PREVIEW / futures_5min / 2019-01-13

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-13.parquet
  size:    63 KB
  rows:    3,168

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
2019-01-13 18:00:00	ES	Futures	2811.99	2815.79	2809.54	2810.9	5105.0
2019-01-13 18:05:00	ES	Futures	2810.36	2811.72	2809.0	2809.54	1447.0
2019-01-13 18:10:00	ES	Futures	2809.81	2811.17	2809.27	2810.36	1245.0
2019-01-13 18:15:00	ES	Futures	2810.09	2811.44	2809.81	2811.44	736.0
2019-01-13 18:20:00	ES	Futures	2811.44	2811.72	2810.36	2810.36	1202.0
2019-01-13 18:25:00	ES	Futures	2810.63	2811.17	2808.73	2809.0	1234.0
2019-01-13 18:30:00	ES	Futures	2809.27	2810.9	2808.73	2809.54	1285.0
2019-01-13 18:35:00	ES	Futures	2809.81	2810.36	2809.27	2809.54	554.0
2019-01-13 18:40:00	ES	Futures	2809.54	2810.09	2809.0	2809.27	562.0
2019-01-13 18:45:00	ES	Futures	2809.27	2810.09	2808.73	2809.54	527.0
2019-01-13 18:50:00	ES	Futures	2809.54	2809.81	2809.0	2809.27	417.0
2019-01-13 18:55:00	ES	Futures	2809.27	2809.54	2806.01	2806.28	1836.0
2019-01-13 19:00:00	ES	Futures	2806.55	2807.64	2806.28	2806.55	1523.0
2019-01-13 19:05:00	ES	Futures	2806.55	2807.37	2805.47	2807.1	1143.0
2019-01-13 19:10:00	ES	Futures	2807.1	2808.18	2806.83	2807.37	836.0
2019-01-13 19:15:00	ES	Futures	2807.1	2807.64	2806.01	2806.01	756.0
2019-01-13 19:20:00	ES	Futures	2806.28	2807.64	2805.2	2806.83	925.0
2019-01-13 19:25:00	ES	Futures	2807.1	2807.64	2806.55	2807.37	296.0
2019-01-13 19:30:00	ES	Futures	2807.64	2808.73	2807.37	2807.37	825.0
2019-01-13 19:35:00	ES	Futures	2807.37	2807.91	2806.55	2806.83	444.0
2019-01-13 19:40:00	ES	Futures	2806.83	2807.37	2806.55	2806.55	298.0
2019-01-13 19:45:00	ES	Futures	2806.83	2807.37	2806.01	2806.55	413.0
2019-01-13 19:50:00	ES	Futures	2806.55	2806.83	2806.01	2806.28	177.0
2019-01-13 19:55:00	ES	Futures	2806.28	2807.37	2806.28	2807.37	256.0
2019-01-13 20:00:00	ES	Futures	2807.1	2807.64	2806.55	2807.1	440.0
2019-01-13 20:05:00	ES	Futures	2807.1	2808.18	2807.1	2807.1	425.0
2019-01-13 20:10:00	ES	Futures	2807.37	2807.91	2807.1	2807.64	196.0
2019-01-13 20:15:00	ES	Futures	2807.91	2808.18	2807.37	2807.64	350.0
2019-01-13 20:20:00	ES	Futures	2807.64	2808.18	2807.1	2807.1	241.0
2019-01-13 20:25:00	ES	Futures	2807.37	2807.64	2805.47	2806.55	874.0
2019-01-13 20:30:00	ES	Futures	2806.55	2806.83	2805.2	2806.28	1133.0
2019-01-13 20:35:00	ES	Futures	2806.55	2806.55	2803.3	2804.65	1885.0
2019-01-13 20:40:00	ES	Futures	2804.65	2804.93	2801.67	2802.48	1751.0
2019-01-13 20:45:00	ES	Futures	2802.48	2802.48	2799.77	2800.31	2233.0
2019-01-13 20:50:00	ES	Futures	2800.31	2800.58	2796.51	2798.41	3593.0
2019-01-13 20:55:00	ES	Futures	2798.41	2798.41	2795.69	2798.14	2203.0
2019-01-13 21:00:00	ES	Futures	2798.14	2798.14	2795.96	2797.32	1209.0
2019-01-13 21:05:00	ES	Futures	2797.32	2797.59	2795.42	2797.32	1310.0
2019-01-13 21:10:00	ES	Futures	2797.05	2798.68	2797.05	2797.59	872.0
2019-01-13 21:15:00	ES	Futures	2797.59	2798.41	2796.78	2797.32	908.0
2019-01-13 21:20:00	ES	Futures	2797.32	2797.32	2796.23	2796.51	885.0
2019-01-13 21:25:00	ES	Futures	2796.51	2797.05	2795.42	2796.51	689.0
2019-01-13 21:30:00	ES	Futures	2796.51	2796.78	2795.69	2795.69	409.0
2019-01-13 21:35:00	ES	Futures	2795.69	2796.51	2794.61	2795.96	779.0
2019-01-13 21:40:00	ES	Futures	2795.96	2796.78	2795.42	2796.51	462.0
2019-01-13 21:45:00	ES	Futures	2796.23	2797.86	2795.96	2797.32	806.0
2019-01-13 21:50:00	ES	Futures	2797.32	2798.41	2797.05	2798.14	657.0
2019-01-13 21:55:00	ES	Futures	2798.14	2798.68	2796.78	2797.05	750.0
2019-01-13 22:00:00	ES	Futures	2797.32	2797.32	2794.88	2795.15	812.0
2019-01-13 22:05:00	ES	Futures	2794.88	2795.69	2793.79	2794.88	1378.0

> showing 50 of 3,168 rows — these rows as CSV

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