PREVIEW / futures_5min / 2019-01-02

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-02.parquet
  size:    308 KB
  rows:    16,947

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
2019-01-02 00:00:00	ES	Futures	2699.82	2701.72	2699.55	2701.18	585.0
2019-01-02 00:05:00	ES	Futures	2701.18	2702.54	2699.82	2700.91	886.0
2019-01-02 00:10:00	ES	Futures	2700.91	2701.45	2699.82	2700.37	372.0
2019-01-02 00:15:00	ES	Futures	2700.37	2701.18	2697.38	2699.55	1213.0
2019-01-02 00:20:00	ES	Futures	2699.55	2700.64	2699.55	2700.09	282.0
2019-01-02 00:25:00	ES	Futures	2700.09	2700.64	2697.11	2697.38	609.0
2019-01-02 00:30:00	ES	Futures	2697.38	2698.74	2697.11	2697.92	571.0
2019-01-02 00:35:00	ES	Futures	2698.46	2699.55	2697.11	2697.38	536.0
2019-01-02 00:40:00	ES	Futures	2697.65	2698.19	2696.56	2697.11	641.0
2019-01-02 00:45:00	ES	Futures	2697.38	2697.65	2695.21	2696.83	585.0
2019-01-02 00:50:00	ES	Futures	2696.56	2697.38	2694.93	2695.21	466.0
2019-01-02 00:55:00	ES	Futures	2694.93	2694.93	2690.86	2691.95	2604.0
2019-01-02 01:00:00	ES	Futures	2691.95	2696.02	2691.67	2694.93	1028.0
2019-01-02 01:05:00	ES	Futures	2694.93	2697.11	2694.66	2696.83	680.0
2019-01-02 01:10:00	ES	Futures	2696.56	2697.65	2694.93	2696.02	665.0
2019-01-02 01:15:00	ES	Futures	2696.02	2697.65	2694.66	2697.38	501.0
2019-01-02 01:20:00	ES	Futures	2697.38	2699.28	2697.11	2698.74	464.0
2019-01-02 01:25:00	ES	Futures	2698.74	2699.82	2697.92	2699.28	511.0
2019-01-02 01:30:00	ES	Futures	2699.55	2700.37	2698.19	2698.46	429.0
2019-01-02 01:35:00	ES	Futures	2698.46	2699.28	2697.65	2697.92	271.0
2019-01-02 01:40:00	ES	Futures	2697.92	2698.19	2696.02	2697.92	692.0
2019-01-02 01:45:00	ES	Futures	2697.92	2698.74	2696.56	2697.11	384.0
2019-01-02 01:50:00	ES	Futures	2697.11	2698.19	2696.29	2696.83	395.0
2019-01-02 01:55:00	ES	Futures	2697.11	2697.65	2695.75	2696.29	382.0
2019-01-02 02:00:00	ES	Futures	2696.29	2698.74	2695.21	2696.83	1072.0
2019-01-02 02:05:00	ES	Futures	2696.56	2697.11	2695.21	2695.48	690.0
2019-01-02 02:10:00	ES	Futures	2695.48	2695.75	2692.76	2693.3	1019.0
2019-01-02 02:15:00	ES	Futures	2693.3	2694.66	2691.13	2691.95	1388.0
2019-01-02 02:20:00	ES	Futures	2691.67	2694.39	2689.77	2694.12	2997.0
2019-01-02 02:25:00	ES	Futures	2693.58	2693.85	2692.22	2693.58	600.0
2019-01-02 02:30:00	ES	Futures	2693.58	2693.85	2691.4	2692.76	835.0
2019-01-02 02:35:00	ES	Futures	2693.03	2696.56	2692.76	2696.02	1007.0
2019-01-02 02:40:00	ES	Futures	2696.02	2696.56	2694.66	2695.75	756.0
2019-01-02 02:45:00	ES	Futures	2695.75	2695.75	2692.76	2693.58	1053.0
2019-01-02 02:50:00	ES	Futures	2693.85	2694.39	2690.59	2691.95	1188.0
2019-01-02 02:55:00	ES	Futures	2691.95	2691.95	2688.96	2690.32	1612.0
2019-01-02 03:00:00	ES	Futures	2690.05	2690.59	2685.43	2687.87	3959.0
2019-01-02 03:05:00	ES	Futures	2688.14	2688.42	2685.16	2687.6	2343.0
2019-01-02 03:10:00	ES	Futures	2687.6	2688.69	2681.08	2681.9	5141.0
2019-01-02 03:15:00	ES	Futures	2681.9	2682.71	2674.84	2676.47	5945.0
2019-01-02 03:20:00	ES	Futures	2676.47	2677.01	2665.6	2666.42	9899.0
2019-01-02 03:25:00	ES	Futures	2666.42	2670.76	2666.15	2668.86	4088.0
2019-01-02 03:30:00	ES	Futures	2669.13	2669.13	2665.06	2668.86	4470.0
2019-01-02 03:35:00	ES	Futures	2668.86	2671.58	2666.96	2669.4	3876.0
2019-01-02 03:40:00	ES	Futures	2669.4	2670.76	2663.97	2665.06	3965.0
2019-01-02 03:45:00	ES	Futures	2665.06	2671.03	2665.06	2668.59	2707.0
2019-01-02 03:50:00	ES	Futures	2668.32	2669.95	2665.87	2668.59	2455.0
2019-01-02 03:55:00	ES	Futures	2668.59	2669.68	2666.42	2669.4	2399.0
2019-01-02 04:00:00	ES	Futures	2669.68	2674.02	2668.32	2673.75	3280.0
2019-01-02 04:05:00	ES	Futures	2673.48	2674.84	2671.31	2674.56	2619.0

> showing 50 of 16,947 rows — these rows as CSV

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