PREVIEW / futures_5min / 2019-01-15

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-15.parquet
  size:    270 KB
  rows:    16,837

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
2019-01-15 00:00:00	ES	Futures	2820.13	2820.41	2819.32	2820.13	648.0
2019-01-15 00:05:00	ES	Futures	2820.13	2820.41	2819.32	2819.59	424.0
2019-01-15 00:10:00	ES	Futures	2819.59	2820.13	2819.59	2819.86	357.0
2019-01-15 00:15:00	ES	Futures	2819.59	2820.68	2819.59	2819.86	248.0
2019-01-15 00:20:00	ES	Futures	2819.86	2820.68	2819.32	2820.13	502.0
2019-01-15 00:25:00	ES	Futures	2820.13	2820.68	2820.13	2820.41	109.0
2019-01-15 00:30:00	ES	Futures	2820.41	2820.68	2819.05	2819.59	468.0
2019-01-15 00:35:00	ES	Futures	2819.59	2820.13	2819.59	2819.86	275.0
2019-01-15 00:40:00	ES	Futures	2820.13	2820.95	2819.86	2820.41	263.0
2019-01-15 00:45:00	ES	Futures	2820.41	2820.95	2820.41	2820.68	195.0
2019-01-15 00:50:00	ES	Futures	2820.95	2822.04	2820.95	2821.76	550.0
2019-01-15 00:55:00	ES	Futures	2821.76	2824.75	2821.22	2821.76	4036.0
2019-01-15 01:00:00	ES	Futures	2821.49	2823.12	2821.22	2822.04	1525.0
2019-01-15 01:05:00	ES	Futures	2822.04	2822.58	2821.49	2821.76	553.0
2019-01-15 01:10:00	ES	Futures	2822.04	2822.58	2821.49	2822.58	413.0
2019-01-15 01:15:00	ES	Futures	2822.58	2823.39	2822.04	2823.12	293.0
2019-01-15 01:20:00	ES	Futures	2823.12	2823.39	2822.31	2822.31	233.0
2019-01-15 01:25:00	ES	Futures	2822.31	2823.66	2822.31	2822.58	434.0
2019-01-15 01:30:00	ES	Futures	2822.58	2822.85	2821.76	2822.58	414.0
2019-01-15 01:35:00	ES	Futures	2822.31	2822.85	2821.76	2822.04	358.0
2019-01-15 01:40:00	ES	Futures	2822.31	2822.58	2821.76	2822.04	277.0
2019-01-15 01:45:00	ES	Futures	2822.31	2822.31	2820.95	2820.95	605.0
2019-01-15 01:50:00	ES	Futures	2820.95	2821.22	2820.41	2820.68	283.0
2019-01-15 01:55:00	ES	Futures	2820.68	2821.22	2820.41	2820.68	157.0
2019-01-15 02:00:00	ES	Futures	2820.95	2821.22	2819.86	2820.68	739.0
2019-01-15 02:05:00	ES	Futures	2820.68	2822.31	2820.68	2821.22	632.0
2019-01-15 02:10:00	ES	Futures	2820.95	2822.04	2820.68	2820.95	437.0
2019-01-15 02:15:00	ES	Futures	2820.95	2821.22	2820.13	2820.68	568.0
2019-01-15 02:20:00	ES	Futures	2820.68	2820.68	2819.86	2820.41	439.0
2019-01-15 02:25:00	ES	Futures	2820.41	2820.68	2819.32	2819.59	644.0
2019-01-15 02:30:00	ES	Futures	2819.86	2820.13	2818.5	2819.32	1084.0
2019-01-15 02:35:00	ES	Futures	2819.32	2819.32	2817.96	2818.23	760.0
2019-01-15 02:40:00	ES	Futures	2817.96	2818.78	2816.88	2817.96	1494.0
2019-01-15 02:45:00	ES	Futures	2817.96	2818.23	2817.42	2817.69	390.0
2019-01-15 02:50:00	ES	Futures	2817.69	2818.5	2816.88	2818.5	507.0
2019-01-15 02:55:00	ES	Futures	2818.23	2818.78	2817.69	2818.23	637.0
2019-01-15 03:00:00	ES	Futures	2818.23	2821.22	2817.42	2820.41	3489.0
2019-01-15 03:05:00	ES	Futures	2820.41	2821.49	2819.32	2820.95	1698.0
2019-01-15 03:10:00	ES	Futures	2821.22	2821.49	2820.13	2820.13	1193.0
2019-01-15 03:15:00	ES	Futures	2820.41	2820.95	2819.05	2819.32	1259.0
2019-01-15 03:20:00	ES	Futures	2819.32	2819.59	2817.96	2818.5	1429.0
2019-01-15 03:25:00	ES	Futures	2818.23	2818.5	2816.33	2816.6	1759.0
2019-01-15 03:30:00	ES	Futures	2816.6	2816.6	2814.16	2815.25	2503.0
2019-01-15 03:35:00	ES	Futures	2815.25	2816.06	2814.43	2815.52	1468.0
2019-01-15 03:40:00	ES	Futures	2815.79	2816.33	2814.97	2816.06	686.0
2019-01-15 03:45:00	ES	Futures	2816.06	2816.6	2814.97	2815.25	1039.0
2019-01-15 03:50:00	ES	Futures	2815.25	2816.88	2814.16	2815.79	1628.0
2019-01-15 03:55:00	ES	Futures	2815.79	2816.33	2814.43	2814.97	850.0
2019-01-15 04:00:00	ES	Futures	2814.97	2815.25	2812.26	2812.53	2871.0
2019-01-15 04:05:00	ES	Futures	2812.26	2812.53	2810.63	2811.44	3045.0

> showing 50 of 16,837 rows — these rows as CSV

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