PREVIEW / futures_5min / 2019-01-16

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-16.parquet
  size:    261 KB
  rows:    16,771

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
2019-01-16 00:00:00	ES	Futures	2837.24	2837.52	2836.7	2836.7	245.0
2019-01-16 00:05:00	ES	Futures	2836.7	2838.33	2836.7	2838.06	618.0
2019-01-16 00:10:00	ES	Futures	2838.06	2838.6	2837.79	2838.33	626.0
2019-01-16 00:15:00	ES	Futures	2838.33	2838.6	2837.52	2838.06	297.0
2019-01-16 00:20:00	ES	Futures	2838.06	2838.33	2837.79	2837.79	251.0
2019-01-16 00:25:00	ES	Futures	2837.79	2838.6	2837.52	2838.33	480.0
2019-01-16 00:30:00	ES	Futures	2838.06	2838.33	2835.89	2836.16	814.0
2019-01-16 00:35:00	ES	Futures	2835.89	2836.43	2835.61	2836.16	446.0
2019-01-16 00:40:00	ES	Futures	2836.43	2837.52	2836.43	2837.52	404.0
2019-01-16 00:45:00	ES	Futures	2837.24	2837.79	2835.89	2836.43	644.0
2019-01-16 00:50:00	ES	Futures	2836.43	2838.06	2835.89	2837.24	719.0
2019-01-16 00:55:00	ES	Futures	2837.52	2839.15	2837.24	2838.33	857.0
2019-01-16 01:00:00	ES	Futures	2838.33	2838.6	2837.79	2838.06	476.0
2019-01-16 01:05:00	ES	Futures	2837.79	2838.06	2836.97	2837.52	504.0
2019-01-16 01:10:00	ES	Futures	2837.79	2838.33	2836.97	2836.97	324.0
2019-01-16 01:15:00	ES	Futures	2836.97	2837.24	2836.43	2836.97	430.0
2019-01-16 01:20:00	ES	Futures	2837.24	2837.79	2837.24	2837.52	122.0
2019-01-16 01:25:00	ES	Futures	2837.52	2838.06	2837.24	2838.06	169.0
2019-01-16 01:30:00	ES	Futures	2838.06	2838.06	2837.24	2837.79	186.0
2019-01-16 01:35:00	ES	Futures	2837.52	2837.52	2836.97	2836.97	192.0
2019-01-16 01:40:00	ES	Futures	2836.97	2837.52	2836.7	2836.7	254.0
2019-01-16 01:45:00	ES	Futures	2836.7	2837.24	2836.16	2837.24	721.0
2019-01-16 01:50:00	ES	Futures	2837.24	2838.33	2837.24	2838.33	364.0
2019-01-16 01:55:00	ES	Futures	2838.33	2838.33	2837.79	2837.79	315.0
2019-01-16 02:00:00	ES	Futures	2837.52	2839.42	2837.52	2838.87	901.0
2019-01-16 02:05:00	ES	Futures	2838.87	2842.95	2838.6	2842.13	4754.0
2019-01-16 02:10:00	ES	Futures	2841.86	2842.4	2840.23	2840.77	781.0
2019-01-16 02:15:00	ES	Futures	2841.05	2841.86	2840.5	2840.77	595.0
2019-01-16 02:20:00	ES	Futures	2841.05	2841.05	2839.69	2840.5	660.0
2019-01-16 02:25:00	ES	Futures	2840.23	2841.59	2839.69	2839.96	1257.0
2019-01-16 02:30:00	ES	Futures	2839.96	2840.23	2839.15	2839.96	875.0
2019-01-16 02:35:00	ES	Futures	2839.69	2839.96	2838.33	2839.15	1035.0
2019-01-16 02:40:00	ES	Futures	2839.15	2839.69	2838.87	2839.42	486.0
2019-01-16 02:45:00	ES	Futures	2839.15	2840.5	2838.87	2840.5	479.0
2019-01-16 02:50:00	ES	Futures	2840.5	2841.59	2839.96	2841.05	896.0
2019-01-16 02:55:00	ES	Futures	2841.05	2841.05	2839.96	2840.23	354.0
2019-01-16 03:00:00	ES	Futures	2839.96	2841.59	2838.87	2839.15	2433.0
2019-01-16 03:05:00	ES	Futures	2839.42	2841.05	2838.6	2838.87	1152.0
2019-01-16 03:10:00	ES	Futures	2838.6	2840.77	2838.6	2839.96	1077.0
2019-01-16 03:15:00	ES	Futures	2840.23	2840.77	2838.33	2838.87	876.0
2019-01-16 03:20:00	ES	Futures	2838.87	2839.42	2837.52	2838.33	1447.0
2019-01-16 03:25:00	ES	Futures	2838.06	2840.23	2837.79	2840.23	1433.0
2019-01-16 03:30:00	ES	Futures	2840.23	2841.32	2839.15	2839.42	1770.0
2019-01-16 03:35:00	ES	Futures	2839.42	2839.96	2838.33	2839.69	695.0
2019-01-16 03:40:00	ES	Futures	2839.96	2840.5	2839.15	2839.42	570.0
2019-01-16 03:45:00	ES	Futures	2839.42	2841.05	2839.15	2839.42	1166.0
2019-01-16 03:50:00	ES	Futures	2839.69	2841.05	2839.42	2839.96	689.0
2019-01-16 03:55:00	ES	Futures	2839.69	2840.23	2838.6	2839.69	1010.0
2019-01-16 04:00:00	ES	Futures	2839.96	2841.05	2839.15	2840.5	1507.0
2019-01-16 04:05:00	ES	Futures	2840.5	2840.5	2839.42	2839.69	510.0

> showing 50 of 16,771 rows — these rows as CSV

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