PREVIEW / futures_5min / 2019-10-21

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-21.parquet
  size:    268 KB
  rows:    17,539

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
2019-10-21 00:00:00	ES	Futures	3254.68	3255.23	3254.68	3255.23	154.0
2019-10-21 00:05:00	ES	Futures	3255.23	3255.23	3254.95	3255.23	92.0
2019-10-21 00:10:00	ES	Futures	3255.23	3255.23	3254.68	3254.95	116.0
2019-10-21 00:15:00	ES	Futures	3254.68	3255.23	3254.68	3254.95	95.0
2019-10-21 00:20:00	ES	Futures	3254.68	3254.95	3254.68	3254.68	231.0
2019-10-21 00:25:00	ES	Futures	3254.95	3254.95	3254.41	3254.95	180.0
2019-10-21 00:30:00	ES	Futures	3254.95	3254.95	3254.41	3254.41	140.0
2019-10-21 00:35:00	ES	Futures	3254.41	3254.41	3254.14	3254.41	92.0
2019-10-21 00:40:00	ES	Futures	3254.41	3254.41	3253.87	3254.14	266.0
2019-10-21 00:45:00	ES	Futures	3254.14	3254.14	3253.87	3253.87	235.0
2019-10-21 00:50:00	ES	Futures	3253.87	3254.14	3253.87	3253.87	132.0
2019-10-21 00:55:00	ES	Futures	3253.87	3254.14	3253.87	3253.87	60.0
2019-10-21 01:00:00	ES	Futures	3254.14	3254.41	3253.32	3253.32	308.0
2019-10-21 01:05:00	ES	Futures	3253.32	3253.6	3252.78	3253.32	404.0
2019-10-21 01:10:00	ES	Futures	3253.32	3253.6	3252.78	3253.05	274.0
2019-10-21 01:15:00	ES	Futures	3253.05	3253.32	3252.51	3253.05	346.0
2019-10-21 01:20:00	ES	Futures	3253.05	3253.05	3252.51	3253.05	190.0
2019-10-21 01:25:00	ES	Futures	3253.05	3253.32	3253.05	3253.05	224.0
2019-10-21 01:30:00	ES	Futures	3253.05	3253.32	3252.51	3252.51	461.0
2019-10-21 01:35:00	ES	Futures	3252.51	3252.78	3252.24	3252.78	184.0
2019-10-21 01:40:00	ES	Futures	3252.78	3252.78	3251.69	3251.69	601.0
2019-10-21 01:45:00	ES	Futures	3251.69	3252.51	3251.42	3252.24	522.0
2019-10-21 01:50:00	ES	Futures	3252.24	3252.51	3251.42	3251.42	330.0
2019-10-21 01:55:00	ES	Futures	3251.42	3251.42	3250.88	3251.15	674.0
2019-10-21 02:00:00	ES	Futures	3251.15	3252.24	3250.61	3251.42	1226.0
2019-10-21 02:05:00	ES	Futures	3251.69	3252.24	3251.42	3251.69	840.0
2019-10-21 02:10:00	ES	Futures	3251.69	3253.6	3251.69	3252.78	1118.0
2019-10-21 02:15:00	ES	Futures	3252.78	3253.05	3252.24	3252.24	545.0
2019-10-21 02:20:00	ES	Futures	3252.24	3252.78	3251.69	3252.78	437.0
2019-10-21 02:25:00	ES	Futures	3252.78	3253.05	3251.97	3253.05	522.0
2019-10-21 02:30:00	ES	Futures	3252.78	3253.05	3251.97	3252.78	463.0
2019-10-21 02:35:00	ES	Futures	3252.78	3253.87	3252.51	3252.78	588.0
2019-10-21 02:40:00	ES	Futures	3252.78	3253.05	3252.24	3252.51	291.0
2019-10-21 02:45:00	ES	Futures	3252.51	3252.51	3251.69	3251.97	440.0
2019-10-21 02:50:00	ES	Futures	3252.24	3252.24	3251.15	3251.69	387.0
2019-10-21 02:55:00	ES	Futures	3251.42	3251.42	3250.61	3250.88	465.0
2019-10-21 03:00:00	ES	Futures	3250.88	3251.15	3248.16	3249.79	3470.0
2019-10-21 03:05:00	ES	Futures	3250.06	3250.06	3248.71	3248.98	1913.0
2019-10-21 03:10:00	ES	Futures	3249.25	3249.79	3248.16	3249.25	1576.0
2019-10-21 03:15:00	ES	Futures	3249.25	3251.42	3248.71	3250.88	1546.0
2019-10-21 03:20:00	ES	Futures	3251.15	3254.14	3250.61	3253.6	1453.0
2019-10-21 03:25:00	ES	Futures	3253.6	3253.87	3251.97	3253.05	1424.0
2019-10-21 03:30:00	ES	Futures	3253.05	3254.95	3252.51	3254.95	1457.0
2019-10-21 03:35:00	ES	Futures	3254.95	3254.95	3253.6	3254.41	1577.0
2019-10-21 03:40:00	ES	Futures	3254.41	3256.31	3254.41	3255.77	2787.0
2019-10-21 03:45:00	ES	Futures	3255.5	3256.86	3253.32	3253.6	2139.0
2019-10-21 03:50:00	ES	Futures	3253.32	3253.87	3252.78	3253.05	1525.0
2019-10-21 03:55:00	ES	Futures	3253.05	3253.87	3252.24	3253.32	1392.0
2019-10-21 04:00:00	ES	Futures	3253.6	3254.41	3252.78	3253.32	1900.0
2019-10-21 04:05:00	ES	Futures	3253.6	3254.95	3253.05	3253.6	1196.0

> showing 50 of 17,539 rows — these rows as CSV

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