PREVIEW / futures_5min / 2019-02-22

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-02-22.parquet
  size:    203 KB
  rows:    13,034

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
2019-02-22 00:00:00	ES	Futures	3011.6	3011.6	3011.06	3011.6	922.0
2019-02-22 00:05:00	ES	Futures	3011.6	3011.87	3011.06	3011.6	314.0
2019-02-22 00:10:00	ES	Futures	3011.6	3011.87	3011.06	3011.06	137.0
2019-02-22 00:15:00	ES	Futures	3011.06	3011.87	3011.06	3011.33	179.0
2019-02-22 00:20:00	ES	Futures	3011.6	3011.6	3010.79	3010.79	462.0
2019-02-22 00:25:00	ES	Futures	3010.51	3010.79	3009.97	3009.97	554.0
2019-02-22 00:30:00	ES	Futures	3010.24	3011.6	3010.24	3011.6	604.0
2019-02-22 00:35:00	ES	Futures	3011.6	3014.05	3011.33	3014.05	769.0
2019-02-22 00:40:00	ES	Futures	3014.05	3014.86	3013.5	3014.86	1208.0
2019-02-22 00:45:00	ES	Futures	3014.86	3015.13	3014.05	3014.59	370.0
2019-02-22 00:50:00	ES	Futures	3014.59	3014.86	3014.05	3014.59	285.0
2019-02-22 00:55:00	ES	Futures	3014.59	3015.13	3014.32	3014.32	380.0
2019-02-22 01:00:00	ES	Futures	3014.32	3014.86	3013.23	3013.23	694.0
2019-02-22 01:05:00	ES	Futures	3013.5	3014.05	3013.23	3013.77	373.0
2019-02-22 01:10:00	ES	Futures	3013.77	3014.59	3013.77	3014.32	416.0
2019-02-22 01:15:00	ES	Futures	3014.32	3014.59	3013.5	3014.05	801.0
2019-02-22 01:20:00	ES	Futures	3014.05	3014.05	3013.5	3013.77	444.0
2019-02-22 01:25:00	ES	Futures	3013.77	3014.59	3013.77	3014.59	419.0
2019-02-22 01:30:00	ES	Futures	3014.86	3015.4	3014.59	3015.13	816.0
2019-02-22 01:35:00	ES	Futures	3014.86	3015.13	3014.59	3014.59	266.0
2019-02-22 01:40:00	ES	Futures	3014.59	3014.86	3014.32	3014.59	282.0
2019-02-22 01:45:00	ES	Futures	3014.59	3015.13	3014.59	3014.86	190.0
2019-02-22 01:50:00	ES	Futures	3014.86	3015.95	3014.59	3015.95	655.0
2019-02-22 01:55:00	ES	Futures	3015.95	3016.49	3015.68	3016.22	768.0
2019-02-22 02:00:00	ES	Futures	3016.22	3017.03	3013.5	3013.5	1992.0
2019-02-22 02:05:00	ES	Futures	3013.5	3014.32	3013.5	3014.32	842.0
2019-02-22 02:10:00	ES	Futures	3014.05	3014.59	3013.77	3014.32	378.0
2019-02-22 02:15:00	ES	Futures	3014.59	3014.86	3013.77	3014.05	497.0
2019-02-22 02:20:00	ES	Futures	3014.05	3014.32	3013.23	3013.77	683.0
2019-02-22 02:25:00	ES	Futures	3013.77	3015.13	3013.5	3014.59	269.0
2019-02-22 02:30:00	ES	Futures	3014.86	3014.86	3014.32	3014.86	396.0
2019-02-22 02:35:00	ES	Futures	3014.86	3015.68	3014.86	3015.13	573.0
2019-02-22 02:40:00	ES	Futures	3015.13	3015.13	3014.59	3014.86	172.0
2019-02-22 02:45:00	ES	Futures	3015.13	3015.68	3014.86	3015.68	345.0
2019-02-22 02:50:00	ES	Futures	3015.95	3016.76	3015.68	3016.49	556.0
2019-02-22 02:55:00	ES	Futures	3016.49	3016.49	3015.95	3015.95	459.0
2019-02-22 03:00:00	ES	Futures	3015.95	3017.85	3015.4	3015.95	2430.0
2019-02-22 03:05:00	ES	Futures	3015.95	3016.49	3015.13	3016.22	1484.0
2019-02-22 03:10:00	ES	Futures	3015.95	3016.76	3015.4	3016.76	966.0
2019-02-22 03:15:00	ES	Futures	3016.76	3018.12	3016.49	3017.3	1510.0
2019-02-22 03:20:00	ES	Futures	3017.3	3017.85	3016.76	3017.03	1253.0
2019-02-22 03:25:00	ES	Futures	3016.76	3017.03	3016.22	3016.49	929.0
2019-02-22 03:30:00	ES	Futures	3016.49	3018.12	3016.49	3017.85	1017.0
2019-02-22 03:35:00	ES	Futures	3017.85	3020.29	3017.58	3020.02	3716.0
2019-02-22 03:40:00	ES	Futures	3020.02	3020.29	3019.48	3019.75	943.0
2019-02-22 03:45:00	ES	Futures	3020.02	3023.01	3019.75	3022.46	3447.0
2019-02-22 03:50:00	ES	Futures	3022.46	3022.74	3021.65	3022.19	1337.0
2019-02-22 03:55:00	ES	Futures	3022.19	3022.74	3021.38	3022.19	1000.0
2019-02-22 04:00:00	ES	Futures	3022.19	3022.46	3020.29	3020.29	1345.0
2019-02-22 04:05:00	ES	Futures	3020.29	3022.74	3020.29	3022.46	1359.0

> showing 50 of 13,034 rows — these rows as CSV

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