PREVIEW / futures_5min / 2019-03-08

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-08.parquet
  size:    214 KB
  rows:    13,448

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
2019-03-08 00:00:00	ES	Futures	2980.37	2981.46	2979.83	2981.46	487.0
2019-03-08 00:05:00	ES	Futures	2981.73	2982.0	2981.18	2981.18	566.0
2019-03-08 00:10:00	ES	Futures	2981.18	2981.46	2980.64	2981.18	586.0
2019-03-08 00:15:00	ES	Futures	2981.18	2981.46	2980.91	2981.18	242.0
2019-03-08 00:20:00	ES	Futures	2981.18	2981.18	2979.83	2980.1	171.0
2019-03-08 00:25:00	ES	Futures	2980.1	2980.1	2978.74	2979.83	509.0
2019-03-08 00:30:00	ES	Futures	2979.55	2980.37	2979.55	2979.83	268.0
2019-03-08 00:35:00	ES	Futures	2980.1	2980.37	2978.2	2978.2	700.0
2019-03-08 00:40:00	ES	Futures	2978.47	2979.28	2978.2	2979.01	656.0
2019-03-08 00:45:00	ES	Futures	2979.01	2979.01	2978.2	2978.74	379.0
2019-03-08 00:50:00	ES	Futures	2978.74	2979.55	2978.2	2979.28	584.0
2019-03-08 00:55:00	ES	Futures	2979.55	2979.55	2978.47	2979.55	426.0
2019-03-08 01:00:00	ES	Futures	2979.83	2980.37	2979.55	2980.1	586.0
2019-03-08 01:05:00	ES	Futures	2979.83	2980.37	2978.74	2979.01	508.0
2019-03-08 01:10:00	ES	Futures	2979.01	2979.01	2977.92	2978.2	775.0
2019-03-08 01:15:00	ES	Futures	2978.2	2978.2	2976.84	2977.65	841.0
2019-03-08 01:20:00	ES	Futures	2977.65	2977.65	2975.75	2977.38	936.0
2019-03-08 01:25:00	ES	Futures	2977.38	2977.38	2975.21	2976.02	998.0
2019-03-08 01:30:00	ES	Futures	2976.02	2976.84	2975.48	2976.84	467.0
2019-03-08 01:35:00	ES	Futures	2976.84	2977.11	2976.57	2976.84	362.0
2019-03-08 01:40:00	ES	Futures	2976.84	2977.11	2976.57	2976.84	243.0
2019-03-08 01:45:00	ES	Futures	2976.84	2977.11	2976.57	2976.57	399.0
2019-03-08 01:50:00	ES	Futures	2976.57	2977.11	2976.3	2976.84	486.0
2019-03-08 01:55:00	ES	Futures	2976.84	2977.38	2976.57	2976.84	397.0
2019-03-08 02:00:00	ES	Futures	2976.84	2977.65	2975.75	2977.11	841.0
2019-03-08 02:05:00	ES	Futures	2977.38	2977.38	2975.75	2975.75	556.0
2019-03-08 02:10:00	ES	Futures	2976.02	2976.02	2973.04	2973.31	2291.0
2019-03-08 02:15:00	ES	Futures	2973.31	2974.39	2973.04	2974.12	925.0
2019-03-08 02:20:00	ES	Futures	2974.12	2974.94	2973.85	2974.39	557.0
2019-03-08 02:25:00	ES	Futures	2974.39	2974.67	2973.58	2973.85	518.0
2019-03-08 02:30:00	ES	Futures	2974.12	2975.21	2973.31	2974.94	1333.0
2019-03-08 02:35:00	ES	Futures	2974.94	2975.21	2974.39	2974.94	693.0
2019-03-08 02:40:00	ES	Futures	2974.94	2974.94	2972.76	2973.31	1323.0
2019-03-08 02:45:00	ES	Futures	2973.31	2974.39	2972.76	2974.39	805.0
2019-03-08 02:50:00	ES	Futures	2974.12	2974.94	2973.85	2974.12	1612.0
2019-03-08 02:55:00	ES	Futures	2974.12	2974.12	2972.22	2972.49	2153.0
2019-03-08 03:00:00	ES	Futures	2972.49	2975.75	2972.49	2975.75	2132.0
2019-03-08 03:05:00	ES	Futures	2975.75	2977.65	2975.21	2976.84	1925.0
2019-03-08 03:10:00	ES	Futures	2976.84	2977.38	2976.02	2976.02	1390.0
2019-03-08 03:15:00	ES	Futures	2976.02	2977.92	2975.21	2977.38	2246.0
2019-03-08 03:20:00	ES	Futures	2977.11	2978.47	2977.11	2977.65	1573.0
2019-03-08 03:25:00	ES	Futures	2977.38	2977.92	2976.84	2977.92	1120.0
2019-03-08 03:30:00	ES	Futures	2977.92	2979.55	2977.11	2977.92	1560.0
2019-03-08 03:35:00	ES	Futures	2977.92	2979.01	2977.38	2977.38	1166.0
2019-03-08 03:40:00	ES	Futures	2977.65	2978.2	2977.11	2977.65	529.0
2019-03-08 03:45:00	ES	Futures	2977.65	2977.65	2976.02	2977.11	813.0
2019-03-08 03:50:00	ES	Futures	2977.11	2977.65	2976.84	2977.38	614.0
2019-03-08 03:55:00	ES	Futures	2977.38	2977.92	2974.39	2974.94	1520.0
2019-03-08 04:00:00	ES	Futures	2974.67	2976.3	2974.67	2976.02	1049.0
2019-03-08 04:05:00	ES	Futures	2976.02	2978.74	2976.02	2978.47	1163.0

> showing 50 of 13,448 rows — these rows as CSV

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