PREVIEW / futures_5min / 2019-01-31

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-31.parquet
  size:    274 KB
  rows:    17,197

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
2019-01-31 00:00:00	ES	Futures	2921.44	2921.44	2920.35	2920.35	528.0
2019-01-31 00:05:00	ES	Futures	2920.35	2920.35	2917.9	2918.18	1535.0
2019-01-31 00:10:00	ES	Futures	2918.45	2918.72	2917.9	2917.9	606.0
2019-01-31 00:15:00	ES	Futures	2917.9	2918.18	2917.36	2918.18	664.0
2019-01-31 00:20:00	ES	Futures	2918.18	2918.18	2917.09	2917.09	645.0
2019-01-31 00:25:00	ES	Futures	2917.09	2917.63	2916.55	2916.55	695.0
2019-01-31 00:30:00	ES	Futures	2916.55	2917.9	2916.55	2917.36	784.0
2019-01-31 00:35:00	ES	Futures	2917.36	2918.18	2917.36	2917.9	465.0
2019-01-31 00:40:00	ES	Futures	2917.9	2918.18	2917.63	2917.9	309.0
2019-01-31 00:45:00	ES	Futures	2917.9	2918.18	2917.09	2917.36	402.0
2019-01-31 00:50:00	ES	Futures	2917.09	2917.9	2917.09	2917.63	346.0
2019-01-31 00:55:00	ES	Futures	2917.63	2918.18	2917.09	2918.18	656.0
2019-01-31 01:00:00	ES	Futures	2918.18	2918.99	2917.63	2917.9	833.0
2019-01-31 01:05:00	ES	Futures	2917.63	2917.63	2916.55	2916.82	450.0
2019-01-31 01:10:00	ES	Futures	2916.55	2917.09	2916.0	2916.55	438.0
2019-01-31 01:15:00	ES	Futures	2916.82	2917.36	2916.55	2917.36	365.0
2019-01-31 01:20:00	ES	Futures	2917.36	2917.63	2916.82	2916.82	244.0
2019-01-31 01:25:00	ES	Futures	2916.82	2917.09	2916.28	2917.09	348.0
2019-01-31 01:30:00	ES	Futures	2916.82	2917.36	2916.55	2916.55	375.0
2019-01-31 01:35:00	ES	Futures	2916.55	2917.63	2916.0	2917.09	855.0
2019-01-31 01:40:00	ES	Futures	2917.09	2917.36	2916.28	2916.55	468.0
2019-01-31 01:45:00	ES	Futures	2916.55	2917.36	2916.55	2916.82	231.0
2019-01-31 01:50:00	ES	Futures	2916.82	2917.36	2916.82	2917.36	242.0
2019-01-31 01:55:00	ES	Futures	2917.36	2917.9	2916.82	2917.36	300.0
2019-01-31 02:00:00	ES	Futures	2917.36	2918.45	2917.09	2917.36	985.0
2019-01-31 02:05:00	ES	Futures	2917.36	2918.18	2917.09	2918.18	561.0
2019-01-31 02:10:00	ES	Futures	2918.18	2918.18	2917.36	2918.18	512.0
2019-01-31 02:15:00	ES	Futures	2917.9	2918.18	2917.09	2917.36	487.0
2019-01-31 02:20:00	ES	Futures	2917.36	2918.72	2917.36	2917.9	580.0
2019-01-31 02:25:00	ES	Futures	2918.18	2919.53	2918.18	2918.99	791.0
2019-01-31 02:30:00	ES	Futures	2919.26	2919.53	2918.18	2918.45	542.0
2019-01-31 02:35:00	ES	Futures	2918.45	2918.72	2917.63	2918.18	486.0
2019-01-31 02:40:00	ES	Futures	2918.18	2918.45	2917.63	2918.45	350.0
2019-01-31 02:45:00	ES	Futures	2918.45	2918.72	2917.9	2918.18	598.0
2019-01-31 02:50:00	ES	Futures	2918.18	2918.45	2917.36	2917.36	671.0
2019-01-31 02:55:00	ES	Futures	2917.36	2918.72	2917.36	2918.72	730.0
2019-01-31 03:00:00	ES	Futures	2918.99	2918.99	2916.55	2918.45	3781.0
2019-01-31 03:05:00	ES	Futures	2918.18	2919.26	2917.09	2918.99	2664.0
2019-01-31 03:10:00	ES	Futures	2918.99	2920.35	2918.72	2919.81	2193.0
2019-01-31 03:15:00	ES	Futures	2919.53	2920.35	2919.26	2920.08	1390.0
2019-01-31 03:20:00	ES	Futures	2920.35	2921.71	2920.08	2921.16	2445.0
2019-01-31 03:25:00	ES	Futures	2921.44	2922.52	2921.16	2921.98	1508.0
2019-01-31 03:30:00	ES	Futures	2921.71	2922.52	2921.71	2921.98	1318.0
2019-01-31 03:35:00	ES	Futures	2921.98	2921.98	2920.62	2921.16	1192.0
2019-01-31 03:40:00	ES	Futures	2921.16	2921.16	2920.35	2920.35	1124.0
2019-01-31 03:45:00	ES	Futures	2920.62	2921.16	2919.81	2920.35	1152.0
2019-01-31 03:50:00	ES	Futures	2920.35	2920.62	2919.53	2920.35	1294.0
2019-01-31 03:55:00	ES	Futures	2920.35	2920.35	2918.72	2918.99	1569.0
2019-01-31 04:00:00	ES	Futures	2918.99	2919.81	2918.18	2918.45	1500.0
2019-01-31 04:05:00	ES	Futures	2918.72	2918.72	2917.63	2917.9	1225.0

> showing 50 of 17,197 rows — these rows as CSV

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