PREVIEW / futures_5min / 2019-01-04

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-04.parquet
  size:    260 KB
  rows:    14,075

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
2019-01-04 00:00:00	ES	Futures	2672.94	2673.75	2672.12	2672.94	662.0
2019-01-04 00:05:00	ES	Futures	2672.94	2673.48	2672.12	2672.39	332.0
2019-01-04 00:10:00	ES	Futures	2672.39	2672.39	2671.31	2671.85	518.0
2019-01-04 00:15:00	ES	Futures	2672.12	2673.48	2671.85	2673.21	379.0
2019-01-04 00:20:00	ES	Futures	2672.94	2673.75	2672.12	2673.21	398.0
2019-01-04 00:25:00	ES	Futures	2673.21	2673.21	2672.12	2672.66	422.0
2019-01-04 00:30:00	ES	Futures	2672.39	2678.1	2672.39	2677.28	2391.0
2019-01-04 00:35:00	ES	Futures	2677.28	2677.55	2675.92	2675.92	918.0
2019-01-04 00:40:00	ES	Futures	2675.65	2676.19	2673.75	2674.29	698.0
2019-01-04 00:45:00	ES	Futures	2674.29	2675.11	2672.94	2674.56	705.0
2019-01-04 00:50:00	ES	Futures	2674.29	2675.65	2673.75	2675.11	545.0
2019-01-04 00:55:00	ES	Futures	2675.11	2677.01	2675.11	2676.19	682.0
2019-01-04 01:00:00	ES	Futures	2676.19	2678.91	2675.65	2678.64	1296.0
2019-01-04 01:05:00	ES	Futures	2678.37	2678.37	2675.92	2676.47	1097.0
2019-01-04 01:10:00	ES	Futures	2676.19	2678.64	2676.19	2677.82	648.0
2019-01-04 01:15:00	ES	Futures	2678.1	2679.72	2678.1	2678.91	853.0
2019-01-04 01:20:00	ES	Futures	2678.64	2680.0	2677.82	2679.45	556.0
2019-01-04 01:25:00	ES	Futures	2679.45	2681.63	2679.45	2680.0	1124.0
2019-01-04 01:30:00	ES	Futures	2680.0	2681.35	2679.72	2679.72	625.0
2019-01-04 01:35:00	ES	Futures	2679.72	2681.35	2678.91	2681.35	650.0
2019-01-04 01:40:00	ES	Futures	2681.35	2682.44	2680.0	2682.44	1164.0
2019-01-04 01:45:00	ES	Futures	2682.17	2682.44	2680.27	2681.63	909.0
2019-01-04 01:50:00	ES	Futures	2681.63	2682.71	2681.08	2682.17	844.0
2019-01-04 01:55:00	ES	Futures	2682.17	2685.43	2682.17	2683.8	2605.0
2019-01-04 02:00:00	ES	Futures	2684.07	2686.24	2683.8	2685.16	2072.0
2019-01-04 02:05:00	ES	Futures	2685.16	2685.43	2682.98	2685.43	1313.0
2019-01-04 02:10:00	ES	Futures	2685.16	2687.33	2684.34	2686.51	1415.0
2019-01-04 02:15:00	ES	Futures	2686.79	2688.14	2685.16	2685.97	1208.0
2019-01-04 02:20:00	ES	Futures	2685.97	2685.97	2684.07	2684.34	1334.0
2019-01-04 02:25:00	ES	Futures	2684.34	2684.89	2682.71	2683.8	1251.0
2019-01-04 02:30:00	ES	Futures	2683.53	2686.79	2682.98	2686.51	1475.0
2019-01-04 02:35:00	ES	Futures	2686.51	2686.79	2681.63	2682.44	1399.0
2019-01-04 02:40:00	ES	Futures	2682.71	2682.98	2680.54	2681.35	1139.0
2019-01-04 02:45:00	ES	Futures	2681.63	2683.26	2680.81	2682.71	816.0
2019-01-04 02:50:00	ES	Futures	2682.71	2684.61	2682.17	2683.26	934.0
2019-01-04 02:55:00	ES	Futures	2683.26	2687.33	2683.26	2686.24	2179.0
2019-01-04 03:00:00	ES	Futures	2686.24	2691.13	2684.89	2689.77	4600.0
2019-01-04 03:05:00	ES	Futures	2689.5	2690.59	2688.14	2688.96	3647.0
2019-01-04 03:10:00	ES	Futures	2688.96	2690.32	2684.61	2685.16	3680.0
2019-01-04 03:15:00	ES	Futures	2685.16	2685.7	2682.98	2684.34	2355.0
2019-01-04 03:20:00	ES	Futures	2684.61	2687.6	2682.44	2682.71	3097.0
2019-01-04 03:25:00	ES	Futures	2682.71	2686.79	2680.54	2686.51	3435.0
2019-01-04 03:30:00	ES	Futures	2686.79	2686.79	2681.08	2682.98	2817.0
2019-01-04 03:35:00	ES	Futures	2682.98	2685.43	2682.98	2684.07	2849.0
2019-01-04 03:40:00	ES	Futures	2684.07	2686.24	2683.53	2685.97	3103.0
2019-01-04 03:45:00	ES	Futures	2685.97	2686.79	2684.34	2686.24	1284.0
2019-01-04 03:50:00	ES	Futures	2686.51	2686.51	2683.53	2684.07	664.0
2019-01-04 03:55:00	ES	Futures	2684.34	2688.14	2684.07	2686.79	1570.0
2019-01-04 04:00:00	ES	Futures	2686.51	2686.79	2684.34	2684.89	908.0
2019-01-04 04:05:00	ES	Futures	2684.89	2687.87	2684.07	2687.06	1124.0

> showing 50 of 14,075 rows — these rows as CSV

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