PREVIEW / futures_5min / 2019-01-30

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-30.parquet
  size:    270 KB
  rows:    16,749

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
2019-01-30 00:00:00	ES	Futures	2871.74	2872.28	2871.46	2872.28	411.0
2019-01-30 00:05:00	ES	Futures	2872.28	2872.28	2870.65	2870.92	447.0
2019-01-30 00:10:00	ES	Futures	2870.65	2871.19	2870.11	2870.38	330.0
2019-01-30 00:15:00	ES	Futures	2870.65	2870.65	2869.83	2870.38	577.0
2019-01-30 00:20:00	ES	Futures	2870.11	2870.38	2869.56	2869.83	202.0
2019-01-30 00:25:00	ES	Futures	2869.83	2870.38	2869.29	2869.29	372.0
2019-01-30 00:30:00	ES	Futures	2869.56	2870.38	2868.75	2870.38	527.0
2019-01-30 00:35:00	ES	Futures	2870.38	2870.65	2869.83	2870.38	518.0
2019-01-30 00:40:00	ES	Futures	2870.38	2870.65	2869.83	2869.83	417.0
2019-01-30 00:45:00	ES	Futures	2869.83	2870.11	2869.02	2869.29	522.0
2019-01-30 00:50:00	ES	Futures	2869.56	2869.56	2867.39	2867.66	1199.0
2019-01-30 00:55:00	ES	Futures	2867.39	2868.48	2866.85	2867.93	746.0
2019-01-30 01:00:00	ES	Futures	2867.93	2869.83	2867.66	2868.75	975.0
2019-01-30 01:05:00	ES	Futures	2869.02	2869.56	2868.75	2869.02	467.0
2019-01-30 01:10:00	ES	Futures	2869.29	2869.56	2868.48	2868.75	499.0
2019-01-30 01:15:00	ES	Futures	2868.75	2870.11	2868.75	2869.02	532.0
2019-01-30 01:20:00	ES	Futures	2869.29	2869.56	2867.93	2868.75	670.0
2019-01-30 01:25:00	ES	Futures	2868.48	2869.02	2867.66	2868.48	587.0
2019-01-30 01:30:00	ES	Futures	2868.2	2868.48	2867.66	2867.66	872.0
2019-01-30 01:35:00	ES	Futures	2867.66	2868.75	2867.66	2868.75	171.0
2019-01-30 01:40:00	ES	Futures	2868.75	2868.75	2867.66	2868.2	483.0
2019-01-30 01:45:00	ES	Futures	2868.2	2868.48	2867.12	2867.12	414.0
2019-01-30 01:50:00	ES	Futures	2867.39	2867.66	2866.58	2866.85	374.0
2019-01-30 01:55:00	ES	Futures	2866.85	2867.12	2866.03	2866.3	812.0
2019-01-30 02:00:00	ES	Futures	2866.58	2866.58	2863.86	2864.13	2122.0
2019-01-30 02:05:00	ES	Futures	2864.4	2866.03	2863.86	2865.22	1283.0
2019-01-30 02:10:00	ES	Futures	2865.49	2866.3	2865.22	2865.49	703.0
2019-01-30 02:15:00	ES	Futures	2865.49	2866.3	2865.22	2865.49	345.0
2019-01-30 02:20:00	ES	Futures	2865.49	2866.03	2865.22	2865.49	524.0
2019-01-30 02:25:00	ES	Futures	2865.76	2865.76	2865.49	2865.76	236.0
2019-01-30 02:30:00	ES	Futures	2866.03	2867.66	2866.03	2866.85	828.0
2019-01-30 02:35:00	ES	Futures	2866.85	2867.39	2866.3	2867.12	378.0
2019-01-30 02:40:00	ES	Futures	2866.85	2868.48	2866.58	2868.2	588.0
2019-01-30 02:45:00	ES	Futures	2868.2	2868.75	2867.39	2868.48	1004.0
2019-01-30 02:50:00	ES	Futures	2868.2	2868.75	2867.66	2867.93	716.0
2019-01-30 02:55:00	ES	Futures	2867.93	2869.02	2867.93	2869.02	521.0
2019-01-30 03:00:00	ES	Futures	2869.02	2870.65	2868.2	2868.2	3480.0
2019-01-30 03:05:00	ES	Futures	2868.2	2869.56	2867.66	2869.29	1453.0
2019-01-30 03:10:00	ES	Futures	2869.29	2869.56	2867.93	2867.93	925.0
2019-01-30 03:15:00	ES	Futures	2868.2	2868.48	2867.12	2867.39	1341.0
2019-01-30 03:20:00	ES	Futures	2867.39	2868.48	2867.12	2868.48	939.0
2019-01-30 03:25:00	ES	Futures	2868.48	2870.38	2868.48	2869.56	1215.0
2019-01-30 03:30:00	ES	Futures	2869.56	2870.65	2869.02	2870.38	1049.0
2019-01-30 03:35:00	ES	Futures	2870.38	2871.19	2869.83	2870.65	1262.0
2019-01-30 03:40:00	ES	Futures	2870.65	2870.92	2869.56	2870.65	832.0
2019-01-30 03:45:00	ES	Futures	2870.92	2872.01	2870.92	2872.01	1040.0
2019-01-30 03:50:00	ES	Futures	2872.01	2873.09	2871.74	2872.55	1155.0
2019-01-30 03:55:00	ES	Futures	2872.55	2874.18	2872.28	2873.91	1152.0
2019-01-30 04:00:00	ES	Futures	2873.91	2874.18	2872.55	2873.09	1420.0
2019-01-30 04:05:00	ES	Futures	2873.09	2873.64	2872.28	2872.28	878.0

> showing 50 of 16,749 rows — these rows as CSV

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