PREVIEW / futures_5min / 2019-02-04

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-02-04.parquet
  size:    248 KB
  rows:    16,461

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
2019-02-04 00:00:00	ES	Futures	2938.54	2938.54	2937.73	2938.0	190.0
2019-02-04 00:05:00	ES	Futures	2937.73	2938.0	2936.64	2937.46	659.0
2019-02-04 00:10:00	ES	Futures	2937.46	2938.27	2937.46	2938.0	357.0
2019-02-04 00:15:00	ES	Futures	2938.0	2938.27	2937.73	2938.0	252.0
2019-02-04 00:20:00	ES	Futures	2938.0	2939.09	2937.46	2938.54	384.0
2019-02-04 00:25:00	ES	Futures	2938.27	2938.54	2938.0	2938.54	157.0
2019-02-04 00:30:00	ES	Futures	2938.54	2938.82	2936.92	2937.46	421.0
2019-02-04 00:35:00	ES	Futures	2937.46	2938.0	2937.19	2937.73	295.0
2019-02-04 00:40:00	ES	Futures	2937.46	2937.73	2937.19	2937.73	213.0
2019-02-04 00:45:00	ES	Futures	2937.46	2938.27	2937.46	2937.73	199.0
2019-02-04 00:50:00	ES	Futures	2937.73	2938.0	2937.19	2937.46	150.0
2019-02-04 00:55:00	ES	Futures	2937.73	2938.0	2937.19	2938.0	263.0
2019-02-04 01:00:00	ES	Futures	2938.0	2938.0	2936.92	2936.92	451.0
2019-02-04 01:05:00	ES	Futures	2936.92	2937.73	2936.92	2937.73	238.0
2019-02-04 01:10:00	ES	Futures	2937.73	2938.82	2937.73	2938.82	373.0
2019-02-04 01:15:00	ES	Futures	2938.82	2938.82	2938.0	2938.27	173.0
2019-02-04 01:20:00	ES	Futures	2938.27	2938.82	2938.27	2938.54	141.0
2019-02-04 01:25:00	ES	Futures	2938.27	2938.27	2938.0	2938.0	132.0
2019-02-04 01:30:00	ES	Futures	2938.0	2938.27	2937.73	2938.27	93.0
2019-02-04 01:35:00	ES	Futures	2938.27	2938.54	2938.0	2938.27	113.0
2019-02-04 01:40:00	ES	Futures	2938.27	2938.54	2938.0	2938.27	87.0
2019-02-04 01:45:00	ES	Futures	2938.54	2938.54	2937.73	2938.0	344.0
2019-02-04 01:50:00	ES	Futures	2938.0	2938.82	2937.46	2938.82	367.0
2019-02-04 01:55:00	ES	Futures	2938.82	2939.09	2938.27	2938.27	194.0
2019-02-04 02:00:00	ES	Futures	2938.54	2938.82	2934.74	2935.29	1822.0
2019-02-04 02:05:00	ES	Futures	2935.29	2936.37	2935.01	2935.83	814.0
2019-02-04 02:10:00	ES	Futures	2936.1	2936.92	2935.83	2936.37	218.0
2019-02-04 02:15:00	ES	Futures	2936.37	2936.92	2936.1	2936.1	378.0
2019-02-04 02:20:00	ES	Futures	2936.1	2936.64	2935.56	2936.64	234.0
2019-02-04 02:25:00	ES	Futures	2936.64	2936.92	2936.64	2936.64	242.0
2019-02-04 02:30:00	ES	Futures	2936.64	2937.19	2936.37	2936.92	358.0
2019-02-04 02:35:00	ES	Futures	2936.92	2937.19	2936.37	2936.92	275.0
2019-02-04 02:40:00	ES	Futures	2936.92	2937.73	2936.37	2937.19	362.0
2019-02-04 02:45:00	ES	Futures	2936.92	2936.92	2935.83	2936.1	311.0
2019-02-04 02:50:00	ES	Futures	2936.37	2936.37	2935.01	2935.29	517.0
2019-02-04 02:55:00	ES	Futures	2935.56	2936.37	2935.56	2936.1	465.0
2019-02-04 03:00:00	ES	Futures	2936.1	2939.36	2935.29	2938.82	2662.0
2019-02-04 03:05:00	ES	Futures	2939.09	2939.09	2937.46	2937.46	1804.0
2019-02-04 03:10:00	ES	Futures	2937.19	2937.46	2934.47	2935.56	1925.0
2019-02-04 03:15:00	ES	Futures	2935.56	2935.83	2934.47	2935.83	1127.0
2019-02-04 03:20:00	ES	Futures	2935.83	2936.92	2935.83	2936.1	858.0
2019-02-04 03:25:00	ES	Futures	2936.1	2937.46	2933.93	2937.19	1608.0
2019-02-04 03:30:00	ES	Futures	2937.19	2937.73	2936.64	2936.64	959.0
2019-02-04 03:35:00	ES	Futures	2936.64	2937.19	2936.37	2936.64	660.0
2019-02-04 03:40:00	ES	Futures	2936.64	2938.0	2936.1	2936.64	880.0
2019-02-04 03:45:00	ES	Futures	2936.64	2937.19	2936.1	2936.37	708.0
2019-02-04 03:50:00	ES	Futures	2936.37	2936.64	2933.93	2934.47	1489.0
2019-02-04 03:55:00	ES	Futures	2934.47	2935.56	2933.66	2935.29	1058.0
2019-02-04 04:00:00	ES	Futures	2935.01	2936.1	2935.01	2936.1	774.0
2019-02-04 04:05:00	ES	Futures	2936.1	2937.46	2935.83	2936.64	897.0

> showing 50 of 16,461 rows — these rows as CSV

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