PREVIEW / futures_5min / 2019-03-03

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-03.parquet
  size:    49 KB
  rows:    2,976

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
2019-03-03 18:00:00	ES	Futures	3056.96	3061.84	3054.51	3059.4	11111.0
2019-03-03 18:05:00	ES	Futures	3059.67	3063.2	3059.67	3062.12	3982.0
2019-03-03 18:10:00	ES	Futures	3061.84	3062.66	3061.3	3061.57	1483.0
2019-03-03 18:15:00	ES	Futures	3061.57	3062.39	3061.03	3061.03	1004.0
2019-03-03 18:20:00	ES	Futures	3061.03	3062.12	3060.76	3061.3	908.0
2019-03-03 18:25:00	ES	Futures	3061.03	3061.3	3060.49	3060.49	740.0
2019-03-03 18:30:00	ES	Futures	3060.76	3060.76	3060.21	3060.49	690.0
2019-03-03 18:35:00	ES	Futures	3060.76	3060.76	3060.21	3060.49	486.0
2019-03-03 18:40:00	ES	Futures	3060.21	3061.03	3060.21	3060.21	545.0
2019-03-03 18:45:00	ES	Futures	3060.21	3061.03	3059.94	3060.49	782.0
2019-03-03 18:50:00	ES	Futures	3060.21	3061.03	3060.21	3060.49	495.0
2019-03-03 18:55:00	ES	Futures	3060.76	3061.03	3060.49	3060.76	589.0
2019-03-03 19:00:00	ES	Futures	3060.76	3060.76	3059.67	3060.21	813.0
2019-03-03 19:05:00	ES	Futures	3059.94	3060.21	3059.13	3059.13	895.0
2019-03-03 19:10:00	ES	Futures	3059.13	3059.67	3058.86	3059.4	795.0
2019-03-03 19:15:00	ES	Futures	3059.4	3059.67	3058.31	3059.13	960.0
2019-03-03 19:20:00	ES	Futures	3058.86	3059.13	3058.31	3059.13	569.0
2019-03-03 19:25:00	ES	Futures	3058.86	3059.94	3058.86	3059.67	463.0
2019-03-03 19:30:00	ES	Futures	3059.4	3059.67	3058.86	3058.86	593.0
2019-03-03 19:35:00	ES	Futures	3058.86	3059.13	3058.31	3058.59	382.0
2019-03-03 19:40:00	ES	Futures	3058.31	3058.59	3058.04	3058.31	304.0
2019-03-03 19:45:00	ES	Futures	3058.31	3059.13	3058.31	3058.86	606.0
2019-03-03 19:50:00	ES	Futures	3058.59	3059.4	3058.31	3059.4	466.0
2019-03-03 19:55:00	ES	Futures	3059.13	3059.94	3059.13	3059.67	343.0
2019-03-03 20:00:00	ES	Futures	3059.67	3059.67	3059.13	3059.13	366.0
2019-03-03 20:05:00	ES	Futures	3059.13	3059.67	3058.86	3059.13	451.0
2019-03-03 20:10:00	ES	Futures	3058.86	3059.13	3058.04	3058.31	446.0
2019-03-03 20:15:00	ES	Futures	3058.04	3058.59	3057.23	3057.77	1403.0
2019-03-03 20:20:00	ES	Futures	3057.77	3058.86	3057.77	3058.31	787.0
2019-03-03 20:25:00	ES	Futures	3058.04	3059.13	3058.04	3059.13	515.0
2019-03-03 20:30:00	ES	Futures	3059.13	3059.4	3057.5	3059.13	1382.0
2019-03-03 20:35:00	ES	Futures	3059.13	3059.67	3058.86	3058.86	1131.0
2019-03-03 20:40:00	ES	Futures	3058.86	3059.4	3058.31	3058.86	500.0
2019-03-03 20:45:00	ES	Futures	3058.86	3058.86	3058.31	3058.59	370.0
2019-03-03 20:50:00	ES	Futures	3058.59	3059.13	3058.31	3059.13	371.0
2019-03-03 20:55:00	ES	Futures	3059.13	3059.4	3058.86	3059.13	329.0
2019-03-03 21:00:00	ES	Futures	3059.4	3059.67	3058.86	3059.67	349.0
2019-03-03 21:05:00	ES	Futures	3059.4	3059.4	3058.86	3059.4	280.0
2019-03-03 21:10:00	ES	Futures	3059.4	3059.67	3058.31	3059.13	635.0
2019-03-03 21:15:00	ES	Futures	3059.13	3059.94	3059.13	3059.94	725.0
2019-03-03 21:20:00	ES	Futures	3059.67	3060.21	3059.67	3059.67	738.0
2019-03-03 21:25:00	ES	Futures	3059.67	3060.49	3059.4	3059.94	684.0
2019-03-03 21:30:00	ES	Futures	3059.94	3060.21	3059.13	3059.67	388.0
2019-03-03 21:35:00	ES	Futures	3059.4	3059.67	3059.13	3059.13	213.0
2019-03-03 21:40:00	ES	Futures	3059.13	3059.94	3058.86	3059.94	280.0
2019-03-03 21:45:00	ES	Futures	3059.94	3060.21	3059.67	3059.67	445.0
2019-03-03 21:50:00	ES	Futures	3059.67	3060.49	3059.4	3060.49	366.0
2019-03-03 21:55:00	ES	Futures	3060.21	3060.49	3060.21	3060.21	275.0
2019-03-03 22:00:00	ES	Futures	3060.49	3060.76	3059.94	3060.76	417.0
2019-03-03 22:05:00	ES	Futures	3060.76	3060.76	3060.21	3060.76	149.0

> showing 50 of 2,976 rows — these rows as CSV

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