PREVIEW / futures_5min / 2019-02-28

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-02-28.parquet
  size:    254 KB
  rows:    16,272

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
2019-02-28 00:00:00	ES	Futures	3032.24	3032.51	3031.97	3032.51	280.0
2019-02-28 00:05:00	ES	Futures	3032.51	3032.78	3032.24	3032.78	340.0
2019-02-28 00:10:00	ES	Futures	3032.78	3032.78	3032.51	3032.78	737.0
2019-02-28 00:15:00	ES	Futures	3032.78	3033.06	3032.51	3033.06	1058.0
2019-02-28 00:20:00	ES	Futures	3033.06	3033.06	3032.24	3032.51	657.0
2019-02-28 00:25:00	ES	Futures	3032.51	3032.78	3031.7	3031.97	981.0
2019-02-28 00:30:00	ES	Futures	3031.97	3031.97	3031.7	3031.7	371.0
2019-02-28 00:35:00	ES	Futures	3031.7	3031.7	3031.43	3031.43	378.0
2019-02-28 00:40:00	ES	Futures	3031.7	3031.7	3030.88	3030.88	787.0
2019-02-28 00:45:00	ES	Futures	3031.16	3031.16	3030.88	3031.16	256.0
2019-02-28 00:50:00	ES	Futures	3031.16	3031.16	3028.17	3028.71	2973.0
2019-02-28 00:55:00	ES	Futures	3028.71	3028.71	3027.08	3027.08	1258.0
2019-02-28 01:00:00	ES	Futures	3027.08	3029.25	3027.08	3028.44	1180.0
2019-02-28 01:05:00	ES	Futures	3028.44	3028.71	3027.35	3028.44	684.0
2019-02-28 01:10:00	ES	Futures	3028.44	3028.71	3027.35	3027.62	601.0
2019-02-28 01:15:00	ES	Futures	3027.62	3027.62	3026.54	3026.54	653.0
2019-02-28 01:20:00	ES	Futures	3026.54	3027.08	3026.0	3026.27	1033.0
2019-02-28 01:25:00	ES	Futures	3026.0	3026.54	3024.09	3025.45	2907.0
2019-02-28 01:30:00	ES	Futures	3025.45	3025.72	3024.64	3025.18	846.0
2019-02-28 01:35:00	ES	Futures	3024.91	3026.54	3024.37	3026.27	1411.0
2019-02-28 01:40:00	ES	Futures	3026.27	3026.27	3025.45	3025.72	206.0
2019-02-28 01:45:00	ES	Futures	3026.0	3026.27	3025.18	3026.27	510.0
2019-02-28 01:50:00	ES	Futures	3026.54	3026.54	3026.0	3026.27	401.0
2019-02-28 01:55:00	ES	Futures	3026.27	3026.54	3025.45	3025.45	520.0
2019-02-28 02:00:00	ES	Futures	3025.45	3027.08	3021.92	3023.28	4431.0
2019-02-28 02:05:00	ES	Futures	3023.55	3024.91	3023.28	3024.64	1696.0
2019-02-28 02:10:00	ES	Futures	3024.64	3025.18	3024.09	3024.91	811.0
2019-02-28 02:15:00	ES	Futures	3024.91	3025.45	3023.82	3024.91	1574.0
2019-02-28 02:20:00	ES	Futures	3024.91	3025.18	3023.28	3023.55	1642.0
2019-02-28 02:25:00	ES	Futures	3023.28	3024.37	3023.28	3024.09	823.0
2019-02-28 02:30:00	ES	Futures	3024.37	3024.37	3022.74	3023.28	1040.0
2019-02-28 02:35:00	ES	Futures	3023.28	3024.37	3023.28	3024.37	698.0
2019-02-28 02:40:00	ES	Futures	3024.37	3024.91	3024.09	3024.64	618.0
2019-02-28 02:45:00	ES	Futures	3024.37	3024.64	3023.55	3023.55	702.0
2019-02-28 02:50:00	ES	Futures	3023.55	3024.09	3022.74	3023.28	952.0
2019-02-28 02:55:00	ES	Futures	3023.28	3023.55	3022.74	3023.01	621.0
2019-02-28 03:00:00	ES	Futures	3023.01	3024.37	3022.19	3023.28	3238.0
2019-02-28 03:05:00	ES	Futures	3023.28	3023.55	3021.92	3023.28	2095.0
2019-02-28 03:10:00	ES	Futures	3023.55	3024.64	3023.55	3024.64	1294.0
2019-02-28 03:15:00	ES	Futures	3024.64	3025.45	3023.28	3025.45	1699.0
2019-02-28 03:20:00	ES	Futures	3025.45	3025.72	3024.91	3025.45	1169.0
2019-02-28 03:25:00	ES	Futures	3025.45	3025.72	3024.91	3025.18	1102.0
2019-02-28 03:30:00	ES	Futures	3024.91	3026.27	3024.91	3026.0	1348.0
2019-02-28 03:35:00	ES	Futures	3025.72	3026.54	3025.45	3026.54	1246.0
2019-02-28 03:40:00	ES	Futures	3026.54	3027.08	3026.0	3027.08	997.0
2019-02-28 03:45:00	ES	Futures	3027.08	3027.62	3026.0	3026.27	1134.0
2019-02-28 03:50:00	ES	Futures	3026.27	3027.35	3026.27	3027.35	1194.0
2019-02-28 03:55:00	ES	Futures	3027.35	3027.62	3026.81	3027.08	1311.0
2019-02-28 04:00:00	ES	Futures	3027.35	3027.35	3026.81	3027.08	1044.0
2019-02-28 04:05:00	ES	Futures	3026.81	3027.62	3026.81	3027.35	744.0

> showing 50 of 16,272 rows — these rows as CSV

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