PREVIEW / futures_5min / 2019-11-17

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-17.parquet
  size:    54 KB
  rows:    3,340

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
2019-11-17 18:00:00	ES	Futures	3388.87	3389.14	3384.79	3385.07	4424.0
2019-11-17 18:05:00	ES	Futures	3385.07	3386.15	3385.07	3385.61	758.0
2019-11-17 18:10:00	ES	Futures	3385.61	3386.42	3385.34	3385.88	1018.0
2019-11-17 18:15:00	ES	Futures	3385.88	3386.15	3385.61	3386.15	335.0
2019-11-17 18:20:00	ES	Futures	3385.88	3386.7	3385.88	3386.15	496.0
2019-11-17 18:25:00	ES	Futures	3386.42	3386.42	3385.34	3385.61	285.0
2019-11-17 18:30:00	ES	Futures	3385.61	3385.88	3384.79	3385.07	686.0
2019-11-17 18:35:00	ES	Futures	3385.34	3385.34	3384.52	3384.79	557.0
2019-11-17 18:40:00	ES	Futures	3384.79	3384.79	3383.71	3383.98	687.0
2019-11-17 18:45:00	ES	Futures	3383.98	3383.98	3383.16	3383.16	907.0
2019-11-17 18:50:00	ES	Futures	3383.44	3384.25	3383.16	3383.98	684.0
2019-11-17 18:55:00	ES	Futures	3383.98	3384.25	3383.71	3383.71	422.0
2019-11-17 19:00:00	ES	Futures	3384.25	3385.34	3383.71	3385.07	1226.0
2019-11-17 19:05:00	ES	Futures	3385.34	3385.61	3384.52	3385.34	507.0
2019-11-17 19:10:00	ES	Futures	3385.34	3385.34	3383.71	3383.98	824.0
2019-11-17 19:15:00	ES	Futures	3383.98	3384.52	3383.44	3383.44	952.0
2019-11-17 19:20:00	ES	Futures	3383.44	3384.79	3383.44	3383.44	1075.0
2019-11-17 19:25:00	ES	Futures	3383.44	3384.25	3383.16	3383.44	1144.0
2019-11-17 19:30:00	ES	Futures	3383.71	3384.79	3383.44	3384.52	1125.0
2019-11-17 19:35:00	ES	Futures	3384.52	3384.79	3384.25	3384.79	496.0
2019-11-17 19:40:00	ES	Futures	3384.79	3384.79	3383.98	3384.25	417.0
2019-11-17 19:45:00	ES	Futures	3384.25	3384.25	3383.44	3383.98	349.0
2019-11-17 19:50:00	ES	Futures	3383.71	3384.52	3383.71	3384.52	212.0
2019-11-17 19:55:00	ES	Futures	3384.52	3385.07	3384.25	3384.79	562.0
2019-11-17 20:00:00	ES	Futures	3385.07	3385.88	3384.79	3385.34	871.0
2019-11-17 20:05:00	ES	Futures	3385.61	3385.61	3383.98	3383.98	423.0
2019-11-17 20:10:00	ES	Futures	3383.98	3385.07	3383.98	3384.52	422.0
2019-11-17 20:15:00	ES	Futures	3384.52	3385.88	3384.52	3385.07	1160.0
2019-11-17 20:20:00	ES	Futures	3385.07	3385.61	3384.52	3384.52	902.0
2019-11-17 20:25:00	ES	Futures	3384.52	3384.79	3383.98	3384.25	761.0
2019-11-17 20:30:00	ES	Futures	3384.52	3384.79	3383.71	3383.98	1485.0
2019-11-17 20:35:00	ES	Futures	3383.98	3385.07	3383.98	3384.52	1182.0
2019-11-17 20:40:00	ES	Futures	3384.52	3384.79	3383.71	3384.52	783.0
2019-11-17 20:45:00	ES	Futures	3384.52	3385.88	3384.25	3385.61	752.0
2019-11-17 20:50:00	ES	Futures	3385.88	3387.24	3385.61	3386.7	2015.0
2019-11-17 20:55:00	ES	Futures	3386.7	3387.51	3386.42	3386.97	1042.0
2019-11-17 21:00:00	ES	Futures	3387.24	3388.05	3386.7	3387.51	1724.0
2019-11-17 21:05:00	ES	Futures	3387.51	3387.78	3386.97	3387.51	661.0
2019-11-17 21:10:00	ES	Futures	3387.51	3387.51	3386.42	3386.7	556.0
2019-11-17 21:15:00	ES	Futures	3386.7	3386.97	3386.42	3386.7	359.0
2019-11-17 21:20:00	ES	Futures	3386.97	3386.97	3386.15	3386.42	342.0
2019-11-17 21:25:00	ES	Futures	3386.42	3386.42	3385.61	3386.42	503.0
2019-11-17 21:30:00	ES	Futures	3386.42	3386.42	3385.88	3386.42	512.0
2019-11-17 21:35:00	ES	Futures	3386.42	3386.7	3386.15	3386.42	397.0
2019-11-17 21:40:00	ES	Futures	3386.15	3386.7	3386.15	3386.42	218.0
2019-11-17 21:45:00	ES	Futures	3386.7	3386.7	3386.15	3386.7	282.0
2019-11-17 21:50:00	ES	Futures	3386.7	3386.97	3386.42	3386.7	243.0
2019-11-17 21:55:00	ES	Futures	3386.7	3387.51	3386.7	3387.51	581.0
2019-11-17 22:00:00	ES	Futures	3387.24	3387.78	3387.24	3387.24	571.0
2019-11-17 22:05:00	ES	Futures	3387.51	3387.78	3387.24	3387.24	523.0

> showing 50 of 3,340 rows — these rows as CSV

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