PREVIEW / futures_5min / 2019-10-24

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-24.parquet
  size:    266 KB
  rows:    17,542

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
2019-10-24 00:00:00	ES	Futures	3265.82	3266.36	3265.82	3266.09	132.0
2019-10-24 00:05:00	ES	Futures	3266.09	3266.36	3265.82	3266.36	125.0
2019-10-24 00:10:00	ES	Futures	3266.36	3266.36	3266.09	3266.09	113.0
2019-10-24 00:15:00	ES	Futures	3266.09	3266.36	3265.82	3266.09	122.0
2019-10-24 00:20:00	ES	Futures	3266.09	3266.36	3265.82	3266.09	51.0
2019-10-24 00:25:00	ES	Futures	3265.82	3265.82	3265.55	3265.55	119.0
2019-10-24 00:30:00	ES	Futures	3265.55	3265.82	3265.28	3265.28	51.0
2019-10-24 00:35:00	ES	Futures	3265.55	3265.82	3265.28	3265.82	155.0
2019-10-24 00:40:00	ES	Futures	3265.82	3265.82	3265.28	3265.28	148.0
2019-10-24 00:45:00	ES	Futures	3265.55	3265.55	3265.28	3265.55	70.0
2019-10-24 00:50:00	ES	Futures	3265.55	3265.55	3265.0	3265.28	226.0
2019-10-24 00:55:00	ES	Futures	3265.0	3265.55	3264.73	3265.0	105.0
2019-10-24 01:00:00	ES	Futures	3265.0	3265.0	3264.46	3265.0	478.0
2019-10-24 01:05:00	ES	Futures	3265.0	3265.82	3265.0	3265.82	238.0
2019-10-24 01:10:00	ES	Futures	3265.82	3265.82	3264.73	3265.0	175.0
2019-10-24 01:15:00	ES	Futures	3265.0	3265.28	3263.37	3263.65	1238.0
2019-10-24 01:20:00	ES	Futures	3263.65	3263.92	3263.1	3263.1	302.0
2019-10-24 01:25:00	ES	Futures	3263.1	3264.19	3263.1	3263.92	240.0
2019-10-24 01:30:00	ES	Futures	3263.92	3264.46	3263.65	3264.19	286.0
2019-10-24 01:35:00	ES	Futures	3264.19	3265.0	3264.19	3264.46	364.0
2019-10-24 01:40:00	ES	Futures	3264.73	3264.73	3264.19	3264.19	347.0
2019-10-24 01:45:00	ES	Futures	3264.19	3265.55	3263.92	3265.0	505.0
2019-10-24 01:50:00	ES	Futures	3265.0	3265.28	3264.73	3265.28	275.0
2019-10-24 01:55:00	ES	Futures	3265.28	3265.55	3264.46	3264.73	364.0
2019-10-24 02:00:00	ES	Futures	3264.73	3266.36	3264.19	3266.36	1069.0
2019-10-24 02:05:00	ES	Futures	3266.63	3267.18	3265.55	3266.09	732.0
2019-10-24 02:10:00	ES	Futures	3266.09	3266.36	3265.82	3266.09	388.0
2019-10-24 02:15:00	ES	Futures	3266.09	3267.18	3266.09	3267.18	286.0
2019-10-24 02:20:00	ES	Futures	3266.91	3267.18	3266.63	3266.63	493.0
2019-10-24 02:25:00	ES	Futures	3266.63	3266.91	3266.63	3266.91	347.0
2019-10-24 02:30:00	ES	Futures	3266.91	3267.99	3266.36	3267.18	1004.0
2019-10-24 02:35:00	ES	Futures	3267.18	3268.26	3267.18	3267.99	602.0
2019-10-24 02:40:00	ES	Futures	3267.99	3268.81	3267.72	3268.26	1275.0
2019-10-24 02:45:00	ES	Futures	3268.54	3268.81	3268.26	3268.26	644.0
2019-10-24 02:50:00	ES	Futures	3268.26	3268.54	3267.99	3268.26	617.0
2019-10-24 02:55:00	ES	Futures	3267.99	3268.81	3267.99	3268.54	1047.0
2019-10-24 03:00:00	ES	Futures	3268.54	3269.89	3267.72	3267.99	3562.0
2019-10-24 03:05:00	ES	Futures	3267.99	3268.81	3266.63	3266.63	2587.0
2019-10-24 03:10:00	ES	Futures	3266.63	3267.18	3266.09	3266.63	1683.0
2019-10-24 03:15:00	ES	Futures	3266.91	3270.44	3266.91	3269.89	5333.0
2019-10-24 03:20:00	ES	Futures	3270.17	3272.07	3269.89	3271.25	3204.0
2019-10-24 03:25:00	ES	Futures	3271.25	3272.88	3270.71	3272.07	2747.0
2019-10-24 03:30:00	ES	Futures	3272.07	3272.07	3268.54	3269.62	4375.0
2019-10-24 03:35:00	ES	Futures	3269.35	3269.35	3266.91	3267.18	2253.0
2019-10-24 03:40:00	ES	Futures	3267.18	3268.81	3267.18	3267.99	1883.0
2019-10-24 03:45:00	ES	Futures	3268.26	3269.62	3267.99	3269.62	1602.0
2019-10-24 03:50:00	ES	Futures	3269.35	3269.89	3269.08	3269.35	1490.0
2019-10-24 03:55:00	ES	Futures	3269.62	3269.62	3268.54	3269.08	1365.0
2019-10-24 04:00:00	ES	Futures	3269.08	3269.08	3266.09	3266.63	2951.0
2019-10-24 04:05:00	ES	Futures	3266.63	3267.18	3263.92	3263.92	3149.0

> showing 50 of 17,542 rows — these rows as CSV

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