PREVIEW / futures_5min / 2019-01-08

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-08.parquet
  size:    275 KB
  rows:    16,996

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
2019-01-08 00:00:00	ES	Futures	2784.01	2784.56	2783.47	2783.74	636.0
2019-01-08 00:05:00	ES	Futures	2783.47	2784.01	2783.2	2784.01	390.0
2019-01-08 00:10:00	ES	Futures	2783.74	2784.56	2783.2	2784.28	605.0
2019-01-08 00:15:00	ES	Futures	2784.01	2784.28	2782.66	2782.93	657.0
2019-01-08 00:20:00	ES	Futures	2782.93	2782.93	2781.03	2781.3	662.0
2019-01-08 00:25:00	ES	Futures	2781.3	2781.3	2778.31	2779.67	1673.0
2019-01-08 00:30:00	ES	Futures	2779.67	2780.21	2778.85	2780.21	588.0
2019-01-08 00:35:00	ES	Futures	2779.94	2779.94	2776.68	2777.22	1064.0
2019-01-08 00:40:00	ES	Futures	2777.22	2777.22	2775.87	2776.95	1131.0
2019-01-08 00:45:00	ES	Futures	2777.22	2777.5	2775.05	2776.14	903.0
2019-01-08 00:50:00	ES	Futures	2776.14	2776.68	2774.78	2775.87	792.0
2019-01-08 00:55:00	ES	Futures	2776.14	2777.22	2775.32	2776.14	680.0
2019-01-08 01:00:00	ES	Futures	2776.14	2776.41	2774.51	2775.32	1102.0
2019-01-08 01:05:00	ES	Futures	2775.32	2777.22	2774.51	2776.68	663.0
2019-01-08 01:10:00	ES	Futures	2776.68	2777.77	2775.87	2777.5	370.0
2019-01-08 01:15:00	ES	Futures	2777.5	2778.85	2777.22	2777.22	516.0
2019-01-08 01:20:00	ES	Futures	2777.22	2778.04	2776.41	2776.68	303.0
2019-01-08 01:25:00	ES	Futures	2776.41	2776.95	2775.05	2775.87	463.0
2019-01-08 01:30:00	ES	Futures	2775.87	2778.04	2775.87	2778.04	598.0
2019-01-08 01:35:00	ES	Futures	2778.04	2779.12	2777.5	2777.77	496.0
2019-01-08 01:40:00	ES	Futures	2778.04	2779.4	2778.04	2779.12	370.0
2019-01-08 01:45:00	ES	Futures	2778.85	2779.67	2778.31	2779.12	262.0
2019-01-08 01:50:00	ES	Futures	2779.12	2779.67	2778.31	2778.85	309.0
2019-01-08 01:55:00	ES	Futures	2778.58	2778.85	2778.31	2778.85	328.0
2019-01-08 02:00:00	ES	Futures	2778.85	2778.85	2775.05	2776.41	1413.0
2019-01-08 02:05:00	ES	Futures	2776.41	2779.12	2776.14	2778.85	884.0
2019-01-08 02:10:00	ES	Futures	2779.12	2779.94	2778.58	2779.4	704.0
2019-01-08 02:15:00	ES	Futures	2779.4	2782.11	2779.4	2779.94	1837.0
2019-01-08 02:20:00	ES	Futures	2779.94	2780.75	2778.31	2778.58	805.0
2019-01-08 02:25:00	ES	Futures	2778.31	2778.85	2777.22	2778.31	826.0
2019-01-08 02:30:00	ES	Futures	2778.04	2778.58	2776.68	2778.04	954.0
2019-01-08 02:35:00	ES	Futures	2777.77	2778.04	2775.87	2776.68	742.0
2019-01-08 02:40:00	ES	Futures	2776.68	2777.5	2775.59	2775.87	683.0
2019-01-08 02:45:00	ES	Futures	2775.87	2776.41	2775.59	2776.14	540.0
2019-01-08 02:50:00	ES	Futures	2776.14	2776.95	2775.32	2775.59	569.0
2019-01-08 02:55:00	ES	Futures	2775.59	2776.41	2774.78	2774.78	811.0
2019-01-08 03:00:00	ES	Futures	2775.05	2779.94	2774.24	2779.94	2260.0
2019-01-08 03:05:00	ES	Futures	2779.94	2780.48	2778.58	2780.21	1860.0
2019-01-08 03:10:00	ES	Futures	2780.21	2781.84	2779.4	2779.4	2042.0
2019-01-08 03:15:00	ES	Futures	2779.4	2782.11	2778.58	2781.3	1917.0
2019-01-08 03:20:00	ES	Futures	2781.03	2783.2	2780.75	2782.11	2362.0
2019-01-08 03:25:00	ES	Futures	2782.38	2784.01	2781.84	2783.74	1508.0
2019-01-08 03:30:00	ES	Futures	2783.74	2784.83	2782.93	2784.01	2045.0
2019-01-08 03:35:00	ES	Futures	2783.74	2785.64	2783.47	2785.37	1746.0
2019-01-08 03:40:00	ES	Futures	2785.1	2785.1	2782.93	2784.83	1679.0
2019-01-08 03:45:00	ES	Futures	2784.83	2786.19	2784.28	2785.64	1236.0
2019-01-08 03:50:00	ES	Futures	2785.64	2786.46	2784.28	2784.28	1319.0
2019-01-08 03:55:00	ES	Futures	2784.28	2786.19	2783.74	2785.64	1288.0
2019-01-08 04:00:00	ES	Futures	2785.64	2788.09	2785.37	2787.27	2691.0
2019-01-08 04:05:00	ES	Futures	2787.54	2788.09	2787.0	2787.0	1438.0

> showing 50 of 16,996 rows — these rows as CSV

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