PREVIEW / futures_5min / 2019-10-25

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-25.parquet
  size:    229 KB
  rows:    14,216

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
2019-10-25 00:00:00	ES	Futures	3264.46	3265.0	3264.46	3264.73	190.0
2019-10-25 00:05:00	ES	Futures	3264.46	3264.73	3264.19	3264.46	213.0
2019-10-25 00:10:00	ES	Futures	3264.46	3264.46	3263.92	3264.19	318.0
2019-10-25 00:15:00	ES	Futures	3263.92	3264.19	3263.92	3263.92	35.0
2019-10-25 00:20:00	ES	Futures	3263.92	3264.19	3263.65	3263.92	150.0
2019-10-25 00:25:00	ES	Futures	3263.92	3264.19	3263.92	3264.19	66.0
2019-10-25 00:30:00	ES	Futures	3263.92	3263.92	3263.37	3263.37	300.0
2019-10-25 00:35:00	ES	Futures	3263.37	3263.65	3262.83	3263.1	323.0
2019-10-25 00:40:00	ES	Futures	3263.37	3263.37	3262.83	3263.37	86.0
2019-10-25 00:45:00	ES	Futures	3263.37	3264.19	3263.37	3263.92	558.0
2019-10-25 00:50:00	ES	Futures	3263.92	3264.46	3263.92	3264.19	364.0
2019-10-25 00:55:00	ES	Futures	3264.19	3264.73	3264.19	3264.73	302.0
2019-10-25 01:00:00	ES	Futures	3264.73	3264.73	3264.19	3264.19	291.0
2019-10-25 01:05:00	ES	Futures	3263.92	3264.73	3263.92	3264.73	226.0
2019-10-25 01:10:00	ES	Futures	3264.46	3264.73	3263.92	3264.46	305.0
2019-10-25 01:15:00	ES	Futures	3264.46	3265.0	3264.19	3264.73	253.0
2019-10-25 01:20:00	ES	Futures	3264.73	3265.0	3264.46	3264.73	125.0
2019-10-25 01:25:00	ES	Futures	3264.73	3265.0	3264.46	3265.0	409.0
2019-10-25 01:30:00	ES	Futures	3264.73	3264.73	3264.19	3264.73	351.0
2019-10-25 01:35:00	ES	Futures	3264.73	3265.28	3264.73	3265.0	229.0
2019-10-25 01:40:00	ES	Futures	3265.28	3267.45	3265.28	3266.91	1409.0
2019-10-25 01:45:00	ES	Futures	3266.91	3266.91	3266.36	3266.36	416.0
2019-10-25 01:50:00	ES	Futures	3266.63	3266.63	3266.09	3266.63	393.0
2019-10-25 01:55:00	ES	Futures	3266.63	3267.18	3266.63	3267.18	442.0
2019-10-25 02:00:00	ES	Futures	3267.18	3267.72	3266.63	3266.91	939.0
2019-10-25 02:05:00	ES	Futures	3266.91	3267.99	3266.36	3267.18	884.0
2019-10-25 02:10:00	ES	Futures	3267.18	3267.18	3266.36	3266.63	346.0
2019-10-25 02:15:00	ES	Futures	3266.63	3266.91	3266.36	3266.63	270.0
2019-10-25 02:20:00	ES	Futures	3266.91	3267.18	3266.63	3266.91	250.0
2019-10-25 02:25:00	ES	Futures	3267.18	3267.45	3266.91	3267.45	399.0
2019-10-25 02:30:00	ES	Futures	3267.45	3267.99	3266.63	3267.18	734.0
2019-10-25 02:35:00	ES	Futures	3267.45	3267.45	3266.63	3267.18	690.0
2019-10-25 02:40:00	ES	Futures	3267.18	3267.45	3266.63	3266.63	388.0
2019-10-25 02:45:00	ES	Futures	3266.91	3266.91	3266.36	3266.63	570.0
2019-10-25 02:50:00	ES	Futures	3266.36	3267.45	3266.36	3267.18	549.0
2019-10-25 02:55:00	ES	Futures	3267.18	3268.26	3266.91	3267.72	897.0
2019-10-25 03:00:00	ES	Futures	3267.45	3270.17	3267.45	3268.54	4304.0
2019-10-25 03:05:00	ES	Futures	3268.81	3268.81	3267.72	3267.99	1434.0
2019-10-25 03:10:00	ES	Futures	3267.99	3269.08	3266.91	3266.91	1703.0
2019-10-25 03:15:00	ES	Futures	3266.63	3267.45	3266.63	3267.18	975.0
2019-10-25 03:20:00	ES	Futures	3267.18	3267.99	3267.18	3267.72	888.0
2019-10-25 03:25:00	ES	Futures	3267.72	3268.26	3267.45	3267.45	790.0
2019-10-25 03:30:00	ES	Futures	3267.45	3267.72	3266.36	3266.63	1141.0
2019-10-25 03:35:00	ES	Futures	3266.63	3266.91	3266.36	3266.63	606.0
2019-10-25 03:40:00	ES	Futures	3266.63	3266.63	3265.0	3265.28	1270.0
2019-10-25 03:45:00	ES	Futures	3265.28	3265.82	3265.0	3265.28	855.0
2019-10-25 03:50:00	ES	Futures	3265.28	3265.82	3265.0	3265.55	802.0
2019-10-25 03:55:00	ES	Futures	3265.55	3265.82	3264.46	3264.46	1331.0
2019-10-25 04:00:00	ES	Futures	3264.46	3266.91	3264.46	3266.36	1598.0
2019-10-25 04:05:00	ES	Futures	3266.09	3266.91	3265.55	3266.36	993.0

> showing 50 of 14,216 rows — these rows as CSV

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