PREVIEW / futures_5min / 2019-10-16

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-16.parquet
  size:    277 KB
  rows:    17,952

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
2019-10-16 00:00:00	ES	Futures	3246.81	3247.62	3246.53	3247.08	753.0
2019-10-16 00:05:00	ES	Futures	3247.08	3247.08	3245.72	3245.99	710.0
2019-10-16 00:10:00	ES	Futures	3245.72	3245.99	3244.9	3245.18	791.0
2019-10-16 00:15:00	ES	Futures	3245.45	3245.99	3244.9	3245.72	892.0
2019-10-16 00:20:00	ES	Futures	3245.72	3246.26	3245.45	3246.26	397.0
2019-10-16 00:25:00	ES	Futures	3246.26	3247.08	3245.99	3246.81	752.0
2019-10-16 00:30:00	ES	Futures	3246.81	3247.35	3246.26	3247.35	433.0
2019-10-16 00:35:00	ES	Futures	3247.35	3247.62	3246.81	3247.08	294.0
2019-10-16 00:40:00	ES	Futures	3247.08	3247.62	3247.08	3247.35	303.0
2019-10-16 00:45:00	ES	Futures	3247.08	3247.35	3246.26	3247.08	635.0
2019-10-16 00:50:00	ES	Futures	3247.08	3247.62	3246.81	3247.62	277.0
2019-10-16 00:55:00	ES	Futures	3247.35	3247.62	3247.08	3247.08	166.0
2019-10-16 01:00:00	ES	Futures	3247.35	3249.25	3247.35	3249.25	1337.0
2019-10-16 01:05:00	ES	Futures	3249.25	3249.52	3248.16	3248.98	639.0
2019-10-16 01:10:00	ES	Futures	3248.98	3249.25	3248.71	3248.98	377.0
2019-10-16 01:15:00	ES	Futures	3248.98	3249.25	3247.89	3248.43	538.0
2019-10-16 01:20:00	ES	Futures	3248.43	3248.43	3247.62	3247.62	584.0
2019-10-16 01:25:00	ES	Futures	3247.62	3247.89	3246.26	3246.53	475.0
2019-10-16 01:30:00	ES	Futures	3246.53	3246.81	3245.99	3246.53	625.0
2019-10-16 01:35:00	ES	Futures	3246.53	3247.35	3246.53	3246.81	544.0
2019-10-16 01:40:00	ES	Futures	3246.81	3247.08	3246.26	3246.53	404.0
2019-10-16 01:45:00	ES	Futures	3246.53	3247.62	3245.99	3247.62	778.0
2019-10-16 01:50:00	ES	Futures	3247.62	3248.16	3247.08	3247.62	609.0
2019-10-16 01:55:00	ES	Futures	3247.89	3248.16	3247.35	3247.35	529.0
2019-10-16 02:00:00	ES	Futures	3247.35	3248.71	3246.81	3248.43	1537.0
2019-10-16 02:05:00	ES	Futures	3248.71	3250.61	3248.71	3250.34	1898.0
2019-10-16 02:10:00	ES	Futures	3250.06	3251.15	3250.06	3250.61	775.0
2019-10-16 02:15:00	ES	Futures	3250.88	3254.95	3250.61	3252.51	3574.0
2019-10-16 02:20:00	ES	Futures	3252.51	3252.51	3251.15	3252.51	1759.0
2019-10-16 02:25:00	ES	Futures	3252.51	3252.51	3251.42	3251.97	632.0
2019-10-16 02:30:00	ES	Futures	3252.24	3253.05	3251.42	3252.78	866.0
2019-10-16 02:35:00	ES	Futures	3252.78	3253.05	3251.69	3252.24	820.0
2019-10-16 02:40:00	ES	Futures	3252.51	3252.51	3250.88	3251.42	774.0
2019-10-16 02:45:00	ES	Futures	3251.42	3253.05	3251.42	3251.69	881.0
2019-10-16 02:50:00	ES	Futures	3251.42	3252.24	3251.15	3251.42	745.0
2019-10-16 02:55:00	ES	Futures	3251.15	3252.24	3250.88	3251.15	686.0
2019-10-16 03:00:00	ES	Futures	3250.88	3253.6	3250.88	3252.51	3057.0
2019-10-16 03:05:00	ES	Futures	3252.51	3252.51	3249.79	3250.06	1995.0
2019-10-16 03:10:00	ES	Futures	3249.79	3250.88	3248.98	3249.52	2224.0
2019-10-16 03:15:00	ES	Futures	3249.52	3250.61	3249.25	3250.34	1425.0
2019-10-16 03:20:00	ES	Futures	3250.34	3253.05	3249.79	3253.05	2108.0
2019-10-16 03:25:00	ES	Futures	3253.05	3253.05	3245.99	3246.53	6514.0
2019-10-16 03:30:00	ES	Futures	3246.26	3248.43	3246.26	3246.53	2581.0
2019-10-16 03:35:00	ES	Futures	3246.53	3249.52	3246.26	3248.16	1887.0
2019-10-16 03:40:00	ES	Futures	3247.89	3248.98	3247.35	3248.43	1650.0
2019-10-16 03:45:00	ES	Futures	3248.16	3249.79	3247.62	3249.52	1327.0
2019-10-16 03:50:00	ES	Futures	3249.52	3250.34	3248.71	3249.52	1013.0
2019-10-16 03:55:00	ES	Futures	3249.25	3249.79	3248.71	3249.52	638.0
2019-10-16 04:00:00	ES	Futures	3249.79	3250.06	3246.81	3248.43	2153.0
2019-10-16 04:05:00	ES	Futures	3248.43	3249.25	3246.81	3247.08	1293.0

> showing 50 of 17,952 rows — these rows as CSV

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