PREVIEW / futures_5min / 2019-02-14

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-02-14.parquet
  size:    267 KB
  rows:    16,674

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
2019-02-14 00:00:00	ES	Futures	2990.42	2990.69	2989.87	2990.42	399.0
2019-02-14 00:05:00	ES	Futures	2990.42	2990.96	2989.87	2990.69	337.0
2019-02-14 00:10:00	ES	Futures	2990.96	2990.96	2989.87	2989.87	258.0
2019-02-14 00:15:00	ES	Futures	2989.87	2990.42	2989.6	2990.42	158.0
2019-02-14 00:20:00	ES	Futures	2990.42	2990.69	2990.15	2990.15	227.0
2019-02-14 00:25:00	ES	Futures	2990.15	2990.69	2990.15	2990.42	312.0
2019-02-14 00:30:00	ES	Futures	2990.69	2990.96	2990.69	2990.69	424.0
2019-02-14 00:35:00	ES	Futures	2990.42	2991.5	2990.42	2991.23	432.0
2019-02-14 00:40:00	ES	Futures	2991.5	2992.32	2991.23	2992.32	640.0
2019-02-14 00:45:00	ES	Futures	2992.05	2992.32	2991.23	2991.78	553.0
2019-02-14 00:50:00	ES	Futures	2991.5	2991.5	2991.23	2991.23	394.0
2019-02-14 00:55:00	ES	Futures	2991.23	2991.5	2990.96	2991.23	297.0
2019-02-14 01:00:00	ES	Futures	2991.23	2993.41	2991.23	2993.13	933.0
2019-02-14 01:05:00	ES	Futures	2993.13	2993.13	2992.32	2992.86	304.0
2019-02-14 01:10:00	ES	Futures	2992.86	2994.49	2992.86	2994.49	796.0
2019-02-14 01:15:00	ES	Futures	2994.49	2995.03	2994.22	2994.76	913.0
2019-02-14 01:20:00	ES	Futures	2994.76	2994.76	2993.95	2994.49	257.0
2019-02-14 01:25:00	ES	Futures	2994.49	2995.03	2994.49	2995.03	420.0
2019-02-14 01:30:00	ES	Futures	2995.31	2995.58	2994.22	2994.22	764.0
2019-02-14 01:35:00	ES	Futures	2994.22	2994.76	2994.22	2994.49	263.0
2019-02-14 01:40:00	ES	Futures	2994.49	2994.76	2994.22	2994.49	209.0
2019-02-14 01:45:00	ES	Futures	2994.49	2995.58	2994.49	2995.31	459.0
2019-02-14 01:50:00	ES	Futures	2995.03	2995.31	2994.76	2995.31	532.0
2019-02-14 01:55:00	ES	Futures	2995.03	2995.58	2995.03	2995.03	271.0
2019-02-14 02:00:00	ES	Futures	2995.31	2998.02	2995.03	2996.12	2858.0
2019-02-14 02:05:00	ES	Futures	2996.12	2996.66	2995.58	2996.39	520.0
2019-02-14 02:10:00	ES	Futures	2996.39	2996.66	2996.12	2996.12	354.0
2019-02-14 02:15:00	ES	Futures	2996.12	2996.39	2995.85	2996.12	495.0
2019-02-14 02:20:00	ES	Futures	2996.12	2996.94	2996.12	2996.66	401.0
2019-02-14 02:25:00	ES	Futures	2996.66	2997.21	2995.85	2997.21	822.0
2019-02-14 02:30:00	ES	Futures	2997.48	2997.75	2996.39	2996.66	1026.0
2019-02-14 02:35:00	ES	Futures	2996.66	2996.94	2995.58	2995.58	421.0
2019-02-14 02:40:00	ES	Futures	2995.58	2996.94	2995.58	2996.39	411.0
2019-02-14 02:45:00	ES	Futures	2996.39	2997.21	2995.31	2996.94	1025.0
2019-02-14 02:50:00	ES	Futures	2997.21	2997.21	2996.39	2996.66	736.0
2019-02-14 02:55:00	ES	Futures	2996.66	3001.55	2996.66	2999.92	5371.0
2019-02-14 03:00:00	ES	Futures	2999.92	3000.19	2998.02	2998.02	5182.0
2019-02-14 03:05:00	ES	Futures	2998.29	2998.84	2996.39	2997.21	2635.0
2019-02-14 03:10:00	ES	Futures	2997.21	2997.21	2995.58	2995.85	1656.0
2019-02-14 03:15:00	ES	Futures	2995.85	2997.48	2995.58	2996.94	1355.0
2019-02-14 03:20:00	ES	Futures	2996.94	2997.21	2995.85	2996.39	1682.0
2019-02-14 03:25:00	ES	Futures	2996.12	2997.75	2995.58	2997.75	1891.0
2019-02-14 03:30:00	ES	Futures	2997.75	2997.75	2996.12	2996.94	1251.0
2019-02-14 03:35:00	ES	Futures	2996.94	2997.21	2996.12	2996.39	1180.0
2019-02-14 03:40:00	ES	Futures	2996.12	2996.66	2995.31	2995.58	1570.0
2019-02-14 03:45:00	ES	Futures	2995.85	2995.85	2994.22	2994.49	1637.0
2019-02-14 03:50:00	ES	Futures	2994.49	2995.31	2994.22	2995.31	1520.0
2019-02-14 03:55:00	ES	Futures	2995.58	2995.85	2995.03	2995.31	722.0
2019-02-14 04:00:00	ES	Futures	2995.03	2995.31	2993.68	2993.95	1359.0
2019-02-14 04:05:00	ES	Futures	2993.68	2995.85	2993.68	2995.31	2352.0

> showing 50 of 16,674 rows — these rows as CSV

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