PREVIEW / futures_5min / 2019-01-24

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-24.parquet
  size:    265 KB
  rows:    16,650

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
2019-01-24 00:00:00	ES	Futures	2864.95	2865.76	2864.67	2865.22	504.0
2019-01-24 00:05:00	ES	Futures	2864.95	2865.76	2864.67	2864.67	423.0
2019-01-24 00:10:00	ES	Futures	2864.67	2864.95	2864.4	2864.67	268.0
2019-01-24 00:15:00	ES	Futures	2864.67	2865.49	2864.13	2864.4	387.0
2019-01-24 00:20:00	ES	Futures	2864.67	2866.3	2864.67	2866.3	854.0
2019-01-24 00:25:00	ES	Futures	2866.03	2866.58	2865.49	2865.49	491.0
2019-01-24 00:30:00	ES	Futures	2865.49	2865.49	2864.13	2864.13	489.0
2019-01-24 00:35:00	ES	Futures	2864.13	2864.67	2863.59	2864.4	241.0
2019-01-24 00:40:00	ES	Futures	2864.13	2865.49	2864.13	2864.95	360.0
2019-01-24 00:45:00	ES	Futures	2865.22	2865.76	2864.67	2864.95	354.0
2019-01-24 00:50:00	ES	Futures	2864.95	2865.22	2864.67	2865.22	133.0
2019-01-24 00:55:00	ES	Futures	2865.22	2867.12	2865.22	2866.85	923.0
2019-01-24 01:00:00	ES	Futures	2866.58	2866.58	2864.95	2865.22	519.0
2019-01-24 01:05:00	ES	Futures	2865.49	2865.76	2865.49	2865.49	143.0
2019-01-24 01:10:00	ES	Futures	2865.49	2866.3	2865.49	2865.76	211.0
2019-01-24 01:15:00	ES	Futures	2866.03	2866.3	2865.76	2865.76	144.0
2019-01-24 01:20:00	ES	Futures	2866.03	2866.03	2865.49	2866.03	123.0
2019-01-24 01:25:00	ES	Futures	2866.03	2866.85	2866.03	2866.03	311.0
2019-01-24 01:30:00	ES	Futures	2866.03	2866.03	2865.22	2866.03	181.0
2019-01-24 01:35:00	ES	Futures	2866.03	2866.3	2865.49	2865.76	131.0
2019-01-24 01:40:00	ES	Futures	2865.76	2865.76	2864.4	2864.95	349.0
2019-01-24 01:45:00	ES	Futures	2864.95	2865.22	2864.67	2864.95	166.0
2019-01-24 01:50:00	ES	Futures	2864.95	2865.22	2864.4	2864.67	173.0
2019-01-24 01:55:00	ES	Futures	2864.67	2864.95	2864.13	2864.4	210.0
2019-01-24 02:00:00	ES	Futures	2864.4	2865.22	2863.04	2864.13	745.0
2019-01-24 02:05:00	ES	Futures	2863.86	2864.13	2862.23	2862.5	681.0
2019-01-24 02:10:00	ES	Futures	2862.5	2863.59	2862.5	2863.04	486.0
2019-01-24 02:15:00	ES	Futures	2863.04	2863.32	2861.96	2862.77	1012.0
2019-01-24 02:20:00	ES	Futures	2863.04	2863.86	2862.77	2863.32	489.0
2019-01-24 02:25:00	ES	Futures	2863.04	2864.13	2862.5	2863.86	596.0
2019-01-24 02:30:00	ES	Futures	2863.59	2865.76	2863.32	2865.49	1559.0
2019-01-24 02:35:00	ES	Futures	2865.22	2865.22	2864.13	2864.4	546.0
2019-01-24 02:40:00	ES	Futures	2864.67	2865.76	2864.67	2864.95	522.0
2019-01-24 02:45:00	ES	Futures	2865.22	2866.3	2864.95	2865.76	579.0
2019-01-24 02:50:00	ES	Futures	2865.76	2866.03	2864.4	2865.22	434.0
2019-01-24 02:55:00	ES	Futures	2864.95	2865.22	2863.86	2864.95	734.0
2019-01-24 03:00:00	ES	Futures	2864.67	2865.49	2862.77	2863.59	2322.0
2019-01-24 03:05:00	ES	Futures	2863.86	2864.13	2861.96	2862.23	1501.0
2019-01-24 03:10:00	ES	Futures	2861.96	2862.77	2861.14	2861.96	1429.0
2019-01-24 03:15:00	ES	Futures	2861.96	2863.86	2860.87	2863.32	2240.0
2019-01-24 03:20:00	ES	Futures	2863.32	2863.32	2860.06	2860.87	1726.0
2019-01-24 03:25:00	ES	Futures	2861.14	2862.77	2860.87	2861.41	1173.0
2019-01-24 03:30:00	ES	Futures	2861.14	2863.32	2860.06	2862.77	1513.0
2019-01-24 03:35:00	ES	Futures	2862.77	2865.76	2862.77	2865.22	1861.0
2019-01-24 03:40:00	ES	Futures	2865.22	2866.85	2865.22	2866.85	1376.0
2019-01-24 03:45:00	ES	Futures	2866.85	2867.66	2866.3	2867.66	1044.0
2019-01-24 03:50:00	ES	Futures	2867.93	2868.75	2867.12	2867.66	1261.0
2019-01-24 03:55:00	ES	Futures	2867.93	2868.48	2866.85	2867.39	830.0
2019-01-24 04:00:00	ES	Futures	2867.39	2867.66	2866.3	2866.58	1126.0
2019-01-24 04:05:00	ES	Futures	2866.3	2867.12	2865.49	2866.85	1134.0

> showing 50 of 16,650 rows — these rows as CSV

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