PREVIEW / futures_5min / 2019-11-22

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-22.parquet
  size:    222 KB
  rows:    14,119

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
2019-11-22 00:00:00	ES	Futures	3376.92	3376.92	3376.37	3376.92	445.0
2019-11-22 00:05:00	ES	Futures	3376.92	3377.46	3376.92	3376.92	312.0
2019-11-22 00:10:00	ES	Futures	3376.92	3377.19	3376.37	3376.92	147.0
2019-11-22 00:15:00	ES	Futures	3376.64	3377.19	3376.64	3377.19	322.0
2019-11-22 00:20:00	ES	Futures	3376.92	3377.73	3376.92	3377.46	226.0
2019-11-22 00:25:00	ES	Futures	3377.73	3378.55	3377.73	3377.73	664.0
2019-11-22 00:30:00	ES	Futures	3377.73	3378.0	3377.46	3377.73	380.0
2019-11-22 00:35:00	ES	Futures	3377.73	3378.0	3377.46	3377.46	279.0
2019-11-22 00:40:00	ES	Futures	3377.73	3377.73	3376.37	3376.37	800.0
2019-11-22 00:45:00	ES	Futures	3376.64	3376.92	3376.37	3376.37	353.0
2019-11-22 00:50:00	ES	Futures	3376.37	3376.64	3376.1	3376.37	346.0
2019-11-22 00:55:00	ES	Futures	3376.37	3376.37	3375.56	3375.56	490.0
2019-11-22 01:00:00	ES	Futures	3375.83	3375.83	3375.29	3375.83	799.0
2019-11-22 01:05:00	ES	Futures	3375.83	3376.1	3375.56	3375.83	446.0
2019-11-22 01:10:00	ES	Futures	3375.83	3376.92	3375.83	3375.83	824.0
2019-11-22 01:15:00	ES	Futures	3376.1	3376.37	3375.29	3375.29	423.0
2019-11-22 01:20:00	ES	Futures	3375.29	3375.83	3375.01	3375.56	506.0
2019-11-22 01:25:00	ES	Futures	3375.83	3376.37	3375.56	3376.37	238.0
2019-11-22 01:30:00	ES	Futures	3376.37	3376.92	3376.1	3376.1	501.0
2019-11-22 01:35:00	ES	Futures	3376.37	3376.64	3375.83	3376.37	149.0
2019-11-22 01:40:00	ES	Futures	3376.37	3376.37	3375.83	3375.83	255.0
2019-11-22 01:45:00	ES	Futures	3375.56	3376.37	3375.56	3376.1	259.0
2019-11-22 01:50:00	ES	Futures	3376.1	3376.1	3375.29	3375.29	266.0
2019-11-22 01:55:00	ES	Futures	3375.29	3375.56	3375.29	3375.29	124.0
2019-11-22 02:00:00	ES	Futures	3375.56	3376.1	3374.74	3376.1	690.0
2019-11-22 02:05:00	ES	Futures	3376.1	3376.37	3375.56	3376.1	347.0
2019-11-22 02:10:00	ES	Futures	3376.1	3376.92	3376.1	3376.37	541.0
2019-11-22 02:15:00	ES	Futures	3376.1	3376.92	3375.83	3376.64	772.0
2019-11-22 02:20:00	ES	Futures	3376.64	3376.64	3375.56	3376.1	768.0
2019-11-22 02:25:00	ES	Futures	3376.1	3376.64	3375.83	3376.1	496.0
2019-11-22 02:30:00	ES	Futures	3376.37	3376.64	3375.83	3376.1	737.0
2019-11-22 02:35:00	ES	Futures	3376.1	3376.37	3375.83	3375.83	477.0
2019-11-22 02:40:00	ES	Futures	3375.56	3375.56	3375.01	3375.29	556.0
2019-11-22 02:45:00	ES	Futures	3375.01	3375.83	3375.01	3375.56	770.0
2019-11-22 02:50:00	ES	Futures	3375.56	3375.56	3375.01	3375.01	677.0
2019-11-22 02:55:00	ES	Futures	3374.74	3375.83	3374.74	3375.83	853.0
2019-11-22 03:00:00	ES	Futures	3375.56	3376.92	3375.01	3376.92	3076.0
2019-11-22 03:05:00	ES	Futures	3376.92	3381.26	3376.64	3378.82	5412.0
2019-11-22 03:10:00	ES	Futures	3378.82	3379.9	3378.0	3379.36	2555.0
2019-11-22 03:15:00	ES	Futures	3379.09	3382.35	3379.09	3380.72	6110.0
2019-11-22 03:20:00	ES	Futures	3380.72	3382.08	3380.72	3381.26	2784.0
2019-11-22 03:25:00	ES	Futures	3381.26	3382.08	3380.72	3381.53	1481.0
2019-11-22 03:30:00	ES	Futures	3381.81	3382.89	3379.63	3380.72	3684.0
2019-11-22 03:35:00	ES	Futures	3380.45	3382.08	3380.45	3381.81	1249.0
2019-11-22 03:40:00	ES	Futures	3381.81	3382.62	3381.26	3382.35	1765.0
2019-11-22 03:45:00	ES	Futures	3382.62	3383.98	3382.35	3383.71	3235.0
2019-11-22 03:50:00	ES	Futures	3383.44	3383.98	3382.62	3382.89	2336.0
2019-11-22 03:55:00	ES	Futures	3383.16	3383.16	3382.62	3382.89	1116.0
2019-11-22 04:00:00	ES	Futures	3382.62	3383.44	3380.45	3380.72	4445.0
2019-11-22 04:05:00	ES	Futures	3380.72	3382.35	3379.63	3379.63	3002.0

> showing 50 of 14,119 rows — these rows as CSV

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