PREVIEW / futures_5min / 2019-10-28

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-28.parquet
  size:    261 KB
  rows:    17,659

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
2019-10-28 00:00:00	ES	Futures	3287.01	3287.01	3286.46	3286.46	154.0
2019-10-28 00:05:00	ES	Futures	3286.73	3287.01	3286.73	3287.01	101.0
2019-10-28 00:10:00	ES	Futures	3287.01	3287.28	3286.73	3287.28	80.0
2019-10-28 00:15:00	ES	Futures	3287.28	3287.55	3286.46	3287.28	421.0
2019-10-28 00:20:00	ES	Futures	3287.28	3287.28	3286.73	3287.28	163.0
2019-10-28 00:25:00	ES	Futures	3287.28	3287.55	3287.01	3287.28	203.0
2019-10-28 00:30:00	ES	Futures	3287.28	3287.28	3286.73	3287.01	171.0
2019-10-28 00:35:00	ES	Futures	3287.01	3287.28	3286.73	3287.28	257.0
2019-10-28 00:40:00	ES	Futures	3287.28	3287.55	3287.01	3287.28	230.0
2019-10-28 00:45:00	ES	Futures	3287.28	3287.82	3287.01	3287.82	201.0
2019-10-28 00:50:00	ES	Futures	3287.82	3287.82	3287.55	3287.82	246.0
2019-10-28 00:55:00	ES	Futures	3287.82	3288.09	3287.28	3288.09	325.0
2019-10-28 01:00:00	ES	Futures	3288.09	3288.09	3287.28	3287.55	506.0
2019-10-28 01:05:00	ES	Futures	3287.55	3287.55	3286.73	3286.73	535.0
2019-10-28 01:10:00	ES	Futures	3286.46	3286.73	3285.92	3286.19	364.0
2019-10-28 01:15:00	ES	Futures	3286.19	3286.73	3285.65	3286.19	445.0
2019-10-28 01:20:00	ES	Futures	3286.19	3286.46	3285.92	3286.19	266.0
2019-10-28 01:25:00	ES	Futures	3286.46	3286.46	3285.92	3286.19	343.0
2019-10-28 01:30:00	ES	Futures	3286.19	3286.46	3285.92	3286.46	266.0
2019-10-28 01:35:00	ES	Futures	3286.19	3286.73	3286.19	3286.46	355.0
2019-10-28 01:40:00	ES	Futures	3286.46	3287.01	3286.46	3287.01	321.0
2019-10-28 01:45:00	ES	Futures	3287.01	3287.01	3286.19	3286.46	96.0
2019-10-28 01:50:00	ES	Futures	3286.46	3286.73	3286.19	3286.73	138.0
2019-10-28 01:55:00	ES	Futures	3286.73	3287.55	3286.46	3286.73	383.0
2019-10-28 02:00:00	ES	Futures	3286.73	3287.01	3285.65	3285.92	709.0
2019-10-28 02:05:00	ES	Futures	3285.92	3286.19	3285.65	3285.65	183.0
2019-10-28 02:10:00	ES	Futures	3285.65	3286.19	3285.65	3285.65	110.0
2019-10-28 02:15:00	ES	Futures	3285.65	3286.46	3285.65	3286.19	233.0
2019-10-28 02:20:00	ES	Futures	3286.19	3286.46	3286.19	3286.46	212.0
2019-10-28 02:25:00	ES	Futures	3286.46	3287.28	3286.19	3286.73	272.0
2019-10-28 02:30:00	ES	Futures	3287.01	3287.01	3286.19	3286.19	177.0
2019-10-28 02:35:00	ES	Futures	3286.19	3286.46	3286.19	3286.46	170.0
2019-10-28 02:40:00	ES	Futures	3286.46	3286.46	3286.19	3286.19	173.0
2019-10-28 02:45:00	ES	Futures	3286.46	3286.46	3286.19	3286.46	146.0
2019-10-28 02:50:00	ES	Futures	3286.19	3286.73	3286.19	3286.19	143.0
2019-10-28 02:55:00	ES	Futures	3286.19	3287.01	3286.19	3286.73	271.0
2019-10-28 03:00:00	ES	Futures	3286.73	3287.01	3285.92	3286.19	841.0
2019-10-28 03:05:00	ES	Futures	3286.19	3286.46	3285.65	3285.92	566.0
2019-10-28 03:10:00	ES	Futures	3285.65	3286.19	3285.65	3286.19	326.0
2019-10-28 03:15:00	ES	Futures	3286.19	3286.19	3285.65	3286.19	521.0
2019-10-28 03:20:00	ES	Futures	3286.19	3287.01	3286.19	3286.46	542.0
2019-10-28 03:25:00	ES	Futures	3286.73	3287.55	3286.73	3287.28	870.0
2019-10-28 03:30:00	ES	Futures	3287.55	3287.55	3286.73	3287.01	666.0
2019-10-28 03:35:00	ES	Futures	3287.28	3287.55	3287.01	3287.28	303.0
2019-10-28 03:40:00	ES	Futures	3287.55	3287.55	3286.73	3287.01	294.0
2019-10-28 03:45:00	ES	Futures	3287.01	3288.91	3286.73	3288.64	1380.0
2019-10-28 03:50:00	ES	Futures	3288.36	3289.18	3288.09	3288.64	1076.0
2019-10-28 03:55:00	ES	Futures	3288.64	3288.64	3287.28	3287.28	954.0
2019-10-28 04:00:00	ES	Futures	3287.55	3289.99	3286.46	3288.36	4820.0
2019-10-28 04:05:00	ES	Futures	3288.09	3289.18	3287.01	3287.55	2622.0

> showing 50 of 17,659 rows — these rows as CSV

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