PREVIEW / futures_5min / 2019-03-01

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-01.parquet
  size:    228 KB
  rows:    13,659

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
2019-03-01 00:00:00	ES	Futures	3037.13	3037.13	3036.59	3036.86	692.0
2019-03-01 00:05:00	ES	Futures	3036.86	3037.13	3036.32	3036.59	873.0
2019-03-01 00:10:00	ES	Futures	3036.86	3037.4	3036.59	3036.86	660.0
2019-03-01 00:15:00	ES	Futures	3036.86	3037.13	3036.59	3037.13	401.0
2019-03-01 00:20:00	ES	Futures	3037.13	3038.22	3037.13	3038.22	390.0
2019-03-01 00:25:00	ES	Futures	3037.94	3038.22	3037.67	3037.67	187.0
2019-03-01 00:30:00	ES	Futures	3037.94	3038.22	3037.67	3037.94	158.0
2019-03-01 00:35:00	ES	Futures	3037.67	3038.22	3037.67	3037.94	172.0
2019-03-01 00:40:00	ES	Futures	3037.94	3037.94	3037.4	3037.4	213.0
2019-03-01 00:45:00	ES	Futures	3037.4	3037.94	3037.4	3037.67	171.0
2019-03-01 00:50:00	ES	Futures	3037.67	3038.22	3037.67	3038.22	211.0
2019-03-01 00:55:00	ES	Futures	3038.22	3038.49	3037.67	3037.94	216.0
2019-03-01 01:00:00	ES	Futures	3037.94	3038.22	3037.4	3037.67	647.0
2019-03-01 01:05:00	ES	Futures	3037.67	3038.49	3037.67	3038.22	252.0
2019-03-01 01:10:00	ES	Futures	3038.49	3039.03	3038.22	3038.22	659.0
2019-03-01 01:15:00	ES	Futures	3038.22	3038.76	3037.94	3038.49	632.0
2019-03-01 01:20:00	ES	Futures	3038.49	3038.76	3038.22	3038.22	222.0
2019-03-01 01:25:00	ES	Futures	3038.49	3038.76	3037.94	3038.49	169.0
2019-03-01 01:30:00	ES	Futures	3038.76	3038.76	3038.22	3038.22	368.0
2019-03-01 01:35:00	ES	Futures	3037.94	3040.12	3037.94	3039.3	1707.0
2019-03-01 01:40:00	ES	Futures	3039.3	3039.3	3038.76	3039.3	516.0
2019-03-01 01:45:00	ES	Futures	3039.3	3039.3	3038.76	3039.3	183.0
2019-03-01 01:50:00	ES	Futures	3039.03	3039.57	3039.03	3039.3	312.0
2019-03-01 01:55:00	ES	Futures	3039.3	3039.85	3039.03	3039.3	387.0
2019-03-01 02:00:00	ES	Futures	3039.57	3039.85	3039.03	3039.57	1275.0
2019-03-01 02:05:00	ES	Futures	3039.3	3039.57	3038.76	3039.3	401.0
2019-03-01 02:10:00	ES	Futures	3039.57	3039.57	3039.03	3039.3	467.0
2019-03-01 02:15:00	ES	Futures	3039.57	3040.12	3039.57	3039.85	630.0
2019-03-01 02:20:00	ES	Futures	3039.57	3039.57	3038.76	3039.03	683.0
2019-03-01 02:25:00	ES	Futures	3039.03	3039.03	3038.76	3039.03	255.0
2019-03-01 02:30:00	ES	Futures	3038.76	3039.03	3038.49	3038.49	724.0
2019-03-01 02:35:00	ES	Futures	3038.76	3038.76	3037.4	3037.67	861.0
2019-03-01 02:40:00	ES	Futures	3037.94	3038.22	3037.4	3038.22	615.0
2019-03-01 02:45:00	ES	Futures	3038.49	3039.3	3038.22	3038.76	717.0
2019-03-01 02:50:00	ES	Futures	3038.76	3039.3	3038.76	3039.03	368.0
2019-03-01 02:55:00	ES	Futures	3039.03	3039.85	3038.76	3039.85	505.0
2019-03-01 03:00:00	ES	Futures	3039.85	3039.85	3037.67	3038.49	2168.0
2019-03-01 03:05:00	ES	Futures	3038.22	3038.76	3037.4	3037.67	1724.0
2019-03-01 03:10:00	ES	Futures	3037.67	3037.67	3036.86	3037.13	1240.0
2019-03-01 03:15:00	ES	Futures	3037.13	3037.67	3036.59	3037.4	2078.0
2019-03-01 03:20:00	ES	Futures	3037.67	3038.76	3037.4	3038.49	1651.0
2019-03-01 03:25:00	ES	Futures	3038.22	3038.49	3037.4	3037.94	1186.0
2019-03-01 03:30:00	ES	Futures	3037.94	3039.3	3037.94	3039.03	1238.0
2019-03-01 03:35:00	ES	Futures	3038.76	3039.03	3037.67	3037.94	1329.0
2019-03-01 03:40:00	ES	Futures	3037.94	3039.57	3037.94	3039.57	1117.0
2019-03-01 03:45:00	ES	Futures	3039.85	3043.11	3039.57	3042.29	4599.0
2019-03-01 03:50:00	ES	Futures	3042.56	3043.38	3042.29	3042.83	2295.0
2019-03-01 03:55:00	ES	Futures	3042.83	3043.11	3042.29	3042.29	1126.0
2019-03-01 04:00:00	ES	Futures	3042.56	3043.38	3042.02	3042.02	1394.0
2019-03-01 04:05:00	ES	Futures	3042.02	3043.11	3041.75	3042.83	1182.0

> showing 50 of 13,659 rows — these rows as CSV

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