PREVIEW / futures_5min / 2019-11-01

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-01.parquet
  size:    243 KB
  rows:    14,839

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
2019-11-01 00:00:00	ES	Futures	3305.48	3306.02	3305.21	3306.02	343.0
2019-11-01 00:05:00	ES	Futures	3306.02	3306.02	3305.48	3305.75	217.0
2019-11-01 00:10:00	ES	Futures	3305.48	3306.02	3305.48	3305.75	353.0
2019-11-01 00:15:00	ES	Futures	3305.75	3306.02	3305.48	3306.02	205.0
2019-11-01 00:20:00	ES	Futures	3306.02	3306.29	3305.75	3306.29	105.0
2019-11-01 00:25:00	ES	Futures	3306.29	3306.29	3305.75	3306.02	144.0
2019-11-01 00:30:00	ES	Futures	3306.02	3306.02	3305.48	3305.75	234.0
2019-11-01 00:35:00	ES	Futures	3305.48	3306.02	3304.93	3305.75	709.0
2019-11-01 00:40:00	ES	Futures	3305.75	3306.02	3305.48	3305.75	246.0
2019-11-01 00:45:00	ES	Futures	3305.75	3306.02	3305.48	3305.75	124.0
2019-11-01 00:50:00	ES	Futures	3306.02	3306.29	3306.02	3306.29	144.0
2019-11-01 00:55:00	ES	Futures	3306.29	3306.84	3306.02	3306.56	273.0
2019-11-01 01:00:00	ES	Futures	3306.56	3306.84	3305.75	3306.02	722.0
2019-11-01 01:05:00	ES	Futures	3306.02	3306.56	3305.75	3306.29	308.0
2019-11-01 01:10:00	ES	Futures	3306.29	3307.38	3306.02	3307.38	592.0
2019-11-01 01:15:00	ES	Futures	3307.38	3307.38	3306.84	3307.11	624.0
2019-11-01 01:20:00	ES	Futures	3307.11	3307.92	3307.11	3307.65	660.0
2019-11-01 01:25:00	ES	Futures	3307.65	3307.65	3306.84	3307.65	1274.0
2019-11-01 01:30:00	ES	Futures	3307.65	3307.92	3307.38	3307.38	931.0
2019-11-01 01:35:00	ES	Futures	3307.38	3308.19	3307.38	3307.65	1012.0
2019-11-01 01:40:00	ES	Futures	3307.65	3307.92	3307.38	3307.65	447.0
2019-11-01 01:45:00	ES	Futures	3307.92	3307.92	3307.38	3307.38	465.0
2019-11-01 01:50:00	ES	Futures	3307.38	3308.19	3307.38	3307.92	519.0
2019-11-01 01:55:00	ES	Futures	3307.92	3308.19	3307.11	3307.38	715.0
2019-11-01 02:00:00	ES	Futures	3307.65	3307.92	3307.11	3307.38	1172.0
2019-11-01 02:05:00	ES	Futures	3307.65	3307.65	3307.11	3307.65	245.0
2019-11-01 02:10:00	ES	Futures	3307.38	3307.92	3306.56	3306.56	1218.0
2019-11-01 02:15:00	ES	Futures	3306.84	3307.11	3306.56	3306.84	843.0
2019-11-01 02:20:00	ES	Futures	3306.84	3306.84	3306.02	3306.02	585.0
2019-11-01 02:25:00	ES	Futures	3306.02	3306.56	3305.75	3306.29	792.0
2019-11-01 02:30:00	ES	Futures	3306.29	3306.56	3305.75	3306.02	525.0
2019-11-01 02:35:00	ES	Futures	3306.29	3306.29	3306.02	3306.29	368.0
2019-11-01 02:40:00	ES	Futures	3306.29	3306.84	3306.02	3306.56	644.0
2019-11-01 02:45:00	ES	Futures	3306.56	3307.11	3306.29	3306.56	549.0
2019-11-01 02:50:00	ES	Futures	3306.56	3306.84	3306.29	3306.84	486.0
2019-11-01 02:55:00	ES	Futures	3306.56	3307.65	3306.56	3307.11	323.0
2019-11-01 03:00:00	ES	Futures	3307.38	3307.65	3306.29	3306.56	916.0
2019-11-01 03:05:00	ES	Futures	3306.84	3307.11	3306.56	3306.84	361.0
2019-11-01 03:10:00	ES	Futures	3306.84	3306.84	3305.48	3305.75	925.0
2019-11-01 03:15:00	ES	Futures	3305.48	3306.29	3304.66	3305.21	862.0
2019-11-01 03:20:00	ES	Futures	3304.93	3305.48	3304.12	3304.12	855.0
2019-11-01 03:25:00	ES	Futures	3304.39	3304.93	3304.39	3304.66	343.0
2019-11-01 03:30:00	ES	Futures	3304.66	3305.21	3304.12	3304.39	631.0
2019-11-01 03:35:00	ES	Futures	3304.39	3304.39	3303.85	3304.12	578.0
2019-11-01 03:40:00	ES	Futures	3303.85	3304.39	3303.03	3303.85	987.0
2019-11-01 03:45:00	ES	Futures	3303.85	3304.93	3303.58	3304.66	499.0
2019-11-01 03:50:00	ES	Futures	3304.66	3304.93	3304.12	3304.93	428.0
2019-11-01 03:55:00	ES	Futures	3304.93	3305.48	3304.39	3304.66	706.0
2019-11-01 04:00:00	ES	Futures	3304.39	3305.21	3303.58	3304.66	3029.0
2019-11-01 04:05:00	ES	Futures	3304.93	3305.75	3304.66	3305.75	2006.0

> showing 50 of 14,839 rows — these rows as CSV

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