PREVIEW / futures_5min / 2019-11-13

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-13.parquet
  size:    273 KB
  rows:    18,171

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
2019-11-13 00:00:00	ES	Futures	3350.02	3350.57	3348.94	3350.02	1160.0
2019-11-13 00:05:00	ES	Futures	3350.02	3350.3	3349.21	3349.48	526.0
2019-11-13 00:10:00	ES	Futures	3349.48	3349.75	3349.21	3349.48	433.0
2019-11-13 00:15:00	ES	Futures	3349.48	3349.75	3349.21	3349.21	168.0
2019-11-13 00:20:00	ES	Futures	3349.21	3349.48	3348.94	3349.21	348.0
2019-11-13 00:25:00	ES	Futures	3349.21	3349.48	3348.4	3348.67	694.0
2019-11-13 00:30:00	ES	Futures	3348.94	3350.02	3348.94	3349.75	702.0
2019-11-13 00:35:00	ES	Futures	3349.75	3350.84	3349.48	3350.57	521.0
2019-11-13 00:40:00	ES	Futures	3350.84	3351.38	3350.57	3350.84	846.0
2019-11-13 00:45:00	ES	Futures	3350.84	3351.11	3350.57	3351.11	311.0
2019-11-13 00:50:00	ES	Futures	3351.11	3351.38	3350.57	3351.11	763.0
2019-11-13 00:55:00	ES	Futures	3350.84	3351.65	3350.57	3350.84	1325.0
2019-11-13 01:00:00	ES	Futures	3350.84	3351.38	3349.75	3349.75	1486.0
2019-11-13 01:05:00	ES	Futures	3349.75	3350.3	3348.94	3349.21	560.0
2019-11-13 01:10:00	ES	Futures	3348.94	3350.02	3348.94	3349.75	881.0
2019-11-13 01:15:00	ES	Futures	3349.48	3350.3	3349.48	3350.3	491.0
2019-11-13 01:20:00	ES	Futures	3350.3	3351.11	3350.3	3350.3	359.0
2019-11-13 01:25:00	ES	Futures	3350.57	3351.11	3350.3	3351.11	276.0
2019-11-13 01:30:00	ES	Futures	3351.11	3351.11	3350.84	3351.11	281.0
2019-11-13 01:35:00	ES	Futures	3350.84	3351.65	3350.84	3351.38	431.0
2019-11-13 01:40:00	ES	Futures	3351.11	3351.38	3350.3	3350.57	374.0
2019-11-13 01:45:00	ES	Futures	3350.57	3351.11	3350.57	3351.11	280.0
2019-11-13 01:50:00	ES	Futures	3350.84	3351.11	3350.57	3351.11	179.0
2019-11-13 01:55:00	ES	Futures	3351.11	3352.47	3350.84	3352.47	841.0
2019-11-13 02:00:00	ES	Futures	3352.47	3352.47	3351.65	3351.93	933.0
2019-11-13 02:05:00	ES	Futures	3351.65	3351.93	3351.38	3351.38	784.0
2019-11-13 02:10:00	ES	Futures	3351.38	3351.93	3351.11	3351.93	366.0
2019-11-13 02:15:00	ES	Futures	3351.93	3352.47	3351.93	3352.47	543.0
2019-11-13 02:20:00	ES	Futures	3352.47	3352.74	3351.93	3351.93	607.0
2019-11-13 02:25:00	ES	Futures	3351.93	3352.47	3351.65	3352.47	495.0
2019-11-13 02:30:00	ES	Futures	3352.47	3352.74	3351.93	3352.47	542.0
2019-11-13 02:35:00	ES	Futures	3352.47	3352.74	3351.93	3352.47	272.0
2019-11-13 02:40:00	ES	Futures	3352.47	3353.01	3352.47	3353.01	662.0
2019-11-13 02:45:00	ES	Futures	3353.01	3353.01	3352.47	3352.74	824.0
2019-11-13 02:50:00	ES	Futures	3352.74	3353.56	3352.74	3353.28	445.0
2019-11-13 02:55:00	ES	Futures	3353.01	3353.28	3352.74	3353.01	462.0
2019-11-13 03:00:00	ES	Futures	3353.01	3354.64	3352.74	3354.1	2538.0
2019-11-13 03:05:00	ES	Futures	3353.83	3355.19	3353.83	3354.91	1478.0
2019-11-13 03:10:00	ES	Futures	3354.91	3355.19	3354.1	3354.1	1189.0
2019-11-13 03:15:00	ES	Futures	3354.1	3354.37	3352.74	3353.01	1716.0
2019-11-13 03:20:00	ES	Futures	3353.01	3353.56	3352.74	3353.01	881.0
2019-11-13 03:25:00	ES	Futures	3353.01	3353.56	3352.2	3352.74	1150.0
2019-11-13 03:30:00	ES	Futures	3353.01	3353.28	3352.47	3352.47	1145.0
2019-11-13 03:35:00	ES	Futures	3352.47	3352.74	3351.93	3351.93	894.0
2019-11-13 03:40:00	ES	Futures	3352.2	3352.2	3351.11	3351.93	1568.0
2019-11-13 03:45:00	ES	Futures	3351.65	3351.93	3351.38	3351.65	975.0
2019-11-13 03:50:00	ES	Futures	3351.65	3352.47	3351.38	3351.38	1160.0
2019-11-13 03:55:00	ES	Futures	3351.38	3352.2	3351.11	3351.11	734.0
2019-11-13 04:00:00	ES	Futures	3351.11	3351.38	3347.04	3348.12	4438.0
2019-11-13 04:05:00	ES	Futures	3348.12	3349.21	3347.04	3348.67	2492.0

> showing 50 of 18,171 rows — these rows as CSV

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