PREVIEW / futures_5min / 2019-01-29

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-29.parquet
  size:    255 KB
  rows:    16,803

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
2019-01-29 00:00:00	ES	Futures	2861.69	2861.96	2860.33	2861.41	776.0
2019-01-29 00:05:00	ES	Futures	2861.41	2861.96	2861.14	2861.14	655.0
2019-01-29 00:10:00	ES	Futures	2861.14	2861.96	2860.87	2861.14	717.0
2019-01-29 00:15:00	ES	Futures	2861.14	2861.41	2860.33	2860.6	471.0
2019-01-29 00:20:00	ES	Futures	2860.87	2860.87	2860.6	2860.6	235.0
2019-01-29 00:25:00	ES	Futures	2860.6	2861.96	2860.6	2861.96	426.0
2019-01-29 00:30:00	ES	Futures	2861.96	2863.32	2861.41	2863.32	1385.0
2019-01-29 00:35:00	ES	Futures	2863.32	2864.95	2863.32	2864.4	1366.0
2019-01-29 00:40:00	ES	Futures	2864.4	2865.22	2863.86	2864.13	644.0
2019-01-29 00:45:00	ES	Futures	2864.4	2864.4	2863.59	2864.13	423.0
2019-01-29 00:50:00	ES	Futures	2864.13	2867.39	2864.13	2865.76	1758.0
2019-01-29 00:55:00	ES	Futures	2865.49	2866.03	2865.22	2865.76	622.0
2019-01-29 01:00:00	ES	Futures	2865.76	2866.03	2865.22	2865.49	472.0
2019-01-29 01:05:00	ES	Futures	2865.49	2866.58	2865.49	2866.3	798.0
2019-01-29 01:10:00	ES	Futures	2866.3	2867.66	2866.3	2867.39	907.0
2019-01-29 01:15:00	ES	Futures	2867.39	2867.66	2866.85	2867.39	310.0
2019-01-29 01:20:00	ES	Futures	2867.12	2867.12	2866.58	2866.58	267.0
2019-01-29 01:25:00	ES	Futures	2866.58	2866.85	2865.76	2866.03	524.0
2019-01-29 01:30:00	ES	Futures	2866.03	2866.3	2865.49	2865.76	696.0
2019-01-29 01:35:00	ES	Futures	2865.49	2865.49	2864.67	2865.22	777.0
2019-01-29 01:40:00	ES	Futures	2865.22	2865.22	2863.86	2864.67	694.0
2019-01-29 01:45:00	ES	Futures	2864.67	2864.67	2863.86	2864.4	236.0
2019-01-29 01:50:00	ES	Futures	2864.4	2865.49	2864.4	2864.4	419.0
2019-01-29 01:55:00	ES	Futures	2864.4	2864.67	2863.86	2863.86	365.0
2019-01-29 02:00:00	ES	Futures	2864.13	2864.95	2863.59	2864.4	564.0
2019-01-29 02:05:00	ES	Futures	2864.13	2864.67	2862.77	2863.04	818.0
2019-01-29 02:10:00	ES	Futures	2863.04	2864.13	2863.04	2863.59	487.0
2019-01-29 02:15:00	ES	Futures	2863.59	2863.59	2862.5	2862.77	804.0
2019-01-29 02:20:00	ES	Futures	2863.04	2863.04	2862.5	2862.5	372.0
2019-01-29 02:25:00	ES	Futures	2862.5	2862.77	2861.96	2862.5	298.0
2019-01-29 02:30:00	ES	Futures	2862.5	2863.86	2861.69	2862.77	953.0
2019-01-29 02:35:00	ES	Futures	2862.77	2863.04	2861.41	2861.41	480.0
2019-01-29 02:40:00	ES	Futures	2861.69	2862.23	2861.14	2861.96	520.0
2019-01-29 02:45:00	ES	Futures	2861.96	2862.77	2861.14	2861.41	673.0
2019-01-29 02:50:00	ES	Futures	2861.41	2862.23	2861.41	2861.69	418.0
2019-01-29 02:55:00	ES	Futures	2861.41	2862.5	2861.14	2862.5	512.0
2019-01-29 03:00:00	ES	Futures	2862.5	2862.77	2859.79	2860.06	2763.0
2019-01-29 03:05:00	ES	Futures	2859.79	2861.14	2859.51	2861.14	1588.0
2019-01-29 03:10:00	ES	Futures	2861.14	2861.14	2859.79	2859.79	1505.0
2019-01-29 03:15:00	ES	Futures	2859.79	2861.41	2859.51	2861.14	1869.0
2019-01-29 03:20:00	ES	Futures	2860.87	2861.96	2860.6	2861.41	1259.0
2019-01-29 03:25:00	ES	Futures	2861.41	2861.96	2860.6	2861.14	896.0
2019-01-29 03:30:00	ES	Futures	2860.87	2862.5	2860.87	2861.41	942.0
2019-01-29 03:35:00	ES	Futures	2861.41	2863.59	2861.41	2863.04	817.0
2019-01-29 03:40:00	ES	Futures	2863.04	2864.4	2863.04	2863.32	1760.0
2019-01-29 03:45:00	ES	Futures	2863.32	2863.59	2862.77	2863.32	923.0
2019-01-29 03:50:00	ES	Futures	2863.32	2864.95	2862.5	2864.13	1743.0
2019-01-29 03:55:00	ES	Futures	2864.13	2865.49	2863.86	2865.22	2245.0
2019-01-29 04:00:00	ES	Futures	2864.95	2866.03	2864.67	2866.03	1843.0
2019-01-29 04:05:00	ES	Futures	2865.76	2866.58	2865.22	2865.76	1196.0

> showing 50 of 16,803 rows — these rows as CSV

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