PREVIEW / futures_5min / 2019-10-20

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-20.parquet
  size:    59 KB
  rows:    3,283

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
2019-10-20 18:00:00	ES	Futures	3243.0	3245.45	3241.92	3244.9	4127.0
2019-10-20 18:05:00	ES	Futures	3244.9	3248.16	3244.36	3247.62	2053.0
2019-10-20 18:10:00	ES	Futures	3247.35	3247.89	3244.63	3245.72	1169.0
2019-10-20 18:15:00	ES	Futures	3245.72	3247.62	3245.45	3247.35	533.0
2019-10-20 18:20:00	ES	Futures	3247.35	3249.25	3246.81	3248.43	654.0
2019-10-20 18:25:00	ES	Futures	3248.71	3249.52	3248.16	3248.98	324.0
2019-10-20 18:30:00	ES	Futures	3248.98	3249.79	3247.89	3248.16	498.0
2019-10-20 18:35:00	ES	Futures	3248.16	3248.98	3247.89	3248.71	246.0
2019-10-20 18:40:00	ES	Futures	3248.71	3249.79	3248.71	3249.25	329.0
2019-10-20 18:45:00	ES	Futures	3249.25	3249.25	3247.89	3248.16	315.0
2019-10-20 18:50:00	ES	Futures	3248.43	3248.71	3247.89	3248.16	165.0
2019-10-20 18:55:00	ES	Futures	3248.16	3248.71	3246.81	3247.08	249.0
2019-10-20 19:00:00	ES	Futures	3247.08	3247.62	3245.99	3246.81	406.0
2019-10-20 19:05:00	ES	Futures	3247.08	3248.16	3246.81	3247.62	320.0
2019-10-20 19:10:00	ES	Futures	3247.62	3248.43	3247.08	3248.16	206.0
2019-10-20 19:15:00	ES	Futures	3248.16	3248.43	3246.81	3248.43	265.0
2019-10-20 19:20:00	ES	Futures	3248.43	3248.43	3247.08	3247.62	124.0
2019-10-20 19:25:00	ES	Futures	3247.62	3248.71	3247.62	3248.43	257.0
2019-10-20 19:30:00	ES	Futures	3248.43	3249.25	3248.16	3248.71	379.0
2019-10-20 19:35:00	ES	Futures	3248.71	3249.52	3248.43	3248.98	440.0
2019-10-20 19:40:00	ES	Futures	3248.98	3249.25	3248.43	3249.25	216.0
2019-10-20 19:45:00	ES	Futures	3249.25	3249.52	3248.43	3248.43	247.0
2019-10-20 19:50:00	ES	Futures	3248.43	3248.98	3248.16	3248.43	271.0
2019-10-20 19:55:00	ES	Futures	3248.71	3250.61	3248.71	3250.34	718.0
2019-10-20 20:00:00	ES	Futures	3250.34	3253.32	3250.34	3251.69	2067.0
2019-10-20 20:05:00	ES	Futures	3251.69	3252.78	3250.34	3250.34	1022.0
2019-10-20 20:10:00	ES	Futures	3250.34	3251.42	3250.34	3251.42	660.0
2019-10-20 20:15:00	ES	Futures	3251.42	3251.69	3250.61	3251.15	587.0
2019-10-20 20:20:00	ES	Futures	3251.42	3252.51	3251.42	3252.51	565.0
2019-10-20 20:25:00	ES	Futures	3252.51	3252.78	3251.97	3252.51	813.0
2019-10-20 20:30:00	ES	Futures	3252.51	3252.51	3251.69	3251.97	434.0
2019-10-20 20:35:00	ES	Futures	3252.24	3252.51	3251.42	3252.24	441.0
2019-10-20 20:40:00	ES	Futures	3252.24	3252.51	3251.42	3252.24	408.0
2019-10-20 20:45:00	ES	Futures	3252.24	3252.51	3251.42	3251.42	309.0
2019-10-20 20:50:00	ES	Futures	3251.42	3253.32	3251.42	3252.78	541.0
2019-10-20 20:55:00	ES	Futures	3253.05	3254.68	3252.78	3253.87	1973.0
2019-10-20 21:00:00	ES	Futures	3253.87	3254.41	3253.32	3253.32	639.0
2019-10-20 21:05:00	ES	Futures	3253.32	3254.95	3253.05	3254.95	939.0
2019-10-20 21:10:00	ES	Futures	3254.68	3255.5	3253.6	3253.87	712.0
2019-10-20 21:15:00	ES	Futures	3253.87	3254.14	3252.78	3254.14	693.0
2019-10-20 21:20:00	ES	Futures	3254.14	3254.41	3253.32	3253.87	575.0
2019-10-20 21:25:00	ES	Futures	3253.87	3254.14	3253.05	3253.32	441.0
2019-10-20 21:30:00	ES	Futures	3253.32	3255.23	3252.51	3254.68	1360.0
2019-10-20 21:35:00	ES	Futures	3254.68	3254.68	3253.32	3253.87	803.0
2019-10-20 21:40:00	ES	Futures	3253.87	3254.41	3253.32	3254.14	693.0
2019-10-20 21:45:00	ES	Futures	3253.87	3254.95	3253.6	3254.68	731.0
2019-10-20 21:50:00	ES	Futures	3254.68	3254.68	3253.05	3253.05	598.0
2019-10-20 21:55:00	ES	Futures	3253.32	3254.14	3253.05	3253.87	395.0
2019-10-20 22:00:00	ES	Futures	3253.87	3254.68	3253.6	3254.41	565.0
2019-10-20 22:05:00	ES	Futures	3254.68	3254.68	3253.05	3253.87	450.0

> showing 50 of 3,283 rows — these rows as CSV

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