
2019-10-03 03:10:00	ES	Futures	3139.78	3141.41	3138.15	3141.14	2681.0
2019-10-03 03:15:00	ES	Futures	3141.14	3141.96	3139.78	3141.41	2165.0
2019-10-03 03:20:00	ES	Futures	3141.41	3142.5	3140.33	3141.96	2039.0
2019-10-03 03:25:00	ES	Futures	3141.68	3141.68	3139.24	3140.6	2722.0
2019-10-03 03:30:00	ES	Futures	3140.6	3140.6	3138.97	3140.33	2412.0
2019-10-03 03:35:00	ES	Futures	3140.33	3142.77	3139.78	3142.5	2909.0
2019-10-03 03:40:00	ES	Futures	3142.77	3144.67	3142.23	3143.59	3457.0
2019-10-03 03:45:00	ES	Futures	3143.86	3144.94	3143.59	3144.4	2232.0
2019-10-03 03:50:00	ES	Futures	3144.4	3144.94	3144.13	3144.94	1376.0
2019-10-03 03:55:00	ES	Futures	3144.67	3144.67	3140.33	3141.41	2933.0
2019-10-03 04:00:00	ES	Futures	3141.41	3141.68	3137.88	3138.7	4099.0
2019-10-03 04:05:00	ES	Futures	3138.42	3139.24	3136.52	3138.97	2894.0

> showing 50 of 17,986 rows — these rows as CSV

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