PREVIEW / futures_5min / 2019-11-15

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-15.parquet
  size:    220 KB
  rows:    14,545

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
2019-11-15 00:00:00	ES	Futures	3376.37	3376.92	3376.1	3376.37	420.0
2019-11-15 00:05:00	ES	Futures	3376.37	3376.64	3376.1	3376.64	146.0
2019-11-15 00:10:00	ES	Futures	3376.64	3376.64	3376.37	3376.64	362.0
2019-11-15 00:15:00	ES	Futures	3376.64	3377.19	3376.37	3377.19	293.0
2019-11-15 00:20:00	ES	Futures	3376.92	3376.92	3376.37	3376.37	238.0
2019-11-15 00:25:00	ES	Futures	3376.64	3376.64	3376.37	3376.37	239.0
2019-11-15 00:30:00	ES	Futures	3376.37	3376.64	3376.1	3376.64	921.0
2019-11-15 00:35:00	ES	Futures	3376.64	3377.19	3376.37	3376.64	290.0
2019-11-15 00:40:00	ES	Futures	3376.37	3376.37	3376.1	3376.37	346.0
2019-11-15 00:45:00	ES	Futures	3376.37	3376.92	3376.1	3376.64	316.0
2019-11-15 00:50:00	ES	Futures	3376.64	3376.92	3376.37	3376.64	193.0
2019-11-15 00:55:00	ES	Futures	3376.92	3376.92	3376.1	3376.37	613.0
2019-11-15 01:00:00	ES	Futures	3376.37	3376.64	3375.56	3375.83	744.0
2019-11-15 01:05:00	ES	Futures	3376.1	3376.92	3375.56	3376.92	611.0
2019-11-15 01:10:00	ES	Futures	3376.92	3377.46	3376.64	3377.46	498.0
2019-11-15 01:15:00	ES	Futures	3377.46	3377.46	3376.64	3377.19	359.0
2019-11-15 01:20:00	ES	Futures	3377.19	3377.46	3376.64	3376.92	433.0
2019-11-15 01:25:00	ES	Futures	3376.64	3377.19	3376.37	3376.92	296.0
2019-11-15 01:30:00	ES	Futures	3376.64	3376.92	3376.37	3376.64	294.0
2019-11-15 01:35:00	ES	Futures	3376.64	3377.19	3376.1	3376.1	278.0
2019-11-15 01:40:00	ES	Futures	3376.1	3376.37	3375.83	3376.37	380.0
2019-11-15 01:45:00	ES	Futures	3376.64	3376.64	3376.1	3376.37	510.0
2019-11-15 01:50:00	ES	Futures	3376.37	3376.92	3376.1	3376.37	649.0
2019-11-15 01:55:00	ES	Futures	3376.37	3376.92	3376.37	3376.92	563.0
2019-11-15 02:00:00	ES	Futures	3376.92	3376.92	3375.56	3375.56	1150.0
2019-11-15 02:05:00	ES	Futures	3375.56	3376.92	3375.56	3376.64	1993.0
2019-11-15 02:10:00	ES	Futures	3376.64	3376.92	3375.56	3375.56	826.0
2019-11-15 02:15:00	ES	Futures	3375.56	3376.1	3375.29	3375.83	1882.0
2019-11-15 02:20:00	ES	Futures	3375.56	3376.1	3375.29	3375.56	1194.0
2019-11-15 02:25:00	ES	Futures	3375.56	3375.83	3375.01	3375.29	991.0
2019-11-15 02:30:00	ES	Futures	3375.56	3376.1	3375.29	3375.56	858.0
2019-11-15 02:35:00	ES	Futures	3375.83	3375.83	3375.01	3375.83	1223.0
2019-11-15 02:40:00	ES	Futures	3375.83	3376.1	3375.56	3375.56	940.0
2019-11-15 02:45:00	ES	Futures	3375.56	3375.56	3375.01	3375.29	1465.0
2019-11-15 02:50:00	ES	Futures	3375.01	3375.56	3375.01	3375.01	385.0
2019-11-15 02:55:00	ES	Futures	3375.01	3375.56	3374.74	3375.01	930.0
2019-11-15 03:00:00	ES	Futures	3375.01	3375.83	3373.93	3373.93	2811.0
2019-11-15 03:05:00	ES	Futures	3373.66	3374.2	3373.39	3373.39	2744.0
2019-11-15 03:10:00	ES	Futures	3373.39	3373.39	3372.3	3373.39	2235.0
2019-11-15 03:15:00	ES	Futures	3373.11	3373.39	3372.57	3373.11	1411.0
2019-11-15 03:20:00	ES	Futures	3372.84	3373.66	3372.57	3372.57	1552.0
2019-11-15 03:25:00	ES	Futures	3372.84	3373.66	3372.57	3373.66	826.0
2019-11-15 03:30:00	ES	Futures	3373.39	3373.66	3372.3	3372.57	1048.0
2019-11-15 03:35:00	ES	Futures	3372.57	3373.11	3372.03	3372.84	1120.0
2019-11-15 03:40:00	ES	Futures	3372.84	3373.11	3372.3	3372.84	1032.0
2019-11-15 03:45:00	ES	Futures	3372.84	3372.84	3372.03	3372.57	1178.0
2019-11-15 03:50:00	ES	Futures	3372.57	3373.11	3372.03	3372.84	906.0
2019-11-15 03:55:00	ES	Futures	3373.11	3373.93	3372.57	3373.39	483.0
2019-11-15 04:00:00	ES	Futures	3373.66	3374.2	3372.84	3373.66	1315.0
2019-11-15 04:05:00	ES	Futures	3373.66	3374.74	3373.66	3373.66	1885.0

> showing 50 of 14,545 rows — these rows as CSV

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