PREVIEW / futures_5min / 2019-02-10

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-02-10.parquet
  size:    55 KB
  rows:    3,050

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
2019-02-10 18:00:00	ES	Futures	2944.79	2946.96	2941.8	2942.89	5737.0
2019-02-10 18:05:00	ES	Futures	2943.16	2943.71	2942.62	2943.71	1228.0
2019-02-10 18:10:00	ES	Futures	2943.71	2944.25	2943.16	2943.98	921.0
2019-02-10 18:15:00	ES	Futures	2943.98	2944.25	2943.16	2943.16	1520.0
2019-02-10 18:20:00	ES	Futures	2943.16	2943.43	2943.16	2943.16	601.0
2019-02-10 18:25:00	ES	Futures	2943.16	2943.43	2943.16	2943.16	630.0
2019-02-10 18:30:00	ES	Futures	2943.43	2943.71	2943.16	2943.16	543.0
2019-02-10 18:35:00	ES	Futures	2943.16	2943.43	2943.16	2943.16	439.0
2019-02-10 18:40:00	ES	Futures	2943.16	2943.43	2942.08	2942.62	650.0
2019-02-10 18:45:00	ES	Futures	2942.35	2942.62	2940.99	2941.53	662.0
2019-02-10 18:50:00	ES	Futures	2941.53	2941.53	2940.99	2941.26	275.0
2019-02-10 18:55:00	ES	Futures	2941.26	2941.53	2939.9	2939.9	402.0
2019-02-10 19:00:00	ES	Futures	2940.17	2940.99	2939.36	2939.63	736.0
2019-02-10 19:05:00	ES	Futures	2939.36	2940.99	2939.36	2940.45	443.0
2019-02-10 19:10:00	ES	Futures	2940.45	2940.72	2938.54	2938.54	870.0
2019-02-10 19:15:00	ES	Futures	2938.54	2938.82	2937.46	2938.0	757.0
2019-02-10 19:20:00	ES	Futures	2937.73	2938.54	2937.73	2938.27	734.0
2019-02-10 19:25:00	ES	Futures	2938.27	2938.54	2938.0	2938.0	381.0
2019-02-10 19:30:00	ES	Futures	2938.0	2939.36	2938.0	2939.09	305.0
2019-02-10 19:35:00	ES	Futures	2939.09	2939.63	2938.82	2939.36	378.0
2019-02-10 19:40:00	ES	Futures	2939.09	2939.09	2938.0	2938.27	295.0
2019-02-10 19:45:00	ES	Futures	2938.27	2939.09	2937.73	2938.54	383.0
2019-02-10 19:50:00	ES	Futures	2938.54	2938.54	2936.92	2937.46	948.0
2019-02-10 19:55:00	ES	Futures	2937.46	2937.46	2936.37	2937.19	843.0
2019-02-10 20:00:00	ES	Futures	2937.19	2937.19	2936.1	2936.92	776.0
2019-02-10 20:05:00	ES	Futures	2937.19	2938.27	2936.92	2937.19	791.0
2019-02-10 20:10:00	ES	Futures	2936.92	2937.73	2936.64	2937.19	514.0
2019-02-10 20:15:00	ES	Futures	2937.19	2937.19	2935.56	2936.1	999.0
2019-02-10 20:20:00	ES	Futures	2936.1	2936.37	2935.56	2936.1	452.0
2019-02-10 20:25:00	ES	Futures	2936.1	2936.1	2934.47	2935.29	1116.0
2019-02-10 20:30:00	ES	Futures	2935.29	2936.1	2934.74	2934.74	792.0
2019-02-10 20:35:00	ES	Futures	2934.47	2936.1	2934.2	2935.83	719.0
2019-02-10 20:40:00	ES	Futures	2935.83	2935.83	2934.2	2934.47	474.0
2019-02-10 20:45:00	ES	Futures	2934.47	2934.47	2933.66	2934.47	611.0
2019-02-10 20:50:00	ES	Futures	2934.2	2935.01	2933.93	2935.01	488.0
2019-02-10 20:55:00	ES	Futures	2935.01	2935.83	2934.74	2935.29	690.0
2019-02-10 21:00:00	ES	Futures	2935.56	2936.1	2935.29	2936.1	319.0
2019-02-10 21:05:00	ES	Futures	2936.1	2936.1	2935.29	2935.56	218.0
2019-02-10 21:10:00	ES	Futures	2935.83	2936.37	2935.29	2935.83	386.0
2019-02-10 21:15:00	ES	Futures	2935.83	2936.1	2935.01	2935.29	324.0
2019-02-10 21:20:00	ES	Futures	2935.01	2936.37	2935.01	2936.1	267.0
2019-02-10 21:25:00	ES	Futures	2936.1	2936.64	2935.29	2935.56	427.0
2019-02-10 21:30:00	ES	Futures	2935.29	2936.1	2935.01	2936.1	428.0
2019-02-10 21:35:00	ES	Futures	2935.83	2937.73	2935.83	2937.46	689.0
2019-02-10 21:40:00	ES	Futures	2937.46	2938.54	2937.19	2938.0	587.0
2019-02-10 21:45:00	ES	Futures	2938.0	2940.17	2938.0	2939.9	1542.0
2019-02-10 21:50:00	ES	Futures	2940.17	2940.45	2938.82	2939.09	929.0
2019-02-10 21:55:00	ES	Futures	2939.09	2939.36	2938.54	2939.09	366.0
2019-02-10 22:00:00	ES	Futures	2939.36	2939.36	2938.82	2938.82	341.0
2019-02-10 22:05:00	ES	Futures	2939.09	2939.9	2938.82	2939.36	450.0

> showing 50 of 3,050 rows — these rows as CSV

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