PREVIEW / futures_5min / 2019-01-01

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-01.parquet
  size:    63 KB
  rows:    2,921

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
2019-01-01 18:00:00	ES	Futures	2724.54	2734.86	2722.64	2732.14	4047.0
2019-01-01 18:05:00	ES	Futures	2732.41	2734.04	2730.24	2732.14	1515.0
2019-01-01 18:10:00	ES	Futures	2732.41	2735.13	2731.05	2734.31	1316.0
2019-01-01 18:15:00	ES	Futures	2734.31	2734.58	2733.23	2733.77	881.0
2019-01-01 18:20:00	ES	Futures	2733.77	2737.03	2733.77	2737.03	1705.0
2019-01-01 18:25:00	ES	Futures	2736.76	2737.84	2736.49	2736.49	1259.0
2019-01-01 18:30:00	ES	Futures	2736.49	2738.66	2736.49	2737.03	1088.0
2019-01-01 18:35:00	ES	Futures	2737.03	2737.03	2736.49	2736.49	351.0
2019-01-01 18:40:00	ES	Futures	2736.49	2737.03	2736.21	2736.21	521.0
2019-01-01 18:45:00	ES	Futures	2736.21	2737.84	2736.21	2736.76	660.0
2019-01-01 18:50:00	ES	Futures	2736.76	2737.03	2736.21	2736.21	431.0
2019-01-01 18:55:00	ES	Futures	2736.21	2736.49	2734.04	2734.31	1160.0
2019-01-01 19:00:00	ES	Futures	2734.58	2735.13	2734.04	2734.58	451.0
2019-01-01 19:05:00	ES	Futures	2734.31	2735.67	2732.68	2735.4	1276.0
2019-01-01 19:10:00	ES	Futures	2735.67	2735.67	2733.23	2733.77	537.0
2019-01-01 19:15:00	ES	Futures	2733.77	2735.67	2733.5	2735.4	586.0
2019-01-01 19:20:00	ES	Futures	2735.67	2735.94	2735.13	2735.4	348.0
2019-01-01 19:25:00	ES	Futures	2735.4	2736.49	2735.4	2735.4	463.0
2019-01-01 19:30:00	ES	Futures	2735.4	2738.93	2735.4	2736.21	1379.0
2019-01-01 19:35:00	ES	Futures	2736.21	2737.03	2735.13	2735.67	476.0
2019-01-01 19:40:00	ES	Futures	2735.67	2736.21	2734.86	2735.13	374.0
2019-01-01 19:45:00	ES	Futures	2734.86	2735.94	2734.86	2735.13	222.0
2019-01-01 19:50:00	ES	Futures	2735.13	2735.67	2734.86	2735.67	123.0
2019-01-01 19:55:00	ES	Futures	2735.94	2736.76	2734.86	2734.86	483.0
2019-01-01 20:00:00	ES	Futures	2735.4	2735.94	2734.31	2734.86	743.0
2019-01-01 20:05:00	ES	Futures	2734.86	2736.49	2734.04	2735.94	594.0
2019-01-01 20:10:00	ES	Futures	2735.94	2737.3	2735.94	2736.76	456.0
2019-01-01 20:15:00	ES	Futures	2737.03	2737.03	2735.67	2736.76	617.0
2019-01-01 20:20:00	ES	Futures	2736.49	2736.49	2734.86	2735.4	523.0
2019-01-01 20:25:00	ES	Futures	2735.4	2735.94	2735.13	2735.94	233.0
2019-01-01 20:30:00	ES	Futures	2735.94	2736.49	2734.58	2734.86	576.0
2019-01-01 20:35:00	ES	Futures	2735.13	2735.13	2733.23	2733.5	525.0
2019-01-01 20:40:00	ES	Futures	2733.5	2733.77	2732.41	2732.41	808.0
2019-01-01 20:45:00	ES	Futures	2732.68	2732.68	2727.8	2729.42	2251.0
2019-01-01 20:50:00	ES	Futures	2729.42	2729.97	2727.25	2727.52	1244.0
2019-01-01 20:55:00	ES	Futures	2727.52	2727.52	2721.55	2721.82	4086.0
2019-01-01 21:00:00	ES	Futures	2722.09	2722.64	2716.93	2719.1	3017.0
2019-01-01 21:05:00	ES	Futures	2719.38	2722.09	2719.1	2722.09	1071.0
2019-01-01 21:10:00	ES	Futures	2722.09	2722.09	2714.22	2715.3	2635.0
2019-01-01 21:15:00	ES	Futures	2715.3	2717.2	2711.5	2713.4	2580.0
2019-01-01 21:20:00	ES	Futures	2713.67	2715.03	2712.59	2714.76	1411.0
2019-01-01 21:25:00	ES	Futures	2715.03	2715.03	2712.04	2714.22	1573.0
2019-01-01 21:30:00	ES	Futures	2714.22	2714.22	2707.15	2708.78	3202.0
2019-01-01 21:35:00	ES	Futures	2708.78	2708.78	2702.81	2703.9	3886.0
2019-01-01 21:40:00	ES	Futures	2704.17	2707.97	2703.9	2707.15	1848.0
2019-01-01 21:45:00	ES	Futures	2707.43	2707.97	2704.44	2707.7	1545.0
2019-01-01 21:50:00	ES	Futures	2707.7	2710.14	2707.15	2709.6	1127.0
2019-01-01 21:55:00	ES	Futures	2709.87	2709.87	2707.43	2708.51	841.0
2019-01-01 22:00:00	ES	Futures	2708.24	2709.6	2705.8	2706.34	754.0
2019-01-01 22:05:00	ES	Futures	2706.61	2707.15	2704.71	2706.34	1102.0

> showing 50 of 2,921 rows — these rows as CSV

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