PREVIEW / futures_5min / 2019-02-03

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-02-03.parquet
  size:    55 KB
  rows:    3,140

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
2019-02-03 18:00:00	ES	Futures	2932.3	2935.56	2930.94	2935.56	3138.0
2019-02-03 18:05:00	ES	Futures	2935.29	2935.29	2933.66	2935.01	483.0
2019-02-03 18:10:00	ES	Futures	2935.29	2935.29	2933.66	2934.2	382.0
2019-02-03 18:15:00	ES	Futures	2934.2	2935.01	2934.2	2934.74	234.0
2019-02-03 18:20:00	ES	Futures	2934.74	2935.01	2934.2	2934.47	92.0
2019-02-03 18:25:00	ES	Futures	2934.74	2934.74	2933.66	2933.93	202.0
2019-02-03 18:30:00	ES	Futures	2933.93	2936.37	2933.93	2935.83	585.0
2019-02-03 18:35:00	ES	Futures	2935.83	2936.92	2935.83	2936.92	302.0
2019-02-03 18:40:00	ES	Futures	2936.92	2936.92	2935.29	2936.64	477.0
2019-02-03 18:45:00	ES	Futures	2936.64	2937.73	2936.1	2937.73	290.0
2019-02-03 18:50:00	ES	Futures	2937.73	2937.73	2936.37	2936.64	285.0
2019-02-03 18:55:00	ES	Futures	2936.92	2936.92	2936.1	2936.37	260.0
2019-02-03 19:00:00	ES	Futures	2936.1	2942.35	2936.1	2940.99	2261.0
2019-02-03 19:05:00	ES	Futures	2941.26	2941.8	2939.9	2940.45	914.0
2019-02-03 19:10:00	ES	Futures	2940.45	2941.26	2939.63	2940.45	724.0
2019-02-03 19:15:00	ES	Futures	2940.17	2942.08	2940.17	2941.53	860.0
2019-02-03 19:20:00	ES	Futures	2941.53	2941.53	2939.63	2940.99	465.0
2019-02-03 19:25:00	ES	Futures	2940.99	2941.8	2940.72	2941.53	279.0
2019-02-03 19:30:00	ES	Futures	2941.26	2941.53	2940.17	2941.53	374.0
2019-02-03 19:35:00	ES	Futures	2941.53	2941.8	2940.72	2940.99	359.0
2019-02-03 19:40:00	ES	Futures	2940.99	2941.26	2940.45	2940.45	375.0
2019-02-03 19:45:00	ES	Futures	2940.45	2940.72	2940.17	2940.45	373.0
2019-02-03 19:50:00	ES	Futures	2940.45	2940.45	2939.09	2939.36	573.0
2019-02-03 19:55:00	ES	Futures	2939.36	2941.8	2939.09	2941.53	370.0
2019-02-03 20:00:00	ES	Futures	2941.8	2943.16	2941.26	2941.53	1124.0
2019-02-03 20:05:00	ES	Futures	2941.53	2941.8	2940.99	2940.99	261.0
2019-02-03 20:10:00	ES	Futures	2941.26	2941.53	2940.45	2940.99	351.0
2019-02-03 20:15:00	ES	Futures	2941.26	2941.8	2939.9	2940.45	405.0
2019-02-03 20:20:00	ES	Futures	2940.45	2941.8	2939.63	2939.9	633.0
2019-02-03 20:25:00	ES	Futures	2939.63	2940.45	2939.36	2940.17	435.0
2019-02-03 20:30:00	ES	Futures	2939.9	2940.45	2938.0	2938.27	1226.0
2019-02-03 20:35:00	ES	Futures	2938.27	2939.09	2937.46	2938.54	1008.0
2019-02-03 20:40:00	ES	Futures	2938.54	2940.45	2938.54	2940.45	417.0
2019-02-03 20:45:00	ES	Futures	2940.45	2940.99	2939.9	2940.99	626.0
2019-02-03 20:50:00	ES	Futures	2940.99	2941.26	2940.17	2940.99	475.0
2019-02-03 20:55:00	ES	Futures	2941.26	2941.8	2940.45	2940.99	520.0
2019-02-03 21:00:00	ES	Futures	2940.99	2941.53	2940.17	2941.26	544.0
2019-02-03 21:05:00	ES	Futures	2941.53	2941.8	2940.99	2940.99	217.0
2019-02-03 21:10:00	ES	Futures	2940.99	2941.26	2940.45	2941.26	362.0
2019-02-03 21:15:00	ES	Futures	2941.26	2941.53	2940.72	2940.99	231.0
2019-02-03 21:20:00	ES	Futures	2941.26	2942.08	2940.99	2941.53	314.0
2019-02-03 21:25:00	ES	Futures	2941.53	2942.35	2941.26	2942.35	267.0
2019-02-03 21:30:00	ES	Futures	2942.08	2942.62	2941.53	2942.08	195.0
2019-02-03 21:35:00	ES	Futures	2942.08	2942.35	2940.99	2940.99	264.0
2019-02-03 21:40:00	ES	Futures	2940.99	2941.53	2940.99	2941.26	132.0
2019-02-03 21:45:00	ES	Futures	2941.26	2941.26	2939.9	2940.45	400.0
2019-02-03 21:50:00	ES	Futures	2940.45	2940.99	2940.17	2940.17	389.0
2019-02-03 21:55:00	ES	Futures	2940.17	2940.45	2939.9	2940.45	225.0
2019-02-03 22:00:00	ES	Futures	2940.45	2940.99	2940.45	2940.72	197.0
2019-02-03 22:05:00	ES	Futures	2940.45	2940.99	2940.45	2940.72	121.0

> showing 50 of 3,140 rows — these rows as CSV

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