PREVIEW / futures_5min / 2019-02-11

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-02-11.parquet
  size:    257 KB
  rows:    16,587

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
2019-02-11 00:00:00	ES	Futures	2938.27	2938.27	2936.92	2936.92	387.0
2019-02-11 00:05:00	ES	Futures	2936.92	2938.54	2936.64	2938.27	350.0
2019-02-11 00:10:00	ES	Futures	2938.27	2938.82	2938.0	2938.27	349.0
2019-02-11 00:15:00	ES	Futures	2938.27	2938.54	2937.73	2938.0	270.0
2019-02-11 00:20:00	ES	Futures	2937.73	2938.0	2937.46	2938.0	213.0
2019-02-11 00:25:00	ES	Futures	2937.73	2937.73	2936.92	2937.19	290.0
2019-02-11 00:30:00	ES	Futures	2937.19	2937.19	2935.29	2935.56	778.0
2019-02-11 00:35:00	ES	Futures	2935.56	2935.83	2935.01	2935.29	479.0
2019-02-11 00:40:00	ES	Futures	2935.56	2936.1	2935.01	2935.83	274.0
2019-02-11 00:45:00	ES	Futures	2935.83	2936.64	2935.29	2936.37	250.0
2019-02-11 00:50:00	ES	Futures	2936.37	2936.92	2936.1	2936.64	167.0
2019-02-11 00:55:00	ES	Futures	2936.64	2937.46	2936.64	2937.46	114.0
2019-02-11 01:00:00	ES	Futures	2937.46	2937.46	2936.64	2936.92	161.0
2019-02-11 01:05:00	ES	Futures	2936.92	2937.73	2936.92	2937.46	212.0
2019-02-11 01:10:00	ES	Futures	2937.46	2937.73	2937.19	2937.73	138.0
2019-02-11 01:15:00	ES	Futures	2937.73	2938.0	2937.46	2937.73	208.0
2019-02-11 01:20:00	ES	Futures	2937.73	2938.0	2937.73	2938.0	140.0
2019-02-11 01:25:00	ES	Futures	2937.73	2938.27	2937.73	2938.27	190.0
2019-02-11 01:30:00	ES	Futures	2938.27	2938.82	2938.0	2938.54	292.0
2019-02-11 01:35:00	ES	Futures	2938.27	2938.82	2938.0	2938.27	194.0
2019-02-11 01:40:00	ES	Futures	2938.27	2938.82	2938.0	2938.27	237.0
2019-02-11 01:45:00	ES	Futures	2938.27	2938.54	2938.0	2938.27	141.0
2019-02-11 01:50:00	ES	Futures	2938.0	2939.09	2938.0	2939.09	376.0
2019-02-11 01:55:00	ES	Futures	2939.09	2939.9	2938.82	2939.63	585.0
2019-02-11 02:00:00	ES	Futures	2939.63	2939.63	2938.27	2939.09	962.0
2019-02-11 02:05:00	ES	Futures	2939.09	2939.36	2938.54	2938.54	362.0
2019-02-11 02:10:00	ES	Futures	2938.82	2939.36	2938.54	2938.54	366.0
2019-02-11 02:15:00	ES	Futures	2938.54	2938.54	2937.73	2938.0	286.0
2019-02-11 02:20:00	ES	Futures	2937.73	2938.27	2937.46	2938.27	452.0
2019-02-11 02:25:00	ES	Futures	2938.0	2938.0	2937.19	2937.73	244.0
2019-02-11 02:30:00	ES	Futures	2937.46	2938.54	2937.19	2938.27	565.0
2019-02-11 02:35:00	ES	Futures	2938.27	2939.36	2938.0	2938.82	429.0
2019-02-11 02:40:00	ES	Futures	2938.82	2939.9	2938.54	2939.09	718.0
2019-02-11 02:45:00	ES	Futures	2939.09	2939.36	2938.54	2939.36	158.0
2019-02-11 02:50:00	ES	Futures	2939.09	2939.63	2938.54	2938.54	359.0
2019-02-11 02:55:00	ES	Futures	2938.54	2939.36	2938.27	2939.36	401.0
2019-02-11 03:00:00	ES	Futures	2939.63	2939.9	2937.46	2937.46	1915.0
2019-02-11 03:05:00	ES	Futures	2937.46	2940.45	2937.46	2940.45	1648.0
2019-02-11 03:10:00	ES	Futures	2940.17	2941.53	2939.9	2940.17	2208.0
2019-02-11 03:15:00	ES	Futures	2939.9	2939.9	2937.73	2939.36	2133.0
2019-02-11 03:20:00	ES	Futures	2939.63	2942.62	2939.63	2942.35	2258.0
2019-02-11 03:25:00	ES	Futures	2942.08	2942.62	2941.8	2942.62	1306.0
2019-02-11 03:30:00	ES	Futures	2942.62	2943.98	2942.62	2943.71	3079.0
2019-02-11 03:35:00	ES	Futures	2943.71	2944.52	2943.16	2943.71	1553.0
2019-02-11 03:40:00	ES	Futures	2943.98	2944.52	2943.71	2944.25	858.0
2019-02-11 03:45:00	ES	Futures	2944.25	2948.32	2943.98	2947.78	4393.0
2019-02-11 03:50:00	ES	Futures	2947.78	2951.31	2947.78	2950.49	3833.0
2019-02-11 03:55:00	ES	Futures	2950.49	2951.85	2950.49	2951.31	1964.0
2019-02-11 04:00:00	ES	Futures	2951.04	2954.3	2951.04	2954.03	3563.0
2019-02-11 04:05:00	ES	Futures	2954.03	2956.47	2953.48	2953.48	5196.0

> showing 50 of 16,587 rows — these rows as CSV

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