PREVIEW / futures_5min / 2019-10-23

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-23.parquet
  size:    269 KB
  rows:    17,621

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
2019-10-23 00:00:00	ES	Futures	3245.45	3246.26	3245.45	3245.99	337.0
2019-10-23 00:05:00	ES	Futures	3245.99	3245.99	3245.45	3245.45	286.0
2019-10-23 00:10:00	ES	Futures	3245.72	3245.99	3245.45	3245.45	196.0
2019-10-23 00:15:00	ES	Futures	3245.72	3246.53	3245.72	3245.99	363.0
2019-10-23 00:20:00	ES	Futures	3246.26	3246.26	3245.72	3245.99	295.0
2019-10-23 00:25:00	ES	Futures	3246.26	3247.08	3245.99	3246.81	366.0
2019-10-23 00:30:00	ES	Futures	3246.81	3247.89	3246.53	3247.62	633.0
2019-10-23 00:35:00	ES	Futures	3247.35	3247.89	3247.08	3247.35	458.0
2019-10-23 00:40:00	ES	Futures	3247.35	3248.16	3247.35	3247.89	461.0
2019-10-23 00:45:00	ES	Futures	3247.89	3248.43	3247.89	3248.16	409.0
2019-10-23 00:50:00	ES	Futures	3248.16	3248.43	3247.89	3248.16	254.0
2019-10-23 00:55:00	ES	Futures	3248.16	3248.16	3247.08	3247.35	728.0
2019-10-23 01:00:00	ES	Futures	3247.62	3247.62	3246.26	3246.53	943.0
2019-10-23 01:05:00	ES	Futures	3246.81	3247.62	3246.53	3247.62	370.0
2019-10-23 01:10:00	ES	Futures	3247.35	3248.98	3247.35	3248.16	466.0
2019-10-23 01:15:00	ES	Futures	3248.43	3248.98	3248.16	3248.98	586.0
2019-10-23 01:20:00	ES	Futures	3248.98	3249.79	3248.71	3249.52	1198.0
2019-10-23 01:25:00	ES	Futures	3249.52	3250.06	3248.98	3248.98	1013.0
2019-10-23 01:30:00	ES	Futures	3248.98	3250.61	3248.98	3250.34	656.0
2019-10-23 01:35:00	ES	Futures	3250.34	3250.34	3248.71	3249.25	713.0
2019-10-23 01:40:00	ES	Futures	3248.98	3248.98	3248.16	3248.71	526.0
2019-10-23 01:45:00	ES	Futures	3248.71	3249.52	3248.71	3248.98	742.0
2019-10-23 01:50:00	ES	Futures	3248.98	3249.79	3248.71	3248.98	574.0
2019-10-23 01:55:00	ES	Futures	3248.98	3249.52	3248.98	3249.25	443.0
2019-10-23 02:00:00	ES	Futures	3249.52	3250.61	3248.71	3250.06	1647.0
2019-10-23 02:05:00	ES	Futures	3250.34	3250.61	3249.52	3250.06	798.0
2019-10-23 02:10:00	ES	Futures	3250.06	3250.61	3249.52	3249.52	627.0
2019-10-23 02:15:00	ES	Futures	3249.25	3249.25	3248.43	3248.71	748.0
2019-10-23 02:20:00	ES	Futures	3248.98	3249.79	3248.71	3249.52	546.0
2019-10-23 02:25:00	ES	Futures	3249.25	3250.06	3248.71	3248.98	515.0
2019-10-23 02:30:00	ES	Futures	3248.71	3248.98	3247.89	3248.16	690.0
2019-10-23 02:35:00	ES	Futures	3248.16	3249.52	3248.16	3248.98	550.0
2019-10-23 02:40:00	ES	Futures	3248.98	3249.25	3247.89	3248.71	748.0
2019-10-23 02:45:00	ES	Futures	3248.43	3249.25	3248.43	3248.98	468.0
2019-10-23 02:50:00	ES	Futures	3249.25	3250.61	3248.98	3249.52	1024.0
2019-10-23 02:55:00	ES	Futures	3249.52	3249.52	3247.89	3247.89	879.0
2019-10-23 03:00:00	ES	Futures	3248.16	3250.61	3248.16	3250.61	2583.0
2019-10-23 03:05:00	ES	Futures	3250.61	3250.88	3250.06	3250.34	1797.0
2019-10-23 03:10:00	ES	Futures	3250.34	3250.88	3248.98	3248.98	1648.0
2019-10-23 03:15:00	ES	Futures	3248.98	3250.88	3248.43	3250.06	2394.0
2019-10-23 03:20:00	ES	Futures	3250.34	3251.15	3249.79	3250.88	1379.0
2019-10-23 03:25:00	ES	Futures	3250.88	3251.15	3248.43	3248.43	1430.0
2019-10-23 03:30:00	ES	Futures	3248.16	3250.34	3248.16	3250.06	1546.0
2019-10-23 03:35:00	ES	Futures	3250.06	3250.88	3247.08	3247.35	2469.0
2019-10-23 03:40:00	ES	Futures	3247.08	3248.43	3245.99	3247.89	1908.0
2019-10-23 03:45:00	ES	Futures	3248.16	3248.98	3247.35	3248.71	1689.0
2019-10-23 03:50:00	ES	Futures	3248.71	3248.98	3248.16	3248.43	853.0
2019-10-23 03:55:00	ES	Futures	3248.43	3249.25	3248.16	3248.71	1252.0
2019-10-23 04:00:00	ES	Futures	3248.71	3253.05	3248.71	3252.24	4534.0
2019-10-23 04:05:00	ES	Futures	3252.24	3254.41	3252.24	3253.87	3355.0

> showing 50 of 17,621 rows — these rows as CSV

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