PREVIEW / futures_5min / 2019-10-27

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-27.parquet
  size:    53 KB
  rows:    3,292

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
2019-10-27 18:00:00	ES	Futures	3284.56	3286.73	3284.29	3285.65	2599.0
2019-10-27 18:05:00	ES	Futures	3285.38	3287.55	3285.38	3286.46	1074.0
2019-10-27 18:10:00	ES	Futures	3286.73	3287.01	3285.65	3286.19	767.0
2019-10-27 18:15:00	ES	Futures	3286.19	3287.55	3286.19	3287.28	797.0
2019-10-27 18:20:00	ES	Futures	3287.28	3287.82	3286.73	3287.01	583.0
2019-10-27 18:25:00	ES	Futures	3287.01	3287.28	3286.73	3287.01	285.0
2019-10-27 18:30:00	ES	Futures	3287.01	3287.01	3286.19	3286.46	302.0
2019-10-27 18:35:00	ES	Futures	3286.46	3286.73	3286.19	3286.46	431.0
2019-10-27 18:40:00	ES	Futures	3286.19	3286.73	3285.92	3286.19	191.0
2019-10-27 18:45:00	ES	Futures	3286.19	3286.46	3286.19	3286.19	205.0
2019-10-27 18:50:00	ES	Futures	3286.46	3286.46	3285.92	3286.19	162.0
2019-10-27 18:55:00	ES	Futures	3285.92	3286.19	3285.65	3285.65	152.0
2019-10-27 19:00:00	ES	Futures	3285.92	3286.19	3285.65	3285.92	275.0
2019-10-27 19:05:00	ES	Futures	3285.92	3285.92	3285.65	3285.65	204.0
2019-10-27 19:10:00	ES	Futures	3285.65	3285.92	3285.38	3285.65	202.0
2019-10-27 19:15:00	ES	Futures	3285.92	3286.19	3285.92	3285.92	117.0
2019-10-27 19:20:00	ES	Futures	3286.19	3286.46	3285.92	3286.46	110.0
2019-10-27 19:25:00	ES	Futures	3286.46	3287.01	3286.46	3286.73	318.0
2019-10-27 19:30:00	ES	Futures	3286.73	3287.01	3286.46	3286.73	162.0
2019-10-27 19:35:00	ES	Futures	3286.73	3287.01	3286.46	3286.73	159.0
2019-10-27 19:40:00	ES	Futures	3286.73	3286.73	3285.92	3286.46	204.0
2019-10-27 19:45:00	ES	Futures	3286.19	3286.46	3285.65	3285.92	525.0
2019-10-27 19:50:00	ES	Futures	3285.92	3286.19	3285.65	3286.19	285.0
2019-10-27 19:55:00	ES	Futures	3286.19	3286.46	3285.65	3285.92	432.0
2019-10-27 20:00:00	ES	Futures	3286.19	3286.19	3284.83	3285.38	729.0
2019-10-27 20:05:00	ES	Futures	3285.38	3287.01	3285.11	3286.73	531.0
2019-10-27 20:10:00	ES	Futures	3287.01	3288.09	3286.73	3287.28	1279.0
2019-10-27 20:15:00	ES	Futures	3287.28	3287.28	3287.01	3287.28	429.0
2019-10-27 20:20:00	ES	Futures	3287.01	3287.28	3285.65	3286.46	649.0
2019-10-27 20:25:00	ES	Futures	3286.19	3286.19	3285.38	3285.65	379.0
2019-10-27 20:30:00	ES	Futures	3285.38	3285.92	3284.83	3285.11	355.0
2019-10-27 20:35:00	ES	Futures	3285.11	3285.92	3284.83	3285.92	324.0
2019-10-27 20:40:00	ES	Futures	3285.65	3286.19	3285.65	3285.92	223.0
2019-10-27 20:45:00	ES	Futures	3285.92	3286.19	3285.65	3285.92	171.0
2019-10-27 20:50:00	ES	Futures	3285.92	3286.46	3285.92	3286.19	219.0
2019-10-27 20:55:00	ES	Futures	3286.19	3286.46	3285.65	3286.46	186.0
2019-10-27 21:00:00	ES	Futures	3286.46	3286.46	3285.11	3285.11	356.0
2019-10-27 21:05:00	ES	Futures	3285.38	3285.92	3284.83	3285.92	434.0
2019-10-27 21:10:00	ES	Futures	3285.65	3285.92	3285.11	3285.38	272.0
2019-10-27 21:15:00	ES	Futures	3285.11	3285.92	3284.56	3285.38	376.0
2019-10-27 21:20:00	ES	Futures	3285.38	3285.65	3284.56	3285.11	422.0
2019-10-27 21:25:00	ES	Futures	3284.83	3285.65	3284.56	3285.65	361.0
2019-10-27 21:30:00	ES	Futures	3285.65	3287.01	3285.38	3285.92	1080.0
2019-10-27 21:35:00	ES	Futures	3285.92	3285.92	3284.29	3284.56	876.0
2019-10-27 21:40:00	ES	Futures	3284.56	3285.11	3284.29	3284.83	405.0
2019-10-27 21:45:00	ES	Futures	3284.83	3285.65	3284.83	3284.83	396.0
2019-10-27 21:50:00	ES	Futures	3284.83	3285.65	3284.29	3285.38	729.0
2019-10-27 21:55:00	ES	Futures	3285.38	3286.73	3284.83	3286.19	1255.0
2019-10-27 22:00:00	ES	Futures	3286.46	3286.73	3286.19	3286.73	452.0
2019-10-27 22:05:00	ES	Futures	3286.73	3287.01	3285.92	3286.19	449.0

> showing 50 of 3,292 rows — these rows as CSV

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