PREVIEW / futures_5min / 2019-10-13

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-13.parquet
  size:    68 KB
  rows:    3,459

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
2019-10-13 18:00:00	ES	Futures	3224.8	3232.14	3224.26	3230.24	4500.0
2019-10-13 18:05:00	ES	Futures	3229.96	3230.51	3228.88	3230.24	808.0
2019-10-13 18:10:00	ES	Futures	3230.24	3233.5	3230.24	3232.95	1076.0
2019-10-13 18:15:00	ES	Futures	3232.68	3233.5	3231.87	3232.68	850.0
2019-10-13 18:20:00	ES	Futures	3232.68	3232.95	3231.32	3232.14	550.0
2019-10-13 18:25:00	ES	Futures	3231.87	3233.22	3231.87	3232.14	632.0
2019-10-13 18:30:00	ES	Futures	3232.41	3232.41	3231.59	3232.41	283.0
2019-10-13 18:35:00	ES	Futures	3232.41	3233.22	3231.87	3233.22	513.0
2019-10-13 18:40:00	ES	Futures	3232.95	3236.75	3232.95	3236.21	1514.0
2019-10-13 18:45:00	ES	Futures	3236.21	3237.3	3236.21	3236.48	592.0
2019-10-13 18:50:00	ES	Futures	3236.21	3237.03	3235.4	3235.67	950.0
2019-10-13 18:55:00	ES	Futures	3235.4	3236.21	3235.12	3235.4	1461.0
2019-10-13 19:00:00	ES	Futures	3235.4	3236.48	3235.4	3236.21	328.0
2019-10-13 19:05:00	ES	Futures	3236.21	3236.75	3235.67	3236.48	330.0
2019-10-13 19:10:00	ES	Futures	3236.48	3237.03	3235.94	3236.75	280.0
2019-10-13 19:15:00	ES	Futures	3236.75	3237.3	3236.48	3236.75	364.0
2019-10-13 19:20:00	ES	Futures	3236.48	3236.48	3235.4	3235.4	491.0
2019-10-13 19:25:00	ES	Futures	3235.67	3236.48	3235.4	3236.48	395.0
2019-10-13 19:30:00	ES	Futures	3236.21	3239.74	3236.21	3238.93	1572.0
2019-10-13 19:35:00	ES	Futures	3238.66	3238.66	3237.57	3238.11	387.0
2019-10-13 19:40:00	ES	Futures	3238.11	3238.66	3237.84	3238.38	288.0
2019-10-13 19:45:00	ES	Futures	3238.66	3238.66	3237.3	3238.11	343.0
2019-10-13 19:50:00	ES	Futures	3238.11	3238.38	3237.3	3238.11	376.0
2019-10-13 19:55:00	ES	Futures	3237.84	3239.74	3237.84	3239.74	638.0
2019-10-13 20:00:00	ES	Futures	3239.74	3240.56	3238.93	3239.47	1404.0
2019-10-13 20:05:00	ES	Futures	3239.47	3239.74	3237.57	3237.84	706.0
2019-10-13 20:10:00	ES	Futures	3237.84	3238.11	3235.4	3235.94	1525.0
2019-10-13 20:15:00	ES	Futures	3235.94	3237.03	3235.94	3236.75	965.0
2019-10-13 20:20:00	ES	Futures	3236.75	3236.75	3235.12	3235.4	829.0
2019-10-13 20:25:00	ES	Futures	3235.4	3235.67	3234.31	3235.12	1511.0
2019-10-13 20:30:00	ES	Futures	3235.12	3235.12	3231.87	3232.95	2195.0
2019-10-13 20:35:00	ES	Futures	3232.95	3233.5	3232.14	3233.22	657.0
2019-10-13 20:40:00	ES	Futures	3233.22	3234.58	3232.68	3234.31	639.0
2019-10-13 20:45:00	ES	Futures	3234.31	3234.85	3233.77	3234.58	526.0
2019-10-13 20:50:00	ES	Futures	3234.58	3234.58	3233.77	3234.04	420.0
2019-10-13 20:55:00	ES	Futures	3234.04	3234.31	3233.5	3234.04	461.0
2019-10-13 21:00:00	ES	Futures	3234.04	3234.58	3232.14	3234.31	806.0
2019-10-13 21:05:00	ES	Futures	3234.31	3234.58	3229.69	3231.59	1211.0
2019-10-13 21:10:00	ES	Futures	3231.59	3232.41	3228.61	3228.61	1606.0
2019-10-13 21:15:00	ES	Futures	3228.88	3229.42	3225.89	3227.52	3504.0
2019-10-13 21:20:00	ES	Futures	3227.79	3229.42	3227.25	3228.33	825.0
2019-10-13 21:25:00	ES	Futures	3228.33	3231.87	3228.33	3231.59	1288.0
2019-10-13 21:30:00	ES	Futures	3231.59	3231.87	3229.69	3230.24	783.0
2019-10-13 21:35:00	ES	Futures	3230.24	3231.05	3227.25	3227.25	1274.0
2019-10-13 21:40:00	ES	Futures	3227.52	3229.69	3226.7	3229.69	1067.0
2019-10-13 21:45:00	ES	Futures	3229.69	3231.05	3229.15	3230.78	746.0
2019-10-13 21:50:00	ES	Futures	3231.05	3232.95	3230.78	3232.68	1347.0
2019-10-13 21:55:00	ES	Futures	3232.41	3234.04	3231.87	3233.77	961.0
2019-10-13 22:00:00	ES	Futures	3233.77	3234.04	3231.87	3233.22	766.0
2019-10-13 22:05:00	ES	Futures	3233.22	3236.21	3233.22	3235.94	1259.0

> showing 50 of 3,459 rows — these rows as CSV

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