PREVIEW / futures_5min / 2019-10-14

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-14.parquet
  size:    268 KB
  rows:    17,533

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
2019-10-14 00:00:00	ES	Futures	3236.21	3236.21	3235.67	3235.94	194.0
2019-10-14 00:05:00	ES	Futures	3235.94	3236.48	3235.67	3236.48	262.0
2019-10-14 00:10:00	ES	Futures	3236.48	3237.03	3236.21	3236.48	512.0
2019-10-14 00:15:00	ES	Futures	3236.75	3238.38	3236.48	3238.11	1042.0
2019-10-14 00:20:00	ES	Futures	3238.11	3238.38	3237.03	3237.03	536.0
2019-10-14 00:25:00	ES	Futures	3237.3	3237.3	3236.21	3236.48	367.0
2019-10-14 00:30:00	ES	Futures	3236.75	3237.03	3235.4	3235.4	485.0
2019-10-14 00:35:00	ES	Futures	3235.4	3235.67	3234.04	3234.58	401.0
2019-10-14 00:40:00	ES	Futures	3234.58	3234.85	3234.31	3234.85	160.0
2019-10-14 00:45:00	ES	Futures	3234.85	3234.85	3234.04	3234.85	260.0
2019-10-14 00:50:00	ES	Futures	3234.85	3235.4	3234.58	3234.85	191.0
2019-10-14 00:55:00	ES	Futures	3234.85	3235.12	3234.04	3234.04	148.0
2019-10-14 01:00:00	ES	Futures	3234.04	3234.85	3232.41	3234.31	817.0
2019-10-14 01:05:00	ES	Futures	3234.58	3234.58	3232.95	3233.77	199.0
2019-10-14 01:10:00	ES	Futures	3234.04	3234.04	3232.95	3233.5	186.0
2019-10-14 01:15:00	ES	Futures	3233.5	3233.77	3232.41	3232.68	268.0
2019-10-14 01:20:00	ES	Futures	3232.68	3233.22	3232.14	3232.41	377.0
2019-10-14 01:25:00	ES	Futures	3232.41	3232.68	3231.59	3232.41	390.0
2019-10-14 01:30:00	ES	Futures	3232.41	3232.68	3231.32	3232.68	516.0
2019-10-14 01:35:00	ES	Futures	3232.41	3233.77	3232.41	3233.77	238.0
2019-10-14 01:40:00	ES	Futures	3233.5	3234.04	3232.68	3232.95	252.0
2019-10-14 01:45:00	ES	Futures	3233.22	3233.5	3230.51	3231.59	769.0
2019-10-14 01:50:00	ES	Futures	3231.59	3232.68	3231.32	3232.14	635.0
2019-10-14 01:55:00	ES	Futures	3232.41	3232.95	3231.87	3231.87	303.0
2019-10-14 02:00:00	ES	Futures	3232.14	3234.58	3231.05	3232.95	1613.0
2019-10-14 02:05:00	ES	Futures	3232.68	3232.68	3230.24	3231.05	897.0
2019-10-14 02:10:00	ES	Futures	3231.05	3233.22	3230.51	3232.41	764.0
2019-10-14 02:15:00	ES	Futures	3232.68	3233.5	3232.14	3232.95	795.0
2019-10-14 02:20:00	ES	Futures	3232.95	3232.95	3230.51	3231.05	1229.0
2019-10-14 02:25:00	ES	Futures	3230.78	3231.87	3229.96	3230.78	952.0
2019-10-14 02:30:00	ES	Futures	3230.51	3230.78	3229.42	3230.51	1269.0
2019-10-14 02:35:00	ES	Futures	3230.51	3232.14	3230.24	3231.32	896.0
2019-10-14 02:40:00	ES	Futures	3231.32	3232.41	3229.69	3231.87	768.0
2019-10-14 02:45:00	ES	Futures	3231.87	3233.22	3231.59	3232.95	838.0
2019-10-14 02:50:00	ES	Futures	3233.22	3233.22	3229.96	3231.05	914.0
2019-10-14 02:55:00	ES	Futures	3231.05	3231.87	3230.51	3231.87	1137.0
2019-10-14 03:00:00	ES	Futures	3231.87	3232.41	3229.69	3229.96	3684.0
2019-10-14 03:05:00	ES	Futures	3229.69	3229.69	3227.25	3228.61	2919.0
2019-10-14 03:10:00	ES	Futures	3228.88	3229.42	3225.62	3226.43	2950.0
2019-10-14 03:15:00	ES	Futures	3226.7	3228.61	3225.35	3227.79	2253.0
2019-10-14 03:20:00	ES	Futures	3227.52	3229.42	3227.52	3228.88	1775.0
2019-10-14 03:25:00	ES	Futures	3228.61	3229.42	3226.16	3226.7	1488.0
2019-10-14 03:30:00	ES	Futures	3226.43	3227.25	3224.8	3226.98	1852.0
2019-10-14 03:35:00	ES	Futures	3226.98	3226.98	3224.26	3224.8	1575.0
2019-10-14 03:40:00	ES	Futures	3225.07	3225.07	3223.17	3223.72	1982.0
2019-10-14 03:45:00	ES	Futures	3223.44	3224.8	3223.44	3224.26	1316.0
2019-10-14 03:50:00	ES	Futures	3224.26	3225.07	3223.17	3223.44	978.0
2019-10-14 03:55:00	ES	Futures	3223.17	3223.72	3222.9	3223.72	1456.0
2019-10-14 04:00:00	ES	Futures	3223.44	3223.72	3220.73	3222.09	2819.0
2019-10-14 04:05:00	ES	Futures	3222.09	3223.72	3221.54	3222.36	2401.0

> showing 50 of 17,533 rows — these rows as CSV

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