PREVIEW / futures_5min / 2019-03-05

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-05.parquet
  size:    231 KB
  rows:    15,839

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
2019-03-05 00:00:00	ES	Futures	3031.16	3031.16	3030.34	3030.61	324.0
2019-03-05 00:05:00	ES	Futures	3030.61	3030.88	3030.07	3030.34	443.0
2019-03-05 00:10:00	ES	Futures	3030.34	3031.16	3030.34	3031.16	329.0
2019-03-05 00:15:00	ES	Futures	3030.88	3031.43	3030.88	3031.16	218.0
2019-03-05 00:20:00	ES	Futures	3031.16	3031.7	3030.88	3031.43	273.0
2019-03-05 00:25:00	ES	Futures	3031.43	3031.97	3031.16	3031.97	355.0
2019-03-05 00:30:00	ES	Futures	3031.97	3031.97	3030.88	3030.88	604.0
2019-03-05 00:35:00	ES	Futures	3031.16	3032.51	3031.16	3032.24	368.0
2019-03-05 00:40:00	ES	Futures	3032.24	3032.24	3031.43	3031.43	501.0
2019-03-05 00:45:00	ES	Futures	3031.43	3031.43	3030.88	3031.43	334.0
2019-03-05 00:50:00	ES	Futures	3031.43	3031.7	3031.16	3031.7	265.0
2019-03-05 00:55:00	ES	Futures	3031.7	3032.51	3031.16	3032.24	417.0
2019-03-05 01:00:00	ES	Futures	3032.24	3033.33	3032.24	3032.78	630.0
2019-03-05 01:05:00	ES	Futures	3033.06	3033.33	3032.51	3033.33	429.0
2019-03-05 01:10:00	ES	Futures	3033.33	3033.6	3032.78	3033.33	641.0
2019-03-05 01:15:00	ES	Futures	3033.06	3033.33	3032.78	3033.33	206.0
2019-03-05 01:20:00	ES	Futures	3033.33	3034.96	3033.33	3034.96	1113.0
2019-03-05 01:25:00	ES	Futures	3034.69	3034.96	3034.14	3034.14	385.0
2019-03-05 01:30:00	ES	Futures	3034.14	3034.41	3033.87	3034.14	339.0
2019-03-05 01:35:00	ES	Futures	3034.14	3034.41	3033.06	3033.33	578.0
2019-03-05 01:40:00	ES	Futures	3033.33	3033.87	3033.06	3033.87	264.0
2019-03-05 01:45:00	ES	Futures	3033.87	3034.14	3033.6	3033.6	245.0
2019-03-05 01:50:00	ES	Futures	3033.6	3034.14	3033.33	3033.87	202.0
2019-03-05 01:55:00	ES	Futures	3033.6	3034.14	3033.6	3033.87	277.0
2019-03-05 02:00:00	ES	Futures	3034.14	3036.04	3034.14	3035.77	1242.0
2019-03-05 02:05:00	ES	Futures	3035.77	3035.77	3034.69	3035.23	348.0
2019-03-05 02:10:00	ES	Futures	3035.23	3035.23	3034.69	3034.69	398.0
2019-03-05 02:15:00	ES	Futures	3034.96	3034.96	3034.41	3034.41	200.0
2019-03-05 02:20:00	ES	Futures	3034.69	3034.96	3034.14	3034.14	373.0
2019-03-05 02:25:00	ES	Futures	3034.14	3034.14	3033.33	3033.6	394.0
2019-03-05 02:30:00	ES	Futures	3033.6	3033.6	3032.51	3033.06	991.0
2019-03-05 02:35:00	ES	Futures	3032.78	3033.6	3032.51	3033.6	535.0
2019-03-05 02:40:00	ES	Futures	3033.33	3033.87	3033.33	3033.87	322.0
2019-03-05 02:45:00	ES	Futures	3033.6	3033.87	3033.33	3033.33	385.0
2019-03-05 02:50:00	ES	Futures	3033.6	3033.6	3032.78	3033.33	250.0
2019-03-05 02:55:00	ES	Futures	3033.06	3035.23	3033.06	3034.96	923.0
2019-03-05 03:00:00	ES	Futures	3034.96	3035.5	3033.33	3033.6	2047.0
2019-03-05 03:05:00	ES	Futures	3033.33	3034.96	3033.33	3034.69	2033.0
2019-03-05 03:10:00	ES	Futures	3034.69	3035.77	3034.69	3035.23	1448.0
2019-03-05 03:15:00	ES	Futures	3035.23	3036.04	3035.23	3035.23	1078.0
2019-03-05 03:20:00	ES	Futures	3035.5	3035.77	3035.23	3035.5	839.0
2019-03-05 03:25:00	ES	Futures	3035.23	3036.04	3034.96	3035.5	1171.0
2019-03-05 03:30:00	ES	Futures	3035.23	3036.86	3035.23	3036.59	2107.0
2019-03-05 03:35:00	ES	Futures	3036.59	3037.67	3036.59	3037.4	1360.0
2019-03-05 03:40:00	ES	Futures	3037.4	3037.67	3037.13	3037.13	614.0
2019-03-05 03:45:00	ES	Futures	3037.4	3039.3	3037.4	3038.76	1874.0
2019-03-05 03:50:00	ES	Futures	3039.03	3040.12	3038.76	3039.85	1526.0
2019-03-05 03:55:00	ES	Futures	3039.85	3039.85	3038.49	3039.03	1240.0
2019-03-05 04:00:00	ES	Futures	3039.3	3039.3	3037.94	3038.22	1200.0
2019-03-05 04:05:00	ES	Futures	3038.22	3039.3	3037.94	3039.03	871.0

> showing 50 of 15,839 rows — these rows as CSV

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