PREVIEW / futures_5min / 2019-11-08

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-08.parquet
  size:    242 KB
  rows:    14,824

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
2019-11-08 00:00:00	ES	Futures	3344.59	3344.86	3343.23	3343.51	1948.0
2019-11-08 00:05:00	ES	Futures	3343.51	3344.32	3342.96	3344.05	731.0
2019-11-08 00:10:00	ES	Futures	3344.05	3344.59	3343.51	3344.05	573.0
2019-11-08 00:15:00	ES	Futures	3344.05	3344.32	3343.51	3344.05	505.0
2019-11-08 00:20:00	ES	Futures	3344.32	3344.32	3343.23	3343.51	292.0
2019-11-08 00:25:00	ES	Futures	3343.23	3344.05	3343.23	3344.05	275.0
2019-11-08 00:30:00	ES	Futures	3343.78	3344.32	3343.51	3343.78	432.0
2019-11-08 00:35:00	ES	Futures	3343.78	3344.86	3343.78	3344.86	222.0
2019-11-08 00:40:00	ES	Futures	3344.86	3344.86	3344.32	3344.59	277.0
2019-11-08 00:45:00	ES	Futures	3344.59	3344.59	3343.78	3343.78	328.0
2019-11-08 00:50:00	ES	Futures	3343.78	3345.68	3343.78	3345.41	887.0
2019-11-08 00:55:00	ES	Futures	3345.41	3346.22	3345.14	3345.95	689.0
2019-11-08 01:00:00	ES	Futures	3345.95	3346.77	3345.68	3346.22	1059.0
2019-11-08 01:05:00	ES	Futures	3346.49	3346.49	3345.68	3345.68	256.0
2019-11-08 01:10:00	ES	Futures	3345.95	3345.95	3344.86	3345.95	469.0
2019-11-08 01:15:00	ES	Futures	3345.68	3346.22	3345.41	3345.68	397.0
2019-11-08 01:20:00	ES	Futures	3345.68	3345.95	3345.41	3345.68	183.0
2019-11-08 01:25:00	ES	Futures	3345.95	3345.95	3345.14	3345.41	416.0
2019-11-08 01:30:00	ES	Futures	3345.14	3345.41	3344.59	3344.59	347.0
2019-11-08 01:35:00	ES	Futures	3344.59	3344.59	3344.05	3344.59	507.0
2019-11-08 01:40:00	ES	Futures	3344.59	3345.68	3344.59	3345.41	415.0
2019-11-08 01:45:00	ES	Futures	3345.41	3345.68	3344.86	3345.41	262.0
2019-11-08 01:50:00	ES	Futures	3345.41	3345.95	3345.41	3345.95	346.0
2019-11-08 01:55:00	ES	Futures	3345.95	3346.49	3345.68	3346.22	318.0
2019-11-08 02:00:00	ES	Futures	3346.49	3347.85	3345.95	3347.31	1154.0
2019-11-08 02:05:00	ES	Futures	3347.58	3347.58	3346.49	3346.77	484.0
2019-11-08 02:10:00	ES	Futures	3346.49	3348.12	3346.49	3347.31	648.0
2019-11-08 02:15:00	ES	Futures	3347.58	3348.12	3347.31	3347.58	779.0
2019-11-08 02:20:00	ES	Futures	3347.58	3347.85	3346.77	3346.77	1075.0
2019-11-08 02:25:00	ES	Futures	3346.77	3348.12	3346.77	3348.12	485.0
2019-11-08 02:30:00	ES	Futures	3348.12	3350.3	3348.12	3348.94	2286.0
2019-11-08 02:35:00	ES	Futures	3348.94	3349.21	3347.58	3347.85	1069.0
2019-11-08 02:40:00	ES	Futures	3347.85	3349.48	3347.58	3349.48	1136.0
2019-11-08 02:45:00	ES	Futures	3349.21	3350.3	3348.67	3349.48	1916.0
2019-11-08 02:50:00	ES	Futures	3349.48	3349.48	3348.4	3349.48	583.0
2019-11-08 02:55:00	ES	Futures	3349.21	3349.75	3348.94	3349.21	833.0
2019-11-08 03:00:00	ES	Futures	3349.21	3350.02	3348.12	3349.21	2665.0
2019-11-08 03:05:00	ES	Futures	3349.21	3350.02	3348.12	3349.48	2217.0
2019-11-08 03:10:00	ES	Futures	3349.75	3351.93	3349.75	3350.3	2216.0
2019-11-08 03:15:00	ES	Futures	3350.3	3351.11	3350.02	3350.57	1159.0
2019-11-08 03:20:00	ES	Futures	3350.57	3351.11	3349.75	3350.3	1198.0
2019-11-08 03:25:00	ES	Futures	3350.3	3351.38	3350.02	3350.3	1025.0
2019-11-08 03:30:00	ES	Futures	3350.3	3350.84	3348.94	3348.94	1390.0
2019-11-08 03:35:00	ES	Futures	3348.94	3349.75	3348.94	3349.48	815.0
2019-11-08 03:40:00	ES	Futures	3349.48	3349.75	3348.67	3348.67	709.0
2019-11-08 03:45:00	ES	Futures	3348.67	3349.48	3348.67	3349.21	856.0
2019-11-08 03:50:00	ES	Futures	3349.21	3349.21	3348.94	3349.21	535.0
2019-11-08 03:55:00	ES	Futures	3349.21	3349.21	3348.4	3348.94	592.0
2019-11-08 04:00:00	ES	Futures	3348.67	3349.75	3347.85	3348.94	1277.0
2019-11-08 04:05:00	ES	Futures	3348.94	3349.48	3348.67	3348.67	552.0

> showing 50 of 14,824 rows — these rows as CSV

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