PREVIEW / futures_5min / 2019-02-08

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-02-08.parquet
  size:    209 KB
  rows:    13,590

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
2019-02-08 00:00:00	ES	Futures	2924.69	2924.69	2923.34	2924.15	570.0
2019-02-08 00:05:00	ES	Futures	2923.88	2923.88	2922.79	2923.34	700.0
2019-02-08 00:10:00	ES	Futures	2923.34	2923.88	2923.06	2923.06	317.0
2019-02-08 00:15:00	ES	Futures	2923.34	2924.42	2923.06	2924.15	552.0
2019-02-08 00:20:00	ES	Futures	2924.15	2924.69	2923.88	2924.15	401.0
2019-02-08 00:25:00	ES	Futures	2924.15	2924.42	2923.88	2924.42	190.0
2019-02-08 00:30:00	ES	Futures	2924.42	2924.97	2924.15	2924.97	222.0
2019-02-08 00:35:00	ES	Futures	2924.97	2925.78	2924.97	2925.78	464.0
2019-02-08 00:40:00	ES	Futures	2925.51	2925.78	2925.24	2925.78	244.0
2019-02-08 00:45:00	ES	Futures	2925.78	2926.32	2925.51	2926.05	420.0
2019-02-08 00:50:00	ES	Futures	2926.05	2926.05	2925.51	2926.05	286.0
2019-02-08 00:55:00	ES	Futures	2926.05	2926.32	2925.78	2926.05	308.0
2019-02-08 01:00:00	ES	Futures	2925.78	2926.32	2925.24	2925.51	566.0
2019-02-08 01:05:00	ES	Futures	2925.24	2925.51	2924.97	2925.24	182.0
2019-02-08 01:10:00	ES	Futures	2925.51	2925.78	2924.97	2924.97	162.0
2019-02-08 01:15:00	ES	Futures	2924.97	2924.97	2924.15	2924.69	441.0
2019-02-08 01:20:00	ES	Futures	2924.69	2925.24	2924.42	2925.24	155.0
2019-02-08 01:25:00	ES	Futures	2925.24	2925.51	2924.42	2925.24	283.0
2019-02-08 01:30:00	ES	Futures	2924.97	2925.51	2924.97	2924.97	120.0
2019-02-08 01:35:00	ES	Futures	2924.97	2925.78	2924.97	2925.51	231.0
2019-02-08 01:40:00	ES	Futures	2925.51	2926.32	2925.51	2926.05	360.0
2019-02-08 01:45:00	ES	Futures	2926.32	2926.32	2925.78	2926.05	209.0
2019-02-08 01:50:00	ES	Futures	2926.05	2926.6	2926.05	2926.32	226.0
2019-02-08 01:55:00	ES	Futures	2926.32	2926.32	2926.05	2926.32	126.0
2019-02-08 02:00:00	ES	Futures	2926.32	2928.77	2926.05	2928.22	3209.0
2019-02-08 02:05:00	ES	Futures	2927.95	2928.22	2927.41	2927.68	838.0
2019-02-08 02:10:00	ES	Futures	2927.68	2927.95	2926.32	2926.6	1001.0
2019-02-08 02:15:00	ES	Futures	2926.6	2927.68	2926.05	2927.68	643.0
2019-02-08 02:20:00	ES	Futures	2927.68	2927.95	2926.87	2927.41	810.0
2019-02-08 02:25:00	ES	Futures	2927.41	2927.41	2925.24	2926.32	801.0
2019-02-08 02:30:00	ES	Futures	2926.05	2926.32	2925.24	2925.51	808.0
2019-02-08 02:35:00	ES	Futures	2925.51	2926.32	2924.97	2925.51	562.0
2019-02-08 02:40:00	ES	Futures	2925.24	2925.51	2924.42	2924.69	583.0
2019-02-08 02:45:00	ES	Futures	2924.69	2925.24	2924.15	2925.24	638.0
2019-02-08 02:50:00	ES	Futures	2925.24	2926.05	2925.24	2926.05	666.0
2019-02-08 02:55:00	ES	Futures	2925.78	2925.78	2924.42	2925.24	1205.0
2019-02-08 03:00:00	ES	Futures	2925.24	2927.14	2924.15	2926.05	3438.0
2019-02-08 03:05:00	ES	Futures	2926.32	2926.87	2924.15	2925.51	2414.0
2019-02-08 03:10:00	ES	Futures	2925.78	2927.14	2924.97	2926.6	2310.0
2019-02-08 03:15:00	ES	Futures	2926.6	2926.87	2924.69	2925.24	2049.0
2019-02-08 03:20:00	ES	Futures	2924.97	2927.41	2924.42	2926.87	1874.0
2019-02-08 03:25:00	ES	Futures	2926.87	2927.41	2926.05	2926.6	1347.0
2019-02-08 03:30:00	ES	Futures	2926.6	2929.04	2926.32	2928.77	2713.0
2019-02-08 03:35:00	ES	Futures	2928.77	2929.04	2928.22	2928.5	1650.0
2019-02-08 03:40:00	ES	Futures	2928.5	2929.58	2928.5	2928.77	1611.0
2019-02-08 03:45:00	ES	Futures	2928.77	2929.85	2928.5	2929.58	1325.0
2019-02-08 03:50:00	ES	Futures	2929.31	2929.58	2928.5	2929.04	1523.0
2019-02-08 03:55:00	ES	Futures	2929.04	2930.13	2929.04	2930.13	1875.0
2019-02-08 04:00:00	ES	Futures	2930.13	2930.4	2929.58	2930.4	1519.0
2019-02-08 04:05:00	ES	Futures	2930.13	2931.76	2929.85	2931.48	2156.0

> showing 50 of 13,590 rows — these rows as CSV

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