PREVIEW / futures_5min / 2019-02-01

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-02-01.parquet
  size:    226 KB
  rows:    14,024

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
2019-02-01 00:00:00	ES	Futures	2936.92	2937.19	2935.29	2936.37	753.0
2019-02-01 00:05:00	ES	Futures	2936.1	2936.37	2935.83	2936.1	404.0
2019-02-01 00:10:00	ES	Futures	2936.37	2936.37	2935.56	2936.37	353.0
2019-02-01 00:15:00	ES	Futures	2936.1	2936.64	2936.1	2936.37	265.0
2019-02-01 00:20:00	ES	Futures	2936.1	2936.92	2935.83	2936.64	335.0
2019-02-01 00:25:00	ES	Futures	2936.64	2937.73	2935.83	2937.46	617.0
2019-02-01 00:30:00	ES	Futures	2937.73	2937.73	2936.64	2937.19	617.0
2019-02-01 00:35:00	ES	Futures	2936.92	2937.19	2934.2	2935.01	1594.0
2019-02-01 00:40:00	ES	Futures	2935.29	2936.1	2935.01	2936.1	483.0
2019-02-01 00:45:00	ES	Futures	2935.83	2936.64	2935.56	2936.64	335.0
2019-02-01 00:50:00	ES	Futures	2936.92	2936.92	2935.56	2935.83	385.0
2019-02-01 00:55:00	ES	Futures	2936.1	2936.37	2935.29	2935.29	343.0
2019-02-01 01:00:00	ES	Futures	2935.56	2936.1	2934.2	2935.29	1138.0
2019-02-01 01:05:00	ES	Futures	2935.01	2936.1	2935.01	2936.1	397.0
2019-02-01 01:10:00	ES	Futures	2936.1	2936.1	2935.56	2935.83	241.0
2019-02-01 01:15:00	ES	Futures	2935.56	2936.37	2935.29	2936.1	268.0
2019-02-01 01:20:00	ES	Futures	2935.83	2936.37	2935.83	2936.1	174.0
2019-02-01 01:25:00	ES	Futures	2936.1	2936.37	2935.29	2936.1	286.0
2019-02-01 01:30:00	ES	Futures	2935.83	2936.1	2935.56	2936.1	158.0
2019-02-01 01:35:00	ES	Futures	2936.1	2936.37	2935.56	2936.37	151.0
2019-02-01 01:40:00	ES	Futures	2936.37	2937.19	2936.1	2936.92	307.0
2019-02-01 01:45:00	ES	Futures	2936.92	2938.27	2936.37	2938.27	575.0
2019-02-01 01:50:00	ES	Futures	2938.27	2938.82	2937.46	2938.82	667.0
2019-02-01 01:55:00	ES	Futures	2939.09	2939.9	2938.27	2939.63	789.0
2019-02-01 02:00:00	ES	Futures	2939.63	2941.8	2939.63	2941.26	1892.0
2019-02-01 02:05:00	ES	Futures	2941.26	2941.53	2939.9	2940.17	518.0
2019-02-01 02:10:00	ES	Futures	2939.9	2940.72	2939.9	2940.45	435.0
2019-02-01 02:15:00	ES	Futures	2940.17	2940.17	2939.36	2939.36	476.0
2019-02-01 02:20:00	ES	Futures	2939.36	2939.9	2939.36	2939.9	460.0
2019-02-01 02:25:00	ES	Futures	2939.9	2941.26	2939.9	2940.72	756.0
2019-02-01 02:30:00	ES	Futures	2940.45	2941.26	2939.9	2940.17	833.0
2019-02-01 02:35:00	ES	Futures	2940.45	2940.99	2940.17	2940.45	431.0
2019-02-01 02:40:00	ES	Futures	2940.72	2941.8	2940.17	2941.53	573.0
2019-02-01 02:45:00	ES	Futures	2941.8	2942.08	2940.72	2940.99	511.0
2019-02-01 02:50:00	ES	Futures	2940.72	2941.26	2940.17	2940.45	527.0
2019-02-01 02:55:00	ES	Futures	2940.45	2940.72	2939.36	2940.72	1078.0
2019-02-01 03:00:00	ES	Futures	2940.72	2941.53	2938.82	2939.63	2146.0
2019-02-01 03:05:00	ES	Futures	2939.63	2939.9	2938.54	2938.82	1671.0
2019-02-01 03:10:00	ES	Futures	2938.54	2940.17	2938.54	2940.17	1517.0
2019-02-01 03:15:00	ES	Futures	2940.17	2940.45	2938.27	2938.54	1253.0
2019-02-01 03:20:00	ES	Futures	2938.54	2939.9	2938.27	2939.9	1382.0
2019-02-01 03:25:00	ES	Futures	2939.9	2940.72	2938.82	2939.9	1272.0
2019-02-01 03:30:00	ES	Futures	2939.63	2940.99	2939.36	2940.17	2098.0
2019-02-01 03:35:00	ES	Futures	2940.17	2940.72	2939.63	2940.17	912.0
2019-02-01 03:40:00	ES	Futures	2940.45	2940.99	2939.63	2940.17	1301.0
2019-02-01 03:45:00	ES	Futures	2940.17	2940.72	2939.09	2939.36	1177.0
2019-02-01 03:50:00	ES	Futures	2939.36	2939.63	2938.0	2938.27	1314.0
2019-02-01 03:55:00	ES	Futures	2938.27	2938.54	2936.92	2937.46	2232.0
2019-02-01 04:00:00	ES	Futures	2937.46	2938.54	2936.37	2937.73	2284.0
2019-02-01 04:05:00	ES	Futures	2937.46	2938.82	2937.46	2938.54	1480.0

> showing 50 of 14,024 rows — these rows as CSV

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