PREVIEW / futures_5min / 2019-10-08

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-08.parquet
  size:    300 KB
  rows:    17,945

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
2019-10-08 00:00:00	ES	Futures	3201.44	3201.71	3201.17	3201.17	256.0
2019-10-08 00:05:00	ES	Futures	3201.17	3201.99	3201.17	3201.17	365.0
2019-10-08 00:10:00	ES	Futures	3201.44	3201.71	3200.9	3201.17	371.0
2019-10-08 00:15:00	ES	Futures	3201.44	3201.44	3200.9	3201.17	326.0
2019-10-08 00:20:00	ES	Futures	3201.17	3201.44	3200.9	3200.9	126.0
2019-10-08 00:25:00	ES	Futures	3201.17	3201.44	3200.9	3201.44	235.0
2019-10-08 00:30:00	ES	Futures	3201.44	3201.44	3200.9	3201.17	218.0
2019-10-08 00:35:00	ES	Futures	3200.9	3201.44	3200.9	3200.9	114.0
2019-10-08 00:40:00	ES	Futures	3201.17	3201.71	3201.17	3201.71	149.0
2019-10-08 00:45:00	ES	Futures	3201.71	3202.26	3201.17	3201.99	491.0
2019-10-08 00:50:00	ES	Futures	3202.26	3202.26	3201.71	3202.26	234.0
2019-10-08 00:55:00	ES	Futures	3202.26	3202.53	3201.99	3202.26	276.0
2019-10-08 01:00:00	ES	Futures	3202.53	3202.53	3201.44	3201.71	505.0
2019-10-08 01:05:00	ES	Futures	3201.71	3201.99	3201.17	3201.17	218.0
2019-10-08 01:10:00	ES	Futures	3201.17	3202.26	3201.17	3202.26	292.0
2019-10-08 01:15:00	ES	Futures	3202.26	3202.26	3201.17	3201.17	236.0
2019-10-08 01:20:00	ES	Futures	3201.17	3201.17	3198.45	3198.73	1557.0
2019-10-08 01:25:00	ES	Futures	3198.73	3200.08	3198.73	3199.27	602.0
2019-10-08 01:30:00	ES	Futures	3199.54	3200.36	3199.0	3200.36	848.0
2019-10-08 01:35:00	ES	Futures	3200.36	3200.36	3200.08	3200.08	275.0
2019-10-08 01:40:00	ES	Futures	3200.08	3200.08	3199.27	3199.54	295.0
2019-10-08 01:45:00	ES	Futures	3199.81	3200.63	3199.54	3200.08	303.0
2019-10-08 01:50:00	ES	Futures	3200.36	3202.26	3200.36	3201.71	577.0
2019-10-08 01:55:00	ES	Futures	3201.71	3201.99	3201.17	3201.17	468.0
2019-10-08 02:00:00	ES	Futures	3201.17	3204.16	3200.9	3203.34	1641.0
2019-10-08 02:05:00	ES	Futures	3203.62	3205.25	3203.34	3204.16	1311.0
2019-10-08 02:10:00	ES	Futures	3204.16	3204.43	3203.62	3203.89	582.0
2019-10-08 02:15:00	ES	Futures	3204.16	3204.16	3202.26	3202.8	887.0
2019-10-08 02:20:00	ES	Futures	3202.8	3203.34	3202.26	3202.26	569.0
2019-10-08 02:25:00	ES	Futures	3202.26	3202.8	3202.26	3202.53	394.0
2019-10-08 02:30:00	ES	Futures	3202.53	3202.53	3201.44	3202.26	631.0
2019-10-08 02:35:00	ES	Futures	3202.26	3203.62	3201.71	3202.8	587.0
2019-10-08 02:40:00	ES	Futures	3202.53	3203.62	3202.53	3202.8	417.0
2019-10-08 02:45:00	ES	Futures	3202.8	3203.07	3201.71	3201.71	417.0
2019-10-08 02:50:00	ES	Futures	3201.44	3201.71	3200.36	3200.36	829.0
2019-10-08 02:55:00	ES	Futures	3200.36	3201.99	3200.36	3200.36	615.0
2019-10-08 03:00:00	ES	Futures	3200.36	3200.36	3197.64	3197.91	2716.0
2019-10-08 03:05:00	ES	Futures	3198.18	3198.45	3196.82	3197.91	2165.0
2019-10-08 03:10:00	ES	Futures	3197.64	3200.08	3197.64	3199.81	1879.0
2019-10-08 03:15:00	ES	Futures	3199.81	3200.63	3199.27	3199.81	1482.0
2019-10-08 03:20:00	ES	Futures	3199.81	3200.08	3198.45	3199.27	1264.0
2019-10-08 03:25:00	ES	Futures	3199.0	3199.27	3196.82	3196.82	1368.0
2019-10-08 03:30:00	ES	Futures	3196.82	3196.82	3195.2	3196.28	2333.0
2019-10-08 03:35:00	ES	Futures	3196.28	3197.64	3195.2	3195.47	1558.0
2019-10-08 03:40:00	ES	Futures	3195.2	3195.47	3191.66	3192.75	3693.0
2019-10-08 03:45:00	ES	Futures	3192.48	3194.65	3192.21	3193.57	1864.0
2019-10-08 03:50:00	ES	Futures	3193.84	3195.74	3187.05	3188.95	10177.0
2019-10-08 03:55:00	ES	Futures	3188.95	3191.66	3186.5	3187.32	10142.0
2019-10-08 04:00:00	ES	Futures	3187.32	3190.58	3186.77	3189.49	5593.0
2019-10-08 04:05:00	ES	Futures	3189.22	3190.03	3187.86	3188.95	4936.0

> showing 50 of 17,945 rows — these rows as CSV

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