PREVIEW / futures_5min / 2019-02-18

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-02-18.parquet
  size:    159 KB
  rows:    11,739

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
2019-02-18 00:00:00	ES	Futures	3017.3	3017.85	3017.03	3017.58	132.0
2019-02-18 00:05:00	ES	Futures	3017.58	3017.85	3016.76	3017.03	219.0
2019-02-18 00:10:00	ES	Futures	3017.03	3017.3	3016.76	3017.03	472.0
2019-02-18 00:15:00	ES	Futures	3017.3	3017.58	3017.03	3017.3	830.0
2019-02-18 00:20:00	ES	Futures	3017.58	3017.85	3017.03	3017.3	219.0
2019-02-18 00:25:00	ES	Futures	3017.3	3017.85	3017.03	3017.58	495.0
2019-02-18 00:30:00	ES	Futures	3017.58	3017.58	3016.76	3016.76	171.0
2019-02-18 00:35:00	ES	Futures	3016.76	3016.76	3016.49	3016.76	435.0
2019-02-18 00:40:00	ES	Futures	3016.76	3016.76	3015.95	3016.22	190.0
2019-02-18 00:45:00	ES	Futures	3016.22	3016.49	3015.4	3016.22	538.0
2019-02-18 00:50:00	ES	Futures	3016.22	3016.76	3015.95	3016.22	209.0
2019-02-18 00:55:00	ES	Futures	3016.49	3016.76	3016.22	3016.76	685.0
2019-02-18 01:00:00	ES	Futures	3016.49	3018.39	3016.49	3018.12	506.0
2019-02-18 01:05:00	ES	Futures	3018.12	3018.12	3017.03	3017.03	584.0
2019-02-18 01:10:00	ES	Futures	3017.3	3017.58	3016.76	3017.3	500.0
2019-02-18 01:15:00	ES	Futures	3017.3	3017.58	3017.03	3017.03	145.0
2019-02-18 01:20:00	ES	Futures	3017.03	3017.03	3015.95	3016.22	273.0
2019-02-18 01:25:00	ES	Futures	3016.49	3017.03	3016.22	3016.49	152.0
2019-02-18 01:30:00	ES	Futures	3016.49	3017.3	3016.49	3017.03	115.0
2019-02-18 01:35:00	ES	Futures	3017.03	3017.85	3017.03	3017.03	444.0
2019-02-18 01:40:00	ES	Futures	3017.3	3017.3	3016.76	3016.76	142.0
2019-02-18 01:45:00	ES	Futures	3016.76	3018.12	3016.76	3017.58	320.0
2019-02-18 01:50:00	ES	Futures	3017.85	3018.12	3017.58	3017.85	299.0
2019-02-18 01:55:00	ES	Futures	3017.85	3018.12	3017.58	3018.12	309.0
2019-02-18 02:00:00	ES	Futures	3017.85	3018.93	3017.58	3018.39	557.0
2019-02-18 02:05:00	ES	Futures	3018.12	3018.39	3017.58	3018.39	225.0
2019-02-18 02:10:00	ES	Futures	3018.12	3018.12	3016.76	3016.76	394.0
2019-02-18 02:15:00	ES	Futures	3016.76	3017.58	3016.76	3017.3	327.0
2019-02-18 02:20:00	ES	Futures	3017.03	3018.39	3017.03	3018.39	302.0
2019-02-18 02:25:00	ES	Futures	3018.39	3018.39	3017.03	3017.58	419.0
2019-02-18 02:30:00	ES	Futures	3017.3	3018.39	3017.3	3017.85	312.0
2019-02-18 02:35:00	ES	Futures	3017.85	3017.85	3017.3	3017.58	173.0
2019-02-18 02:40:00	ES	Futures	3017.58	3017.58	3017.03	3017.3	187.0
2019-02-18 02:45:00	ES	Futures	3017.03	3017.3	3016.76	3017.3	126.0
2019-02-18 02:50:00	ES	Futures	3017.3	3017.3	3016.76	3016.76	167.0
2019-02-18 02:55:00	ES	Futures	3016.76	3017.3	3016.49	3016.76	350.0
2019-02-18 03:00:00	ES	Futures	3016.76	3016.76	3015.13	3016.49	1042.0
2019-02-18 03:05:00	ES	Futures	3016.22	3018.39	3016.22	3017.3	1081.0
2019-02-18 03:10:00	ES	Futures	3017.3	3018.12	3016.76	3016.76	751.0
2019-02-18 03:15:00	ES	Futures	3016.76	3017.58	3016.22	3016.76	675.0
2019-02-18 03:20:00	ES	Futures	3016.76	3016.76	3015.68	3016.22	661.0
2019-02-18 03:25:00	ES	Futures	3016.22	3016.76	3015.4	3015.68	958.0
2019-02-18 03:30:00	ES	Futures	3015.95	3016.22	3014.86	3015.13	832.0
2019-02-18 03:35:00	ES	Futures	3015.13	3015.4	3014.32	3015.4	1435.0
2019-02-18 03:40:00	ES	Futures	3015.13	3015.95	3015.13	3015.68	836.0
2019-02-18 03:45:00	ES	Futures	3015.68	3015.95	3014.59	3015.4	650.0
2019-02-18 03:50:00	ES	Futures	3015.13	3015.4	3014.32	3014.59	411.0
2019-02-18 03:55:00	ES	Futures	3014.32	3015.13	3014.32	3014.86	275.0
2019-02-18 04:00:00	ES	Futures	3014.86	3015.68	3014.59	3015.13	412.0
2019-02-18 04:05:00	ES	Futures	3015.13	3015.4	3014.86	3015.13	1402.0

> showing 50 of 11,739 rows — these rows as CSV

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