PREVIEW / futures_5min / 2019-02-06

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-02-06.parquet
  size:    233 KB
  rows:    16,427

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
2019-02-06 00:00:00	ES	Futures	2968.42	2968.69	2967.6	2968.15	428.0
2019-02-06 00:05:00	ES	Futures	2967.88	2968.42	2967.33	2967.6	420.0
2019-02-06 00:10:00	ES	Futures	2967.6	2968.42	2967.6	2968.15	532.0
2019-02-06 00:15:00	ES	Futures	2968.42	2968.69	2968.15	2968.42	206.0
2019-02-06 00:20:00	ES	Futures	2968.42	2968.69	2967.88	2968.69	439.0
2019-02-06 00:25:00	ES	Futures	2968.69	2969.23	2968.15	2968.69	467.0
2019-02-06 00:30:00	ES	Futures	2968.69	2968.96	2968.42	2968.42	197.0
2019-02-06 00:35:00	ES	Futures	2968.42	2968.42	2967.88	2968.42	294.0
2019-02-06 00:40:00	ES	Futures	2968.42	2968.69	2968.15	2968.42	106.0
2019-02-06 00:45:00	ES	Futures	2968.69	2968.69	2967.6	2968.15	211.0
2019-02-06 00:50:00	ES	Futures	2968.42	2968.69	2968.15	2968.42	100.0
2019-02-06 00:55:00	ES	Futures	2968.42	2968.69	2967.88	2968.15	135.0
2019-02-06 01:00:00	ES	Futures	2967.88	2968.69	2967.33	2968.15	576.0
2019-02-06 01:05:00	ES	Futures	2968.15	2968.42	2967.6	2967.88	182.0
2019-02-06 01:10:00	ES	Futures	2967.88	2968.15	2967.88	2968.15	24.0
2019-02-06 01:15:00	ES	Futures	2968.15	2968.42	2967.88	2968.15	60.0
2019-02-06 01:20:00	ES	Futures	2968.15	2968.42	2967.6	2968.15	293.0
2019-02-06 01:25:00	ES	Futures	2968.15	2968.15	2967.33	2967.6	257.0
2019-02-06 01:30:00	ES	Futures	2967.6	2968.42	2967.33	2968.42	283.0
2019-02-06 01:35:00	ES	Futures	2968.15	2968.42	2967.88	2967.88	61.0
2019-02-06 01:40:00	ES	Futures	2967.88	2968.15	2967.88	2967.88	67.0
2019-02-06 01:45:00	ES	Futures	2967.88	2968.42	2967.88	2968.42	78.0
2019-02-06 01:50:00	ES	Futures	2968.42	2968.42	2968.15	2968.42	104.0
2019-02-06 01:55:00	ES	Futures	2968.15	2969.51	2968.15	2968.15	475.0
2019-02-06 02:00:00	ES	Futures	2968.15	2968.69	2966.52	2966.79	1422.0
2019-02-06 02:05:00	ES	Futures	2966.79	2967.33	2965.43	2965.43	1349.0
2019-02-06 02:10:00	ES	Futures	2965.43	2966.25	2965.43	2965.7	619.0
2019-02-06 02:15:00	ES	Futures	2965.7	2966.52	2965.16	2965.16	660.0
2019-02-06 02:20:00	ES	Futures	2965.43	2965.7	2964.07	2965.16	1159.0
2019-02-06 02:25:00	ES	Futures	2964.89	2965.43	2964.62	2964.89	828.0
2019-02-06 02:30:00	ES	Futures	2964.89	2965.16	2963.8	2964.07	939.0
2019-02-06 02:35:00	ES	Futures	2964.07	2964.07	2962.44	2962.99	1396.0
2019-02-06 02:40:00	ES	Futures	2962.99	2963.26	2962.72	2962.99	301.0
2019-02-06 02:45:00	ES	Futures	2962.72	2962.99	2961.9	2961.9	954.0
2019-02-06 02:50:00	ES	Futures	2962.17	2962.44	2961.9	2962.17	431.0
2019-02-06 02:55:00	ES	Futures	2962.17	2962.99	2962.17	2962.44	650.0
2019-02-06 03:00:00	ES	Futures	2962.44	2963.53	2962.17	2962.44	2712.0
2019-02-06 03:05:00	ES	Futures	2962.72	2963.53	2961.63	2963.26	1827.0
2019-02-06 03:10:00	ES	Futures	2963.26	2964.07	2962.44	2963.26	1394.0
2019-02-06 03:15:00	ES	Futures	2963.26	2964.07	2962.99	2963.26	1067.0
2019-02-06 03:20:00	ES	Futures	2963.26	2963.53	2962.44	2963.26	1460.0
2019-02-06 03:25:00	ES	Futures	2963.26	2963.53	2962.44	2963.26	1297.0
2019-02-06 03:30:00	ES	Futures	2962.99	2962.99	2961.9	2962.17	904.0
2019-02-06 03:35:00	ES	Futures	2962.17	2962.99	2961.9	2962.44	1081.0
2019-02-06 03:40:00	ES	Futures	2962.72	2963.26	2962.17	2962.44	645.0
2019-02-06 03:45:00	ES	Futures	2962.44	2962.44	2960.81	2961.9	1507.0
2019-02-06 03:50:00	ES	Futures	2962.17	2962.17	2961.36	2961.63	1149.0
2019-02-06 03:55:00	ES	Futures	2961.9	2962.44	2961.36	2961.63	918.0
2019-02-06 04:00:00	ES	Futures	2961.63	2962.44	2961.36	2961.63	965.0
2019-02-06 04:05:00	ES	Futures	2961.63	2961.63	2960.81	2961.36	702.0

> showing 50 of 16,427 rows — these rows as CSV

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