PREVIEW / futures_5min / 2019-01-06

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-06.parquet
  size:    64 KB
  rows:    3,263

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
2019-01-06 18:00:00	ES	Futures	2756.31	2756.85	2752.24	2753.32	3067.0
2019-01-06 18:05:00	ES	Futures	2753.32	2754.41	2751.15	2752.51	1519.0
2019-01-06 18:10:00	ES	Futures	2752.78	2755.23	2752.24	2753.32	950.0
2019-01-06 18:15:00	ES	Futures	2753.6	2757.13	2753.32	2756.58	1482.0
2019-01-06 18:20:00	ES	Futures	2756.58	2756.58	2753.32	2753.87	971.0
2019-01-06 18:25:00	ES	Futures	2754.14	2754.41	2753.32	2754.41	733.0
2019-01-06 18:30:00	ES	Futures	2754.68	2755.23	2753.32	2755.23	1100.0
2019-01-06 18:35:00	ES	Futures	2755.23	2756.04	2753.32	2755.77	997.0
2019-01-06 18:40:00	ES	Futures	2755.5	2757.13	2754.68	2756.85	1489.0
2019-01-06 18:45:00	ES	Futures	2756.85	2756.85	2755.77	2755.77	1014.0
2019-01-06 18:50:00	ES	Futures	2755.77	2757.94	2755.77	2757.67	987.0
2019-01-06 18:55:00	ES	Futures	2757.94	2757.94	2756.58	2757.4	1187.0
2019-01-06 19:00:00	ES	Futures	2757.4	2767.72	2755.77	2764.19	8375.0
2019-01-06 19:05:00	ES	Futures	2763.92	2768.53	2763.37	2764.73	5319.0
2019-01-06 19:10:00	ES	Futures	2764.73	2769.08	2762.02	2766.9	3306.0
2019-01-06 19:15:00	ES	Futures	2766.9	2769.35	2766.9	2769.08	2468.0
2019-01-06 19:20:00	ES	Futures	2769.08	2772.06	2768.8	2770.43	4265.0
2019-01-06 19:25:00	ES	Futures	2770.71	2770.98	2769.89	2770.98	960.0
2019-01-06 19:30:00	ES	Futures	2770.98	2772.06	2768.8	2769.62	1913.0
2019-01-06 19:35:00	ES	Futures	2769.62	2770.43	2766.9	2766.9	1770.0
2019-01-06 19:40:00	ES	Futures	2767.18	2770.16	2766.36	2769.89	2025.0
2019-01-06 19:45:00	ES	Futures	2769.89	2769.89	2766.36	2766.9	1390.0
2019-01-06 19:50:00	ES	Futures	2766.9	2767.72	2764.46	2764.46	1515.0
2019-01-06 19:55:00	ES	Futures	2764.46	2765.82	2763.64	2763.64	1970.0
2019-01-06 20:00:00	ES	Futures	2763.64	2764.73	2763.1	2763.92	1401.0
2019-01-06 20:05:00	ES	Futures	2763.64	2764.19	2762.56	2762.56	857.0
2019-01-06 20:10:00	ES	Futures	2762.83	2765.82	2762.29	2765.27	1573.0
2019-01-06 20:15:00	ES	Futures	2765.55	2766.63	2763.37	2763.92	1338.0
2019-01-06 20:20:00	ES	Futures	2763.64	2764.73	2762.02	2762.02	1344.0
2019-01-06 20:25:00	ES	Futures	2762.02	2763.64	2762.02	2763.37	1161.0
2019-01-06 20:30:00	ES	Futures	2763.1	2763.64	2761.47	2763.64	2170.0
2019-01-06 20:35:00	ES	Futures	2763.64	2764.19	2761.2	2761.2	2070.0
2019-01-06 20:40:00	ES	Futures	2761.2	2762.56	2760.39	2761.74	1782.0
2019-01-06 20:45:00	ES	Futures	2761.74	2762.83	2761.2	2762.02	751.0
2019-01-06 20:50:00	ES	Futures	2761.74	2762.02	2759.03	2759.03	1947.0
2019-01-06 20:55:00	ES	Futures	2759.03	2760.66	2759.03	2760.39	1189.0
2019-01-06 21:00:00	ES	Futures	2760.66	2763.37	2760.11	2761.2	2139.0
2019-01-06 21:05:00	ES	Futures	2761.2	2762.83	2761.2	2762.29	875.0
2019-01-06 21:10:00	ES	Futures	2762.29	2762.83	2759.3	2760.66	1366.0
2019-01-06 21:15:00	ES	Futures	2760.39	2760.66	2759.3	2760.11	1066.0
2019-01-06 21:20:00	ES	Futures	2760.11	2760.39	2758.76	2758.76	1527.0
2019-01-06 21:25:00	ES	Futures	2758.76	2761.47	2758.21	2760.93	1440.0
2019-01-06 21:30:00	ES	Futures	2760.93	2761.47	2759.03	2760.66	1111.0
2019-01-06 21:35:00	ES	Futures	2760.39	2761.74	2759.3	2760.93	673.0
2019-01-06 21:40:00	ES	Futures	2760.93	2761.47	2760.11	2760.93	657.0
2019-01-06 21:45:00	ES	Futures	2761.2	2762.02	2758.76	2759.3	862.0
2019-01-06 21:50:00	ES	Futures	2759.03	2759.57	2757.94	2757.94	692.0
2019-01-06 21:55:00	ES	Futures	2757.94	2759.03	2757.67	2757.67	888.0
2019-01-06 22:00:00	ES	Futures	2757.67	2758.76	2756.58	2756.85	953.0
2019-01-06 22:05:00	ES	Futures	2756.85	2757.13	2756.04	2757.13	1219.0

> showing 50 of 3,263 rows — these rows as CSV

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