PREVIEW / futures_5min / 2019-10-04

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-04.parquet
  size:    247 KB
  rows:    14,652

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
2019-10-04 00:00:00	ES	Futures	3159.34	3159.88	3159.34	3159.61	190.0
2019-10-04 00:05:00	ES	Futures	3159.61	3160.15	3159.34	3159.61	327.0
2019-10-04 00:10:00	ES	Futures	3159.88	3159.88	3159.34	3159.61	146.0
2019-10-04 00:15:00	ES	Futures	3159.88	3160.15	3159.61	3159.61	210.0
2019-10-04 00:20:00	ES	Futures	3159.88	3161.51	3159.88	3161.24	468.0
2019-10-04 00:25:00	ES	Futures	3161.24	3161.78	3160.7	3161.78	561.0
2019-10-04 00:30:00	ES	Futures	3161.51	3162.33	3160.97	3161.24	786.0
2019-10-04 00:35:00	ES	Futures	3161.24	3161.78	3160.97	3161.24	257.0
2019-10-04 00:40:00	ES	Futures	3161.24	3161.78	3160.97	3161.78	246.0
2019-10-04 00:45:00	ES	Futures	3161.78	3161.78	3160.97	3161.51	310.0
2019-10-04 00:50:00	ES	Futures	3161.78	3161.78	3161.24	3161.24	109.0
2019-10-04 00:55:00	ES	Futures	3161.24	3162.33	3161.24	3162.06	363.0
2019-10-04 01:00:00	ES	Futures	3162.33	3162.87	3162.06	3162.33	577.0
2019-10-04 01:05:00	ES	Futures	3162.6	3164.77	3162.06	3164.77	1805.0
2019-10-04 01:10:00	ES	Futures	3164.77	3170.48	3164.77	3169.66	4236.0
2019-10-04 01:15:00	ES	Futures	3169.66	3169.66	3167.76	3168.03	1425.0
2019-10-04 01:20:00	ES	Futures	3168.03	3168.3	3166.95	3167.49	889.0
2019-10-04 01:25:00	ES	Futures	3167.76	3167.76	3165.86	3166.13	688.0
2019-10-04 01:30:00	ES	Futures	3166.13	3166.4	3164.23	3164.23	1252.0
2019-10-04 01:35:00	ES	Futures	3164.23	3165.86	3163.41	3165.32	988.0
2019-10-04 01:40:00	ES	Futures	3165.32	3166.13	3164.5	3165.32	643.0
2019-10-04 01:45:00	ES	Futures	3165.59	3166.13	3164.77	3164.77	780.0
2019-10-04 01:50:00	ES	Futures	3164.77	3166.13	3164.77	3166.13	819.0
2019-10-04 01:55:00	ES	Futures	3165.86	3166.13	3164.5	3164.5	845.0
2019-10-04 02:00:00	ES	Futures	3164.77	3164.77	3161.78	3162.33	2204.0
2019-10-04 02:05:00	ES	Futures	3162.33	3163.14	3160.7	3161.24	1284.0
2019-10-04 02:10:00	ES	Futures	3161.51	3161.78	3156.62	3157.17	3613.0
2019-10-04 02:15:00	ES	Futures	3157.17	3158.8	3155.81	3158.53	3231.0
2019-10-04 02:20:00	ES	Futures	3158.8	3160.43	3158.25	3160.43	1555.0
2019-10-04 02:25:00	ES	Futures	3160.43	3162.6	3158.8	3159.34	2539.0
2019-10-04 02:30:00	ES	Futures	3159.07	3159.88	3157.44	3157.98	1055.0
2019-10-04 02:35:00	ES	Futures	3158.25	3159.07	3157.71	3159.07	831.0
2019-10-04 02:40:00	ES	Futures	3159.07	3159.88	3158.25	3159.61	1178.0
2019-10-04 02:45:00	ES	Futures	3159.61	3160.7	3159.07	3159.34	946.0
2019-10-04 02:50:00	ES	Futures	3159.34	3160.43	3157.44	3157.71	974.0
2019-10-04 02:55:00	ES	Futures	3157.98	3159.34	3157.44	3158.25	1515.0
2019-10-04 03:00:00	ES	Futures	3157.98	3157.98	3154.45	3156.08	4423.0
2019-10-04 03:05:00	ES	Futures	3156.08	3159.34	3156.08	3157.44	3490.0
2019-10-04 03:10:00	ES	Futures	3157.71	3160.7	3157.44	3160.43	2696.0
2019-10-04 03:15:00	ES	Futures	3160.43	3161.78	3156.35	3156.9	3406.0
2019-10-04 03:20:00	ES	Futures	3157.17	3158.53	3156.08	3157.98	2450.0
2019-10-04 03:25:00	ES	Futures	3157.98	3157.98	3155.81	3157.17	2259.0
2019-10-04 03:30:00	ES	Futures	3157.17	3159.61	3156.62	3158.53	1889.0
2019-10-04 03:35:00	ES	Futures	3158.53	3158.53	3156.35	3156.9	3056.0
2019-10-04 03:40:00	ES	Futures	3157.17	3157.44	3155.27	3156.9	2736.0
2019-10-04 03:45:00	ES	Futures	3157.17	3157.98	3155.81	3156.62	1926.0
2019-10-04 03:50:00	ES	Futures	3156.62	3158.8	3155.54	3156.9	4695.0
2019-10-04 03:55:00	ES	Futures	3157.17	3160.7	3156.9	3159.34	3231.0
2019-10-04 04:00:00	ES	Futures	3159.34	3159.88	3158.25	3159.34	2989.0
2019-10-04 04:05:00	ES	Futures	3159.34	3161.24	3158.53	3159.88	3571.0

> showing 50 of 14,652 rows — these rows as CSV

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