PREVIEW / futures_5min / 2019-03-04

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-04.parquet
  size:    253 KB
  rows:    16,098

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
2019-03-04 00:00:00	ES	Futures	3060.49	3060.76	3060.49	3060.76	337.0
2019-03-04 00:05:00	ES	Futures	3060.76	3061.3	3060.21	3060.21	401.0
2019-03-04 00:10:00	ES	Futures	3060.21	3060.21	3059.13	3059.67	616.0
2019-03-04 00:15:00	ES	Futures	3059.67	3059.94	3059.13	3059.67	494.0
2019-03-04 00:20:00	ES	Futures	3059.67	3060.21	3059.4	3059.4	282.0
2019-03-04 00:25:00	ES	Futures	3059.4	3059.94	3058.59	3059.94	727.0
2019-03-04 00:30:00	ES	Futures	3059.67	3059.67	3058.59	3058.59	466.0
2019-03-04 00:35:00	ES	Futures	3058.86	3058.86	3058.59	3058.86	283.0
2019-03-04 00:40:00	ES	Futures	3058.86	3059.13	3058.59	3059.13	279.0
2019-03-04 00:45:00	ES	Futures	3059.13	3059.4	3058.86	3059.4	193.0
2019-03-04 00:50:00	ES	Futures	3059.13	3059.67	3058.86	3059.4	183.0
2019-03-04 00:55:00	ES	Futures	3059.4	3059.67	3059.13	3059.13	112.0
2019-03-04 01:00:00	ES	Futures	3059.13	3059.4	3057.5	3058.04	999.0
2019-03-04 01:05:00	ES	Futures	3058.04	3058.31	3057.23	3057.5	743.0
2019-03-04 01:10:00	ES	Futures	3057.77	3057.77	3057.23	3057.77	425.0
2019-03-04 01:15:00	ES	Futures	3057.5	3057.77	3056.96	3057.5	433.0
2019-03-04 01:20:00	ES	Futures	3057.23	3058.31	3057.23	3058.04	435.0
2019-03-04 01:25:00	ES	Futures	3058.04	3058.31	3057.77	3058.31	141.0
2019-03-04 01:30:00	ES	Futures	3058.04	3058.59	3058.04	3058.04	347.0
2019-03-04 01:35:00	ES	Futures	3058.04	3058.04	3057.23	3057.77	408.0
2019-03-04 01:40:00	ES	Futures	3057.77	3059.4	3057.77	3059.13	982.0
2019-03-04 01:45:00	ES	Futures	3059.13	3060.21	3059.13	3059.67	1271.0
2019-03-04 01:50:00	ES	Futures	3059.67	3059.94	3059.4	3059.67	468.0
2019-03-04 01:55:00	ES	Futures	3059.67	3060.21	3059.67	3059.67	628.0
2019-03-04 02:00:00	ES	Futures	3059.94	3059.94	3057.77	3058.59	1376.0
2019-03-04 02:05:00	ES	Futures	3058.31	3058.86	3058.31	3058.31	442.0
2019-03-04 02:10:00	ES	Futures	3058.31	3059.13	3058.04	3059.13	438.0
2019-03-04 02:15:00	ES	Futures	3058.86	3059.4	3057.77	3057.77	451.0
2019-03-04 02:20:00	ES	Futures	3057.77	3057.77	3056.96	3057.77	921.0
2019-03-04 02:25:00	ES	Futures	3057.77	3058.04	3057.23	3057.5	568.0
2019-03-04 02:30:00	ES	Futures	3057.77	3057.77	3056.68	3057.23	860.0
2019-03-04 02:35:00	ES	Futures	3057.23	3057.23	3056.14	3056.41	674.0
2019-03-04 02:40:00	ES	Futures	3056.68	3056.96	3056.41	3056.96	308.0
2019-03-04 02:45:00	ES	Futures	3056.96	3057.5	3056.68	3057.23	678.0
2019-03-04 02:50:00	ES	Futures	3056.96	3057.5	3056.96	3057.23	404.0
2019-03-04 02:55:00	ES	Futures	3057.23	3057.77	3056.68	3057.5	701.0
2019-03-04 03:00:00	ES	Futures	3057.5	3058.31	3056.68	3058.04	2107.0
2019-03-04 03:05:00	ES	Futures	3058.04	3058.04	3056.14	3056.41	1462.0
2019-03-04 03:10:00	ES	Futures	3056.41	3056.68	3055.05	3055.33	2342.0
2019-03-04 03:15:00	ES	Futures	3055.33	3055.87	3054.24	3055.87	1581.0
2019-03-04 03:20:00	ES	Futures	3055.6	3056.68	3055.6	3056.68	909.0
2019-03-04 03:25:00	ES	Futures	3056.68	3056.68	3055.6	3056.41	774.0
2019-03-04 03:30:00	ES	Futures	3056.68	3056.96	3056.14	3056.41	823.0
2019-03-04 03:35:00	ES	Futures	3056.41	3056.41	3055.33	3056.14	967.0
2019-03-04 03:40:00	ES	Futures	3056.14	3057.23	3055.87	3056.68	1202.0
2019-03-04 03:45:00	ES	Futures	3056.68	3058.04	3056.14	3057.77	1130.0
2019-03-04 03:50:00	ES	Futures	3058.04	3058.59	3057.23	3057.77	1306.0
2019-03-04 03:55:00	ES	Futures	3057.5	3058.86	3057.23	3058.59	1083.0
2019-03-04 04:00:00	ES	Futures	3058.31	3058.86	3057.77	3057.77	953.0
2019-03-04 04:05:00	ES	Futures	3058.04	3058.86	3057.77	3058.59	660.0

> showing 50 of 16,098 rows — these rows as CSV

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