PREVIEW / futures_5min / 2019-11-04

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-04.parquet
  size:    281 KB
  rows:    18,363

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
2019-11-04 00:00:00	ES	Futures	3335.63	3335.9	3335.63	3335.63	190.0
2019-11-04 00:05:00	ES	Futures	3335.63	3335.63	3335.09	3335.36	282.0
2019-11-04 00:10:00	ES	Futures	3335.36	3335.9	3335.36	3335.9	213.0
2019-11-04 00:15:00	ES	Futures	3335.63	3336.17	3335.63	3335.63	350.0
2019-11-04 00:20:00	ES	Futures	3335.36	3335.63	3335.36	3335.63	127.0
2019-11-04 00:25:00	ES	Futures	3335.63	3335.63	3335.36	3335.63	38.0
2019-11-04 00:30:00	ES	Futures	3335.36	3335.63	3335.09	3335.63	328.0
2019-11-04 00:35:00	ES	Futures	3335.36	3335.63	3335.09	3335.36	190.0
2019-11-04 00:40:00	ES	Futures	3335.36	3335.63	3335.09	3335.36	240.0
2019-11-04 00:45:00	ES	Futures	3335.36	3335.9	3335.36	3335.63	214.0
2019-11-04 00:50:00	ES	Futures	3335.63	3335.9	3335.36	3335.36	204.0
2019-11-04 00:55:00	ES	Futures	3335.63	3335.63	3335.36	3335.36	120.0
2019-11-04 01:00:00	ES	Futures	3335.36	3335.36	3334.81	3335.09	588.0
2019-11-04 01:05:00	ES	Futures	3335.09	3335.36	3335.09	3335.36	319.0
2019-11-04 01:10:00	ES	Futures	3335.36	3335.36	3334.81	3335.36	395.0
2019-11-04 01:15:00	ES	Futures	3335.36	3335.9	3335.09	3335.63	263.0
2019-11-04 01:20:00	ES	Futures	3335.63	3335.9	3335.36	3335.63	470.0
2019-11-04 01:25:00	ES	Futures	3335.63	3335.63	3335.36	3335.36	72.0
2019-11-04 01:30:00	ES	Futures	3335.36	3335.9	3335.36	3335.36	396.0
2019-11-04 01:35:00	ES	Futures	3335.36	3335.9	3335.36	3335.9	175.0
2019-11-04 01:40:00	ES	Futures	3335.63	3335.9	3335.63	3335.9	302.0
2019-11-04 01:45:00	ES	Futures	3335.9	3336.17	3334.81	3335.09	475.0
2019-11-04 01:50:00	ES	Futures	3335.36	3335.36	3334.81	3335.09	188.0
2019-11-04 01:55:00	ES	Futures	3335.36	3335.9	3335.09	3335.9	603.0
2019-11-04 02:00:00	ES	Futures	3335.63	3335.9	3334.54	3334.81	1164.0
2019-11-04 02:05:00	ES	Futures	3334.81	3334.81	3334.27	3334.27	849.0
2019-11-04 02:10:00	ES	Futures	3334.27	3335.63	3334.27	3335.09	646.0
2019-11-04 02:15:00	ES	Futures	3335.09	3335.36	3335.09	3335.36	649.0
2019-11-04 02:20:00	ES	Futures	3335.63	3335.63	3334.81	3334.81	446.0
2019-11-04 02:25:00	ES	Futures	3335.09	3336.44	3334.81	3336.44	945.0
2019-11-04 02:30:00	ES	Futures	3336.44	3336.71	3335.9	3336.17	869.0
2019-11-04 02:35:00	ES	Futures	3336.17	3336.99	3335.9	3336.71	610.0
2019-11-04 02:40:00	ES	Futures	3336.71	3336.71	3336.17	3336.71	785.0
2019-11-04 02:45:00	ES	Futures	3336.44	3336.99	3336.17	3336.99	896.0
2019-11-04 02:50:00	ES	Futures	3337.26	3337.53	3336.71	3336.99	743.0
2019-11-04 02:55:00	ES	Futures	3337.26	3337.53	3336.71	3336.99	416.0
2019-11-04 03:00:00	ES	Futures	3336.99	3337.26	3335.9	3336.71	1698.0
2019-11-04 03:05:00	ES	Futures	3336.44	3338.34	3335.09	3338.07	3411.0
2019-11-04 03:10:00	ES	Futures	3338.07	3341.6	3337.53	3338.62	6612.0
2019-11-04 03:15:00	ES	Futures	3338.89	3340.25	3337.8	3337.8	2472.0
2019-11-04 03:20:00	ES	Futures	3338.07	3340.79	3337.8	3339.7	2965.0
2019-11-04 03:25:00	ES	Futures	3339.7	3339.7	3337.8	3338.34	2241.0
2019-11-04 03:30:00	ES	Futures	3338.62	3339.16	3337.26	3338.07	1245.0
2019-11-04 03:35:00	ES	Futures	3338.34	3338.89	3337.8	3338.62	1372.0
2019-11-04 03:40:00	ES	Futures	3338.34	3339.43	3338.34	3339.16	634.0
2019-11-04 03:45:00	ES	Futures	3339.16	3340.52	3338.89	3340.25	1215.0
2019-11-04 03:50:00	ES	Futures	3340.25	3340.25	3338.89	3339.16	1454.0
2019-11-04 03:55:00	ES	Futures	3339.43	3339.97	3338.89	3339.16	1612.0
2019-11-04 04:00:00	ES	Futures	3339.43	3340.52	3339.16	3340.25	1749.0
2019-11-04 04:05:00	ES	Futures	3340.25	3340.52	3339.43	3339.97	1146.0

> showing 50 of 18,363 rows — these rows as CSV

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