PREVIEW / futures_5min / 2019-11-10

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-10.parquet
  size:    62 KB
  rows:    3,447

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
2019-11-10 18:00:00	ES	Futures	3357.9	3359.8	3357.09	3357.36	3057.0
2019-11-10 18:05:00	ES	Futures	3357.63	3358.17	3357.09	3358.17	615.0
2019-11-10 18:10:00	ES	Futures	3358.17	3358.17	3357.36	3357.63	610.0
2019-11-10 18:15:00	ES	Futures	3357.9	3357.9	3356.54	3356.82	716.0
2019-11-10 18:20:00	ES	Futures	3356.82	3357.36	3356.82	3357.09	215.0
2019-11-10 18:25:00	ES	Futures	3357.36	3357.36	3357.09	3357.09	103.0
2019-11-10 18:30:00	ES	Futures	3357.36	3357.36	3357.09	3357.36	172.0
2019-11-10 18:35:00	ES	Futures	3357.09	3357.9	3356.82	3356.82	369.0
2019-11-10 18:40:00	ES	Futures	3356.82	3357.36	3356.54	3357.09	486.0
2019-11-10 18:45:00	ES	Futures	3356.82	3357.36	3356.82	3357.36	379.0
2019-11-10 18:50:00	ES	Futures	3357.36	3357.63	3356.54	3356.54	557.0
2019-11-10 18:55:00	ES	Futures	3356.54	3356.82	3356.0	3356.0	335.0
2019-11-10 19:00:00	ES	Futures	3356.0	3356.54	3355.73	3356.0	1000.0
2019-11-10 19:05:00	ES	Futures	3356.0	3356.54	3355.19	3355.46	1237.0
2019-11-10 19:10:00	ES	Futures	3355.46	3355.73	3354.64	3355.46	1267.0
2019-11-10 19:15:00	ES	Futures	3355.19	3355.73	3354.91	3355.19	262.0
2019-11-10 19:20:00	ES	Futures	3354.91	3355.19	3354.37	3354.64	858.0
2019-11-10 19:25:00	ES	Futures	3354.64	3355.19	3354.37	3355.19	429.0
2019-11-10 19:30:00	ES	Futures	3355.19	3355.73	3354.91	3354.91	529.0
2019-11-10 19:35:00	ES	Futures	3354.91	3355.46	3354.64	3355.19	746.0
2019-11-10 19:40:00	ES	Futures	3355.46	3355.73	3355.19	3355.46	180.0
2019-11-10 19:45:00	ES	Futures	3355.46	3355.73	3354.91	3355.19	683.0
2019-11-10 19:50:00	ES	Futures	3355.19	3355.19	3353.83	3354.37	882.0
2019-11-10 19:55:00	ES	Futures	3354.1	3354.64	3353.83	3354.37	463.0
2019-11-10 20:00:00	ES	Futures	3354.1	3354.1	3353.01	3353.28	1474.0
2019-11-10 20:05:00	ES	Futures	3353.56	3353.83	3353.28	3353.83	867.0
2019-11-10 20:10:00	ES	Futures	3354.1	3354.1	3353.28	3353.56	473.0
2019-11-10 20:15:00	ES	Futures	3353.56	3353.83	3352.2	3352.74	2081.0
2019-11-10 20:20:00	ES	Futures	3352.74	3352.74	3351.93	3352.2	1143.0
2019-11-10 20:25:00	ES	Futures	3352.2	3352.2	3351.65	3351.93	871.0
2019-11-10 20:30:00	ES	Futures	3351.93	3351.93	3350.84	3351.38	2041.0
2019-11-10 20:35:00	ES	Futures	3351.38	3351.38	3350.02	3350.84	1563.0
2019-11-10 20:40:00	ES	Futures	3350.84	3351.93	3350.02	3351.93	1698.0
2019-11-10 20:45:00	ES	Futures	3351.93	3352.47	3350.84	3350.84	1172.0
2019-11-10 20:50:00	ES	Futures	3350.84	3352.47	3350.84	3351.93	715.0
2019-11-10 20:55:00	ES	Futures	3351.65	3351.93	3350.84	3351.11	1050.0
2019-11-10 21:00:00	ES	Futures	3350.84	3351.65	3350.57	3351.65	922.0
2019-11-10 21:05:00	ES	Futures	3351.65	3351.65	3350.3	3350.57	854.0
2019-11-10 21:10:00	ES	Futures	3350.3	3350.84	3350.02	3350.84	790.0
2019-11-10 21:15:00	ES	Futures	3350.84	3351.11	3350.3	3350.84	1076.0
2019-11-10 21:20:00	ES	Futures	3350.84	3351.11	3350.3	3350.57	582.0
2019-11-10 21:25:00	ES	Futures	3350.3	3350.3	3348.94	3349.21	1696.0
2019-11-10 21:30:00	ES	Futures	3349.21	3349.75	3348.4	3349.75	1662.0
2019-11-10 21:35:00	ES	Futures	3349.75	3349.75	3348.94	3349.48	769.0
2019-11-10 21:40:00	ES	Futures	3349.48	3349.75	3349.21	3349.21	660.0
2019-11-10 21:45:00	ES	Futures	3349.21	3350.02	3349.21	3349.75	645.0
2019-11-10 21:50:00	ES	Futures	3349.48	3349.75	3349.21	3349.48	597.0
2019-11-10 21:55:00	ES	Futures	3349.48	3350.02	3349.48	3349.75	427.0
2019-11-10 22:00:00	ES	Futures	3349.75	3350.02	3349.48	3350.02	503.0
2019-11-10 22:05:00	ES	Futures	3349.75	3350.02	3349.48	3349.48	514.0

> showing 50 of 3,447 rows — these rows as CSV

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