PREVIEW / futures_5min / 2019-01-21

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-21.parquet
  size:    174 KB
  rows:    12,363

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
2019-01-21 00:00:00	ES	Futures	2896.45	2897.26	2895.63	2895.63	902.0
2019-01-21 00:05:00	ES	Futures	2895.63	2895.63	2894.01	2894.01	813.0
2019-01-21 00:10:00	ES	Futures	2894.01	2894.28	2893.19	2894.01	505.0
2019-01-21 00:15:00	ES	Futures	2893.73	2894.55	2893.73	2894.01	250.0
2019-01-21 00:20:00	ES	Futures	2894.01	2894.01	2893.19	2893.46	233.0
2019-01-21 00:25:00	ES	Futures	2893.46	2893.73	2893.19	2893.46	278.0
2019-01-21 00:30:00	ES	Futures	2893.46	2894.28	2893.19	2893.46	316.0
2019-01-21 00:35:00	ES	Futures	2893.46	2893.46	2892.38	2893.19	671.0
2019-01-21 00:40:00	ES	Futures	2893.19	2893.73	2892.92	2893.46	307.0
2019-01-21 00:45:00	ES	Futures	2893.46	2893.73	2892.92	2893.73	167.0
2019-01-21 00:50:00	ES	Futures	2893.73	2894.82	2893.73	2894.55	365.0
2019-01-21 00:55:00	ES	Futures	2894.55	2894.82	2894.01	2894.82	410.0
2019-01-21 01:00:00	ES	Futures	2894.55	2895.09	2894.01	2894.01	456.0
2019-01-21 01:05:00	ES	Futures	2894.01	2895.09	2894.01	2895.09	224.0
2019-01-21 01:10:00	ES	Futures	2894.82	2895.36	2894.55	2894.82	228.0
2019-01-21 01:15:00	ES	Futures	2894.82	2895.63	2894.55	2895.36	190.0
2019-01-21 01:20:00	ES	Futures	2895.36	2895.36	2894.55	2894.82	154.0
2019-01-21 01:25:00	ES	Futures	2894.55	2895.36	2894.55	2894.82	185.0
2019-01-21 01:30:00	ES	Futures	2894.82	2895.09	2894.55	2894.82	115.0
2019-01-21 01:35:00	ES	Futures	2894.82	2895.63	2894.55	2895.36	267.0
2019-01-21 01:40:00	ES	Futures	2895.36	2895.36	2894.55	2895.09	152.0
2019-01-21 01:45:00	ES	Futures	2895.09	2895.36	2894.55	2895.36	77.0
2019-01-21 01:50:00	ES	Futures	2895.36	2895.36	2895.09	2895.09	114.0
2019-01-21 01:55:00	ES	Futures	2895.36	2895.36	2894.82	2895.36	92.0
2019-01-21 02:00:00	ES	Futures	2895.09	2895.91	2894.28	2894.55	734.0
2019-01-21 02:05:00	ES	Futures	2894.55	2895.09	2894.28	2894.82	327.0
2019-01-21 02:10:00	ES	Futures	2894.55	2894.82	2894.01	2894.28	451.0
2019-01-21 02:15:00	ES	Futures	2894.28	2895.36	2894.01	2895.36	433.0
2019-01-21 02:20:00	ES	Futures	2895.36	2895.36	2894.55	2894.82	410.0
2019-01-21 02:25:00	ES	Futures	2894.82	2895.36	2894.28	2894.55	607.0
2019-01-21 02:30:00	ES	Futures	2894.82	2894.82	2893.73	2894.55	323.0
2019-01-21 02:35:00	ES	Futures	2894.55	2895.09	2894.28	2894.82	250.0
2019-01-21 02:40:00	ES	Futures	2894.82	2894.82	2894.01	2894.01	276.0
2019-01-21 02:45:00	ES	Futures	2894.28	2894.55	2894.01	2894.01	357.0
2019-01-21 02:50:00	ES	Futures	2894.01	2895.09	2893.73	2894.82	642.0
2019-01-21 02:55:00	ES	Futures	2894.82	2895.09	2894.28	2894.82	660.0
2019-01-21 03:00:00	ES	Futures	2894.82	2895.63	2893.46	2894.01	1858.0
2019-01-21 03:05:00	ES	Futures	2894.28	2894.28	2892.65	2893.19	1113.0
2019-01-21 03:10:00	ES	Futures	2893.19	2893.46	2892.38	2892.65	812.0
2019-01-21 03:15:00	ES	Futures	2892.38	2894.01	2892.1	2893.19	1345.0
2019-01-21 03:20:00	ES	Futures	2893.46	2894.28	2893.19	2894.01	734.0
2019-01-21 03:25:00	ES	Futures	2894.01	2894.01	2892.65	2893.46	321.0
2019-01-21 03:30:00	ES	Futures	2893.46	2893.46	2892.1	2892.65	498.0
2019-01-21 03:35:00	ES	Futures	2892.65	2892.92	2892.38	2892.65	330.0
2019-01-21 03:40:00	ES	Futures	2892.65	2892.92	2891.02	2892.38	1120.0
2019-01-21 03:45:00	ES	Futures	2892.38	2893.73	2892.38	2892.38	630.0
2019-01-21 03:50:00	ES	Futures	2892.38	2892.65	2891.29	2891.56	613.0
2019-01-21 03:55:00	ES	Futures	2891.56	2891.83	2891.02	2891.29	554.0
2019-01-21 04:00:00	ES	Futures	2891.29	2891.83	2888.03	2889.93	3007.0
2019-01-21 04:05:00	ES	Futures	2890.2	2890.2	2888.85	2888.85	669.0

> showing 50 of 12,363 rows — these rows as CSV

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