PREVIEW / futures_5min / 2019-10-18

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-18.parquet
  size:    235 KB
  rows:    14,537

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
2019-10-18 00:00:00	ES	Futures	3252.51	3253.05	3252.51	3253.05	277.0
2019-10-18 00:05:00	ES	Futures	3252.78	3253.6	3252.78	3252.78	389.0
2019-10-18 00:10:00	ES	Futures	3253.05	3253.05	3252.51	3253.05	174.0
2019-10-18 00:15:00	ES	Futures	3253.05	3253.32	3251.97	3251.97	188.0
2019-10-18 00:20:00	ES	Futures	3251.97	3252.51	3251.69	3251.97	120.0
2019-10-18 00:25:00	ES	Futures	3251.97	3252.51	3251.97	3251.97	197.0
2019-10-18 00:30:00	ES	Futures	3252.24	3252.51	3251.97	3252.24	209.0
2019-10-18 00:35:00	ES	Futures	3252.24	3252.78	3251.97	3252.78	153.0
2019-10-18 00:40:00	ES	Futures	3252.78	3253.32	3252.24	3252.24	475.0
2019-10-18 00:45:00	ES	Futures	3252.24	3252.51	3251.97	3252.24	236.0
2019-10-18 00:50:00	ES	Futures	3252.24	3252.78	3252.24	3252.51	59.0
2019-10-18 00:55:00	ES	Futures	3252.78	3253.05	3252.51	3252.78	208.0
2019-10-18 01:00:00	ES	Futures	3252.78	3253.32	3252.51	3253.05	204.0
2019-10-18 01:05:00	ES	Futures	3253.05	3254.41	3252.78	3253.87	574.0
2019-10-18 01:10:00	ES	Futures	3253.6	3253.6	3252.51	3252.51	331.0
2019-10-18 01:15:00	ES	Futures	3252.51	3252.78	3252.24	3252.24	324.0
2019-10-18 01:20:00	ES	Futures	3252.24	3252.51	3251.42	3251.97	481.0
2019-10-18 01:25:00	ES	Futures	3251.97	3251.97	3250.06	3250.61	1085.0
2019-10-18 01:30:00	ES	Futures	3250.34	3250.88	3250.06	3250.34	582.0
2019-10-18 01:35:00	ES	Futures	3250.06	3251.15	3250.06	3251.15	437.0
2019-10-18 01:40:00	ES	Futures	3251.15	3251.42	3250.61	3251.15	441.0
2019-10-18 01:45:00	ES	Futures	3251.15	3251.15	3249.25	3249.79	1271.0
2019-10-18 01:50:00	ES	Futures	3249.79	3250.34	3248.71	3249.25	1655.0
2019-10-18 01:55:00	ES	Futures	3249.25	3249.79	3248.43	3249.25	1213.0
2019-10-18 02:00:00	ES	Futures	3249.25	3250.88	3248.98	3250.61	1499.0
2019-10-18 02:05:00	ES	Futures	3250.61	3250.61	3249.79	3250.61	537.0
2019-10-18 02:10:00	ES	Futures	3250.61	3250.61	3249.25	3249.52	881.0
2019-10-18 02:15:00	ES	Futures	3249.52	3250.88	3249.25	3250.88	802.0
2019-10-18 02:20:00	ES	Futures	3250.88	3251.15	3250.34	3250.88	717.0
2019-10-18 02:25:00	ES	Futures	3250.88	3252.78	3250.88	3251.69	1405.0
2019-10-18 02:30:00	ES	Futures	3251.69	3252.24	3251.42	3251.97	584.0
2019-10-18 02:35:00	ES	Futures	3252.24	3252.78	3252.24	3252.78	465.0
2019-10-18 02:40:00	ES	Futures	3252.51	3253.05	3251.69	3252.24	342.0
2019-10-18 02:45:00	ES	Futures	3252.24	3252.51	3250.88	3251.97	583.0
2019-10-18 02:50:00	ES	Futures	3251.69	3251.97	3250.88	3251.15	558.0
2019-10-18 02:55:00	ES	Futures	3250.88	3253.05	3250.88	3252.24	899.0
2019-10-18 03:00:00	ES	Futures	3252.24	3253.6	3251.97	3253.05	3690.0
2019-10-18 03:05:00	ES	Futures	3253.05	3253.32	3251.42	3251.97	2221.0
2019-10-18 03:10:00	ES	Futures	3251.69	3251.97	3249.25	3250.06	2598.0
2019-10-18 03:15:00	ES	Futures	3250.06	3250.06	3247.62	3249.25	3376.0
2019-10-18 03:20:00	ES	Futures	3249.25	3250.06	3248.71	3250.06	1767.0
2019-10-18 03:25:00	ES	Futures	3250.06	3253.6	3249.79	3253.05	2714.0
2019-10-18 03:30:00	ES	Futures	3253.05	3254.95	3252.78	3254.41	1888.0
2019-10-18 03:35:00	ES	Futures	3254.41	3254.95	3253.32	3253.32	975.0
2019-10-18 03:40:00	ES	Futures	3253.05	3254.14	3253.05	3253.6	2023.0
2019-10-18 03:45:00	ES	Futures	3253.6	3255.23	3253.32	3254.95	1295.0
2019-10-18 03:50:00	ES	Futures	3255.23	3255.23	3253.32	3254.14	1440.0
2019-10-18 03:55:00	ES	Futures	3254.41	3255.23	3254.14	3254.14	1191.0
2019-10-18 04:00:00	ES	Futures	3254.14	3254.41	3253.6	3254.41	968.0
2019-10-18 04:05:00	ES	Futures	3254.41	3254.68	3253.6	3254.14	670.0

> showing 50 of 14,537 rows — these rows as CSV

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