PREVIEW / futures_5min / 2019-01-23

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-23.parquet
  size:    263 KB
  rows:    16,775

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
2019-01-23 00:00:00	ES	Futures	2865.49	2865.49	2863.32	2864.4	662.0
2019-01-23 00:05:00	ES	Futures	2864.13	2864.67	2863.86	2864.4	301.0
2019-01-23 00:10:00	ES	Futures	2864.13	2864.95	2864.13	2864.67	226.0
2019-01-23 00:15:00	ES	Futures	2864.67	2865.22	2863.86	2864.13	270.0
2019-01-23 00:20:00	ES	Futures	2864.13	2864.95	2863.86	2864.95	163.0
2019-01-23 00:25:00	ES	Futures	2864.67	2864.95	2863.86	2864.13	306.0
2019-01-23 00:30:00	ES	Futures	2864.4	2864.4	2863.86	2864.13	389.0
2019-01-23 00:35:00	ES	Futures	2864.4	2864.4	2863.32	2863.86	413.0
2019-01-23 00:40:00	ES	Futures	2863.86	2863.86	2863.32	2863.86	209.0
2019-01-23 00:45:00	ES	Futures	2863.59	2863.86	2862.5	2862.5	965.0
2019-01-23 00:50:00	ES	Futures	2862.5	2864.13	2862.5	2863.86	563.0
2019-01-23 00:55:00	ES	Futures	2863.59	2863.86	2862.77	2863.04	377.0
2019-01-23 01:00:00	ES	Futures	2863.32	2863.86	2863.04	2863.32	497.0
2019-01-23 01:05:00	ES	Futures	2863.32	2864.4	2863.32	2863.59	333.0
2019-01-23 01:10:00	ES	Futures	2863.59	2864.13	2863.59	2863.59	213.0
2019-01-23 01:15:00	ES	Futures	2863.32	2864.13	2863.32	2863.59	158.0
2019-01-23 01:20:00	ES	Futures	2863.86	2865.22	2863.86	2865.22	296.0
2019-01-23 01:25:00	ES	Futures	2865.22	2865.49	2864.95	2865.22	223.0
2019-01-23 01:30:00	ES	Futures	2865.22	2865.76	2864.4	2865.49	385.0
2019-01-23 01:35:00	ES	Futures	2865.76	2865.76	2864.95	2864.95	146.0
2019-01-23 01:40:00	ES	Futures	2864.95	2865.22	2864.4	2864.67	197.0
2019-01-23 01:45:00	ES	Futures	2864.4	2864.95	2864.13	2864.4	313.0
2019-01-23 01:50:00	ES	Futures	2864.4	2864.67	2864.13	2864.4	179.0
2019-01-23 01:55:00	ES	Futures	2864.4	2864.67	2863.86	2863.86	266.0
2019-01-23 02:00:00	ES	Futures	2863.86	2864.4	2861.96	2863.04	1349.0
2019-01-23 02:05:00	ES	Futures	2863.04	2863.32	2860.6	2861.41	1319.0
2019-01-23 02:10:00	ES	Futures	2861.14	2862.23	2860.6	2860.6	806.0
2019-01-23 02:15:00	ES	Futures	2860.6	2860.87	2858.7	2859.24	1115.0
2019-01-23 02:20:00	ES	Futures	2859.24	2860.33	2858.97	2860.33	744.0
2019-01-23 02:25:00	ES	Futures	2860.33	2861.41	2859.51	2859.51	929.0
2019-01-23 02:30:00	ES	Futures	2859.51	2860.6	2858.43	2860.6	949.0
2019-01-23 02:35:00	ES	Futures	2860.87	2861.14	2860.06	2860.6	522.0
2019-01-23 02:40:00	ES	Futures	2860.87	2861.69	2860.06	2860.6	549.0
2019-01-23 02:45:00	ES	Futures	2860.33	2860.6	2858.97	2860.06	777.0
2019-01-23 02:50:00	ES	Futures	2860.33	2860.33	2859.24	2859.51	623.0
2019-01-23 02:55:00	ES	Futures	2859.79	2861.14	2858.43	2858.7	1444.0
2019-01-23 03:00:00	ES	Futures	2858.97	2860.33	2855.98	2856.53	3595.0
2019-01-23 03:05:00	ES	Futures	2856.8	2856.8	2855.17	2855.44	2519.0
2019-01-23 03:10:00	ES	Futures	2855.44	2856.53	2854.35	2854.9	2117.0
2019-01-23 03:15:00	ES	Futures	2855.17	2857.34	2854.35	2857.34	2251.0
2019-01-23 03:20:00	ES	Futures	2857.34	2859.24	2856.53	2858.16	2107.0
2019-01-23 03:25:00	ES	Futures	2858.16	2858.43	2856.53	2857.07	1364.0
2019-01-23 03:30:00	ES	Futures	2856.8	2859.24	2855.71	2858.16	1982.0
2019-01-23 03:35:00	ES	Futures	2858.16	2859.79	2857.88	2859.24	1154.0
2019-01-23 03:40:00	ES	Futures	2859.24	2859.51	2858.43	2859.51	1342.0
2019-01-23 03:45:00	ES	Futures	2859.51	2860.33	2858.16	2860.06	1618.0
2019-01-23 03:50:00	ES	Futures	2860.06	2860.06	2858.43	2858.43	819.0
2019-01-23 03:55:00	ES	Futures	2858.7	2859.51	2858.43	2858.7	798.0
2019-01-23 04:00:00	ES	Futures	2858.7	2860.6	2858.43	2860.06	785.0
2019-01-23 04:05:00	ES	Futures	2860.33	2861.96	2860.33	2861.41	1360.0

> showing 50 of 16,775 rows — these rows as CSV

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