PREVIEW / futures_5min / 2019-01-20

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-20.parquet
  size:    48 KB
  rows:    2,608

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
2019-01-20 18:00:00	ES	Futures	2899.71	2904.33	2899.71	2901.34	2620.0
2019-01-20 18:05:00	ES	Futures	2901.34	2903.24	2900.79	2902.7	716.0
2019-01-20 18:10:00	ES	Futures	2902.97	2902.97	2901.34	2901.61	287.0
2019-01-20 18:15:00	ES	Futures	2901.61	2901.61	2899.98	2900.52	480.0
2019-01-20 18:20:00	ES	Futures	2900.52	2901.61	2899.98	2900.79	255.0
2019-01-20 18:25:00	ES	Futures	2901.07	2901.34	2900.25	2900.79	189.0
2019-01-20 18:30:00	ES	Futures	2900.52	2900.52	2898.62	2899.17	633.0
2019-01-20 18:35:00	ES	Futures	2898.89	2900.79	2898.62	2899.98	283.0
2019-01-20 18:40:00	ES	Futures	2899.71	2900.25	2899.17	2899.44	128.0
2019-01-20 18:45:00	ES	Futures	2899.44	2899.71	2898.08	2898.35	347.0
2019-01-20 18:50:00	ES	Futures	2898.62	2898.89	2897.54	2898.62	380.0
2019-01-20 18:55:00	ES	Futures	2898.89	2899.71	2898.35	2898.62	294.0
2019-01-20 19:00:00	ES	Futures	2898.62	2898.62	2896.18	2896.99	1301.0
2019-01-20 19:05:00	ES	Futures	2896.72	2897.54	2895.91	2897.26	838.0
2019-01-20 19:10:00	ES	Futures	2897.26	2898.62	2896.99	2898.35	701.0
2019-01-20 19:15:00	ES	Futures	2898.62	2899.44	2897.81	2899.17	702.0
2019-01-20 19:20:00	ES	Futures	2899.17	2899.17	2897.81	2898.08	471.0
2019-01-20 19:25:00	ES	Futures	2898.08	2898.89	2897.26	2897.81	553.0
2019-01-20 19:30:00	ES	Futures	2897.81	2899.17	2897.81	2898.62	493.0
2019-01-20 19:35:00	ES	Futures	2898.89	2899.71	2898.08	2899.71	480.0
2019-01-20 19:40:00	ES	Futures	2899.71	2899.71	2898.89	2898.89	548.0
2019-01-20 19:45:00	ES	Futures	2898.89	2899.17	2898.35	2898.62	353.0
2019-01-20 19:50:00	ES	Futures	2898.62	2899.17	2897.54	2897.81	409.0
2019-01-20 19:55:00	ES	Futures	2897.81	2898.35	2897.54	2898.08	360.0
2019-01-20 20:00:00	ES	Futures	2897.81	2898.08	2896.45	2896.72	633.0
2019-01-20 20:05:00	ES	Futures	2896.72	2896.72	2892.1	2892.92	3106.0
2019-01-20 20:10:00	ES	Futures	2892.92	2893.19	2891.29	2892.1	2103.0
2019-01-20 20:15:00	ES	Futures	2892.38	2892.92	2890.47	2892.65	1631.0
2019-01-20 20:20:00	ES	Futures	2892.65	2892.65	2890.75	2891.83	1125.0
2019-01-20 20:25:00	ES	Futures	2891.83	2892.65	2891.29	2892.65	707.0
2019-01-20 20:30:00	ES	Futures	2892.65	2894.55	2892.1	2894.01	1392.0
2019-01-20 20:35:00	ES	Futures	2894.01	2894.55	2893.46	2894.28	771.0
2019-01-20 20:40:00	ES	Futures	2894.55	2895.36	2894.28	2894.82	1313.0
2019-01-20 20:45:00	ES	Futures	2894.82	2895.63	2894.55	2895.09	770.0
2019-01-20 20:50:00	ES	Futures	2895.09	2895.36	2894.28	2895.09	506.0
2019-01-20 20:55:00	ES	Futures	2894.82	2895.36	2893.73	2893.73	482.0
2019-01-20 21:00:00	ES	Futures	2894.01	2897.26	2893.73	2897.26	1738.0
2019-01-20 21:05:00	ES	Futures	2897.26	2897.81	2896.45	2897.54	1351.0
2019-01-20 21:10:00	ES	Futures	2897.54	2897.81	2895.63	2895.63	754.0
2019-01-20 21:15:00	ES	Futures	2895.63	2896.45	2895.09	2895.91	583.0
2019-01-20 21:20:00	ES	Futures	2895.91	2895.91	2893.19	2894.28	1103.0
2019-01-20 21:25:00	ES	Futures	2894.28	2894.55	2892.92	2894.28	647.0
2019-01-20 21:30:00	ES	Futures	2894.28	2895.36	2894.01	2894.55	369.0
2019-01-20 21:35:00	ES	Futures	2894.55	2895.91	2894.28	2895.91	370.0
2019-01-20 21:40:00	ES	Futures	2895.91	2896.99	2895.63	2896.18	517.0
2019-01-20 21:45:00	ES	Futures	2896.18	2896.45	2895.63	2896.45	213.0
2019-01-20 21:50:00	ES	Futures	2896.72	2897.81	2896.45	2896.99	605.0
2019-01-20 21:55:00	ES	Futures	2897.26	2897.26	2896.18	2896.72	298.0
2019-01-20 22:00:00	ES	Futures	2896.45	2896.72	2895.63	2896.45	356.0
2019-01-20 22:05:00	ES	Futures	2896.45	2896.72	2895.36	2895.91	335.0

> showing 50 of 2,608 rows — these rows as CSV

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