PREVIEW / futures_5min / 2019-02-25

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-02-25.parquet
  size:    253 KB
  rows:    16,345

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
2019-02-25 00:00:00	ES	Futures	3040.12	3040.93	3040.12	3040.93	924.0
2019-02-25 00:05:00	ES	Futures	3040.93	3040.93	3039.57	3040.39	431.0
2019-02-25 00:10:00	ES	Futures	3040.39	3040.93	3039.57	3039.57	483.0
2019-02-25 00:15:00	ES	Futures	3039.85	3040.12	3039.57	3040.12	299.0
2019-02-25 00:20:00	ES	Futures	3040.12	3040.39	3039.57	3040.12	219.0
2019-02-25 00:25:00	ES	Futures	3039.85	3040.12	3039.57	3040.12	401.0
2019-02-25 00:30:00	ES	Futures	3039.85	3040.12	3038.22	3038.49	1638.0
2019-02-25 00:35:00	ES	Futures	3038.49	3038.76	3038.22	3038.22	573.0
2019-02-25 00:40:00	ES	Futures	3038.22	3039.03	3037.94	3038.49	901.0
2019-02-25 00:45:00	ES	Futures	3038.76	3038.76	3037.67	3037.94	452.0
2019-02-25 00:50:00	ES	Futures	3037.94	3038.76	3037.94	3038.49	379.0
2019-02-25 00:55:00	ES	Futures	3038.49	3038.76	3038.22	3038.76	530.0
2019-02-25 01:00:00	ES	Futures	3038.76	3039.3	3038.22	3039.03	546.0
2019-02-25 01:05:00	ES	Futures	3039.3	3039.57	3039.03	3039.57	329.0
2019-02-25 01:10:00	ES	Futures	3039.57	3040.12	3039.3	3039.85	664.0
2019-02-25 01:15:00	ES	Futures	3039.85	3040.39	3039.3	3040.12	480.0
2019-02-25 01:20:00	ES	Futures	3039.85	3040.66	3039.85	3040.39	328.0
2019-02-25 01:25:00	ES	Futures	3040.39	3041.2	3040.12	3040.66	743.0
2019-02-25 01:30:00	ES	Futures	3040.39	3041.2	3040.39	3040.93	636.0
2019-02-25 01:35:00	ES	Futures	3041.2	3041.75	3040.93	3041.75	1110.0
2019-02-25 01:40:00	ES	Futures	3041.75	3042.29	3041.48	3041.75	1286.0
2019-02-25 01:45:00	ES	Futures	3041.75	3041.75	3041.2	3041.2	478.0
2019-02-25 01:50:00	ES	Futures	3041.2	3042.02	3041.2	3041.48	440.0
2019-02-25 01:55:00	ES	Futures	3041.75	3042.02	3041.2	3041.48	532.0
2019-02-25 02:00:00	ES	Futures	3041.75	3042.02	3040.66	3041.75	1115.0
2019-02-25 02:05:00	ES	Futures	3041.75	3042.56	3041.75	3042.56	900.0
2019-02-25 02:10:00	ES	Futures	3042.56	3042.83	3042.29	3042.56	699.0
2019-02-25 02:15:00	ES	Futures	3042.56	3042.83	3042.02	3042.29	547.0
2019-02-25 02:20:00	ES	Futures	3042.29	3042.56	3041.2	3041.48	579.0
2019-02-25 02:25:00	ES	Futures	3041.48	3041.75	3040.93	3041.2	531.0
2019-02-25 02:30:00	ES	Futures	3041.2	3041.75	3041.2	3041.48	448.0
2019-02-25 02:35:00	ES	Futures	3041.2	3042.83	3041.2	3042.83	615.0
2019-02-25 02:40:00	ES	Futures	3042.83	3043.11	3042.02	3042.02	711.0
2019-02-25 02:45:00	ES	Futures	3042.29	3042.83	3042.02	3042.56	508.0
2019-02-25 02:50:00	ES	Futures	3042.56	3042.83	3042.29	3042.56	263.0
2019-02-25 02:55:00	ES	Futures	3042.56	3043.11	3042.02	3042.02	519.0
2019-02-25 03:00:00	ES	Futures	3042.29	3044.73	3041.48	3043.92	3332.0
2019-02-25 03:05:00	ES	Futures	3043.92	3044.46	3043.11	3043.11	2326.0
2019-02-25 03:10:00	ES	Futures	3043.11	3043.11	3042.02	3042.29	1475.0
2019-02-25 03:15:00	ES	Futures	3042.29	3042.56	3041.48	3042.56	1263.0
2019-02-25 03:20:00	ES	Futures	3042.56	3042.56	3040.93	3040.93	1213.0
2019-02-25 03:25:00	ES	Futures	3040.93	3041.2	3039.3	3040.12	1687.0
2019-02-25 03:30:00	ES	Futures	3039.85	3040.93	3039.85	3040.39	927.0
2019-02-25 03:35:00	ES	Futures	3040.39	3041.2	3040.39	3041.2	861.0
2019-02-25 03:40:00	ES	Futures	3041.2	3041.2	3040.39	3040.66	391.0
2019-02-25 03:45:00	ES	Futures	3040.66	3041.48	3040.39	3041.48	679.0
2019-02-25 03:50:00	ES	Futures	3041.75	3042.29	3041.48	3042.29	952.0
2019-02-25 03:55:00	ES	Futures	3042.02	3042.02	3041.48	3041.75	635.0
2019-02-25 04:00:00	ES	Futures	3041.75	3042.56	3041.48	3042.02	663.0
2019-02-25 04:05:00	ES	Futures	3042.02	3042.56	3041.75	3041.75	1130.0

> showing 50 of 16,345 rows — these rows as CSV

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