PREVIEW / futures_5min / 2019-10-29

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-29.parquet
  size:    263 KB
  rows:    17,846

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
2019-10-29 00:00:00	ES	Futures	3300.59	3301.13	3300.59	3301.13	38.0
2019-10-29 00:05:00	ES	Futures	3301.13	3301.13	3300.86	3300.86	42.0
2019-10-29 00:10:00	ES	Futures	3301.13	3301.13	3300.59	3300.59	317.0
2019-10-29 00:15:00	ES	Futures	3300.59	3300.86	3300.59	3300.59	45.0
2019-10-29 00:20:00	ES	Futures	3300.59	3300.86	3300.59	3300.59	47.0
2019-10-29 00:25:00	ES	Futures	3300.86	3301.4	3300.86	3301.13	223.0
2019-10-29 00:30:00	ES	Futures	3301.4	3301.4	3300.86	3300.86	193.0
2019-10-29 00:35:00	ES	Futures	3301.13	3301.67	3300.86	3301.4	170.0
2019-10-29 00:40:00	ES	Futures	3301.4	3301.4	3300.86	3300.86	165.0
2019-10-29 00:45:00	ES	Futures	3300.59	3300.86	3300.59	3300.59	115.0
2019-10-29 00:50:00	ES	Futures	3300.86	3301.13	3300.59	3300.59	142.0
2019-10-29 00:55:00	ES	Futures	3300.86	3301.67	3300.86	3301.13	605.0
2019-10-29 01:00:00	ES	Futures	3301.4	3301.4	3300.86	3300.86	367.0
2019-10-29 01:05:00	ES	Futures	3300.86	3301.13	3300.04	3300.32	555.0
2019-10-29 01:10:00	ES	Futures	3300.32	3300.86	3300.04	3300.59	391.0
2019-10-29 01:15:00	ES	Futures	3300.59	3300.59	3300.32	3300.32	136.0
2019-10-29 01:20:00	ES	Futures	3300.32	3300.59	3299.5	3300.04	513.0
2019-10-29 01:25:00	ES	Futures	3300.32	3300.86	3299.77	3300.04	815.0
2019-10-29 01:30:00	ES	Futures	3300.04	3300.59	3300.04	3300.32	616.0
2019-10-29 01:35:00	ES	Futures	3300.32	3300.59	3300.32	3300.32	162.0
2019-10-29 01:40:00	ES	Futures	3300.32	3300.86	3300.32	3300.59	180.0
2019-10-29 01:45:00	ES	Futures	3300.59	3300.86	3300.32	3300.32	205.0
2019-10-29 01:50:00	ES	Futures	3300.32	3300.86	3300.32	3300.59	111.0
2019-10-29 01:55:00	ES	Futures	3300.59	3301.4	3300.59	3301.13	452.0
2019-10-29 02:00:00	ES	Futures	3301.13	3301.4	3300.32	3300.59	240.0
2019-10-29 02:05:00	ES	Futures	3300.59	3301.67	3300.59	3301.4	279.0
2019-10-29 02:10:00	ES	Futures	3301.4	3301.4	3301.4	3301.4	93.0
2019-10-29 02:15:00	ES	Futures	3301.4	3301.4	3300.32	3300.59	336.0
2019-10-29 02:20:00	ES	Futures	3300.59	3300.86	3300.32	3300.59	132.0
2019-10-29 02:25:00	ES	Futures	3300.86	3301.13	3300.59	3300.59	447.0
2019-10-29 02:30:00	ES	Futures	3300.59	3300.86	3299.77	3300.04	593.0
2019-10-29 02:35:00	ES	Futures	3300.04	3300.32	3299.77	3300.32	90.0
2019-10-29 02:40:00	ES	Futures	3300.04	3300.32	3300.04	3300.04	80.0
2019-10-29 02:45:00	ES	Futures	3300.32	3300.32	3299.77	3299.77	182.0
2019-10-29 02:50:00	ES	Futures	3299.77	3300.32	3299.77	3300.32	68.0
2019-10-29 02:55:00	ES	Futures	3300.04	3300.32	3299.77	3300.32	206.0
2019-10-29 03:00:00	ES	Futures	3300.32	3300.59	3299.77	3300.32	549.0
2019-10-29 03:05:00	ES	Futures	3300.32	3300.86	3300.32	3300.32	190.0
2019-10-29 03:10:00	ES	Futures	3300.59	3301.4	3300.59	3300.86	447.0
2019-10-29 03:15:00	ES	Futures	3300.59	3301.13	3300.59	3300.86	196.0
2019-10-29 03:20:00	ES	Futures	3300.59	3301.13	3300.32	3300.59	311.0
2019-10-29 03:25:00	ES	Futures	3300.59	3301.13	3300.32	3301.13	428.0
2019-10-29 03:30:00	ES	Futures	3301.13	3301.13	3300.32	3300.59	380.0
2019-10-29 03:35:00	ES	Futures	3300.32	3300.86	3300.32	3300.32	502.0
2019-10-29 03:40:00	ES	Futures	3300.59	3300.86	3300.32	3300.59	269.0
2019-10-29 03:45:00	ES	Futures	3300.86	3300.86	3300.32	3300.32	328.0
2019-10-29 03:50:00	ES	Futures	3300.32	3300.86	3300.32	3300.32	309.0
2019-10-29 03:55:00	ES	Futures	3300.32	3301.13	3300.32	3300.86	842.0
2019-10-29 04:00:00	ES	Futures	3300.86	3301.13	3300.04	3300.32	2892.0
2019-10-29 04:05:00	ES	Futures	3300.59	3300.59	3299.77	3300.04	2076.0

> showing 50 of 17,846 rows — these rows as CSV

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