PREVIEW / futures_5min / 2019-01-07

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-07.parquet
  size:    276 KB
  rows:    16,875

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
2019-01-07 00:00:00	ES	Futures	2757.94	2757.94	2756.04	2756.85	694.0
2019-01-07 00:05:00	ES	Futures	2756.85	2757.94	2756.85	2757.13	517.0
2019-01-07 00:10:00	ES	Futures	2757.4	2759.3	2757.4	2758.21	740.0
2019-01-07 00:15:00	ES	Futures	2758.48	2759.57	2758.21	2759.03	465.0
2019-01-07 00:20:00	ES	Futures	2759.03	2759.3	2757.94	2758.21	407.0
2019-01-07 00:25:00	ES	Futures	2758.48	2758.48	2757.13	2758.21	604.0
2019-01-07 00:30:00	ES	Futures	2757.94	2757.94	2757.13	2757.13	384.0
2019-01-07 00:35:00	ES	Futures	2757.4	2758.21	2756.85	2757.67	426.0
2019-01-07 00:40:00	ES	Futures	2757.67	2757.94	2757.13	2757.4	323.0
2019-01-07 00:45:00	ES	Futures	2757.4	2758.76	2757.13	2757.94	356.0
2019-01-07 00:50:00	ES	Futures	2758.21	2758.21	2754.14	2754.95	1167.0
2019-01-07 00:55:00	ES	Futures	2754.68	2755.77	2754.14	2754.95	613.0
2019-01-07 01:00:00	ES	Futures	2754.95	2755.77	2753.87	2754.95	723.0
2019-01-07 01:05:00	ES	Futures	2754.68	2755.5	2753.87	2754.14	557.0
2019-01-07 01:10:00	ES	Futures	2754.41	2754.41	2751.15	2752.51	2032.0
2019-01-07 01:15:00	ES	Futures	2752.51	2755.23	2752.51	2754.95	973.0
2019-01-07 01:20:00	ES	Futures	2754.95	2755.77	2754.41	2754.95	355.0
2019-01-07 01:25:00	ES	Futures	2754.68	2755.77	2754.41	2755.5	268.0
2019-01-07 01:30:00	ES	Futures	2755.5	2756.04	2754.95	2755.23	222.0
2019-01-07 01:35:00	ES	Futures	2755.5	2756.85	2754.95	2755.5	448.0
2019-01-07 01:40:00	ES	Futures	2755.5	2756.31	2755.23	2755.5	297.0
2019-01-07 01:45:00	ES	Futures	2755.5	2757.13	2755.23	2757.13	383.0
2019-01-07 01:50:00	ES	Futures	2757.13	2757.67	2756.31	2756.58	476.0
2019-01-07 01:55:00	ES	Futures	2756.58	2757.67	2756.58	2757.13	233.0
2019-01-07 02:00:00	ES	Futures	2757.13	2757.13	2755.23	2755.5	790.0
2019-01-07 02:05:00	ES	Futures	2755.5	2759.03	2755.5	2758.21	1160.0
2019-01-07 02:10:00	ES	Futures	2758.21	2759.84	2757.94	2758.21	1487.0
2019-01-07 02:15:00	ES	Futures	2758.48	2759.84	2757.4	2759.84	858.0
2019-01-07 02:20:00	ES	Futures	2759.84	2761.2	2758.76	2758.76	1281.0
2019-01-07 02:25:00	ES	Futures	2759.03	2759.84	2758.48	2759.03	560.0
2019-01-07 02:30:00	ES	Futures	2758.76	2760.11	2757.94	2757.94	1173.0
2019-01-07 02:35:00	ES	Futures	2757.94	2757.94	2756.31	2757.4	1288.0
2019-01-07 02:40:00	ES	Futures	2757.4	2758.48	2756.85	2758.48	628.0
2019-01-07 02:45:00	ES	Futures	2758.48	2760.11	2758.48	2759.3	590.0
2019-01-07 02:50:00	ES	Futures	2759.57	2761.2	2759.03	2760.39	1070.0
2019-01-07 02:55:00	ES	Futures	2760.39	2760.66	2758.48	2759.3	1019.0
2019-01-07 03:00:00	ES	Futures	2759.3	2759.57	2756.04	2756.31	2878.0
2019-01-07 03:05:00	ES	Futures	2756.31	2756.85	2754.68	2754.95	2928.0
2019-01-07 03:10:00	ES	Futures	2754.95	2757.13	2754.41	2755.77	1918.0
2019-01-07 03:15:00	ES	Futures	2755.77	2756.04	2753.32	2753.32	2817.0
2019-01-07 03:20:00	ES	Futures	2753.32	2755.77	2752.51	2754.68	1863.0
2019-01-07 03:25:00	ES	Futures	2754.68	2757.13	2753.32	2756.85	1224.0
2019-01-07 03:30:00	ES	Futures	2756.58	2758.21	2755.5	2756.04	1356.0
2019-01-07 03:35:00	ES	Futures	2756.31	2756.85	2753.87	2753.87	2939.0
2019-01-07 03:40:00	ES	Futures	2754.14	2754.41	2752.78	2754.14	1457.0
2019-01-07 03:45:00	ES	Futures	2753.87	2754.14	2751.97	2752.51	1495.0
2019-01-07 03:50:00	ES	Futures	2752.51	2753.87	2750.88	2751.42	2131.0
2019-01-07 03:55:00	ES	Futures	2751.42	2752.24	2750.07	2750.34	2097.0
2019-01-07 04:00:00	ES	Futures	2750.61	2753.87	2750.34	2752.78	1712.0
2019-01-07 04:05:00	ES	Futures	2752.51	2752.78	2750.88	2751.69	1510.0

> showing 50 of 16,875 rows — these rows as CSV

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