PREVIEW / futures_5min / 2019-10-09

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-09.parquet
  size:    290 KB
  rows:    18,116

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
2019-10-09 00:00:00	ES	Futures	3152.28	3152.55	3151.19	3151.46	464.0
2019-10-09 00:05:00	ES	Futures	3151.19	3152.01	3151.19	3151.46	207.0
2019-10-09 00:10:00	ES	Futures	3151.46	3152.28	3151.46	3152.28	213.0
2019-10-09 00:15:00	ES	Futures	3152.28	3152.28	3151.19	3151.19	418.0
2019-10-09 00:20:00	ES	Futures	3151.46	3151.46	3150.65	3150.92	249.0
2019-10-09 00:25:00	ES	Futures	3150.92	3151.19	3150.65	3151.19	222.0
2019-10-09 00:30:00	ES	Futures	3151.19	3151.19	3149.29	3149.56	988.0
2019-10-09 00:35:00	ES	Futures	3149.83	3149.83	3149.02	3149.29	291.0
2019-10-09 00:40:00	ES	Futures	3149.29	3149.29	3147.12	3147.93	1024.0
2019-10-09 00:45:00	ES	Futures	3147.93	3148.2	3147.12	3147.93	623.0
2019-10-09 00:50:00	ES	Futures	3147.93	3149.02	3147.66	3148.75	489.0
2019-10-09 00:55:00	ES	Futures	3149.02	3149.02	3147.93	3148.75	605.0
2019-10-09 01:00:00	ES	Futures	3148.75	3149.83	3148.47	3149.56	490.0
2019-10-09 01:05:00	ES	Futures	3149.56	3150.1	3148.75	3149.56	569.0
2019-10-09 01:10:00	ES	Futures	3149.56	3150.1	3149.29	3150.1	257.0
2019-10-09 01:15:00	ES	Futures	3150.1	3150.1	3149.56	3150.1	398.0
2019-10-09 01:20:00	ES	Futures	3149.83	3151.19	3149.83	3150.65	470.0
2019-10-09 01:25:00	ES	Futures	3150.92	3150.92	3147.93	3147.93	502.0
2019-10-09 01:30:00	ES	Futures	3148.2	3149.29	3147.93	3149.29	562.0
2019-10-09 01:35:00	ES	Futures	3149.29	3149.29	3148.47	3148.75	339.0
2019-10-09 01:40:00	ES	Futures	3148.75	3149.02	3147.93	3148.75	439.0
2019-10-09 01:45:00	ES	Futures	3148.75	3150.65	3148.75	3150.38	583.0
2019-10-09 01:50:00	ES	Futures	3150.38	3150.38	3149.02	3149.29	608.0
2019-10-09 01:55:00	ES	Futures	3149.29	3150.1	3149.02	3149.83	683.0
2019-10-09 02:00:00	ES	Futures	3149.83	3152.28	3148.75	3151.46	2003.0
2019-10-09 02:05:00	ES	Futures	3151.73	3152.28	3150.38	3150.65	612.0
2019-10-09 02:10:00	ES	Futures	3150.38	3150.38	3148.2	3149.02	698.0
2019-10-09 02:15:00	ES	Futures	3149.02	3149.02	3147.66	3148.47	519.0
2019-10-09 02:20:00	ES	Futures	3148.2	3149.02	3147.93	3148.75	322.0
2019-10-09 02:25:00	ES	Futures	3148.75	3149.56	3147.39	3147.66	650.0
2019-10-09 02:30:00	ES	Futures	3147.93	3148.2	3146.84	3147.66	993.0
2019-10-09 02:35:00	ES	Futures	3147.66	3147.93	3143.86	3144.94	2359.0
2019-10-09 02:40:00	ES	Futures	3144.67	3145.22	3143.04	3144.13	1066.0
2019-10-09 02:45:00	ES	Futures	3144.13	3145.76	3143.86	3145.49	827.0
2019-10-09 02:50:00	ES	Futures	3145.49	3145.76	3144.94	3145.22	518.0
2019-10-09 02:55:00	ES	Futures	3145.49	3146.84	3145.22	3145.49	1887.0
2019-10-09 03:00:00	ES	Futures	3145.49	3146.84	3142.23	3143.04	3158.0
2019-10-09 03:05:00	ES	Futures	3142.77	3145.76	3142.77	3144.67	2592.0
2019-10-09 03:10:00	ES	Futures	3144.67	3149.29	3144.67	3147.39	3698.0
2019-10-09 03:15:00	ES	Futures	3147.39	3150.1	3144.94	3149.83	3338.0
2019-10-09 03:20:00	ES	Futures	3150.1	3150.38	3145.49	3149.83	6549.0
2019-10-09 03:25:00	ES	Futures	3149.83	3156.08	3148.2	3154.72	7482.0
2019-10-09 03:30:00	ES	Futures	3154.45	3154.99	3151.46	3153.09	3925.0
2019-10-09 03:35:00	ES	Futures	3153.09	3153.91	3151.73	3152.55	1879.0
2019-10-09 03:40:00	ES	Futures	3152.55	3158.53	3151.73	3156.62	4656.0
2019-10-09 03:45:00	ES	Futures	3156.62	3156.9	3153.36	3153.64	2213.0
2019-10-09 03:50:00	ES	Futures	3153.64	3155.27	3153.09	3153.91	1752.0
2019-10-09 03:55:00	ES	Futures	3154.18	3154.18	3150.92	3151.19	1890.0
2019-10-09 04:00:00	ES	Futures	3151.46	3152.82	3151.19	3152.28	1849.0
2019-10-09 04:05:00	ES	Futures	3152.28	3152.28	3149.83	3151.46	1792.0

> showing 50 of 18,116 rows — these rows as CSV

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