PREVIEW / futures_5min / 2019-11-05

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-05.parquet
  size:    277 KB
  rows:    18,349

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
2019-11-05 00:00:00	ES	Futures	3347.58	3348.4	3347.31	3348.4	703.0
2019-11-05 00:05:00	ES	Futures	3348.4	3348.67	3348.12	3348.12	1056.0
2019-11-05 00:10:00	ES	Futures	3347.85	3348.12	3347.58	3347.85	631.0
2019-11-05 00:15:00	ES	Futures	3348.12	3348.4	3347.31	3347.31	714.0
2019-11-05 00:20:00	ES	Futures	3347.31	3347.58	3347.31	3347.31	559.0
2019-11-05 00:25:00	ES	Futures	3347.31	3347.58	3347.04	3347.31	324.0
2019-11-05 00:30:00	ES	Futures	3347.31	3347.58	3346.49	3346.77	578.0
2019-11-05 00:35:00	ES	Futures	3346.77	3347.31	3346.49	3347.31	446.0
2019-11-05 00:40:00	ES	Futures	3347.04	3347.31	3346.77	3346.77	284.0
2019-11-05 00:45:00	ES	Futures	3347.04	3347.04	3346.22	3346.49	709.0
2019-11-05 00:50:00	ES	Futures	3346.49	3347.04	3346.49	3347.04	379.0
2019-11-05 00:55:00	ES	Futures	3347.31	3347.31	3346.77	3346.77	575.0
2019-11-05 01:00:00	ES	Futures	3346.77	3348.4	3346.77	3348.4	839.0
2019-11-05 01:05:00	ES	Futures	3348.4	3349.21	3348.12	3348.67	891.0
2019-11-05 01:10:00	ES	Futures	3348.94	3349.48	3348.67	3349.21	530.0
2019-11-05 01:15:00	ES	Futures	3349.21	3349.48	3348.67	3348.67	717.0
2019-11-05 01:20:00	ES	Futures	3348.67	3348.94	3348.67	3348.67	423.0
2019-11-05 01:25:00	ES	Futures	3348.67	3348.94	3348.4	3348.94	305.0
2019-11-05 01:30:00	ES	Futures	3348.67	3348.94	3348.12	3348.4	910.0
2019-11-05 01:35:00	ES	Futures	3348.4	3348.4	3347.85	3348.12	349.0
2019-11-05 01:40:00	ES	Futures	3348.4	3348.4	3347.58	3347.85	268.0
2019-11-05 01:45:00	ES	Futures	3347.85	3348.12	3347.31	3347.58	563.0
2019-11-05 01:50:00	ES	Futures	3347.58	3348.12	3347.31	3347.58	412.0
2019-11-05 01:55:00	ES	Futures	3347.58	3348.12	3347.31	3347.85	454.0
2019-11-05 02:00:00	ES	Futures	3347.58	3347.85	3347.04	3347.58	931.0
2019-11-05 02:05:00	ES	Futures	3347.58	3347.58	3345.14	3346.49	1348.0
2019-11-05 02:10:00	ES	Futures	3346.77	3347.85	3346.49	3347.04	1142.0
2019-11-05 02:15:00	ES	Futures	3346.77	3347.85	3346.77	3347.31	651.0
2019-11-05 02:20:00	ES	Futures	3347.31	3347.58	3346.77	3347.31	646.0
2019-11-05 02:25:00	ES	Futures	3347.31	3347.85	3347.04	3347.85	641.0
2019-11-05 02:30:00	ES	Futures	3347.58	3348.94	3347.58	3347.85	1068.0
2019-11-05 02:35:00	ES	Futures	3347.85	3348.4	3347.58	3348.12	410.0
2019-11-05 02:40:00	ES	Futures	3348.12	3349.48	3348.12	3349.21	655.0
2019-11-05 02:45:00	ES	Futures	3349.21	3349.75	3348.4	3348.67	1227.0
2019-11-05 02:50:00	ES	Futures	3348.94	3349.48	3348.4	3348.94	706.0
2019-11-05 02:55:00	ES	Futures	3348.67	3348.94	3347.58	3347.85	930.0
2019-11-05 03:00:00	ES	Futures	3348.12	3348.12	3346.49	3347.04	3812.0
2019-11-05 03:05:00	ES	Futures	3346.77	3347.85	3346.49	3347.31	2288.0
2019-11-05 03:10:00	ES	Futures	3347.31	3348.12	3347.04	3347.31	1454.0
2019-11-05 03:15:00	ES	Futures	3347.04	3347.85	3346.77	3347.31	1065.0
2019-11-05 03:20:00	ES	Futures	3347.31	3347.31	3345.95	3346.22	899.0
2019-11-05 03:25:00	ES	Futures	3345.95	3347.04	3345.95	3346.49	1356.0
2019-11-05 03:30:00	ES	Futures	3346.77	3347.58	3346.49	3347.31	1465.0
2019-11-05 03:35:00	ES	Futures	3347.31	3348.67	3347.04	3348.4	1263.0
2019-11-05 03:40:00	ES	Futures	3348.67	3348.94	3348.12	3348.4	1056.0
2019-11-05 03:45:00	ES	Futures	3348.4	3348.4	3347.31	3347.31	725.0
2019-11-05 03:50:00	ES	Futures	3347.04	3347.85	3347.04	3347.58	732.0
2019-11-05 03:55:00	ES	Futures	3347.85	3348.94	3347.85	3348.67	794.0
2019-11-05 04:00:00	ES	Futures	3348.4	3349.48	3348.12	3349.21	1344.0
2019-11-05 04:05:00	ES	Futures	3349.21	3349.75	3348.94	3348.94	1019.0

> showing 50 of 18,349 rows — these rows as CSV

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