PREVIEW / futures_5min / 2019-01-11

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-11.parquet
  size:    222 KB
  rows:    13,332

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
2019-01-11 00:00:00	ES	Futures	2814.43	2814.7	2813.89	2814.16	536.0
2019-01-11 00:05:00	ES	Futures	2814.16	2815.25	2814.16	2814.7	508.0
2019-01-11 00:10:00	ES	Futures	2814.43	2814.7	2813.62	2814.43	319.0
2019-01-11 00:15:00	ES	Futures	2814.43	2814.97	2814.16	2814.43	454.0
2019-01-11 00:20:00	ES	Futures	2814.16	2814.43	2813.89	2814.16	282.0
2019-01-11 00:25:00	ES	Futures	2814.16	2814.7	2813.62	2814.7	302.0
2019-01-11 00:30:00	ES	Futures	2814.43	2814.97	2814.43	2814.7	200.0
2019-01-11 00:35:00	ES	Futures	2814.43	2814.43	2813.34	2813.62	480.0
2019-01-11 00:40:00	ES	Futures	2813.62	2813.89	2813.34	2813.89	248.0
2019-01-11 00:45:00	ES	Futures	2814.16	2814.16	2813.62	2814.16	169.0
2019-01-11 00:50:00	ES	Futures	2814.16	2814.43	2813.34	2813.89	381.0
2019-01-11 00:55:00	ES	Futures	2813.89	2814.43	2813.62	2813.62	402.0
2019-01-11 01:00:00	ES	Futures	2813.62	2814.7	2813.34	2814.43	385.0
2019-01-11 01:05:00	ES	Futures	2814.7	2815.25	2814.16	2814.7	481.0
2019-01-11 01:10:00	ES	Futures	2814.97	2814.97	2814.16	2814.43	238.0
2019-01-11 01:15:00	ES	Futures	2814.43	2815.25	2814.43	2814.97	244.0
2019-01-11 01:20:00	ES	Futures	2814.97	2816.06	2814.97	2815.79	538.0
2019-01-11 01:25:00	ES	Futures	2815.79	2816.06	2815.79	2815.79	148.0
2019-01-11 01:30:00	ES	Futures	2816.06	2816.06	2815.79	2815.79	347.0
2019-01-11 01:35:00	ES	Futures	2816.06	2816.33	2815.79	2816.33	489.0
2019-01-11 01:40:00	ES	Futures	2816.33	2816.6	2816.06	2816.33	221.0
2019-01-11 01:45:00	ES	Futures	2816.6	2816.88	2816.06	2816.06	206.0
2019-01-11 01:50:00	ES	Futures	2816.06	2817.42	2816.06	2816.06	603.0
2019-01-11 01:55:00	ES	Futures	2816.33	2817.15	2815.79	2817.15	551.0
2019-01-11 02:00:00	ES	Futures	2816.88	2818.5	2816.6	2817.69	1764.0
2019-01-11 02:05:00	ES	Futures	2817.42	2819.32	2817.42	2818.23	935.0
2019-01-11 02:10:00	ES	Futures	2818.23	2819.32	2818.23	2819.05	743.0
2019-01-11 02:15:00	ES	Futures	2819.05	2819.05	2817.42	2817.96	1028.0
2019-01-11 02:20:00	ES	Futures	2817.69	2818.5	2817.69	2817.69	669.0
2019-01-11 02:25:00	ES	Futures	2817.69	2817.69	2816.06	2816.6	863.0
2019-01-11 02:30:00	ES	Futures	2816.6	2816.88	2815.79	2815.79	329.0
2019-01-11 02:35:00	ES	Futures	2816.06	2816.33	2815.79	2816.06	564.0
2019-01-11 02:40:00	ES	Futures	2815.79	2816.33	2814.97	2815.52	671.0
2019-01-11 02:45:00	ES	Futures	2815.79	2816.33	2815.25	2815.25	539.0
2019-01-11 02:50:00	ES	Futures	2815.52	2816.06	2815.25	2816.06	529.0
2019-01-11 02:55:00	ES	Futures	2815.79	2817.15	2815.79	2817.15	789.0
2019-01-11 03:00:00	ES	Futures	2817.15	2817.96	2815.52	2816.06	1694.0
2019-01-11 03:05:00	ES	Futures	2815.79	2816.88	2814.16	2816.6	2068.0
2019-01-11 03:10:00	ES	Futures	2816.6	2816.6	2814.7	2814.97	1367.0
2019-01-11 03:15:00	ES	Futures	2814.97	2816.06	2813.89	2815.79	1431.0
2019-01-11 03:20:00	ES	Futures	2815.52	2817.15	2815.25	2815.79	1674.0
2019-01-11 03:25:00	ES	Futures	2815.52	2818.23	2815.52	2817.42	1329.0
2019-01-11 03:30:00	ES	Futures	2817.42	2817.69	2816.33	2816.88	1475.0
2019-01-11 03:35:00	ES	Futures	2817.15	2817.69	2816.6	2817.42	924.0
2019-01-11 03:40:00	ES	Futures	2817.15	2817.96	2816.88	2817.42	878.0
2019-01-11 03:45:00	ES	Futures	2817.42	2819.59	2817.15	2819.59	2030.0
2019-01-11 03:50:00	ES	Futures	2819.59	2820.68	2818.78	2820.68	1596.0
2019-01-11 03:55:00	ES	Futures	2820.68	2822.04	2820.13	2820.13	1985.0
2019-01-11 04:00:00	ES	Futures	2820.13	2820.68	2819.32	2819.59	1218.0
2019-01-11 04:05:00	ES	Futures	2819.59	2820.95	2819.32	2820.68	1098.0

> showing 50 of 13,332 rows — these rows as CSV

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