PREVIEW / futures_5min / 2019-03-06

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-06.parquet
  size:    230 KB
  rows:    15,900

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
2019-03-06 00:00:00	ES	Futures	3023.82	3024.37	3023.55	3023.82	456.0
2019-03-06 00:05:00	ES	Futures	3023.82	3024.91	3023.82	3024.37	610.0
2019-03-06 00:10:00	ES	Futures	3024.09	3024.64	3023.82	3024.64	341.0
2019-03-06 00:15:00	ES	Futures	3024.64	3025.45	3024.64	3025.18	543.0
2019-03-06 00:20:00	ES	Futures	3025.18	3025.72	3024.91	3025.45	405.0
2019-03-06 00:25:00	ES	Futures	3025.45	3026.27	3025.18	3026.27	564.0
2019-03-06 00:30:00	ES	Futures	3026.0	3026.27	3025.45	3026.0	545.0
2019-03-06 00:35:00	ES	Futures	3025.72	3026.27	3025.72	3026.27	497.0
2019-03-06 00:40:00	ES	Futures	3026.27	3026.27	3026.0	3026.0	61.0
2019-03-06 00:45:00	ES	Futures	3026.0	3026.27	3026.0	3026.0	326.0
2019-03-06 00:50:00	ES	Futures	3026.0	3026.0	3025.45	3025.72	241.0
2019-03-06 00:55:00	ES	Futures	3025.45	3025.45	3024.09	3024.64	1569.0
2019-03-06 01:00:00	ES	Futures	3024.91	3024.91	3023.82	3024.09	919.0
2019-03-06 01:05:00	ES	Futures	3024.37	3024.37	3023.82	3023.82	405.0
2019-03-06 01:10:00	ES	Futures	3023.82	3023.82	3023.28	3023.82	445.0
2019-03-06 01:15:00	ES	Futures	3023.82	3024.64	3023.82	3024.64	459.0
2019-03-06 01:20:00	ES	Futures	3024.64	3024.64	3024.09	3024.37	339.0
2019-03-06 01:25:00	ES	Futures	3024.37	3024.37	3023.55	3024.37	342.0
2019-03-06 01:30:00	ES	Futures	3024.37	3025.18	3024.37	3025.18	556.0
2019-03-06 01:35:00	ES	Futures	3024.91	3025.45	3024.91	3025.45	532.0
2019-03-06 01:40:00	ES	Futures	3025.72	3026.0	3025.45	3025.72	254.0
2019-03-06 01:45:00	ES	Futures	3025.45	3026.27	3025.45	3026.27	741.0
2019-03-06 01:50:00	ES	Futures	3026.27	3027.62	3026.27	3027.35	891.0
2019-03-06 01:55:00	ES	Futures	3027.08	3027.62	3026.81	3026.81	724.0
2019-03-06 02:00:00	ES	Futures	3027.08	3027.62	3026.27	3026.27	1129.0
2019-03-06 02:05:00	ES	Futures	3026.27	3026.81	3025.72	3026.0	506.0
2019-03-06 02:10:00	ES	Futures	3026.0	3027.08	3026.0	3026.81	484.0
2019-03-06 02:15:00	ES	Futures	3026.81	3026.81	3026.0	3026.0	423.0
2019-03-06 02:20:00	ES	Futures	3025.72	3026.27	3025.72	3026.0	512.0
2019-03-06 02:25:00	ES	Futures	3025.72	3026.54	3025.72	3026.54	426.0
2019-03-06 02:30:00	ES	Futures	3026.54	3026.54	3025.18	3026.27	952.0
2019-03-06 02:35:00	ES	Futures	3026.54	3026.54	3026.27	3026.54	231.0
2019-03-06 02:40:00	ES	Futures	3026.54	3027.35	3026.54	3027.35	501.0
2019-03-06 02:45:00	ES	Futures	3027.62	3027.62	3026.81	3027.35	462.0
2019-03-06 02:50:00	ES	Futures	3027.08	3027.35	3026.54	3026.54	150.0
2019-03-06 02:55:00	ES	Futures	3026.81	3027.35	3026.81	3026.81	413.0
2019-03-06 03:00:00	ES	Futures	3026.81	3028.17	3025.72	3027.62	1922.0
2019-03-06 03:05:00	ES	Futures	3027.62	3028.98	3027.35	3028.44	2023.0
2019-03-06 03:10:00	ES	Futures	3028.17	3029.8	3028.17	3028.44	1681.0
2019-03-06 03:15:00	ES	Futures	3028.44	3028.71	3027.62	3027.9	1127.0
2019-03-06 03:20:00	ES	Futures	3027.9	3027.9	3027.08	3027.08	828.0
2019-03-06 03:25:00	ES	Futures	3027.35	3027.35	3026.27	3026.54	783.0
2019-03-06 03:30:00	ES	Futures	3026.54	3027.35	3026.0	3026.27	1185.0
2019-03-06 03:35:00	ES	Futures	3026.27	3027.62	3026.0	3027.62	549.0
2019-03-06 03:40:00	ES	Futures	3027.35	3027.9	3027.08	3027.08	943.0
2019-03-06 03:45:00	ES	Futures	3027.08	3027.62	3026.54	3027.35	494.0
2019-03-06 03:50:00	ES	Futures	3027.35	3028.17	3027.08	3027.08	1164.0
2019-03-06 03:55:00	ES	Futures	3027.08	3027.08	3025.72	3026.54	1837.0
2019-03-06 04:00:00	ES	Futures	3026.54	3026.81	3025.72	3026.0	2140.0
2019-03-06 04:05:00	ES	Futures	3025.72	3027.08	3025.72	3026.54	1146.0

> showing 50 of 15,900 rows — these rows as CSV

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