PREVIEW / futures_5min / 2019-02-05

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-02-05.parquet
  size:    245 KB
  rows:    16,450

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
2019-02-05 00:00:00	ES	Futures	2953.48	2953.75	2953.21	2953.48	232.0
2019-02-05 00:05:00	ES	Futures	2953.21	2953.75	2953.21	2953.48	104.0
2019-02-05 00:10:00	ES	Futures	2953.21	2953.75	2953.21	2953.48	217.0
2019-02-05 00:15:00	ES	Futures	2953.48	2953.48	2951.85	2951.85	262.0
2019-02-05 00:20:00	ES	Futures	2951.85	2952.4	2951.85	2952.12	433.0
2019-02-05 00:25:00	ES	Futures	2952.12	2952.4	2952.12	2952.12	138.0
2019-02-05 00:30:00	ES	Futures	2952.12	2952.4	2951.85	2952.12	149.0
2019-02-05 00:35:00	ES	Futures	2951.85	2952.4	2951.85	2952.4	148.0
2019-02-05 00:40:00	ES	Futures	2952.12	2952.4	2952.12	2952.12	166.0
2019-02-05 00:45:00	ES	Futures	2952.12	2952.67	2951.85	2952.12	248.0
2019-02-05 00:50:00	ES	Futures	2952.4	2952.67	2952.12	2952.12	203.0
2019-02-05 00:55:00	ES	Futures	2952.4	2952.4	2951.58	2952.12	477.0
2019-02-05 01:00:00	ES	Futures	2952.4	2952.67	2951.58	2952.4	580.0
2019-02-05 01:05:00	ES	Futures	2952.4	2952.4	2952.12	2952.4	208.0
2019-02-05 01:10:00	ES	Futures	2952.4	2952.67	2952.4	2952.67	195.0
2019-02-05 01:15:00	ES	Futures	2952.67	2952.94	2952.4	2952.94	167.0
2019-02-05 01:20:00	ES	Futures	2952.94	2952.94	2952.67	2952.67	72.0
2019-02-05 01:25:00	ES	Futures	2952.67	2953.75	2952.67	2953.48	400.0
2019-02-05 01:30:00	ES	Futures	2953.48	2954.03	2953.48	2953.48	398.0
2019-02-05 01:35:00	ES	Futures	2953.48	2953.75	2953.21	2953.48	121.0
2019-02-05 01:40:00	ES	Futures	2953.75	2954.03	2953.48	2953.48	78.0
2019-02-05 01:45:00	ES	Futures	2953.48	2954.03	2953.21	2953.48	127.0
2019-02-05 01:50:00	ES	Futures	2953.75	2953.75	2953.48	2953.75	31.0
2019-02-05 01:55:00	ES	Futures	2953.48	2953.75	2952.67	2952.94	394.0
2019-02-05 02:00:00	ES	Futures	2952.94	2953.48	2952.94	2953.48	593.0
2019-02-05 02:05:00	ES	Futures	2953.21	2953.48	2952.67	2952.94	202.0
2019-02-05 02:10:00	ES	Futures	2953.21	2953.48	2952.67	2952.67	294.0
2019-02-05 02:15:00	ES	Futures	2952.67	2953.21	2952.67	2952.94	571.0
2019-02-05 02:20:00	ES	Futures	2952.94	2953.75	2952.94	2953.48	366.0
2019-02-05 02:25:00	ES	Futures	2953.48	2953.75	2953.21	2953.48	187.0
2019-02-05 02:30:00	ES	Futures	2953.48	2954.84	2952.94	2954.3	1029.0
2019-02-05 02:35:00	ES	Futures	2954.3	2954.57	2953.75	2954.3	247.0
2019-02-05 02:40:00	ES	Futures	2954.03	2954.84	2954.03	2954.3	278.0
2019-02-05 02:45:00	ES	Futures	2954.3	2954.57	2953.75	2954.03	345.0
2019-02-05 02:50:00	ES	Futures	2953.75	2954.03	2953.21	2953.48	385.0
2019-02-05 02:55:00	ES	Futures	2953.48	2953.75	2953.21	2953.48	272.0
2019-02-05 03:00:00	ES	Futures	2953.48	2954.03	2952.12	2952.67	1724.0
2019-02-05 03:05:00	ES	Futures	2952.4	2952.67	2951.85	2952.4	1297.0
2019-02-05 03:10:00	ES	Futures	2952.4	2953.75	2952.12	2953.75	1467.0
2019-02-05 03:15:00	ES	Futures	2953.48	2954.84	2953.48	2954.57	1532.0
2019-02-05 03:20:00	ES	Futures	2954.57	2955.65	2954.03	2954.3	1757.0
2019-02-05 03:25:00	ES	Futures	2954.03	2954.3	2953.75	2953.75	1144.0
2019-02-05 03:30:00	ES	Futures	2953.75	2956.2	2953.75	2955.11	1740.0
2019-02-05 03:35:00	ES	Futures	2955.11	2955.93	2954.84	2955.11	1335.0
2019-02-05 03:40:00	ES	Futures	2955.11	2955.38	2954.3	2955.11	1085.0
2019-02-05 03:45:00	ES	Futures	2955.11	2956.47	2955.11	2955.65	1659.0
2019-02-05 03:50:00	ES	Futures	2955.93	2956.74	2955.65	2956.47	1538.0
2019-02-05 03:55:00	ES	Futures	2956.47	2956.74	2955.65	2955.65	1418.0
2019-02-05 04:00:00	ES	Futures	2955.93	2957.01	2955.65	2957.01	1360.0
2019-02-05 04:05:00	ES	Futures	2956.74	2958.64	2956.74	2958.64	2905.0

> showing 50 of 16,450 rows — these rows as CSV

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