PREVIEW / futures_5min / 2019-01-10

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-10.parquet
  size:    270 KB
  rows:    16,719

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
2019-01-10 00:00:00	ES	Futures	2796.23	2796.51	2795.15	2795.42	542.0
2019-01-10 00:05:00	ES	Futures	2795.42	2795.69	2794.88	2795.15	336.0
2019-01-10 00:10:00	ES	Futures	2795.42	2796.23	2795.15	2795.42	440.0
2019-01-10 00:15:00	ES	Futures	2795.42	2795.69	2794.33	2794.61	423.0
2019-01-10 00:20:00	ES	Futures	2794.61	2794.61	2792.7	2793.25	726.0
2019-01-10 00:25:00	ES	Futures	2792.98	2793.25	2790.53	2791.62	1052.0
2019-01-10 00:30:00	ES	Futures	2791.62	2791.89	2789.72	2791.07	860.0
2019-01-10 00:35:00	ES	Futures	2790.8	2792.43	2790.8	2792.43	594.0
2019-01-10 00:40:00	ES	Futures	2792.16	2792.43	2790.8	2791.07	406.0
2019-01-10 00:45:00	ES	Futures	2791.35	2791.89	2790.26	2791.35	623.0
2019-01-10 00:50:00	ES	Futures	2791.62	2792.7	2791.35	2791.89	449.0
2019-01-10 00:55:00	ES	Futures	2791.89	2792.16	2789.99	2790.8	501.0
2019-01-10 01:00:00	ES	Futures	2791.07	2792.43	2788.36	2789.72	1176.0
2019-01-10 01:05:00	ES	Futures	2789.99	2790.53	2788.9	2789.99	642.0
2019-01-10 01:10:00	ES	Futures	2789.99	2791.89	2789.99	2791.35	560.0
2019-01-10 01:15:00	ES	Futures	2791.35	2793.52	2791.35	2792.43	489.0
2019-01-10 01:20:00	ES	Futures	2792.43	2792.98	2791.89	2792.16	258.0
2019-01-10 01:25:00	ES	Futures	2792.16	2793.79	2792.16	2793.25	352.0
2019-01-10 01:30:00	ES	Futures	2793.25	2793.25	2791.35	2791.89	626.0
2019-01-10 01:35:00	ES	Futures	2791.89	2792.16	2791.07	2791.89	249.0
2019-01-10 01:40:00	ES	Futures	2791.89	2791.89	2791.07	2791.62	270.0
2019-01-10 01:45:00	ES	Futures	2791.89	2792.43	2791.62	2791.89	293.0
2019-01-10 01:50:00	ES	Futures	2791.89	2791.89	2790.26	2790.8	475.0
2019-01-10 01:55:00	ES	Futures	2790.8	2791.07	2789.72	2789.99	629.0
2019-01-10 02:00:00	ES	Futures	2789.99	2792.43	2789.17	2789.72	1733.0
2019-01-10 02:05:00	ES	Futures	2789.99	2790.8	2789.45	2790.8	787.0
2019-01-10 02:10:00	ES	Futures	2790.8	2791.07	2789.17	2789.72	1489.0
2019-01-10 02:15:00	ES	Futures	2789.72	2791.07	2789.45	2789.99	1070.0
2019-01-10 02:20:00	ES	Futures	2789.99	2791.07	2789.72	2789.99	745.0
2019-01-10 02:25:00	ES	Futures	2789.99	2790.8	2789.45	2790.26	420.0
2019-01-10 02:30:00	ES	Futures	2790.26	2791.89	2789.99	2791.07	1009.0
2019-01-10 02:35:00	ES	Futures	2790.8	2791.35	2790.26	2790.53	1229.0
2019-01-10 02:40:00	ES	Futures	2790.8	2790.8	2789.72	2789.72	909.0
2019-01-10 02:45:00	ES	Futures	2789.99	2790.26	2787.82	2789.17	1460.0
2019-01-10 02:50:00	ES	Futures	2789.17	2789.17	2787.27	2788.63	1440.0
2019-01-10 02:55:00	ES	Futures	2788.36	2788.9	2787.0	2788.09	1007.0
2019-01-10 03:00:00	ES	Futures	2788.09	2790.8	2786.19	2786.73	4292.0
2019-01-10 03:05:00	ES	Futures	2786.73	2787.0	2783.2	2783.74	4045.0
2019-01-10 03:10:00	ES	Futures	2783.2	2785.91	2783.2	2784.83	3068.0
2019-01-10 03:15:00	ES	Futures	2784.83	2784.83	2782.66	2784.28	2441.0
2019-01-10 03:20:00	ES	Futures	2784.56	2785.1	2782.93	2783.74	1970.0
2019-01-10 03:25:00	ES	Futures	2783.74	2785.64	2783.2	2785.64	1687.0
2019-01-10 03:30:00	ES	Futures	2785.37	2787.0	2784.28	2785.64	1961.0
2019-01-10 03:35:00	ES	Futures	2785.64	2786.73	2784.28	2786.73	1301.0
2019-01-10 03:40:00	ES	Futures	2786.46	2786.46	2782.93	2783.2	1070.0
2019-01-10 03:45:00	ES	Futures	2783.2	2785.1	2781.57	2784.28	2765.0
2019-01-10 03:50:00	ES	Futures	2784.28	2785.1	2783.2	2784.83	1029.0
2019-01-10 03:55:00	ES	Futures	2784.83	2786.19	2784.28	2784.83	1295.0
2019-01-10 04:00:00	ES	Futures	2784.83	2787.82	2784.83	2787.54	1964.0
2019-01-10 04:05:00	ES	Futures	2787.54	2787.82	2785.91	2787.0	1045.0

> showing 50 of 16,719 rows — these rows as CSV

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