PREVIEW / futures_5min / 2019-11-14

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-14.parquet
  size:    271 KB
  rows:    18,061

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
2019-11-14 00:00:00	ES	Futures	3359.8	3361.98	3359.8	3361.7	1372.0
2019-11-14 00:05:00	ES	Futures	3361.7	3361.7	3360.35	3360.62	1188.0
2019-11-14 00:10:00	ES	Futures	3360.62	3361.16	3360.08	3360.35	608.0
2019-11-14 00:15:00	ES	Futures	3360.35	3360.89	3360.08	3360.62	324.0
2019-11-14 00:20:00	ES	Futures	3360.62	3361.7	3360.35	3360.89	595.0
2019-11-14 00:25:00	ES	Futures	3361.16	3361.16	3360.08	3360.35	330.0
2019-11-14 00:30:00	ES	Futures	3360.62	3361.7	3360.62	3361.16	452.0
2019-11-14 00:35:00	ES	Futures	3361.16	3361.7	3361.16	3361.43	408.0
2019-11-14 00:40:00	ES	Futures	3361.43	3362.25	3361.43	3361.7	783.0
2019-11-14 00:45:00	ES	Futures	3361.7	3361.98	3360.89	3360.89	777.0
2019-11-14 00:50:00	ES	Futures	3360.89	3361.16	3359.8	3359.8	793.0
2019-11-14 00:55:00	ES	Futures	3359.8	3361.16	3359.53	3360.62	717.0
2019-11-14 01:00:00	ES	Futures	3360.35	3360.35	3358.45	3358.72	1581.0
2019-11-14 01:05:00	ES	Futures	3358.99	3359.26	3358.17	3358.45	765.0
2019-11-14 01:10:00	ES	Futures	3358.17	3358.99	3357.9	3358.72	507.0
2019-11-14 01:15:00	ES	Futures	3358.45	3359.53	3358.45	3359.26	455.0
2019-11-14 01:20:00	ES	Futures	3359.26	3359.26	3357.9	3358.99	664.0
2019-11-14 01:25:00	ES	Futures	3358.72	3359.53	3358.72	3359.26	315.0
2019-11-14 01:30:00	ES	Futures	3359.26	3359.53	3358.45	3358.99	232.0
2019-11-14 01:35:00	ES	Futures	3358.72	3358.99	3358.45	3358.45	317.0
2019-11-14 01:40:00	ES	Futures	3358.45	3358.99	3358.17	3358.99	445.0
2019-11-14 01:45:00	ES	Futures	3358.99	3358.99	3358.45	3358.45	295.0
2019-11-14 01:50:00	ES	Futures	3358.45	3358.72	3357.63	3357.63	623.0
2019-11-14 01:55:00	ES	Futures	3357.9	3358.17	3357.36	3357.63	360.0
2019-11-14 02:00:00	ES	Futures	3357.9	3359.8	3357.63	3357.9	1657.0
2019-11-14 02:05:00	ES	Futures	3357.9	3358.17	3357.09	3357.63	650.0
2019-11-14 02:10:00	ES	Futures	3357.63	3359.26	3357.63	3358.99	941.0
2019-11-14 02:15:00	ES	Futures	3358.72	3359.26	3354.64	3356.27	3537.0
2019-11-14 02:20:00	ES	Futures	3356.54	3357.09	3354.91	3356.82	2396.0
2019-11-14 02:25:00	ES	Futures	3356.82	3358.45	3356.82	3358.45	1492.0
2019-11-14 02:30:00	ES	Futures	3358.45	3360.08	3358.17	3358.99	2265.0
2019-11-14 02:35:00	ES	Futures	3358.99	3359.26	3358.72	3359.26	932.0
2019-11-14 02:40:00	ES	Futures	3359.53	3359.53	3358.72	3358.72	1042.0
2019-11-14 02:45:00	ES	Futures	3358.99	3359.53	3358.72	3358.72	886.0
2019-11-14 02:50:00	ES	Futures	3358.99	3360.89	3358.45	3360.62	1437.0
2019-11-14 02:55:00	ES	Futures	3360.35	3360.62	3359.53	3359.53	1171.0
2019-11-14 03:00:00	ES	Futures	3359.53	3361.16	3358.99	3360.08	2187.0
2019-11-14 03:05:00	ES	Futures	3360.08	3361.16	3359.53	3360.08	2378.0
2019-11-14 03:10:00	ES	Futures	3360.08	3360.89	3359.26	3359.53	2028.0
2019-11-14 03:15:00	ES	Futures	3359.53	3360.35	3358.17	3358.99	2157.0
2019-11-14 03:20:00	ES	Futures	3359.26	3359.8	3358.45	3359.53	1187.0
2019-11-14 03:25:00	ES	Futures	3359.26	3359.8	3358.45	3358.45	1649.0
2019-11-14 03:30:00	ES	Futures	3358.45	3358.72	3356.27	3356.82	2067.0
2019-11-14 03:35:00	ES	Futures	3356.54	3358.17	3355.73	3357.9	2521.0
2019-11-14 03:40:00	ES	Futures	3357.9	3358.45	3357.36	3357.9	1007.0
2019-11-14 03:45:00	ES	Futures	3358.17	3358.45	3357.36	3357.9	947.0
2019-11-14 03:50:00	ES	Futures	3358.17	3358.72	3357.9	3357.9	1069.0
2019-11-14 03:55:00	ES	Futures	3357.9	3358.17	3356.54	3357.36	748.0
2019-11-14 04:00:00	ES	Futures	3357.36	3357.9	3355.19	3356.0	2246.0
2019-11-14 04:05:00	ES	Futures	3356.0	3356.27	3355.19	3355.46	1206.0

> showing 50 of 18,061 rows — these rows as CSV

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