PREVIEW / futures_5min / 2019-11-18

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-18.parquet
  size:    269 KB
  rows:    17,858

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
2019-11-18 00:00:00	ES	Futures	3386.42	3386.97	3386.42	3386.97	407.0
2019-11-18 00:05:00	ES	Futures	3386.7	3387.24	3386.42	3387.24	320.0
2019-11-18 00:10:00	ES	Futures	3387.24	3387.24	3385.61	3386.15	945.0
2019-11-18 00:15:00	ES	Futures	3386.42	3386.42	3386.15	3386.15	663.0
2019-11-18 00:20:00	ES	Futures	3386.15	3386.42	3386.15	3386.42	484.0
2019-11-18 00:25:00	ES	Futures	3386.7	3387.51	3386.42	3387.24	750.0
2019-11-18 00:30:00	ES	Futures	3386.97	3387.24	3386.42	3386.97	539.0
2019-11-18 00:35:00	ES	Futures	3386.97	3387.78	3386.7	3387.51	488.0
2019-11-18 00:40:00	ES	Futures	3387.24	3387.51	3386.97	3387.51	555.0
2019-11-18 00:45:00	ES	Futures	3387.51	3388.32	3387.24	3388.05	1250.0
2019-11-18 00:50:00	ES	Futures	3387.78	3388.32	3387.78	3388.05	408.0
2019-11-18 00:55:00	ES	Futures	3387.78	3388.6	3387.78	3388.32	489.0
2019-11-18 01:00:00	ES	Futures	3388.6	3389.14	3388.32	3388.32	1277.0
2019-11-18 01:05:00	ES	Futures	3388.6	3388.6	3388.05	3388.32	369.0
2019-11-18 01:10:00	ES	Futures	3388.05	3389.14	3388.05	3389.14	430.0
2019-11-18 01:15:00	ES	Futures	3389.14	3389.41	3388.87	3389.14	494.0
2019-11-18 01:20:00	ES	Futures	3389.41	3389.41	3388.87	3388.87	246.0
2019-11-18 01:25:00	ES	Futures	3388.87	3389.41	3388.87	3389.14	214.0
2019-11-18 01:30:00	ES	Futures	3389.14	3389.14	3388.6	3388.87	468.0
2019-11-18 01:35:00	ES	Futures	3388.87	3389.14	3388.6	3388.87	236.0
2019-11-18 01:40:00	ES	Futures	3388.87	3389.14	3388.6	3389.14	285.0
2019-11-18 01:45:00	ES	Futures	3389.14	3389.41	3388.87	3389.41	274.0
2019-11-18 01:50:00	ES	Futures	3389.14	3389.14	3388.6	3388.87	407.0
2019-11-18 01:55:00	ES	Futures	3388.6	3388.87	3388.32	3388.6	194.0
2019-11-18 02:00:00	ES	Futures	3388.32	3388.87	3388.05	3388.6	577.0
2019-11-18 02:05:00	ES	Futures	3388.6	3389.14	3388.32	3389.14	302.0
2019-11-18 02:10:00	ES	Futures	3388.87	3389.41	3388.6	3388.87	555.0
2019-11-18 02:15:00	ES	Futures	3389.14	3398.38	3388.87	3395.66	15951.0
2019-11-18 02:20:00	ES	Futures	3395.39	3398.38	3394.3	3394.84	5479.0
2019-11-18 02:25:00	ES	Futures	3394.84	3396.2	3394.57	3394.57	3404.0
2019-11-18 02:30:00	ES	Futures	3394.84	3395.66	3394.57	3394.84	1419.0
2019-11-18 02:35:00	ES	Futures	3395.12	3396.47	3394.03	3394.84	1558.0
2019-11-18 02:40:00	ES	Futures	3394.57	3394.84	3394.3	3394.57	1060.0
2019-11-18 02:45:00	ES	Futures	3394.57	3395.39	3394.57	3394.84	1139.0
2019-11-18 02:50:00	ES	Futures	3394.84	3395.39	3394.57	3394.57	776.0
2019-11-18 02:55:00	ES	Futures	3394.84	3395.12	3394.57	3394.84	546.0
2019-11-18 03:00:00	ES	Futures	3394.57	3395.93	3394.3	3394.84	4620.0
2019-11-18 03:05:00	ES	Futures	3394.84	3396.47	3394.57	3395.39	2160.0
2019-11-18 03:10:00	ES	Futures	3395.39	3395.66	3394.57	3395.12	1579.0
2019-11-18 03:15:00	ES	Futures	3394.84	3395.12	3392.94	3392.94	2467.0
2019-11-18 03:20:00	ES	Futures	3392.94	3394.3	3392.94	3394.3	2008.0
2019-11-18 03:25:00	ES	Futures	3394.03	3394.84	3393.76	3394.57	1080.0
2019-11-18 03:30:00	ES	Futures	3394.57	3395.12	3393.21	3393.76	1369.0
2019-11-18 03:35:00	ES	Futures	3393.49	3394.03	3392.94	3393.21	1248.0
2019-11-18 03:40:00	ES	Futures	3393.49	3394.84	3393.21	3394.3	1382.0
2019-11-18 03:45:00	ES	Futures	3394.3	3396.75	3392.4	3392.67	3784.0
2019-11-18 03:50:00	ES	Futures	3392.67	3393.49	3392.13	3392.67	2010.0
2019-11-18 03:55:00	ES	Futures	3392.67	3392.94	3392.13	3392.67	1122.0
2019-11-18 04:00:00	ES	Futures	3392.4	3393.49	3392.13	3392.67	1221.0
2019-11-18 04:05:00	ES	Futures	3392.4	3392.94	3391.86	3392.67	1077.0

> showing 50 of 17,858 rows — these rows as CSV

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