PREVIEW / futures_5min / 2019-01-25

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-25.parquet
  size:    230 KB
  rows:    13,692

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
2019-01-25 00:00:00	ES	Futures	2877.98	2878.52	2877.44	2878.25	361.0
2019-01-25 00:05:00	ES	Futures	2878.25	2878.52	2877.17	2877.17	444.0
2019-01-25 00:10:00	ES	Futures	2877.17	2877.98	2876.9	2877.71	523.0
2019-01-25 00:15:00	ES	Futures	2877.98	2878.52	2877.71	2878.52	393.0
2019-01-25 00:20:00	ES	Futures	2878.25	2878.8	2877.98	2878.52	501.0
2019-01-25 00:25:00	ES	Futures	2878.52	2879.88	2877.98	2879.34	755.0
2019-01-25 00:30:00	ES	Futures	2879.34	2879.88	2879.34	2879.34	239.0
2019-01-25 00:35:00	ES	Futures	2879.07	2879.34	2877.71	2877.98	518.0
2019-01-25 00:40:00	ES	Futures	2878.25	2879.07	2877.98	2878.52	249.0
2019-01-25 00:45:00	ES	Futures	2878.8	2878.8	2878.25	2878.25	206.0
2019-01-25 00:50:00	ES	Futures	2878.25	2878.8	2878.25	2878.52	108.0
2019-01-25 00:55:00	ES	Futures	2878.52	2878.52	2877.71	2877.71	341.0
2019-01-25 01:00:00	ES	Futures	2877.71	2878.52	2877.44	2878.52	534.0
2019-01-25 01:05:00	ES	Futures	2878.52	2879.07	2877.98	2878.8	330.0
2019-01-25 01:10:00	ES	Futures	2878.8	2878.8	2877.44	2877.98	296.0
2019-01-25 01:15:00	ES	Futures	2878.25	2878.25	2877.98	2878.25	203.0
2019-01-25 01:20:00	ES	Futures	2878.25	2879.07	2878.25	2878.52	283.0
2019-01-25 01:25:00	ES	Futures	2878.8	2878.8	2877.17	2877.17	545.0
2019-01-25 01:30:00	ES	Futures	2877.17	2877.71	2877.17	2877.71	332.0
2019-01-25 01:35:00	ES	Futures	2877.44	2877.98	2877.17	2877.98	235.0
2019-01-25 01:40:00	ES	Futures	2877.98	2878.25	2874.99	2876.9	1340.0
2019-01-25 01:45:00	ES	Futures	2876.62	2876.62	2876.08	2876.62	293.0
2019-01-25 01:50:00	ES	Futures	2876.35	2876.9	2875.54	2875.54	367.0
2019-01-25 01:55:00	ES	Futures	2875.81	2876.9	2875.54	2876.62	397.0
2019-01-25 02:00:00	ES	Futures	2876.9	2877.44	2875.81	2876.35	710.0
2019-01-25 02:05:00	ES	Futures	2876.35	2878.52	2876.08	2878.25	747.0
2019-01-25 02:10:00	ES	Futures	2878.25	2878.8	2877.44	2877.98	416.0
2019-01-25 02:15:00	ES	Futures	2877.71	2879.34	2877.44	2878.52	650.0
2019-01-25 02:20:00	ES	Futures	2878.52	2878.8	2877.44	2878.52	749.0
2019-01-25 02:25:00	ES	Futures	2878.25	2878.25	2876.9	2877.17	599.0
2019-01-25 02:30:00	ES	Futures	2877.17	2877.44	2876.35	2877.17	639.0
2019-01-25 02:35:00	ES	Futures	2876.9	2876.9	2875.54	2876.08	511.0
2019-01-25 02:40:00	ES	Futures	2876.08	2877.17	2875.81	2876.9	509.0
2019-01-25 02:45:00	ES	Futures	2876.9	2877.44	2876.62	2876.62	498.0
2019-01-25 02:50:00	ES	Futures	2876.9	2877.98	2876.62	2877.71	543.0
2019-01-25 02:55:00	ES	Futures	2877.71	2878.25	2876.9	2878.25	650.0
2019-01-25 03:00:00	ES	Futures	2877.98	2878.25	2874.99	2876.35	2702.0
2019-01-25 03:05:00	ES	Futures	2876.62	2876.62	2874.99	2875.81	1499.0
2019-01-25 03:10:00	ES	Futures	2875.81	2875.81	2873.36	2873.64	1831.0
2019-01-25 03:15:00	ES	Futures	2873.91	2875.54	2873.09	2875.54	2264.0
2019-01-25 03:20:00	ES	Futures	2875.54	2878.25	2875.54	2877.98	1882.0
2019-01-25 03:25:00	ES	Futures	2877.98	2880.43	2876.9	2880.15	2355.0
2019-01-25 03:30:00	ES	Futures	2880.15	2880.15	2877.17	2877.17	2053.0
2019-01-25 03:35:00	ES	Futures	2877.17	2877.71	2876.08	2877.17	1568.0
2019-01-25 03:40:00	ES	Futures	2877.44	2878.52	2877.17	2877.98	871.0
2019-01-25 03:45:00	ES	Futures	2877.98	2879.07	2877.44	2879.07	1635.0
2019-01-25 03:50:00	ES	Futures	2878.8	2880.97	2878.52	2880.7	1621.0
2019-01-25 03:55:00	ES	Futures	2880.97	2882.06	2879.88	2880.7	3172.0
2019-01-25 04:00:00	ES	Futures	2880.7	2881.78	2879.88	2880.43	1994.0
2019-01-25 04:05:00	ES	Futures	2880.43	2880.7	2879.34	2880.15	1304.0

> showing 50 of 13,692 rows — these rows as CSV

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