PREVIEW / futures_5min / 2019-01-27

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-27.parquet
  size:    56 KB
  rows:    3,093

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
2019-01-27 18:00:00	ES	Futures	2889.66	2893.46	2888.57	2889.12	3350.0
2019-01-27 18:05:00	ES	Futures	2889.12	2891.02	2888.57	2890.75	841.0
2019-01-27 18:10:00	ES	Futures	2890.75	2892.38	2890.47	2891.29	304.0
2019-01-27 18:15:00	ES	Futures	2891.29	2891.29	2889.66	2890.2	406.0
2019-01-27 18:20:00	ES	Futures	2889.66	2890.2	2889.12	2890.2	194.0
2019-01-27 18:25:00	ES	Futures	2890.47	2890.75	2890.2	2890.47	81.0
2019-01-27 18:30:00	ES	Futures	2890.75	2891.83	2889.93	2890.2	689.0
2019-01-27 18:35:00	ES	Futures	2890.2	2890.75	2889.66	2890.47	169.0
2019-01-27 18:40:00	ES	Futures	2890.2	2890.47	2889.66	2889.66	182.0
2019-01-27 18:45:00	ES	Futures	2889.66	2889.66	2887.22	2887.76	1415.0
2019-01-27 18:50:00	ES	Futures	2887.76	2888.3	2887.76	2888.3	349.0
2019-01-27 18:55:00	ES	Futures	2888.57	2889.39	2888.03	2888.3	647.0
2019-01-27 19:00:00	ES	Futures	2888.3	2888.57	2886.4	2886.94	1206.0
2019-01-27 19:05:00	ES	Futures	2887.22	2888.57	2886.4	2888.3	1379.0
2019-01-27 19:10:00	ES	Futures	2888.03	2890.75	2887.22	2889.39	1674.0
2019-01-27 19:15:00	ES	Futures	2889.39	2889.39	2887.22	2887.76	1475.0
2019-01-27 19:20:00	ES	Futures	2888.03	2889.39	2887.22	2887.76	631.0
2019-01-27 19:25:00	ES	Futures	2888.03	2888.57	2886.67	2886.94	446.0
2019-01-27 19:30:00	ES	Futures	2886.94	2888.57	2885.59	2886.94	1261.0
2019-01-27 19:35:00	ES	Futures	2886.94	2886.94	2886.13	2886.94	326.0
2019-01-27 19:40:00	ES	Futures	2886.94	2886.94	2886.4	2886.67	422.0
2019-01-27 19:45:00	ES	Futures	2886.94	2886.94	2886.4	2886.94	223.0
2019-01-27 19:50:00	ES	Futures	2886.67	2888.57	2886.4	2888.3	1169.0
2019-01-27 19:55:00	ES	Futures	2888.3	2889.12	2886.94	2887.49	738.0
2019-01-27 20:00:00	ES	Futures	2887.22	2887.76	2886.4	2887.49	836.0
2019-01-27 20:05:00	ES	Futures	2887.49	2887.76	2884.77	2885.86	1389.0
2019-01-27 20:10:00	ES	Futures	2885.86	2885.86	2883.14	2885.31	1889.0
2019-01-27 20:15:00	ES	Futures	2885.31	2886.13	2884.77	2885.59	1060.0
2019-01-27 20:20:00	ES	Futures	2885.86	2886.94	2885.59	2885.59	1196.0
2019-01-27 20:25:00	ES	Futures	2885.86	2888.03	2885.59	2886.94	1185.0
2019-01-27 20:30:00	ES	Futures	2886.94	2889.12	2886.4	2888.85	1451.0
2019-01-27 20:35:00	ES	Futures	2889.12	2890.2	2886.94	2887.22	1913.0
2019-01-27 20:40:00	ES	Futures	2887.49	2888.85	2886.13	2888.57	1191.0
2019-01-27 20:45:00	ES	Futures	2888.57	2889.39	2886.94	2887.22	833.0
2019-01-27 20:50:00	ES	Futures	2887.22	2889.12	2887.22	2888.57	790.0
2019-01-27 20:55:00	ES	Futures	2888.57	2888.57	2886.94	2888.57	567.0
2019-01-27 21:00:00	ES	Futures	2888.85	2889.12	2888.03	2888.3	566.0
2019-01-27 21:05:00	ES	Futures	2888.3	2888.85	2887.76	2888.57	415.0
2019-01-27 21:10:00	ES	Futures	2888.57	2889.12	2888.03	2888.3	336.0
2019-01-27 21:15:00	ES	Futures	2888.03	2888.3	2886.94	2887.22	566.0
2019-01-27 21:20:00	ES	Futures	2887.22	2887.22	2885.59	2886.13	880.0
2019-01-27 21:25:00	ES	Futures	2886.4	2886.67	2885.59	2886.4	485.0
2019-01-27 21:30:00	ES	Futures	2886.4	2886.94	2885.86	2886.4	316.0
2019-01-27 21:35:00	ES	Futures	2886.67	2886.94	2884.5	2885.04	969.0
2019-01-27 21:40:00	ES	Futures	2885.04	2886.13	2884.5	2886.13	429.0
2019-01-27 21:45:00	ES	Futures	2885.86	2886.4	2885.04	2885.04	388.0
2019-01-27 21:50:00	ES	Futures	2885.04	2885.86	2885.04	2885.31	463.0
2019-01-27 21:55:00	ES	Futures	2885.04	2885.59	2885.04	2885.31	226.0
2019-01-27 22:00:00	ES	Futures	2885.04	2885.31	2884.5	2884.77	390.0
2019-01-27 22:05:00	ES	Futures	2884.5	2885.59	2884.23	2885.04	450.0

> showing 50 of 3,093 rows — these rows as CSV

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