PREVIEW / futures_5min / 2019-03-07

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-07.parquet
  size:    267 KB
  rows:    16,295

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
2019-03-07 00:00:00	ES	Futures	3005.63	3005.63	3004.81	3004.81	560.0
2019-03-07 00:05:00	ES	Futures	3005.08	3005.08	3004.27	3004.54	586.0
2019-03-07 00:10:00	ES	Futures	3004.81	3005.08	3004.54	3005.08	313.0
2019-03-07 00:15:00	ES	Futures	3005.08	3005.08	3004.54	3004.81	164.0
2019-03-07 00:20:00	ES	Futures	3004.54	3005.08	3004.54	3004.81	308.0
2019-03-07 00:25:00	ES	Futures	3004.81	3005.08	3004.0	3004.27	632.0
2019-03-07 00:30:00	ES	Futures	3004.54	3004.81	3004.0	3004.81	428.0
2019-03-07 00:35:00	ES	Futures	3004.54	3004.54	3004.0	3004.27	432.0
2019-03-07 00:40:00	ES	Futures	3004.27	3004.81	3004.27	3004.81	736.0
2019-03-07 00:45:00	ES	Futures	3004.81	3005.08	3004.54	3004.81	263.0
2019-03-07 00:50:00	ES	Futures	3004.81	3005.35	3004.81	3004.81	226.0
2019-03-07 00:55:00	ES	Futures	3005.08	3005.35	3004.0	3004.27	690.0
2019-03-07 01:00:00	ES	Futures	3004.54	3005.08	3004.0	3004.81	1131.0
2019-03-07 01:05:00	ES	Futures	3004.81	3005.35	3004.81	3005.08	593.0
2019-03-07 01:10:00	ES	Futures	3005.08	3005.08	3004.27	3004.54	158.0
2019-03-07 01:15:00	ES	Futures	3004.54	3005.08	3004.54	3004.81	271.0
2019-03-07 01:20:00	ES	Futures	3004.54	3004.81	3004.27	3004.27	404.0
2019-03-07 01:25:00	ES	Futures	3004.54	3005.08	3004.54	3004.54	190.0
2019-03-07 01:30:00	ES	Futures	3004.54	3005.08	3004.54	3004.81	223.0
2019-03-07 01:35:00	ES	Futures	3005.08	3005.35	3004.81	3005.35	218.0
2019-03-07 01:40:00	ES	Futures	3005.08	3005.35	3004.81	3004.81	298.0
2019-03-07 01:45:00	ES	Futures	3004.81	3005.08	3004.54	3004.54	171.0
2019-03-07 01:50:00	ES	Futures	3004.81	3004.81	3004.0	3004.54	523.0
2019-03-07 01:55:00	ES	Futures	3004.27	3004.54	3004.0	3004.27	405.0
2019-03-07 02:00:00	ES	Futures	3004.27	3004.81	3002.1	3002.37	3715.0
2019-03-07 02:05:00	ES	Futures	3002.1	3002.91	3001.82	3002.37	947.0
2019-03-07 02:10:00	ES	Futures	3002.64	3003.18	3002.1	3002.91	724.0
2019-03-07 02:15:00	ES	Futures	3002.64	3002.91	3002.1	3002.1	571.0
2019-03-07 02:20:00	ES	Futures	3002.37	3002.64	3001.01	3001.28	1539.0
2019-03-07 02:25:00	ES	Futures	3001.28	3001.55	3000.74	3000.74	1412.0
2019-03-07 02:30:00	ES	Futures	3000.74	3001.28	2999.92	3000.47	2270.0
2019-03-07 02:35:00	ES	Futures	3000.47	3001.01	3000.47	3000.47	981.0
2019-03-07 02:40:00	ES	Futures	3000.47	3001.01	3000.47	3000.47	1477.0
2019-03-07 02:45:00	ES	Futures	3000.47	3001.55	3000.47	3001.28	1016.0
2019-03-07 02:50:00	ES	Futures	3001.28	3002.1	3001.01	3002.1	571.0
2019-03-07 02:55:00	ES	Futures	3002.1	3002.37	3001.82	3002.1	646.0
2019-03-07 03:00:00	ES	Futures	3001.82	3002.91	3001.55	3002.1	2833.0
2019-03-07 03:05:00	ES	Futures	3002.37	3002.91	3001.55	3002.91	2307.0
2019-03-07 03:10:00	ES	Futures	3002.91	3003.18	3001.82	3002.64	1785.0
2019-03-07 03:15:00	ES	Futures	3002.64	3003.73	3002.37	3002.91	2451.0
2019-03-07 03:20:00	ES	Futures	3002.91	3003.18	3002.37	3002.64	2375.0
2019-03-07 03:25:00	ES	Futures	3002.64	3002.64	3001.01	3001.01	2298.0
2019-03-07 03:30:00	ES	Futures	3001.01	3001.82	3001.01	3001.01	1575.0
2019-03-07 03:35:00	ES	Futures	3001.01	3002.37	3001.01	3001.82	1956.0
2019-03-07 03:40:00	ES	Futures	3001.82	3003.18	3001.82	3002.64	1543.0
2019-03-07 03:45:00	ES	Futures	3002.64	3002.64	3002.1	3002.37	731.0
2019-03-07 03:50:00	ES	Futures	3002.1	3002.64	3001.82	3002.37	474.0
2019-03-07 03:55:00	ES	Futures	3002.64	3003.45	3002.37	3003.18	663.0
2019-03-07 04:00:00	ES	Futures	3003.18	3004.0	3002.37	3003.45	1023.0
2019-03-07 04:05:00	ES	Futures	3003.73	3004.0	3002.91	3003.73	921.0

> showing 50 of 16,295 rows — these rows as CSV

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