PREVIEW / futures_5min / 2019-02-26

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-02-26.parquet
  size:    236 KB
  rows:    15,112

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
2019-02-26 00:00:00	ES	Futures	3027.35	3028.44	3027.35	3027.62	932.0
2019-02-26 00:05:00	ES	Futures	3027.62	3027.9	3026.81	3027.9	772.0
2019-02-26 00:10:00	ES	Futures	3028.17	3028.71	3027.9	3028.17	726.0
2019-02-26 00:15:00	ES	Futures	3028.17	3029.53	3027.9	3028.71	714.0
2019-02-26 00:20:00	ES	Futures	3028.98	3029.25	3028.44	3028.71	669.0
2019-02-26 00:25:00	ES	Futures	3028.17	3028.71	3027.9	3028.17	443.0
2019-02-26 00:30:00	ES	Futures	3028.44	3028.98	3028.17	3028.17	745.0
2019-02-26 00:35:00	ES	Futures	3028.17	3028.71	3027.08	3027.35	1075.0
2019-02-26 00:40:00	ES	Futures	3027.35	3028.17	3027.08	3027.62	797.0
2019-02-26 00:45:00	ES	Futures	3027.62	3028.44	3027.35	3028.44	401.0
2019-02-26 00:50:00	ES	Futures	3028.17	3028.71	3027.35	3027.62	461.0
2019-02-26 00:55:00	ES	Futures	3027.62	3027.9	3027.08	3027.9	857.0
2019-02-26 01:00:00	ES	Futures	3027.9	3028.98	3027.9	3028.44	923.0
2019-02-26 01:05:00	ES	Futures	3028.71	3029.53	3028.71	3028.98	547.0
2019-02-26 01:10:00	ES	Futures	3029.25	3029.53	3028.71	3029.25	522.0
2019-02-26 01:15:00	ES	Futures	3029.25	3029.8	3028.98	3029.8	245.0
2019-02-26 01:20:00	ES	Futures	3029.53	3030.07	3028.98	3028.98	830.0
2019-02-26 01:25:00	ES	Futures	3028.98	3028.98	3028.17	3028.44	657.0
2019-02-26 01:30:00	ES	Futures	3028.17	3028.44	3027.35	3027.9	1015.0
2019-02-26 01:35:00	ES	Futures	3027.9	3028.71	3027.62	3028.44	386.0
2019-02-26 01:40:00	ES	Futures	3028.17	3028.17	3027.62	3028.17	294.0
2019-02-26 01:45:00	ES	Futures	3027.9	3027.9	3027.08	3027.35	367.0
2019-02-26 01:50:00	ES	Futures	3027.35	3028.17	3027.08	3027.9	321.0
2019-02-26 01:55:00	ES	Futures	3028.17	3028.44	3027.35	3028.17	796.0
2019-02-26 02:00:00	ES	Futures	3027.9	3029.53	3027.9	3029.25	1155.0
2019-02-26 02:05:00	ES	Futures	3029.25	3029.53	3027.62	3027.62	1012.0
2019-02-26 02:10:00	ES	Futures	3027.9	3029.25	3027.62	3028.71	591.0
2019-02-26 02:15:00	ES	Futures	3028.98	3029.8	3028.71	3029.53	786.0
2019-02-26 02:20:00	ES	Futures	3029.53	3030.34	3029.53	3029.8	459.0
2019-02-26 02:25:00	ES	Futures	3029.8	3030.07	3029.25	3029.8	522.0
2019-02-26 02:30:00	ES	Futures	3029.8	3031.16	3029.53	3030.61	1184.0
2019-02-26 02:35:00	ES	Futures	3030.61	3030.88	3030.34	3030.88	366.0
2019-02-26 02:40:00	ES	Futures	3030.61	3030.88	3030.34	3030.61	198.0
2019-02-26 02:45:00	ES	Futures	3030.61	3031.43	3030.61	3031.16	629.0
2019-02-26 02:50:00	ES	Futures	3030.88	3031.16	3030.07	3030.07	344.0
2019-02-26 02:55:00	ES	Futures	3030.07	3031.43	3030.07	3031.16	932.0
2019-02-26 03:00:00	ES	Futures	3030.88	3031.43	3030.07	3030.34	1583.0
2019-02-26 03:05:00	ES	Futures	3030.34	3031.16	3030.07	3030.34	1123.0
2019-02-26 03:10:00	ES	Futures	3030.61	3030.88	3029.25	3029.53	1825.0
2019-02-26 03:15:00	ES	Futures	3029.8	3030.61	3029.25	3030.34	1231.0
2019-02-26 03:20:00	ES	Futures	3030.34	3031.97	3030.34	3031.43	887.0
2019-02-26 03:25:00	ES	Futures	3031.43	3031.97	3031.16	3031.43	919.0
2019-02-26 03:30:00	ES	Futures	3031.7	3032.51	3031.7	3032.24	1273.0
2019-02-26 03:35:00	ES	Futures	3032.51	3032.51	3031.7	3031.7	964.0
2019-02-26 03:40:00	ES	Futures	3031.7	3031.97	3031.43	3031.97	1137.0
2019-02-26 03:45:00	ES	Futures	3032.24	3032.51	3031.16	3031.43	941.0
2019-02-26 03:50:00	ES	Futures	3031.43	3031.7	3030.61	3031.16	1610.0
2019-02-26 03:55:00	ES	Futures	3030.88	3030.88	3029.25	3030.07	1531.0
2019-02-26 04:00:00	ES	Futures	3030.07	3030.34	3029.53	3029.8	1155.0
2019-02-26 04:05:00	ES	Futures	3029.8	3031.16	3029.53	3030.88	1469.0

> showing 50 of 15,112 rows — these rows as CSV

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