PREVIEW / futures_5min / 2019-02-27

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-02-27.parquet
  size:    251 KB
  rows:    16,280

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
2019-02-27 00:00:00	ES	Futures	3031.7	3032.51	3031.43	3032.24	1502.0
2019-02-27 00:05:00	ES	Futures	3031.97	3031.97	3031.16	3031.7	767.0
2019-02-27 00:10:00	ES	Futures	3031.7	3032.24	3031.7	3031.97	453.0
2019-02-27 00:15:00	ES	Futures	3032.24	3032.24	3031.7	3032.24	325.0
2019-02-27 00:20:00	ES	Futures	3032.24	3033.33	3031.97	3033.06	1093.0
2019-02-27 00:25:00	ES	Futures	3033.06	3034.41	3033.06	3033.87	1414.0
2019-02-27 00:30:00	ES	Futures	3033.87	3034.14	3033.33	3033.87	702.0
2019-02-27 00:35:00	ES	Futures	3033.87	3033.87	3033.33	3033.87	407.0
2019-02-27 00:40:00	ES	Futures	3033.6	3034.14	3033.06	3033.33	669.0
2019-02-27 00:45:00	ES	Futures	3033.6	3033.87	3032.78	3032.78	563.0
2019-02-27 00:50:00	ES	Futures	3033.06	3033.06	3032.51	3033.06	573.0
2019-02-27 00:55:00	ES	Futures	3033.06	3033.06	3032.24	3032.78	905.0
2019-02-27 01:00:00	ES	Futures	3032.78	3033.06	3031.97	3032.24	719.0
2019-02-27 01:05:00	ES	Futures	3031.97	3032.78	3031.7	3032.78	492.0
2019-02-27 01:10:00	ES	Futures	3032.78	3033.06	3032.24	3032.24	209.0
2019-02-27 01:15:00	ES	Futures	3031.97	3031.97	3031.16	3031.16	490.0
2019-02-27 01:20:00	ES	Futures	3031.16	3031.16	3028.44	3028.44	1955.0
2019-02-27 01:25:00	ES	Futures	3028.44	3029.53	3028.44	3029.25	812.0
2019-02-27 01:30:00	ES	Futures	3028.98	3029.25	3027.35	3027.62	1139.0
2019-02-27 01:35:00	ES	Futures	3027.35	3027.9	3025.72	3026.0	1926.0
2019-02-27 01:40:00	ES	Futures	3026.0	3026.0	3023.82	3024.91	2780.0
2019-02-27 01:45:00	ES	Futures	3024.91	3026.27	3024.64	3026.0	1203.0
2019-02-27 01:50:00	ES	Futures	3025.72	3026.27	3025.45	3025.72	603.0
2019-02-27 01:55:00	ES	Futures	3025.72	3026.54	3025.72	3026.0	642.0
2019-02-27 02:00:00	ES	Futures	3026.0	3027.08	3024.37	3025.18	1786.0
2019-02-27 02:05:00	ES	Futures	3024.91	3025.45	3024.64	3025.45	555.0
2019-02-27 02:10:00	ES	Futures	3025.18	3026.0	3025.18	3025.45	347.0
2019-02-27 02:15:00	ES	Futures	3025.72	3026.27	3025.45	3025.45	628.0
2019-02-27 02:20:00	ES	Futures	3025.45	3025.45	3023.01	3024.09	1748.0
2019-02-27 02:25:00	ES	Futures	3024.37	3026.0	3024.09	3025.18	1604.0
2019-02-27 02:30:00	ES	Futures	3025.18	3026.81	3025.18	3026.54	1052.0
2019-02-27 02:35:00	ES	Futures	3026.27	3027.08	3026.27	3026.54	687.0
2019-02-27 02:40:00	ES	Futures	3026.54	3026.54	3025.72	3025.72	669.0
2019-02-27 02:45:00	ES	Futures	3025.72	3026.27	3025.45	3026.27	614.0
2019-02-27 02:50:00	ES	Futures	3026.27	3026.81	3025.72	3026.27	768.0
2019-02-27 02:55:00	ES	Futures	3026.0	3027.08	3026.0	3026.0	711.0
2019-02-27 03:00:00	ES	Futures	3026.27	3026.81	3025.18	3026.27	1896.0
2019-02-27 03:05:00	ES	Futures	3026.27	3027.08	3025.18	3026.81	1597.0
2019-02-27 03:10:00	ES	Futures	3027.08	3027.9	3026.81	3026.81	1891.0
2019-02-27 03:15:00	ES	Futures	3026.81	3027.08	3025.18	3025.45	1319.0
2019-02-27 03:20:00	ES	Futures	3025.45	3027.08	3025.45	3025.72	1390.0
2019-02-27 03:25:00	ES	Futures	3025.72	3026.81	3024.91	3024.91	726.0
2019-02-27 03:30:00	ES	Futures	3024.91	3025.72	3024.91	3024.91	1155.0
2019-02-27 03:35:00	ES	Futures	3024.91	3026.54	3024.09	3026.27	1270.0
2019-02-27 03:40:00	ES	Futures	3026.27	3026.54	3024.91	3025.45	587.0
2019-02-27 03:45:00	ES	Futures	3025.45	3025.72	3024.37	3024.37	787.0
2019-02-27 03:50:00	ES	Futures	3024.09	3025.18	3023.55	3023.55	1034.0
2019-02-27 03:55:00	ES	Futures	3023.55	3023.82	3020.56	3021.11	4578.0
2019-02-27 04:00:00	ES	Futures	3021.38	3023.28	3021.11	3022.46	1109.0
2019-02-27 04:05:00	ES	Futures	3022.19	3023.01	3021.11	3021.11	869.0

> showing 50 of 16,280 rows — these rows as CSV

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