PREVIEW / futures_5min / 2019-11-21

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-21.parquet
  size:    273 KB
  rows:    17,811

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
2019-11-21 00:00:00	ES	Futures	3369.58	3370.4	3369.31	3369.85	781.0
2019-11-21 00:05:00	ES	Futures	3369.85	3370.13	3369.04	3369.31	442.0
2019-11-21 00:10:00	ES	Futures	3369.58	3370.13	3368.5	3369.85	900.0
2019-11-21 00:15:00	ES	Futures	3369.85	3370.13	3369.31	3369.58	396.0
2019-11-21 00:20:00	ES	Futures	3369.58	3369.85	3369.31	3369.58	425.0
2019-11-21 00:25:00	ES	Futures	3369.58	3371.21	3369.58	3370.67	1105.0
2019-11-21 00:30:00	ES	Futures	3370.94	3371.48	3370.4	3371.48	576.0
2019-11-21 00:35:00	ES	Futures	3371.48	3373.39	3370.94	3372.84	1416.0
2019-11-21 00:40:00	ES	Futures	3373.11	3374.2	3372.03	3372.84	1538.0
2019-11-21 00:45:00	ES	Futures	3372.84	3373.39	3372.3	3372.57	842.0
2019-11-21 00:50:00	ES	Futures	3372.57	3372.84	3372.03	3372.57	564.0
2019-11-21 00:55:00	ES	Futures	3372.57	3373.39	3372.3	3372.57	650.0
2019-11-21 01:00:00	ES	Futures	3372.57	3373.39	3371.76	3372.57	790.0
2019-11-21 01:05:00	ES	Futures	3372.57	3373.11	3372.3	3372.57	550.0
2019-11-21 01:10:00	ES	Futures	3372.3	3372.57	3372.03	3372.3	316.0
2019-11-21 01:15:00	ES	Futures	3372.57	3373.11	3372.3	3372.84	355.0
2019-11-21 01:20:00	ES	Futures	3372.84	3372.84	3372.3	3372.57	269.0
2019-11-21 01:25:00	ES	Futures	3372.84	3373.11	3372.57	3372.84	270.0
2019-11-21 01:30:00	ES	Futures	3372.84	3373.66	3372.57	3373.39	441.0
2019-11-21 01:35:00	ES	Futures	3373.11	3374.2	3373.11	3373.66	720.0
2019-11-21 01:40:00	ES	Futures	3373.39	3373.93	3373.39	3373.66	176.0
2019-11-21 01:45:00	ES	Futures	3373.66	3373.66	3373.11	3373.66	355.0
2019-11-21 01:50:00	ES	Futures	3373.66	3373.93	3373.11	3373.39	317.0
2019-11-21 01:55:00	ES	Futures	3373.39	3373.93	3372.03	3372.03	1064.0
2019-11-21 02:00:00	ES	Futures	3372.3	3372.3	3370.94	3370.94	1173.0
2019-11-21 02:05:00	ES	Futures	3371.21	3376.92	3370.94	3373.11	8824.0
2019-11-21 02:10:00	ES	Futures	3373.39	3374.74	3372.57	3373.66	2194.0
2019-11-21 02:15:00	ES	Futures	3373.93	3375.01	3373.39	3373.66	1593.0
2019-11-21 02:20:00	ES	Futures	3373.93	3374.2	3372.03	3372.57	1745.0
2019-11-21 02:25:00	ES	Futures	3372.57	3373.11	3372.3	3372.57	1257.0
2019-11-21 02:30:00	ES	Futures	3372.3	3372.57	3368.5	3371.21	4083.0
2019-11-21 02:35:00	ES	Futures	3371.21	3372.3	3371.21	3372.03	1122.0
2019-11-21 02:40:00	ES	Futures	3372.3	3372.57	3370.94	3371.76	1239.0
2019-11-21 02:45:00	ES	Futures	3371.76	3372.03	3370.4	3370.67	1101.0
2019-11-21 02:50:00	ES	Futures	3370.67	3371.21	3369.85	3370.13	909.0
2019-11-21 02:55:00	ES	Futures	3370.13	3370.67	3370.13	3370.67	645.0
2019-11-21 03:00:00	ES	Futures	3370.67	3372.03	3369.85	3370.4	3897.0
2019-11-21 03:05:00	ES	Futures	3370.4	3370.94	3369.58	3369.85	3370.0
2019-11-21 03:10:00	ES	Futures	3370.13	3370.94	3369.04	3370.4	2181.0
2019-11-21 03:15:00	ES	Futures	3370.13	3370.94	3369.58	3370.13	1682.0
2019-11-21 03:20:00	ES	Futures	3370.13	3370.94	3369.85	3370.94	1680.0
2019-11-21 03:25:00	ES	Futures	3370.94	3371.48	3369.85	3370.67	1923.0
2019-11-21 03:30:00	ES	Futures	3370.4	3370.94	3367.41	3367.41	2971.0
2019-11-21 03:35:00	ES	Futures	3367.68	3368.22	3366.32	3366.59	3454.0
2019-11-21 03:40:00	ES	Futures	3366.59	3368.5	3366.32	3368.5	3123.0
2019-11-21 03:45:00	ES	Futures	3368.5	3371.76	3368.5	3370.4	3222.0
2019-11-21 03:50:00	ES	Futures	3370.4	3372.3	3370.13	3371.21	2163.0
2019-11-21 03:55:00	ES	Futures	3371.48	3372.84	3371.21	3372.3	2244.0
2019-11-21 04:00:00	ES	Futures	3372.03	3373.39	3372.03	3372.3	2425.0
2019-11-21 04:05:00	ES	Futures	3372.57	3372.57	3371.76	3372.03	1331.0

> showing 50 of 17,811 rows — these rows as CSV

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