PREVIEW / futures_5min / 2019-11-19

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-19.parquet
  size:    275 KB
  rows:    17,805

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
2019-11-19 00:00:00	ES	Futures	3394.03	3394.57	3394.03	3394.3	265.0
2019-11-19 00:05:00	ES	Futures	3394.3	3395.12	3394.03	3395.12	453.0
2019-11-19 00:10:00	ES	Futures	3394.84	3395.39	3394.57	3395.39	510.0
2019-11-19 00:15:00	ES	Futures	3395.12	3395.12	3394.3	3394.3	351.0
2019-11-19 00:20:00	ES	Futures	3394.3	3394.57	3394.3	3394.57	131.0
2019-11-19 00:25:00	ES	Futures	3394.57	3394.57	3394.03	3394.3	257.0
2019-11-19 00:30:00	ES	Futures	3394.3	3394.57	3392.67	3392.94	559.0
2019-11-19 00:35:00	ES	Futures	3392.67	3392.94	3392.4	3392.67	842.0
2019-11-19 00:40:00	ES	Futures	3392.67	3393.21	3392.67	3392.94	585.0
2019-11-19 00:45:00	ES	Futures	3392.94	3393.21	3392.13	3393.21	633.0
2019-11-19 00:50:00	ES	Futures	3393.21	3394.03	3392.67	3394.03	434.0
2019-11-19 00:55:00	ES	Futures	3394.03	3394.84	3394.03	3394.3	875.0
2019-11-19 01:00:00	ES	Futures	3394.3	3394.3	3393.49	3394.3	608.0
2019-11-19 01:05:00	ES	Futures	3394.03	3394.3	3393.76	3393.76	342.0
2019-11-19 01:10:00	ES	Futures	3393.76	3394.3	3393.76	3394.3	97.0
2019-11-19 01:15:00	ES	Futures	3394.3	3394.84	3394.03	3394.57	409.0
2019-11-19 01:20:00	ES	Futures	3394.57	3397.02	3394.57	3396.75	1726.0
2019-11-19 01:25:00	ES	Futures	3396.75	3396.75	3395.66	3396.2	653.0
2019-11-19 01:30:00	ES	Futures	3395.93	3396.47	3395.66	3396.2	459.0
2019-11-19 01:35:00	ES	Futures	3396.47	3396.47	3395.93	3395.93	333.0
2019-11-19 01:40:00	ES	Futures	3395.93	3396.47	3395.66	3396.2	246.0
2019-11-19 01:45:00	ES	Futures	3396.2	3396.2	3395.66	3395.93	131.0
2019-11-19 01:50:00	ES	Futures	3396.2	3396.47	3395.93	3396.2	250.0
2019-11-19 01:55:00	ES	Futures	3396.2	3396.47	3395.93	3396.2	308.0
2019-11-19 02:00:00	ES	Futures	3395.93	3396.75	3395.12	3395.39	964.0
2019-11-19 02:05:00	ES	Futures	3395.12	3395.93	3394.84	3395.12	776.0
2019-11-19 02:10:00	ES	Futures	3395.12	3396.47	3394.57	3396.2	988.0
2019-11-19 02:15:00	ES	Futures	3396.2	3396.47	3395.12	3395.66	1051.0
2019-11-19 02:20:00	ES	Futures	3395.39	3395.93	3395.12	3395.12	974.0
2019-11-19 02:25:00	ES	Futures	3395.39	3395.66	3394.84	3395.39	554.0
2019-11-19 02:30:00	ES	Futures	3395.39	3395.93	3395.12	3395.66	600.0
2019-11-19 02:35:00	ES	Futures	3395.66	3395.66	3395.12	3395.39	354.0
2019-11-19 02:40:00	ES	Futures	3395.39	3395.39	3394.84	3395.39	369.0
2019-11-19 02:45:00	ES	Futures	3395.39	3395.66	3395.12	3395.39	389.0
2019-11-19 02:50:00	ES	Futures	3395.39	3395.66	3394.84	3395.39	321.0
2019-11-19 02:55:00	ES	Futures	3395.12	3395.39	3394.57	3394.84	765.0
2019-11-19 03:00:00	ES	Futures	3394.57	3396.2	3394.3	3394.84	2746.0
2019-11-19 03:05:00	ES	Futures	3394.57	3395.39	3394.3	3394.84	1842.0
2019-11-19 03:10:00	ES	Futures	3394.84	3396.47	3394.3	3396.2	2532.0
2019-11-19 03:15:00	ES	Futures	3396.2	3398.1	3396.2	3397.29	3750.0
2019-11-19 03:20:00	ES	Futures	3397.56	3399.46	3397.29	3398.92	3365.0
2019-11-19 03:25:00	ES	Futures	3398.65	3398.92	3397.56	3398.1	1132.0
2019-11-19 03:30:00	ES	Futures	3397.83	3398.38	3397.02	3397.02	1888.0
2019-11-19 03:35:00	ES	Futures	3397.02	3398.92	3397.02	3398.65	1294.0
2019-11-19 03:40:00	ES	Futures	3398.65	3400.0	3397.02	3397.02	3396.0
2019-11-19 03:45:00	ES	Futures	3397.02	3397.56	3396.47	3397.02	1893.0
2019-11-19 03:50:00	ES	Futures	3397.02	3397.02	3396.2	3396.75	1009.0
2019-11-19 03:55:00	ES	Futures	3396.75	3397.56	3396.75	3397.56	1026.0
2019-11-19 04:00:00	ES	Futures	3397.29	3400.0	3397.02	3398.65	4544.0
2019-11-19 04:05:00	ES	Futures	3398.92	3398.92	3398.1	3398.1	1954.0

> showing 50 of 17,805 rows — these rows as CSV

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