PREVIEW / futures_5min / 2019-11-03

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-03.parquet
  size:    57 KB
  rows:    3,318

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
2019-11-03 18:00:00	ES	Futures	3329.92	3334.0	3329.92	3333.18	5335.0
2019-11-03 18:05:00	ES	Futures	3333.18	3333.46	3332.64	3333.46	513.0
2019-11-03 18:10:00	ES	Futures	3333.18	3334.27	3332.91	3333.73	1038.0
2019-11-03 18:15:00	ES	Futures	3333.73	3334.27	3333.18	3333.46	595.0
2019-11-03 18:20:00	ES	Futures	3333.46	3333.73	3333.18	3333.18	424.0
2019-11-03 18:25:00	ES	Futures	3333.18	3333.73	3333.18	3333.18	374.0
2019-11-03 18:30:00	ES	Futures	3333.18	3333.46	3332.91	3333.18	539.0
2019-11-03 18:35:00	ES	Futures	3333.46	3333.46	3332.91	3333.46	331.0
2019-11-03 18:40:00	ES	Futures	3333.18	3334.54	3333.18	3334.27	992.0
2019-11-03 18:45:00	ES	Futures	3334.27	3334.27	3333.46	3333.73	388.0
2019-11-03 18:50:00	ES	Futures	3334.0	3334.0	3333.18	3333.18	287.0
2019-11-03 18:55:00	ES	Futures	3333.18	3333.18	3332.91	3332.91	417.0
2019-11-03 19:00:00	ES	Futures	3332.91	3333.18	3332.64	3332.91	395.0
2019-11-03 19:05:00	ES	Futures	3332.91	3334.0	3332.91	3333.46	452.0
2019-11-03 19:10:00	ES	Futures	3333.46	3333.46	3332.91	3332.91	339.0
2019-11-03 19:15:00	ES	Futures	3333.18	3333.18	3332.37	3332.37	619.0
2019-11-03 19:20:00	ES	Futures	3332.37	3332.91	3332.37	3332.91	650.0
2019-11-03 19:25:00	ES	Futures	3332.64	3333.46	3332.64	3333.46	576.0
2019-11-03 19:30:00	ES	Futures	3333.18	3333.46	3332.1	3332.64	686.0
2019-11-03 19:35:00	ES	Futures	3332.64	3332.91	3332.1	3332.37	333.0
2019-11-03 19:40:00	ES	Futures	3332.37	3332.64	3332.1	3332.37	181.0
2019-11-03 19:45:00	ES	Futures	3332.64	3332.64	3332.1	3332.37	217.0
2019-11-03 19:50:00	ES	Futures	3332.37	3332.64	3332.1	3332.37	250.0
2019-11-03 19:55:00	ES	Futures	3332.37	3332.37	3331.83	3332.37	170.0
2019-11-03 20:00:00	ES	Futures	3332.37	3333.18	3332.1	3332.91	787.0
2019-11-03 20:05:00	ES	Futures	3333.18	3333.46	3332.64	3332.91	478.0
2019-11-03 20:10:00	ES	Futures	3332.91	3333.46	3332.91	3333.46	240.0
2019-11-03 20:15:00	ES	Futures	3333.18	3333.73	3332.91	3333.18	756.0
2019-11-03 20:20:00	ES	Futures	3333.18	3333.46	3332.91	3333.18	391.0
2019-11-03 20:25:00	ES	Futures	3333.18	3333.73	3333.18	3333.73	330.0
2019-11-03 20:30:00	ES	Futures	3333.46	3334.0	3333.18	3333.73	766.0
2019-11-03 20:35:00	ES	Futures	3333.46	3334.27	3333.18	3334.0	786.0
2019-11-03 20:40:00	ES	Futures	3334.0	3334.54	3333.73	3334.27	607.0
2019-11-03 20:45:00	ES	Futures	3334.27	3334.54	3333.46	3334.54	488.0
2019-11-03 20:50:00	ES	Futures	3334.54	3334.54	3333.73	3333.73	448.0
2019-11-03 20:55:00	ES	Futures	3333.73	3334.0	3333.46	3333.73	388.0
2019-11-03 21:00:00	ES	Futures	3333.73	3333.73	3333.46	3333.73	447.0
2019-11-03 21:05:00	ES	Futures	3333.73	3333.73	3333.18	3333.18	326.0
2019-11-03 21:10:00	ES	Futures	3333.18	3333.46	3332.91	3333.18	299.0
2019-11-03 21:15:00	ES	Futures	3333.46	3333.73	3333.18	3333.46	377.0
2019-11-03 21:20:00	ES	Futures	3333.46	3333.73	3333.18	3333.73	212.0
2019-11-03 21:25:00	ES	Futures	3333.73	3333.73	3333.46	3333.46	237.0
2019-11-03 21:30:00	ES	Futures	3333.73	3334.0	3333.46	3333.73	443.0
2019-11-03 21:35:00	ES	Futures	3334.0	3335.09	3333.73	3334.54	1684.0
2019-11-03 21:40:00	ES	Futures	3334.81	3335.09	3334.0	3334.81	787.0
2019-11-03 21:45:00	ES	Futures	3334.81	3335.9	3334.81	3335.9	1072.0
2019-11-03 21:50:00	ES	Futures	3335.9	3335.9	3335.09	3335.9	1158.0
2019-11-03 21:55:00	ES	Futures	3335.9	3337.53	3335.63	3336.71	1420.0
2019-11-03 22:00:00	ES	Futures	3336.71	3337.26	3336.44	3336.44	869.0
2019-11-03 22:05:00	ES	Futures	3336.44	3336.71	3335.9	3336.17	338.0

> showing 50 of 3,318 rows — these rows as CSV

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