PREVIEW / futures_5min / 2019-02-12

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-02-12.parquet
  size:    254 KB
  rows:    16,703

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
2019-02-12 00:00:00	ES	Futures	2957.28	2957.28	2956.47	2956.47	283.0
2019-02-12 00:05:00	ES	Futures	2956.47	2956.74	2955.93	2956.47	654.0
2019-02-12 00:10:00	ES	Futures	2956.47	2956.47	2955.93	2956.2	267.0
2019-02-12 00:15:00	ES	Futures	2956.2	2956.2	2955.65	2956.2	249.0
2019-02-12 00:20:00	ES	Futures	2955.93	2956.74	2955.93	2956.2	348.0
2019-02-12 00:25:00	ES	Futures	2956.2	2956.2	2955.38	2955.65	437.0
2019-02-12 00:30:00	ES	Futures	2955.65	2956.47	2955.65	2955.93	465.0
2019-02-12 00:35:00	ES	Futures	2955.65	2956.2	2955.65	2955.93	188.0
2019-02-12 00:40:00	ES	Futures	2955.93	2956.2	2955.11	2956.2	800.0
2019-02-12 00:45:00	ES	Futures	2955.93	2956.2	2955.38	2955.38	218.0
2019-02-12 00:50:00	ES	Futures	2955.65	2955.93	2955.11	2955.38	240.0
2019-02-12 00:55:00	ES	Futures	2955.38	2956.47	2955.38	2955.93	359.0
2019-02-12 01:00:00	ES	Futures	2955.93	2957.56	2955.65	2957.56	960.0
2019-02-12 01:05:00	ES	Futures	2957.56	2958.1	2957.28	2958.1	703.0
2019-02-12 01:10:00	ES	Futures	2957.83	2958.1	2957.56	2957.83	375.0
2019-02-12 01:15:00	ES	Futures	2958.1	2958.37	2957.56	2957.83	645.0
2019-02-12 01:20:00	ES	Futures	2957.83	2958.1	2957.01	2957.01	411.0
2019-02-12 01:25:00	ES	Futures	2957.28	2957.56	2956.74	2956.74	305.0
2019-02-12 01:30:00	ES	Futures	2956.74	2957.28	2956.47	2957.28	339.0
2019-02-12 01:35:00	ES	Futures	2957.01	2957.28	2956.2	2956.74	470.0
2019-02-12 01:40:00	ES	Futures	2957.01	2957.28	2956.74	2957.28	357.0
2019-02-12 01:45:00	ES	Futures	2957.28	2957.56	2957.01	2957.56	257.0
2019-02-12 01:50:00	ES	Futures	2957.56	2958.1	2956.74	2957.56	609.0
2019-02-12 01:55:00	ES	Futures	2957.28	2957.56	2957.01	2957.28	208.0
2019-02-12 02:00:00	ES	Futures	2957.28	2957.83	2956.2	2956.74	915.0
2019-02-12 02:05:00	ES	Futures	2956.74	2957.56	2956.47	2957.01	394.0
2019-02-12 02:10:00	ES	Futures	2957.01	2958.1	2956.74	2958.1	712.0
2019-02-12 02:15:00	ES	Futures	2957.83	2957.83	2956.2	2956.74	756.0
2019-02-12 02:20:00	ES	Futures	2956.74	2957.01	2956.2	2956.74	482.0
2019-02-12 02:25:00	ES	Futures	2956.47	2957.28	2956.2	2957.01	556.0
2019-02-12 02:30:00	ES	Futures	2957.01	2957.83	2956.74	2957.28	1016.0
2019-02-12 02:35:00	ES	Futures	2957.56	2958.37	2957.01	2958.1	1065.0
2019-02-12 02:40:00	ES	Futures	2957.83	2958.1	2957.28	2957.56	679.0
2019-02-12 02:45:00	ES	Futures	2957.28	2957.83	2957.01	2957.83	663.0
2019-02-12 02:50:00	ES	Futures	2957.83	2959.73	2957.56	2959.19	1496.0
2019-02-12 02:55:00	ES	Futures	2959.19	2960.54	2959.19	2959.73	1755.0
2019-02-12 03:00:00	ES	Futures	2959.73	2962.17	2959.73	2960.54	4825.0
2019-02-12 03:05:00	ES	Futures	2960.27	2961.36	2959.73	2960.54	2554.0
2019-02-12 03:10:00	ES	Futures	2960.54	2960.81	2959.46	2960.27	1599.0
2019-02-12 03:15:00	ES	Futures	2960.54	2961.09	2958.64	2959.19	2569.0
2019-02-12 03:20:00	ES	Futures	2959.19	2959.73	2958.91	2959.19	1370.0
2019-02-12 03:25:00	ES	Futures	2959.19	2959.46	2958.1	2958.37	1346.0
2019-02-12 03:30:00	ES	Futures	2958.37	2958.91	2957.83	2958.37	1346.0
2019-02-12 03:35:00	ES	Futures	2958.1	2958.91	2957.83	2958.37	1163.0
2019-02-12 03:40:00	ES	Futures	2958.64	2959.73	2958.37	2959.19	957.0
2019-02-12 03:45:00	ES	Futures	2959.46	2959.73	2957.83	2958.37	1102.0
2019-02-12 03:50:00	ES	Futures	2958.37	2959.46	2958.37	2958.64	763.0
2019-02-12 03:55:00	ES	Futures	2958.91	2960.27	2958.64	2960.27	775.0
2019-02-12 04:00:00	ES	Futures	2960.27	2961.36	2960.0	2960.54	2278.0
2019-02-12 04:05:00	ES	Futures	2960.54	2960.81	2959.46	2959.73	997.0

> showing 50 of 16,703 rows — these rows as CSV

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