PREVIEW / futures_5min / 2019-01-18

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-18.parquet
  size:    234 KB
  rows:    13,696

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
2019-01-18 00:00:00	ES	Futures	2869.29	2869.83	2868.75	2869.29	464.0
2019-01-18 00:05:00	ES	Futures	2869.02	2869.83	2868.75	2869.02	277.0
2019-01-18 00:10:00	ES	Futures	2868.75	2869.83	2868.75	2869.29	289.0
2019-01-18 00:15:00	ES	Futures	2869.56	2869.56	2869.02	2869.29	152.0
2019-01-18 00:20:00	ES	Futures	2869.56	2869.83	2868.75	2868.75	216.0
2019-01-18 00:25:00	ES	Futures	2868.75	2869.02	2868.75	2869.02	53.0
2019-01-18 00:30:00	ES	Futures	2869.02	2869.02	2868.48	2868.48	167.0
2019-01-18 00:35:00	ES	Futures	2868.48	2869.02	2868.2	2868.75	434.0
2019-01-18 00:40:00	ES	Futures	2869.02	2869.29	2868.2	2869.02	389.0
2019-01-18 00:45:00	ES	Futures	2869.02	2869.56	2869.02	2869.56	313.0
2019-01-18 00:50:00	ES	Futures	2869.56	2869.83	2869.29	2869.56	536.0
2019-01-18 00:55:00	ES	Futures	2869.56	2870.11	2869.29	2869.56	213.0
2019-01-18 01:00:00	ES	Futures	2869.83	2870.92	2869.56	2870.11	1061.0
2019-01-18 01:05:00	ES	Futures	2870.38	2870.38	2869.56	2870.11	239.0
2019-01-18 01:10:00	ES	Futures	2870.38	2870.38	2869.83	2870.38	213.0
2019-01-18 01:15:00	ES	Futures	2870.11	2870.11	2869.56	2869.83	149.0
2019-01-18 01:20:00	ES	Futures	2869.83	2870.11	2869.56	2870.11	104.0
2019-01-18 01:25:00	ES	Futures	2870.11	2870.11	2869.29	2869.83	262.0
2019-01-18 01:30:00	ES	Futures	2869.56	2870.65	2869.29	2869.83	345.0
2019-01-18 01:35:00	ES	Futures	2869.83	2870.11	2869.29	2869.56	201.0
2019-01-18 01:40:00	ES	Futures	2869.29	2870.11	2869.29	2869.83	213.0
2019-01-18 01:45:00	ES	Futures	2869.83	2870.92	2869.56	2870.65	464.0
2019-01-18 01:50:00	ES	Futures	2870.65	2870.65	2869.56	2869.83	215.0
2019-01-18 01:55:00	ES	Futures	2869.83	2870.38	2869.56	2870.11	238.0
2019-01-18 02:00:00	ES	Futures	2870.38	2870.38	2869.29	2869.83	652.0
2019-01-18 02:05:00	ES	Futures	2869.83	2870.92	2869.56	2870.38	473.0
2019-01-18 02:10:00	ES	Futures	2870.38	2870.92	2870.11	2870.38	609.0
2019-01-18 02:15:00	ES	Futures	2870.38	2870.38	2868.48	2869.02	870.0
2019-01-18 02:20:00	ES	Futures	2868.75	2868.75	2867.66	2868.2	941.0
2019-01-18 02:25:00	ES	Futures	2868.2	2868.75	2867.66	2868.75	773.0
2019-01-18 02:30:00	ES	Futures	2868.75	2869.29	2867.39	2867.39	839.0
2019-01-18 02:35:00	ES	Futures	2867.39	2867.93	2866.58	2867.66	1197.0
2019-01-18 02:40:00	ES	Futures	2867.66	2869.29	2867.12	2869.29	952.0
2019-01-18 02:45:00	ES	Futures	2869.29	2870.11	2869.29	2869.29	1287.0
2019-01-18 02:50:00	ES	Futures	2869.29	2869.56	2868.48	2868.75	571.0
2019-01-18 02:55:00	ES	Futures	2868.75	2868.75	2867.12	2868.2	641.0
2019-01-18 03:00:00	ES	Futures	2867.93	2869.83	2866.85	2869.02	2428.0
2019-01-18 03:05:00	ES	Futures	2869.02	2870.38	2868.48	2868.75	1790.0
2019-01-18 03:10:00	ES	Futures	2868.75	2869.56	2867.12	2868.75	1736.0
2019-01-18 03:15:00	ES	Futures	2868.48	2871.19	2868.48	2870.11	1863.0
2019-01-18 03:20:00	ES	Futures	2870.11	2871.19	2869.83	2870.92	1189.0
2019-01-18 03:25:00	ES	Futures	2870.92	2872.01	2870.65	2870.92	2024.0
2019-01-18 03:30:00	ES	Futures	2870.92	2871.46	2870.38	2870.38	1349.0
2019-01-18 03:35:00	ES	Futures	2870.38	2871.19	2869.56	2869.83	795.0
2019-01-18 03:40:00	ES	Futures	2869.83	2870.11	2867.93	2869.02	1723.0
2019-01-18 03:45:00	ES	Futures	2869.02	2870.11	2867.93	2869.56	947.0
2019-01-18 03:50:00	ES	Futures	2869.56	2870.65	2869.29	2870.65	940.0
2019-01-18 03:55:00	ES	Futures	2870.65	2871.19	2869.29	2869.83	1042.0
2019-01-18 04:00:00	ES	Futures	2869.83	2870.38	2869.29	2869.83	1069.0
2019-01-18 04:05:00	ES	Futures	2869.56	2871.46	2869.02	2871.19	991.0

> showing 50 of 13,696 rows — these rows as CSV

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