PREVIEW / futures_5min / 2019-01-14

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-14.parquet
  size:    261 KB
  rows:    16,630

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
2019-01-14 00:00:00	ES	Futures	2797.86	2798.41	2797.86	2797.86	305.0
2019-01-14 00:05:00	ES	Futures	2797.59	2798.95	2797.59	2798.95	254.0
2019-01-14 00:10:00	ES	Futures	2798.68	2799.77	2798.41	2798.41	505.0
2019-01-14 00:15:00	ES	Futures	2798.41	2798.68	2797.86	2798.14	215.0
2019-01-14 00:20:00	ES	Futures	2798.14	2798.95	2798.14	2798.68	349.0
2019-01-14 00:25:00	ES	Futures	2798.68	2798.68	2798.14	2798.41	161.0
2019-01-14 00:30:00	ES	Futures	2798.14	2798.14	2797.32	2797.59	292.0
2019-01-14 00:35:00	ES	Futures	2797.59	2797.86	2795.42	2796.51	1043.0
2019-01-14 00:40:00	ES	Futures	2796.78	2797.05	2795.96	2795.96	592.0
2019-01-14 00:45:00	ES	Futures	2795.96	2796.51	2795.69	2795.96	239.0
2019-01-14 00:50:00	ES	Futures	2795.69	2797.32	2795.69	2796.51	395.0
2019-01-14 00:55:00	ES	Futures	2796.51	2796.78	2795.69	2796.23	253.0
2019-01-14 01:00:00	ES	Futures	2796.51	2797.86	2796.51	2797.86	334.0
2019-01-14 01:05:00	ES	Futures	2797.59	2797.86	2797.05	2797.32	189.0
2019-01-14 01:10:00	ES	Futures	2797.32	2797.59	2796.78	2797.05	228.0
2019-01-14 01:15:00	ES	Futures	2796.78	2797.32	2795.96	2796.23	424.0
2019-01-14 01:20:00	ES	Futures	2795.96	2796.23	2794.06	2794.33	773.0
2019-01-14 01:25:00	ES	Futures	2794.61	2794.88	2793.79	2794.06	716.0
2019-01-14 01:30:00	ES	Futures	2794.33	2794.88	2793.79	2794.88	386.0
2019-01-14 01:35:00	ES	Futures	2794.88	2794.88	2794.33	2794.61	173.0
2019-01-14 01:40:00	ES	Futures	2794.88	2795.15	2794.06	2795.15	190.0
2019-01-14 01:45:00	ES	Futures	2795.15	2795.69	2794.88	2795.42	247.0
2019-01-14 01:50:00	ES	Futures	2795.42	2795.69	2794.88	2795.69	215.0
2019-01-14 01:55:00	ES	Futures	2795.69	2795.96	2794.33	2795.69	373.0
2019-01-14 02:00:00	ES	Futures	2795.69	2797.59	2795.69	2797.05	1830.0
2019-01-14 02:05:00	ES	Futures	2796.78	2797.59	2796.78	2796.78	854.0
2019-01-14 02:10:00	ES	Futures	2796.78	2797.59	2796.23	2796.51	721.0
2019-01-14 02:15:00	ES	Futures	2796.51	2796.78	2795.69	2795.69	781.0
2019-01-14 02:20:00	ES	Futures	2795.69	2795.96	2795.15	2795.42	870.0
2019-01-14 02:25:00	ES	Futures	2795.42	2796.51	2795.42	2796.51	788.0
2019-01-14 02:30:00	ES	Futures	2796.23	2797.59	2796.23	2797.05	664.0
2019-01-14 02:35:00	ES	Futures	2797.05	2797.59	2796.23	2797.05	922.0
2019-01-14 02:40:00	ES	Futures	2796.78	2797.05	2794.88	2795.15	1468.0
2019-01-14 02:45:00	ES	Futures	2795.42	2796.23	2795.42	2795.96	1381.0
2019-01-14 02:50:00	ES	Futures	2795.69	2795.69	2794.06	2794.88	1322.0
2019-01-14 02:55:00	ES	Futures	2794.61	2795.96	2794.33	2794.61	1114.0
2019-01-14 03:00:00	ES	Futures	2794.61	2796.78	2792.7	2796.51	3499.0
2019-01-14 03:05:00	ES	Futures	2796.78	2798.41	2796.51	2798.14	1501.0
2019-01-14 03:10:00	ES	Futures	2798.14	2798.14	2797.05	2797.59	746.0
2019-01-14 03:15:00	ES	Futures	2797.59	2798.14	2795.96	2797.86	1189.0
2019-01-14 03:20:00	ES	Futures	2798.14	2798.68	2797.05	2797.59	1090.0
2019-01-14 03:25:00	ES	Futures	2797.32	2798.14	2796.51	2797.86	795.0
2019-01-14 03:30:00	ES	Futures	2797.86	2798.14	2796.51	2798.14	721.0
2019-01-14 03:35:00	ES	Futures	2798.14	2799.22	2798.14	2798.68	857.0
2019-01-14 03:40:00	ES	Futures	2798.68	2800.85	2798.68	2799.49	3041.0
2019-01-14 03:45:00	ES	Futures	2799.49	2800.31	2798.95	2799.77	804.0
2019-01-14 03:50:00	ES	Futures	2799.77	2799.77	2798.68	2799.22	759.0
2019-01-14 03:55:00	ES	Futures	2798.95	2799.77	2797.05	2797.05	1269.0
2019-01-14 04:00:00	ES	Futures	2797.32	2798.14	2797.05	2797.05	1869.0
2019-01-14 04:05:00	ES	Futures	2797.05	2798.68	2796.51	2798.41	842.0

> showing 50 of 16,630 rows — these rows as CSV

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