PREVIEW / futures_5min / 2019-10-07

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-07.parquet
  size:    276 KB
  rows:    17,630

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
2019-10-07 00:00:00	ES	Futures	3191.66	3191.94	3191.39	3191.94	202.0
2019-10-07 00:05:00	ES	Futures	3191.66	3191.66	3190.85	3191.66	305.0
2019-10-07 00:10:00	ES	Futures	3191.94	3192.48	3191.12	3191.94	371.0
2019-10-07 00:15:00	ES	Futures	3191.66	3192.48	3191.66	3192.21	158.0
2019-10-07 00:20:00	ES	Futures	3192.21	3192.75	3191.94	3192.21	313.0
2019-10-07 00:25:00	ES	Futures	3192.48	3192.48	3191.94	3192.48	133.0
2019-10-07 00:30:00	ES	Futures	3192.21	3194.38	3192.21	3194.11	1587.0
2019-10-07 00:35:00	ES	Futures	3194.11	3194.38	3193.57	3193.84	367.0
2019-10-07 00:40:00	ES	Futures	3194.11	3194.11	3193.57	3193.84	227.0
2019-10-07 00:45:00	ES	Futures	3193.57	3193.84	3193.29	3193.57	184.0
2019-10-07 00:50:00	ES	Futures	3193.84	3194.11	3193.57	3193.84	190.0
2019-10-07 00:55:00	ES	Futures	3193.84	3194.11	3193.57	3194.11	190.0
2019-10-07 01:00:00	ES	Futures	3194.11	3194.11	3193.02	3193.29	260.0
2019-10-07 01:05:00	ES	Futures	3193.29	3194.11	3193.02	3193.02	387.0
2019-10-07 01:10:00	ES	Futures	3193.29	3193.84	3192.75	3192.75	208.0
2019-10-07 01:15:00	ES	Futures	3193.02	3193.84	3192.75	3193.57	199.0
2019-10-07 01:20:00	ES	Futures	3193.57	3193.57	3193.02	3193.57	168.0
2019-10-07 01:25:00	ES	Futures	3193.57	3193.84	3193.02	3193.29	158.0
2019-10-07 01:30:00	ES	Futures	3193.29	3193.84	3193.02	3193.29	224.0
2019-10-07 01:35:00	ES	Futures	3193.29	3193.57	3193.29	3193.29	61.0
2019-10-07 01:40:00	ES	Futures	3193.57	3193.57	3192.48	3193.02	378.0
2019-10-07 01:45:00	ES	Futures	3192.75	3193.57	3192.75	3193.02	208.0
2019-10-07 01:50:00	ES	Futures	3193.02	3193.29	3193.02	3193.02	127.0
2019-10-07 01:55:00	ES	Futures	3192.75	3193.57	3192.75	3193.57	274.0
2019-10-07 02:00:00	ES	Futures	3193.29	3195.47	3192.75	3194.11	1836.0
2019-10-07 02:05:00	ES	Futures	3194.11	3194.65	3193.84	3194.11	621.0
2019-10-07 02:10:00	ES	Futures	3194.11	3195.2	3194.11	3194.65	542.0
2019-10-07 02:15:00	ES	Futures	3194.92	3195.74	3194.65	3194.92	766.0
2019-10-07 02:20:00	ES	Futures	3194.92	3196.01	3194.92	3195.2	440.0
2019-10-07 02:25:00	ES	Futures	3195.2	3195.2	3194.11	3194.38	270.0
2019-10-07 02:30:00	ES	Futures	3194.65	3195.2	3194.11	3194.92	557.0
2019-10-07 02:35:00	ES	Futures	3195.2	3195.74	3194.92	3195.47	348.0
2019-10-07 02:40:00	ES	Futures	3195.2	3195.47	3194.92	3195.47	181.0
2019-10-07 02:45:00	ES	Futures	3195.2	3195.2	3194.65	3194.92	357.0
2019-10-07 02:50:00	ES	Futures	3195.2	3195.2	3193.02	3193.29	814.0
2019-10-07 02:55:00	ES	Futures	3193.57	3194.11	3191.94	3191.94	1122.0
2019-10-07 03:00:00	ES	Futures	3191.66	3193.57	3191.66	3192.21	1745.0
2019-10-07 03:05:00	ES	Futures	3192.21	3192.75	3189.76	3190.31	2082.0
2019-10-07 03:10:00	ES	Futures	3190.31	3192.48	3190.03	3192.21	1488.0
2019-10-07 03:15:00	ES	Futures	3192.21	3192.75	3191.39	3192.48	993.0
2019-10-07 03:20:00	ES	Futures	3192.48	3197.91	3192.48	3197.1	3040.0
2019-10-07 03:25:00	ES	Futures	3197.1	3197.64	3195.74	3196.01	1845.0
2019-10-07 03:30:00	ES	Futures	3196.01	3196.82	3194.92	3194.92	1191.0
2019-10-07 03:35:00	ES	Futures	3194.65	3195.74	3193.84	3194.11	1150.0
2019-10-07 03:40:00	ES	Futures	3194.11	3194.92	3192.75	3193.57	2017.0
2019-10-07 03:45:00	ES	Futures	3193.29	3195.74	3193.29	3194.38	1882.0
2019-10-07 03:50:00	ES	Futures	3194.11	3194.38	3191.39	3191.94	1682.0
2019-10-07 03:55:00	ES	Futures	3191.94	3192.21	3189.49	3192.21	2577.0
2019-10-07 04:00:00	ES	Futures	3192.21	3193.57	3190.03	3190.85	3587.0
2019-10-07 04:05:00	ES	Futures	3190.85	3193.29	3189.22	3189.49	3933.0

> showing 50 of 17,630 rows — these rows as CSV

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