PREVIEW / futures_5min / 2019-01-22

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-22.parquet
  size:    267 KB
  rows:    16,953

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
2019-01-22 00:00:00	ES	Futures	2882.33	2882.6	2881.78	2882.06	541.0
2019-01-22 00:05:00	ES	Futures	2882.06	2882.33	2881.51	2881.51	393.0
2019-01-22 00:10:00	ES	Futures	2881.78	2882.33	2881.24	2882.33	277.0
2019-01-22 00:15:00	ES	Futures	2882.06	2882.06	2881.24	2881.51	388.0
2019-01-22 00:20:00	ES	Futures	2881.24	2881.51	2880.43	2880.97	712.0
2019-01-22 00:25:00	ES	Futures	2880.97	2881.51	2880.97	2881.51	377.0
2019-01-22 00:30:00	ES	Futures	2881.51	2881.51	2880.43	2880.43	319.0
2019-01-22 00:35:00	ES	Futures	2880.7	2880.97	2880.15	2880.43	456.0
2019-01-22 00:40:00	ES	Futures	2880.43	2880.7	2879.88	2880.43	647.0
2019-01-22 00:45:00	ES	Futures	2880.43	2880.97	2880.43	2880.43	562.0
2019-01-22 00:50:00	ES	Futures	2880.43	2880.7	2879.88	2880.7	495.0
2019-01-22 00:55:00	ES	Futures	2880.7	2880.97	2880.15	2880.97	643.0
2019-01-22 01:00:00	ES	Futures	2880.97	2880.97	2879.88	2880.15	318.0
2019-01-22 01:05:00	ES	Futures	2880.15	2880.15	2878.8	2879.07	963.0
2019-01-22 01:10:00	ES	Futures	2879.07	2879.61	2878.8	2879.34	697.0
2019-01-22 01:15:00	ES	Futures	2879.61	2879.61	2879.34	2879.61	210.0
2019-01-22 01:20:00	ES	Futures	2879.88	2879.88	2879.34	2879.34	233.0
2019-01-22 01:25:00	ES	Futures	2879.34	2879.34	2879.07	2879.34	166.0
2019-01-22 01:30:00	ES	Futures	2879.34	2879.61	2878.8	2878.8	235.0
2019-01-22 01:35:00	ES	Futures	2879.07	2879.34	2878.52	2879.07	271.0
2019-01-22 01:40:00	ES	Futures	2879.07	2879.88	2879.07	2879.88	240.0
2019-01-22 01:45:00	ES	Futures	2879.61	2880.43	2879.61	2880.15	282.0
2019-01-22 01:50:00	ES	Futures	2880.15	2880.15	2879.34	2879.34	276.0
2019-01-22 01:55:00	ES	Futures	2879.34	2880.15	2879.34	2880.15	204.0
2019-01-22 02:00:00	ES	Futures	2879.88	2880.97	2879.88	2880.7	786.0
2019-01-22 02:05:00	ES	Futures	2880.43	2880.43	2879.61	2879.88	862.0
2019-01-22 02:10:00	ES	Futures	2879.61	2879.61	2878.25	2879.34	1391.0
2019-01-22 02:15:00	ES	Futures	2879.34	2882.33	2879.34	2882.06	1624.0
2019-01-22 02:20:00	ES	Futures	2881.78	2882.6	2881.51	2882.33	848.0
2019-01-22 02:25:00	ES	Futures	2882.06	2882.87	2881.24	2882.87	734.0
2019-01-22 02:30:00	ES	Futures	2882.6	2882.87	2881.78	2881.78	874.0
2019-01-22 02:35:00	ES	Futures	2881.78	2883.14	2881.78	2882.33	498.0
2019-01-22 02:40:00	ES	Futures	2882.6	2883.14	2882.06	2882.6	495.0
2019-01-22 02:45:00	ES	Futures	2882.87	2883.14	2882.06	2882.06	469.0
2019-01-22 02:50:00	ES	Futures	2882.06	2882.87	2882.06	2882.33	369.0
2019-01-22 02:55:00	ES	Futures	2882.33	2882.6	2880.97	2881.24	795.0
2019-01-22 03:00:00	ES	Futures	2881.24	2882.33	2879.88	2882.06	1979.0
2019-01-22 03:05:00	ES	Futures	2882.33	2884.77	2882.06	2883.68	1975.0
2019-01-22 03:10:00	ES	Futures	2883.68	2884.23	2882.6	2882.87	991.0
2019-01-22 03:15:00	ES	Futures	2882.87	2883.14	2881.78	2882.6	947.0
2019-01-22 03:20:00	ES	Futures	2882.6	2883.96	2881.51	2883.68	979.0
2019-01-22 03:25:00	ES	Futures	2883.68	2884.5	2882.87	2883.14	871.0
2019-01-22 03:30:00	ES	Futures	2883.14	2884.77	2883.14	2884.77	1290.0
2019-01-22 03:35:00	ES	Futures	2884.77	2885.59	2884.23	2885.04	934.0
2019-01-22 03:40:00	ES	Futures	2885.04	2885.31	2884.5	2884.5	510.0
2019-01-22 03:45:00	ES	Futures	2884.5	2884.77	2883.68	2884.5	936.0
2019-01-22 03:50:00	ES	Futures	2884.5	2885.31	2883.96	2884.23	897.0
2019-01-22 03:55:00	ES	Futures	2884.23	2884.23	2883.14	2884.23	1057.0
2019-01-22 04:00:00	ES	Futures	2884.23	2886.4	2884.23	2886.4	1698.0
2019-01-22 04:05:00	ES	Futures	2886.13	2886.4	2884.77	2886.13	1123.0

> showing 50 of 16,953 rows — these rows as CSV

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