PREVIEW / futures_5min / 2019-10-17

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-17.parquet
  size:    289 KB
  rows:    18,136

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
2019-10-17 00:00:00	ES	Futures	3248.43	3248.43	3247.89	3248.43	229.0
2019-10-17 00:05:00	ES	Futures	3248.16	3248.71	3248.16	3248.43	30.0
2019-10-17 00:10:00	ES	Futures	3248.71	3248.71	3248.16	3248.43	128.0
2019-10-17 00:15:00	ES	Futures	3248.71	3248.98	3248.16	3248.71	366.0
2019-10-17 00:20:00	ES	Futures	3248.71	3249.25	3248.71	3249.25	147.0
2019-10-17 00:25:00	ES	Futures	3248.98	3249.25	3248.71	3248.98	180.0
2019-10-17 00:30:00	ES	Futures	3249.25	3249.52	3248.98	3248.98	304.0
2019-10-17 00:35:00	ES	Futures	3248.98	3248.98	3248.43	3248.71	252.0
2019-10-17 00:40:00	ES	Futures	3248.98	3249.25	3248.71	3249.25	152.0
2019-10-17 00:45:00	ES	Futures	3249.25	3249.79	3248.98	3249.52	262.0
2019-10-17 00:50:00	ES	Futures	3249.52	3249.79	3248.98	3249.25	117.0
2019-10-17 00:55:00	ES	Futures	3249.25	3249.25	3248.71	3248.71	158.0
2019-10-17 01:00:00	ES	Futures	3248.98	3248.98	3248.43	3248.98	264.0
2019-10-17 01:05:00	ES	Futures	3248.98	3249.25	3248.43	3248.43	197.0
2019-10-17 01:10:00	ES	Futures	3248.43	3248.71	3248.43	3248.43	153.0
2019-10-17 01:15:00	ES	Futures	3248.16	3248.43	3247.62	3247.89	384.0
2019-10-17 01:20:00	ES	Futures	3247.62	3247.89	3247.35	3247.89	284.0
2019-10-17 01:25:00	ES	Futures	3248.16	3248.16	3247.89	3248.16	202.0
2019-10-17 01:30:00	ES	Futures	3248.16	3248.43	3247.08	3247.35	427.0
2019-10-17 01:35:00	ES	Futures	3247.62	3248.43	3247.62	3247.89	396.0
2019-10-17 01:40:00	ES	Futures	3248.16	3248.16	3247.89	3248.16	196.0
2019-10-17 01:45:00	ES	Futures	3248.16	3248.16	3245.72	3245.99	1188.0
2019-10-17 01:50:00	ES	Futures	3245.99	3246.81	3245.45	3245.99	1021.0
2019-10-17 01:55:00	ES	Futures	3245.72	3245.72	3244.63	3244.9	609.0
2019-10-17 02:00:00	ES	Futures	3244.63	3246.26	3244.63	3245.18	983.0
2019-10-17 02:05:00	ES	Futures	3245.18	3245.72	3244.09	3245.45	1024.0
2019-10-17 02:10:00	ES	Futures	3245.45	3245.99	3244.9	3245.18	729.0
2019-10-17 02:15:00	ES	Futures	3245.45	3245.45	3243.55	3243.82	826.0
2019-10-17 02:20:00	ES	Futures	3243.82	3244.63	3243.82	3244.09	485.0
2019-10-17 02:25:00	ES	Futures	3244.09	3244.63	3244.09	3244.09	226.0
2019-10-17 02:30:00	ES	Futures	3244.09	3244.9	3244.09	3244.63	536.0
2019-10-17 02:35:00	ES	Futures	3244.9	3245.72	3244.63	3245.45	637.0
2019-10-17 02:40:00	ES	Futures	3245.18	3245.99	3245.18	3245.18	518.0
2019-10-17 02:45:00	ES	Futures	3245.45	3245.99	3245.18	3245.72	874.0
2019-10-17 02:50:00	ES	Futures	3245.45	3246.26	3245.18	3245.45	1641.0
2019-10-17 02:55:00	ES	Futures	3245.18	3245.45	3244.36	3244.36	583.0
2019-10-17 03:00:00	ES	Futures	3244.63	3245.45	3244.36	3245.45	1963.0
2019-10-17 03:05:00	ES	Futures	3245.45	3247.89	3244.63	3247.89	1909.0
2019-10-17 03:10:00	ES	Futures	3247.89	3248.71	3247.08	3247.89	1377.0
2019-10-17 03:15:00	ES	Futures	3247.89	3248.43	3247.08	3247.62	1215.0
2019-10-17 03:20:00	ES	Futures	3247.62	3249.25	3247.35	3247.89	1113.0
2019-10-17 03:25:00	ES	Futures	3247.62	3248.16	3246.81	3247.62	1096.0
2019-10-17 03:30:00	ES	Futures	3247.62	3249.25	3247.62	3248.98	1083.0
2019-10-17 03:35:00	ES	Futures	3248.98	3248.98	3247.35	3248.71	846.0
2019-10-17 03:40:00	ES	Futures	3248.71	3250.34	3248.71	3249.79	1151.0
2019-10-17 03:45:00	ES	Futures	3249.52	3251.97	3249.52	3251.97	1991.0
2019-10-17 03:50:00	ES	Futures	3251.69	3252.24	3251.15	3251.69	1231.0
2019-10-17 03:55:00	ES	Futures	3251.69	3252.78	3250.88	3251.15	2445.0
2019-10-17 04:00:00	ES	Futures	3251.15	3251.97	3250.34	3251.42	1832.0
2019-10-17 04:05:00	ES	Futures	3251.69	3253.32	3251.42	3252.78	1737.0

> showing 50 of 18,136 rows — these rows as CSV

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