PREVIEW / futures_5min / 2019-01-03

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-03.parquet
  size:    297 KB
  rows:    17,446

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
2019-01-03 00:00:00	ES	Futures	2691.4	2692.49	2689.5	2690.32	591.0
2019-01-03 00:05:00	ES	Futures	2690.32	2690.59	2686.79	2687.6	1055.0
2019-01-03 00:10:00	ES	Futures	2687.87	2688.96	2686.24	2686.51	1056.0
2019-01-03 00:15:00	ES	Futures	2686.24	2687.87	2685.97	2687.6	600.0
2019-01-03 00:20:00	ES	Futures	2687.6	2687.6	2686.24	2687.6	677.0
2019-01-03 00:25:00	ES	Futures	2687.6	2687.6	2685.97	2687.33	798.0
2019-01-03 00:30:00	ES	Futures	2687.6	2688.42	2687.06	2687.06	1061.0
2019-01-03 00:35:00	ES	Futures	2687.06	2687.33	2685.97	2686.24	883.0
2019-01-03 00:40:00	ES	Futures	2686.24	2686.79	2684.89	2685.16	677.0
2019-01-03 00:45:00	ES	Futures	2685.16	2686.79	2684.07	2686.24	1359.0
2019-01-03 00:50:00	ES	Futures	2685.97	2688.14	2685.97	2687.33	602.0
2019-01-03 00:55:00	ES	Futures	2687.6	2688.42	2686.51	2687.06	485.0
2019-01-03 01:00:00	ES	Futures	2687.06	2687.6	2685.97	2687.06	511.0
2019-01-03 01:05:00	ES	Futures	2687.06	2688.14	2686.24	2686.51	418.0
2019-01-03 01:10:00	ES	Futures	2686.79	2686.79	2679.18	2680.54	2892.0
2019-01-03 01:15:00	ES	Futures	2680.27	2680.27	2675.38	2679.45	2755.0
2019-01-03 01:20:00	ES	Futures	2679.45	2682.17	2679.45	2681.63	890.0
2019-01-03 01:25:00	ES	Futures	2681.63	2682.17	2680.81	2681.08	391.0
2019-01-03 01:30:00	ES	Futures	2681.08	2682.44	2680.81	2680.81	320.0
2019-01-03 01:35:00	ES	Futures	2680.81	2683.8	2680.81	2683.8	919.0
2019-01-03 01:40:00	ES	Futures	2683.8	2685.7	2683.53	2684.34	1096.0
2019-01-03 01:45:00	ES	Futures	2684.07	2685.43	2683.8	2684.61	680.0
2019-01-03 01:50:00	ES	Futures	2684.89	2685.7	2684.07	2685.16	526.0
2019-01-03 01:55:00	ES	Futures	2685.16	2685.7	2684.61	2685.43	593.0
2019-01-03 02:00:00	ES	Futures	2685.43	2692.76	2685.16	2690.59	4481.0
2019-01-03 02:05:00	ES	Futures	2690.59	2694.39	2690.32	2690.59	2125.0
2019-01-03 02:10:00	ES	Futures	2690.59	2691.4	2689.5	2690.32	1094.0
2019-01-03 02:15:00	ES	Futures	2690.05	2690.59	2687.6	2688.14	988.0
2019-01-03 02:20:00	ES	Futures	2688.14	2689.5	2687.06	2688.69	941.0
2019-01-03 02:25:00	ES	Futures	2688.69	2690.32	2688.14	2689.23	1086.0
2019-01-03 02:30:00	ES	Futures	2689.23	2691.67	2687.06	2687.33	1160.0
2019-01-03 02:35:00	ES	Futures	2687.33	2693.03	2687.06	2690.86	1440.0
2019-01-03 02:40:00	ES	Futures	2690.86	2693.03	2690.86	2691.4	1105.0
2019-01-03 02:45:00	ES	Futures	2691.4	2691.4	2689.5	2691.13	960.0
2019-01-03 02:50:00	ES	Futures	2691.13	2692.22	2690.86	2690.86	787.0
2019-01-03 02:55:00	ES	Futures	2690.86	2691.95	2688.14	2688.42	1133.0
2019-01-03 03:00:00	ES	Futures	2688.42	2690.59	2685.97	2689.77	5148.0
2019-01-03 03:05:00	ES	Futures	2689.77	2691.95	2688.42	2691.13	2467.0
2019-01-03 03:10:00	ES	Futures	2691.13	2692.22	2688.96	2689.5	2403.0
2019-01-03 03:15:00	ES	Futures	2689.5	2689.5	2685.7	2686.79	1903.0
2019-01-03 03:20:00	ES	Futures	2687.06	2690.32	2686.79	2690.05	1665.0
2019-01-03 03:25:00	ES	Futures	2689.77	2693.58	2688.69	2692.76	1961.0
2019-01-03 03:30:00	ES	Futures	2692.49	2695.21	2691.95	2694.66	2751.0
2019-01-03 03:35:00	ES	Futures	2694.66	2694.66	2691.67	2691.95	1715.0
2019-01-03 03:40:00	ES	Futures	2692.22	2692.22	2690.32	2691.95	1094.0
2019-01-03 03:45:00	ES	Futures	2691.95	2693.58	2689.23	2689.23	1386.0
2019-01-03 03:50:00	ES	Futures	2688.96	2690.05	2686.51	2686.51	1435.0
2019-01-03 03:55:00	ES	Futures	2686.51	2689.5	2686.51	2688.42	1752.0
2019-01-03 04:00:00	ES	Futures	2688.42	2692.22	2688.14	2691.13	1523.0
2019-01-03 04:05:00	ES	Futures	2691.4	2691.67	2689.23	2689.23	1557.0

> showing 50 of 17,446 rows — these rows as CSV

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