PREVIEW / futures_5min / 2019-11-07

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-07.parquet
  size:    303 KB
  rows:    18,495

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
2019-11-07 00:00:00	ES	Futures	3338.34	3338.89	3338.07	3338.62	536.0
2019-11-07 00:05:00	ES	Futures	3338.62	3338.62	3338.34	3338.34	157.0
2019-11-07 00:10:00	ES	Futures	3338.34	3338.34	3337.8	3338.07	443.0
2019-11-07 00:15:00	ES	Futures	3337.8	3338.34	3337.53	3338.07	274.0
2019-11-07 00:20:00	ES	Futures	3338.07	3338.62	3338.07	3338.07	302.0
2019-11-07 00:25:00	ES	Futures	3338.07	3338.34	3337.8	3337.8	232.0
2019-11-07 00:30:00	ES	Futures	3337.8	3338.07	3337.26	3337.53	360.0
2019-11-07 00:35:00	ES	Futures	3337.8	3338.34	3337.8	3338.34	213.0
2019-11-07 00:40:00	ES	Futures	3338.07	3338.62	3337.53	3337.53	653.0
2019-11-07 00:45:00	ES	Futures	3337.53	3338.34	3337.26	3338.34	418.0
2019-11-07 00:50:00	ES	Futures	3338.34	3339.43	3338.34	3339.43	552.0
2019-11-07 00:55:00	ES	Futures	3339.16	3339.7	3338.89	3339.43	374.0
2019-11-07 01:00:00	ES	Futures	3339.7	3339.97	3339.16	3339.97	723.0
2019-11-07 01:05:00	ES	Futures	3339.97	3341.6	3339.97	3341.33	1749.0
2019-11-07 01:10:00	ES	Futures	3341.33	3341.6	3340.52	3340.52	512.0
2019-11-07 01:15:00	ES	Futures	3340.79	3341.88	3340.79	3341.33	903.0
2019-11-07 01:20:00	ES	Futures	3341.33	3341.6	3340.79	3341.06	302.0
2019-11-07 01:25:00	ES	Futures	3341.33	3341.33	3340.52	3340.79	287.0
2019-11-07 01:30:00	ES	Futures	3340.52	3340.79	3339.97	3340.25	387.0
2019-11-07 01:35:00	ES	Futures	3340.25	3340.25	3339.97	3340.25	297.0
2019-11-07 01:40:00	ES	Futures	3340.25	3340.52	3340.25	3340.25	177.0
2019-11-07 01:45:00	ES	Futures	3340.52	3340.79	3340.25	3340.52	280.0
2019-11-07 01:50:00	ES	Futures	3340.52	3340.79	3339.97	3340.79	151.0
2019-11-07 01:55:00	ES	Futures	3340.79	3341.06	3340.25	3341.06	636.0
2019-11-07 02:00:00	ES	Futures	3340.79	3341.33	3339.97	3341.06	688.0
2019-11-07 02:05:00	ES	Futures	3341.06	3341.88	3340.79	3341.88	444.0
2019-11-07 02:10:00	ES	Futures	3341.88	3342.15	3341.33	3341.88	439.0
2019-11-07 02:15:00	ES	Futures	3341.88	3346.22	3341.33	3345.68	3918.0
2019-11-07 02:20:00	ES	Futures	3345.41	3350.3	3344.86	3350.02	10070.0
2019-11-07 02:25:00	ES	Futures	3350.3	3357.09	3349.21	3356.0	13746.0
2019-11-07 02:30:00	ES	Futures	3356.27	3360.08	3355.19	3358.72	11535.0
2019-11-07 02:35:00	ES	Futures	3358.72	3360.08	3357.63	3358.45	6433.0
2019-11-07 02:40:00	ES	Futures	3358.45	3358.72	3357.36	3357.63	3470.0
2019-11-07 02:45:00	ES	Futures	3357.9	3358.17	3353.28	3355.19	7955.0
2019-11-07 02:50:00	ES	Futures	3355.19	3355.46	3353.01	3353.56	2691.0
2019-11-07 02:55:00	ES	Futures	3353.83	3355.19	3353.28	3354.1	2333.0
2019-11-07 03:00:00	ES	Futures	3353.83	3357.09	3353.28	3357.09	4089.0
2019-11-07 03:05:00	ES	Futures	3356.82	3356.82	3354.1	3354.37	2424.0
2019-11-07 03:10:00	ES	Futures	3354.64	3355.73	3353.56	3354.64	2762.0
2019-11-07 03:15:00	ES	Futures	3354.64	3355.19	3354.1	3354.64	1546.0
2019-11-07 03:20:00	ES	Futures	3354.37	3354.64	3352.47	3352.74	2947.0
2019-11-07 03:25:00	ES	Futures	3352.74	3353.83	3352.2	3353.83	2026.0
2019-11-07 03:30:00	ES	Futures	3353.83	3357.09	3353.83	3355.73	3539.0
2019-11-07 03:35:00	ES	Futures	3355.73	3356.0	3353.83	3354.1	1912.0
2019-11-07 03:40:00	ES	Futures	3353.83	3356.0	3353.56	3354.1	2295.0
2019-11-07 03:45:00	ES	Futures	3354.37	3355.46	3354.37	3355.19	1344.0
2019-11-07 03:50:00	ES	Futures	3355.19	3355.46	3354.64	3355.19	981.0
2019-11-07 03:55:00	ES	Futures	3355.19	3356.0	3354.64	3355.73	1004.0
2019-11-07 04:00:00	ES	Futures	3355.73	3356.82	3355.46	3356.0	2186.0
2019-11-07 04:05:00	ES	Futures	3356.0	3356.82	3355.46	3355.46	1158.0

> showing 50 of 18,495 rows — these rows as CSV

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