PREVIEW / futures_5min / 2019-10-22

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-22.parquet
  size:    279 KB
  rows:    17,680

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
2019-10-22 00:00:00	ES	Futures	3272.61	3273.15	3272.34	3272.34	158.0
2019-10-22 00:05:00	ES	Futures	3272.61	3272.88	3272.34	3272.88	106.0
2019-10-22 00:10:00	ES	Futures	3272.61	3272.88	3272.34	3272.34	76.0
2019-10-22 00:15:00	ES	Futures	3272.34	3272.61	3272.07	3272.34	139.0
2019-10-22 00:20:00	ES	Futures	3272.61	3273.15	3272.34	3273.15	155.0
2019-10-22 00:25:00	ES	Futures	3273.15	3273.15	3272.61	3272.88	137.0
2019-10-22 00:30:00	ES	Futures	3272.88	3272.88	3272.07	3272.34	211.0
2019-10-22 00:35:00	ES	Futures	3272.07	3272.88	3272.07	3272.88	132.0
2019-10-22 00:40:00	ES	Futures	3272.88	3273.15	3272.61	3272.88	98.0
2019-10-22 00:45:00	ES	Futures	3272.61	3273.15	3272.61	3272.61	536.0
2019-10-22 00:50:00	ES	Futures	3272.61	3273.42	3272.61	3273.42	317.0
2019-10-22 00:55:00	ES	Futures	3273.42	3273.42	3273.15	3273.15	52.0
2019-10-22 01:00:00	ES	Futures	3273.42	3273.42	3273.15	3273.15	73.0
2019-10-22 01:05:00	ES	Futures	3273.42	3273.42	3272.07	3272.07	261.0
2019-10-22 01:10:00	ES	Futures	3272.34	3272.61	3272.07	3272.61	248.0
2019-10-22 01:15:00	ES	Futures	3272.61	3273.15	3272.34	3272.88	288.0
2019-10-22 01:20:00	ES	Futures	3273.15	3273.15	3272.61	3273.15	151.0
2019-10-22 01:25:00	ES	Futures	3273.15	3273.15	3272.34	3272.34	148.0
2019-10-22 01:30:00	ES	Futures	3272.34	3272.88	3272.07	3272.34	212.0
2019-10-22 01:35:00	ES	Futures	3272.34	3272.61	3272.07	3272.34	374.0
2019-10-22 01:40:00	ES	Futures	3272.34	3272.61	3272.07	3272.34	145.0
2019-10-22 01:45:00	ES	Futures	3272.07	3272.34	3272.07	3272.07	141.0
2019-10-22 01:50:00	ES	Futures	3272.34	3272.34	3271.8	3271.8	173.0
2019-10-22 01:55:00	ES	Futures	3272.07	3272.34	3271.8	3272.07	197.0
2019-10-22 02:00:00	ES	Futures	3271.8	3272.07	3270.98	3271.25	888.0
2019-10-22 02:05:00	ES	Futures	3271.25	3271.8	3270.98	3271.52	475.0
2019-10-22 02:10:00	ES	Futures	3271.52	3272.07	3271.25	3271.25	570.0
2019-10-22 02:15:00	ES	Futures	3271.52	3271.8	3271.25	3271.8	227.0
2019-10-22 02:20:00	ES	Futures	3271.8	3272.07	3270.98	3271.52	507.0
2019-10-22 02:25:00	ES	Futures	3271.25	3271.52	3270.17	3271.25	1248.0
2019-10-22 02:30:00	ES	Futures	3271.52	3271.8	3269.08	3269.35	1315.0
2019-10-22 02:35:00	ES	Futures	3269.62	3269.89	3269.08	3269.62	573.0
2019-10-22 02:40:00	ES	Futures	3269.35	3270.17	3268.54	3269.08	1387.0
2019-10-22 02:45:00	ES	Futures	3269.08	3270.44	3269.08	3269.89	882.0
2019-10-22 02:50:00	ES	Futures	3269.89	3270.17	3269.62	3269.89	234.0
2019-10-22 02:55:00	ES	Futures	3269.89	3270.44	3269.08	3269.08	614.0
2019-10-22 03:00:00	ES	Futures	3269.35	3269.35	3267.99	3268.81	2322.0
2019-10-22 03:05:00	ES	Futures	3268.54	3270.17	3268.54	3269.08	1077.0
2019-10-22 03:10:00	ES	Futures	3269.08	3269.89	3269.08	3269.35	984.0
2019-10-22 03:15:00	ES	Futures	3269.35	3269.62	3266.63	3267.45	2355.0
2019-10-22 03:20:00	ES	Futures	3267.45	3267.99	3266.91	3267.18	991.0
2019-10-22 03:25:00	ES	Futures	3267.18	3267.45	3266.91	3267.18	925.0
2019-10-22 03:30:00	ES	Futures	3267.18	3267.45	3265.82	3266.36	1522.0
2019-10-22 03:35:00	ES	Futures	3266.09	3266.36	3263.65	3264.19	3161.0
2019-10-22 03:40:00	ES	Futures	3264.19	3265.55	3264.19	3264.46	1373.0
2019-10-22 03:45:00	ES	Futures	3264.46	3264.73	3263.65	3264.73	1425.0
2019-10-22 03:50:00	ES	Futures	3264.73	3265.28	3263.92	3264.73	1670.0
2019-10-22 03:55:00	ES	Futures	3264.73	3265.0	3264.19	3264.19	926.0
2019-10-22 04:00:00	ES	Futures	3264.19	3264.73	3262.83	3263.1	1520.0
2019-10-22 04:05:00	ES	Futures	3263.1	3264.19	3262.83	3263.37	1670.0

> showing 50 of 17,680 rows — these rows as CSV

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