PREVIEW / futures_5min / 2019-01-28

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-28.parquet
  size:    256 KB
  rows:    16,738

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
2019-01-28 00:00:00	ES	Futures	2888.57	2888.85	2888.03	2888.3	405.0
2019-01-28 00:05:00	ES	Futures	2888.03	2888.3	2887.76	2887.76	294.0
2019-01-28 00:10:00	ES	Futures	2887.76	2888.3	2887.76	2887.76	340.0
2019-01-28 00:15:00	ES	Futures	2888.03	2888.3	2887.76	2888.03	202.0
2019-01-28 00:20:00	ES	Futures	2888.03	2888.3	2887.76	2887.76	234.0
2019-01-28 00:25:00	ES	Futures	2888.03	2888.03	2886.94	2887.22	473.0
2019-01-28 00:30:00	ES	Futures	2886.94	2887.22	2885.59	2885.86	499.0
2019-01-28 00:35:00	ES	Futures	2885.59	2886.13	2885.31	2885.31	759.0
2019-01-28 00:40:00	ES	Futures	2885.59	2885.86	2884.23	2884.5	1134.0
2019-01-28 00:45:00	ES	Futures	2884.77	2884.77	2883.41	2883.96	952.0
2019-01-28 00:50:00	ES	Futures	2883.68	2883.68	2882.06	2882.33	1400.0
2019-01-28 00:55:00	ES	Futures	2882.33	2882.87	2881.78	2882.87	1079.0
2019-01-28 01:00:00	ES	Futures	2882.6	2883.41	2880.97	2881.24	1356.0
2019-01-28 01:05:00	ES	Futures	2881.24	2883.14	2880.97	2883.14	584.0
2019-01-28 01:10:00	ES	Futures	2883.14	2883.68	2882.6	2882.87	333.0
2019-01-28 01:15:00	ES	Futures	2882.87	2882.87	2881.78	2881.78	303.0
2019-01-28 01:20:00	ES	Futures	2881.78	2882.06	2881.51	2882.06	399.0
2019-01-28 01:25:00	ES	Futures	2882.06	2882.6	2881.24	2881.78	358.0
2019-01-28 01:30:00	ES	Futures	2881.78	2882.6	2881.78	2882.6	262.0
2019-01-28 01:35:00	ES	Futures	2882.6	2882.6	2882.06	2882.06	166.0
2019-01-28 01:40:00	ES	Futures	2882.06	2882.06	2881.51	2881.78	286.0
2019-01-28 01:45:00	ES	Futures	2881.78	2881.78	2880.7	2880.97	414.0
2019-01-28 01:50:00	ES	Futures	2880.7	2881.24	2880.15	2880.7	865.0
2019-01-28 01:55:00	ES	Futures	2880.97	2881.24	2880.7	2880.97	329.0
2019-01-28 02:00:00	ES	Futures	2880.7	2882.6	2880.7	2882.06	730.0
2019-01-28 02:05:00	ES	Futures	2882.06	2883.14	2882.06	2882.87	214.0
2019-01-28 02:10:00	ES	Futures	2882.87	2883.41	2882.06	2882.06	432.0
2019-01-28 02:15:00	ES	Futures	2882.06	2883.14	2882.06	2883.14	389.0
2019-01-28 02:20:00	ES	Futures	2883.14	2883.41	2882.06	2882.33	417.0
2019-01-28 02:25:00	ES	Futures	2882.6	2882.87	2882.33	2882.87	347.0
2019-01-28 02:30:00	ES	Futures	2882.6	2883.41	2882.33	2882.33	554.0
2019-01-28 02:35:00	ES	Futures	2882.33	2882.6	2881.51	2881.78	523.0
2019-01-28 02:40:00	ES	Futures	2882.06	2882.87	2881.51	2882.6	600.0
2019-01-28 02:45:00	ES	Futures	2882.6	2882.87	2882.06	2882.6	318.0
2019-01-28 02:50:00	ES	Futures	2882.33	2882.6	2881.78	2882.06	388.0
2019-01-28 02:55:00	ES	Futures	2881.78	2883.41	2881.78	2883.14	655.0
2019-01-28 03:00:00	ES	Futures	2882.87	2883.68	2880.7	2882.06	2517.0
2019-01-28 03:05:00	ES	Futures	2881.78	2882.87	2880.97	2881.24	1625.0
2019-01-28 03:10:00	ES	Futures	2881.51	2881.51	2879.61	2879.88	2038.0
2019-01-28 03:15:00	ES	Futures	2879.61	2880.43	2879.34	2880.43	1324.0
2019-01-28 03:20:00	ES	Futures	2880.43	2881.51	2880.43	2881.24	844.0
2019-01-28 03:25:00	ES	Futures	2880.97	2881.51	2877.44	2877.44	2985.0
2019-01-28 03:30:00	ES	Futures	2877.44	2878.25	2876.9	2877.17	2130.0
2019-01-28 03:35:00	ES	Futures	2877.44	2877.98	2876.35	2876.9	2024.0
2019-01-28 03:40:00	ES	Futures	2876.62	2878.25	2876.62	2877.71	720.0
2019-01-28 03:45:00	ES	Futures	2877.44	2878.52	2876.9	2876.9	890.0
2019-01-28 03:50:00	ES	Futures	2877.17	2878.25	2876.9	2877.71	868.0
2019-01-28 03:55:00	ES	Futures	2877.71	2878.8	2876.9	2878.25	1361.0
2019-01-28 04:00:00	ES	Futures	2877.98	2879.88	2877.71	2878.52	1690.0
2019-01-28 04:05:00	ES	Futures	2878.8	2879.34	2877.98	2877.98	833.0

> showing 50 of 16,738 rows — these rows as CSV

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