PREVIEW / futures_5min / 2019-10-06

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-06.parquet
  size:    57 KB
  rows:    3,289

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
2019-10-06 18:00:00	ES	Futures	3183.24	3192.75	3181.34	3191.12	10869.0
2019-10-06 18:05:00	ES	Futures	3190.85	3193.57	3190.85	3193.29	1958.0
2019-10-06 18:10:00	ES	Futures	3193.29	3193.84	3191.94	3192.75	832.0
2019-10-06 18:15:00	ES	Futures	3192.48	3193.57	3191.66	3192.48	825.0
2019-10-06 18:20:00	ES	Futures	3192.48	3192.75	3190.58	3191.39	714.0
2019-10-06 18:25:00	ES	Futures	3191.39	3192.75	3191.12	3191.66	517.0
2019-10-06 18:30:00	ES	Futures	3191.66	3192.75	3191.39	3192.48	1130.0
2019-10-06 18:35:00	ES	Futures	3192.75	3193.84	3192.48	3192.75	366.0
2019-10-06 18:40:00	ES	Futures	3192.75	3193.29	3192.48	3192.75	361.0
2019-10-06 18:45:00	ES	Futures	3193.02	3193.29	3192.75	3192.75	278.0
2019-10-06 18:50:00	ES	Futures	3193.02	3193.02	3192.21	3192.48	233.0
2019-10-06 18:55:00	ES	Futures	3192.48	3195.47	3192.21	3195.2	996.0
2019-10-06 19:00:00	ES	Futures	3195.2	3195.47	3194.11	3195.2	542.0
2019-10-06 19:05:00	ES	Futures	3194.92	3195.2	3194.38	3194.65	238.0
2019-10-06 19:10:00	ES	Futures	3194.65	3195.47	3194.38	3195.47	439.0
2019-10-06 19:15:00	ES	Futures	3195.47	3195.74	3194.92	3195.47	411.0
2019-10-06 19:20:00	ES	Futures	3195.47	3196.82	3195.2	3196.01	729.0
2019-10-06 19:25:00	ES	Futures	3196.28	3196.82	3195.74	3196.82	306.0
2019-10-06 19:30:00	ES	Futures	3196.82	3197.1	3196.01	3197.1	479.0
2019-10-06 19:35:00	ES	Futures	3196.82	3197.37	3196.01	3196.01	704.0
2019-10-06 19:40:00	ES	Futures	3196.01	3197.37	3196.01	3197.1	592.0
2019-10-06 19:45:00	ES	Futures	3197.1	3197.37	3196.01	3196.01	565.0
2019-10-06 19:50:00	ES	Futures	3196.01	3196.28	3194.65	3194.65	674.0
2019-10-06 19:55:00	ES	Futures	3194.65	3195.47	3193.84	3193.84	925.0
2019-10-06 20:00:00	ES	Futures	3193.84	3196.55	3193.84	3196.28	1564.0
2019-10-06 20:05:00	ES	Futures	3196.55	3196.82	3193.84	3194.92	1344.0
2019-10-06 20:10:00	ES	Futures	3194.92	3195.2	3192.21	3193.29	1779.0
2019-10-06 20:15:00	ES	Futures	3193.02	3194.65	3192.75	3194.65	900.0
2019-10-06 20:20:00	ES	Futures	3194.38	3194.65	3191.39	3191.39	1197.0
2019-10-06 20:25:00	ES	Futures	3191.39	3191.66	3190.03	3190.58	1777.0
2019-10-06 20:30:00	ES	Futures	3190.31	3191.12	3190.31	3190.58	613.0
2019-10-06 20:35:00	ES	Futures	3190.58	3191.66	3190.58	3191.39	510.0
2019-10-06 20:40:00	ES	Futures	3191.66	3191.66	3190.58	3191.39	391.0
2019-10-06 20:45:00	ES	Futures	3191.12	3192.75	3191.12	3192.21	1021.0
2019-10-06 20:50:00	ES	Futures	3192.21	3192.48	3191.66	3192.21	410.0
2019-10-06 20:55:00	ES	Futures	3191.94	3192.21	3190.58	3190.58	518.0
2019-10-06 21:00:00	ES	Futures	3190.85	3191.39	3188.95	3189.76	1945.0
2019-10-06 21:05:00	ES	Futures	3189.76	3190.58	3189.22	3190.31	1361.0
2019-10-06 21:10:00	ES	Futures	3190.31	3190.85	3189.76	3190.31	622.0
2019-10-06 21:15:00	ES	Futures	3190.31	3190.31	3189.22	3189.22	647.0
2019-10-06 21:20:00	ES	Futures	3189.22	3190.85	3188.95	3190.31	595.0
2019-10-06 21:25:00	ES	Futures	3190.31	3191.12	3190.03	3190.85	506.0
2019-10-06 21:30:00	ES	Futures	3190.85	3192.21	3190.58	3192.21	693.0
2019-10-06 21:35:00	ES	Futures	3192.21	3192.48	3191.39	3191.66	531.0
2019-10-06 21:40:00	ES	Futures	3191.66	3193.02	3191.12	3192.75	704.0
2019-10-06 21:45:00	ES	Futures	3192.75	3193.02	3191.94	3191.94	557.0
2019-10-06 21:50:00	ES	Futures	3191.94	3192.21	3190.85	3190.85	535.0
2019-10-06 21:55:00	ES	Futures	3190.85	3192.75	3190.85	3192.48	585.0
2019-10-06 22:00:00	ES	Futures	3192.75	3192.75	3191.39	3191.66	396.0
2019-10-06 22:05:00	ES	Futures	3191.39	3191.39	3190.31	3190.58	409.0

> showing 50 of 3,289 rows — these rows as CSV

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