PREVIEW / futures_5min / 2019-10-15

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-15.parquet
  size:    293 KB
  rows:    18,008

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
2019-10-15 00:00:00	ES	Futures	3229.15	3229.69	3229.15	3229.69	252.0
2019-10-15 00:05:00	ES	Futures	3229.69	3230.24	3229.69	3230.24	207.0
2019-10-15 00:10:00	ES	Futures	3229.96	3230.24	3229.15	3229.42	405.0
2019-10-15 00:15:00	ES	Futures	3229.69	3229.69	3229.15	3229.15	302.0
2019-10-15 00:20:00	ES	Futures	3229.15	3229.42	3228.88	3229.15	209.0
2019-10-15 00:25:00	ES	Futures	3229.15	3229.96	3228.88	3229.96	228.0
2019-10-15 00:30:00	ES	Futures	3229.96	3229.96	3229.42	3229.69	202.0
2019-10-15 00:35:00	ES	Futures	3229.96	3230.24	3229.42	3229.96	256.0
2019-10-15 00:40:00	ES	Futures	3229.69	3230.24	3229.69	3229.96	181.0
2019-10-15 00:45:00	ES	Futures	3229.96	3231.05	3229.96	3231.05	361.0
2019-10-15 00:50:00	ES	Futures	3230.78	3231.32	3230.51	3230.51	497.0
2019-10-15 00:55:00	ES	Futures	3230.51	3231.05	3230.24	3230.78	269.0
2019-10-15 01:00:00	ES	Futures	3230.78	3231.05	3229.96	3229.96	566.0
2019-10-15 01:05:00	ES	Futures	3230.24	3230.51	3229.69	3230.51	345.0
2019-10-15 01:10:00	ES	Futures	3230.24	3230.51	3229.42	3229.69	298.0
2019-10-15 01:15:00	ES	Futures	3229.96	3230.24	3229.69	3229.96	203.0
2019-10-15 01:20:00	ES	Futures	3230.24	3230.51	3229.96	3230.24	283.0
2019-10-15 01:25:00	ES	Futures	3229.96	3230.24	3229.69	3230.24	300.0
2019-10-15 01:30:00	ES	Futures	3230.24	3230.51	3229.69	3229.96	255.0
2019-10-15 01:35:00	ES	Futures	3229.96	3229.96	3229.42	3229.69	176.0
2019-10-15 01:40:00	ES	Futures	3229.69	3230.78	3229.42	3230.24	326.0
2019-10-15 01:45:00	ES	Futures	3230.51	3230.78	3230.24	3230.78	277.0
2019-10-15 01:50:00	ES	Futures	3230.78	3233.5	3230.78	3233.22	1810.0
2019-10-15 01:55:00	ES	Futures	3233.5	3234.04	3232.68	3232.68	1011.0
2019-10-15 02:00:00	ES	Futures	3232.95	3234.31	3232.95	3234.04	1268.0
2019-10-15 02:05:00	ES	Futures	3234.04	3234.58	3233.5	3233.77	1088.0
2019-10-15 02:10:00	ES	Futures	3233.77	3234.31	3233.22	3234.04	1144.0
2019-10-15 02:15:00	ES	Futures	3233.77	3233.77	3232.95	3232.95	783.0
2019-10-15 02:20:00	ES	Futures	3233.22	3233.22	3232.14	3232.95	695.0
2019-10-15 02:25:00	ES	Futures	3233.22	3236.21	3232.41	3235.94	1530.0
2019-10-15 02:30:00	ES	Futures	3236.21	3238.38	3235.67	3236.75	3217.0
2019-10-15 02:35:00	ES	Futures	3236.75	3237.57	3235.67	3237.3	1992.0
2019-10-15 02:40:00	ES	Futures	3237.03	3237.3	3236.48	3237.3	722.0
2019-10-15 02:45:00	ES	Futures	3237.3	3239.74	3237.3	3239.47	2800.0
2019-10-15 02:50:00	ES	Futures	3239.74	3240.56	3238.93	3239.74	3244.0
2019-10-15 02:55:00	ES	Futures	3239.47	3240.01	3238.66	3238.93	1728.0
2019-10-15 03:00:00	ES	Futures	3239.2	3240.01	3238.38	3238.66	3264.0
2019-10-15 03:05:00	ES	Futures	3238.66	3239.47	3236.48	3236.75	2118.0
2019-10-15 03:10:00	ES	Futures	3236.75	3238.93	3236.48	3238.11	1854.0
2019-10-15 03:15:00	ES	Futures	3238.11	3239.74	3238.11	3238.38	1879.0
2019-10-15 03:20:00	ES	Futures	3238.38	3239.47	3238.11	3238.93	1372.0
2019-10-15 03:25:00	ES	Futures	3238.66	3239.47	3237.84	3239.47	966.0
2019-10-15 03:30:00	ES	Futures	3239.47	3240.56	3238.38	3239.2	3351.0
2019-10-15 03:35:00	ES	Futures	3238.93	3239.2	3238.11	3238.93	1030.0
2019-10-15 03:40:00	ES	Futures	3238.93	3239.2	3238.38	3238.66	924.0
2019-10-15 03:45:00	ES	Futures	3238.66	3239.74	3238.38	3239.2	972.0
2019-10-15 03:50:00	ES	Futures	3239.2	3239.2	3237.3	3237.3	1674.0
2019-10-15 03:55:00	ES	Futures	3237.03	3237.84	3237.03	3237.3	964.0
2019-10-15 04:00:00	ES	Futures	3237.03	3237.3	3235.4	3235.67	2164.0
2019-10-15 04:05:00	ES	Futures	3235.67	3236.75	3235.12	3235.4	1832.0

> showing 50 of 18,008 rows — these rows as CSV

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