PREVIEW / futures_5min / 2019-02-15

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-02-15.parquet
  size:    234 KB
  rows:    13,573

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
2019-02-15 00:00:00	ES	Futures	2969.51	2969.78	2967.6	2968.15	1095.0
2019-02-15 00:05:00	ES	Futures	2968.15	2968.96	2967.33	2968.42	981.0
2019-02-15 00:10:00	ES	Futures	2968.42	2968.96	2968.15	2968.69	300.0
2019-02-15 00:15:00	ES	Futures	2968.69	2968.96	2967.88	2968.15	119.0
2019-02-15 00:20:00	ES	Futures	2968.15	2968.15	2967.33	2968.15	520.0
2019-02-15 00:25:00	ES	Futures	2968.15	2968.15	2967.06	2967.6	592.0
2019-02-15 00:30:00	ES	Futures	2967.6	2968.69	2967.6	2968.42	752.0
2019-02-15 00:35:00	ES	Futures	2968.69	2969.23	2968.42	2968.69	702.0
2019-02-15 00:40:00	ES	Futures	2968.69	2969.51	2968.42	2968.69	602.0
2019-02-15 00:45:00	ES	Futures	2968.69	2970.05	2968.69	2969.78	397.0
2019-02-15 00:50:00	ES	Futures	2969.78	2969.78	2968.69	2968.69	460.0
2019-02-15 00:55:00	ES	Futures	2968.69	2969.51	2968.42	2969.23	362.0
2019-02-15 01:00:00	ES	Futures	2969.23	2970.59	2969.23	2970.05	858.0
2019-02-15 01:05:00	ES	Futures	2970.05	2970.32	2969.51	2969.51	205.0
2019-02-15 01:10:00	ES	Futures	2969.51	2970.05	2968.96	2969.51	535.0
2019-02-15 01:15:00	ES	Futures	2969.51	2969.51	2968.96	2969.51	277.0
2019-02-15 01:20:00	ES	Futures	2969.51	2969.51	2968.96	2968.96	132.0
2019-02-15 01:25:00	ES	Futures	2969.23	2969.51	2968.42	2969.23	363.0
2019-02-15 01:30:00	ES	Futures	2969.23	2969.51	2968.42	2968.69	336.0
2019-02-15 01:35:00	ES	Futures	2968.42	2968.42	2967.88	2967.88	377.0
2019-02-15 01:40:00	ES	Futures	2967.88	2968.15	2967.33	2967.6	339.0
2019-02-15 01:45:00	ES	Futures	2967.88	2968.42	2967.6	2968.15	257.0
2019-02-15 01:50:00	ES	Futures	2968.15	2968.15	2967.6	2968.15	131.0
2019-02-15 01:55:00	ES	Futures	2967.88	2968.96	2967.88	2968.42	431.0
2019-02-15 02:00:00	ES	Futures	2968.15	2969.78	2967.88	2968.15	1702.0
2019-02-15 02:05:00	ES	Futures	2968.42	2970.05	2968.42	2969.78	579.0
2019-02-15 02:10:00	ES	Futures	2969.78	2969.78	2969.23	2969.51	468.0
2019-02-15 02:15:00	ES	Futures	2969.78	2969.78	2968.42	2968.42	787.0
2019-02-15 02:20:00	ES	Futures	2968.42	2968.69	2966.25	2967.33	1469.0
2019-02-15 02:25:00	ES	Futures	2967.6	2967.6	2966.79	2967.06	701.0
2019-02-15 02:30:00	ES	Futures	2966.79	2967.06	2964.62	2965.43	2219.0
2019-02-15 02:35:00	ES	Futures	2965.43	2965.7	2964.89	2965.16	691.0
2019-02-15 02:40:00	ES	Futures	2965.43	2965.7	2964.62	2965.43	1576.0
2019-02-15 02:45:00	ES	Futures	2965.16	2965.7	2965.16	2965.16	452.0
2019-02-15 02:50:00	ES	Futures	2965.43	2965.98	2965.16	2965.43	1003.0
2019-02-15 02:55:00	ES	Futures	2965.43	2966.79	2965.43	2966.25	775.0
2019-02-15 03:00:00	ES	Futures	2966.25	2967.88	2966.25	2966.52	1727.0
2019-02-15 03:05:00	ES	Futures	2966.52	2968.69	2966.25	2967.88	1393.0
2019-02-15 03:10:00	ES	Futures	2967.6	2968.42	2966.52	2966.79	1545.0
2019-02-15 03:15:00	ES	Futures	2966.79	2968.69	2966.79	2968.42	1859.0
2019-02-15 03:20:00	ES	Futures	2968.15	2968.42	2966.79	2967.88	1194.0
2019-02-15 03:25:00	ES	Futures	2967.88	2969.51	2967.6	2968.69	1438.0
2019-02-15 03:30:00	ES	Futures	2968.42	2970.32	2968.42	2969.23	2622.0
2019-02-15 03:35:00	ES	Futures	2969.23	2970.32	2968.69	2969.78	1207.0
2019-02-15 03:40:00	ES	Futures	2969.78	2970.86	2969.51	2970.59	1993.0
2019-02-15 03:45:00	ES	Futures	2970.59	2972.49	2970.32	2971.68	4594.0
2019-02-15 03:50:00	ES	Futures	2971.41	2971.95	2970.32	2970.59	1585.0
2019-02-15 03:55:00	ES	Futures	2970.59	2970.86	2969.51	2970.32	2144.0
2019-02-15 04:00:00	ES	Futures	2970.05	2971.41	2970.05	2971.14	1200.0
2019-02-15 04:05:00	ES	Futures	2971.14	2972.22	2970.86	2971.41	1436.0

> showing 50 of 13,573 rows — these rows as CSV

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