PREVIEW / futures_5min / 2019-03-10

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-10.parquet
  size:    45 KB
  rows:    2,473

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
2019-03-10 18:00:00	ES	Futures	2982.54	2983.08	2979.28	2982.0	1396.0
2019-03-10 18:05:00	ES	Futures	2982.0	2982.81	2981.46	2982.81	401.0
2019-03-10 18:10:00	ES	Futures	2983.08	2983.36	2980.1	2980.64	937.0
2019-03-10 18:15:00	ES	Futures	2980.64	2980.91	2980.1	2980.37	471.0
2019-03-10 18:20:00	ES	Futures	2980.1	2981.18	2979.28	2980.91	845.0
2019-03-10 18:25:00	ES	Futures	2980.91	2980.91	2979.28	2980.91	356.0
2019-03-10 18:30:00	ES	Futures	2980.91	2980.91	2979.55	2980.37	92.0
2019-03-10 18:35:00	ES	Futures	2980.1	2980.37	2979.28	2980.1	160.0
2019-03-10 18:40:00	ES	Futures	2980.37	2980.91	2980.1	2980.37	142.0
2019-03-10 18:45:00	ES	Futures	2980.37	2980.91	2980.37	2980.64	32.0
2019-03-10 18:50:00	ES	Futures	2980.64	2981.73	2980.64	2980.91	323.0
2019-03-10 18:55:00	ES	Futures	2980.91	2981.73	2980.64	2981.46	326.0
2019-03-10 19:00:00	ES	Futures	2981.73	2982.54	2981.18	2982.27	452.0
2019-03-10 19:05:00	ES	Futures	2982.0	2982.27	2981.18	2981.46	178.0
2019-03-10 19:10:00	ES	Futures	2981.18	2984.44	2980.64	2983.9	753.0
2019-03-10 19:15:00	ES	Futures	2984.17	2984.17	2982.81	2983.36	154.0
2019-03-10 19:20:00	ES	Futures	2983.36	2984.99	2983.08	2984.17	436.0
2019-03-10 19:25:00	ES	Futures	2984.17	2984.99	2984.17	2984.99	272.0
2019-03-10 19:30:00	ES	Futures	2984.99	2985.53	2983.08	2983.36	767.0
2019-03-10 19:35:00	ES	Futures	2983.36	2983.63	2980.91	2981.18	880.0
2019-03-10 19:40:00	ES	Futures	2981.46	2982.27	2980.64	2982.27	430.0
2019-03-10 19:45:00	ES	Futures	2982.0	2982.0	2980.64	2981.18	308.0
2019-03-10 19:50:00	ES	Futures	2981.18	2981.46	2980.64	2980.91	165.0
2019-03-10 19:55:00	ES	Futures	2980.91	2981.46	2980.37	2980.64	241.0
2019-03-10 20:00:00	ES	Futures	2980.64	2982.0	2979.83	2980.1	603.0
2019-03-10 20:05:00	ES	Futures	2979.83	2982.0	2979.28	2981.46	560.0
2019-03-10 20:10:00	ES	Futures	2981.46	2982.0	2980.37	2980.64	420.0
2019-03-10 20:15:00	ES	Futures	2980.64	2980.64	2979.55	2979.83	328.0
2019-03-10 20:20:00	ES	Futures	2980.1	2980.37	2977.11	2978.2	1462.0
2019-03-10 20:25:00	ES	Futures	2977.92	2978.2	2977.11	2977.92	470.0
2019-03-10 20:30:00	ES	Futures	2978.2	2978.2	2975.48	2976.57	1141.0
2019-03-10 20:35:00	ES	Futures	2976.57	2976.84	2974.94	2975.75	1289.0
2019-03-10 20:40:00	ES	Futures	2975.75	2976.3	2974.12	2974.67	1054.0
2019-03-10 20:45:00	ES	Futures	2974.39	2974.94	2973.58	2974.67	936.0
2019-03-10 20:50:00	ES	Futures	2974.94	2975.75	2974.39	2975.48	505.0
2019-03-10 20:55:00	ES	Futures	2975.48	2975.48	2973.58	2974.39	649.0
2019-03-10 21:00:00	ES	Futures	2974.39	2975.21	2973.04	2974.94	742.0
2019-03-10 21:05:00	ES	Futures	2974.94	2976.3	2974.67	2975.48	639.0
2019-03-10 21:10:00	ES	Futures	2975.48	2976.57	2975.48	2976.3	375.0
2019-03-10 21:15:00	ES	Futures	2976.3	2979.55	2976.02	2979.28	1081.0
2019-03-10 21:20:00	ES	Futures	2979.55	2979.55	2978.47	2979.28	541.0
2019-03-10 21:25:00	ES	Futures	2979.28	2980.37	2978.74	2980.37	631.0
2019-03-10 21:30:00	ES	Futures	2980.37	2981.18	2980.1	2980.91	939.0
2019-03-10 21:35:00	ES	Futures	2980.91	2980.91	2979.83	2980.37	630.0
2019-03-10 21:40:00	ES	Futures	2980.64	2981.18	2979.55	2980.91	629.0
2019-03-10 21:45:00	ES	Futures	2981.18	2983.63	2980.64	2983.08	1114.0
2019-03-10 21:50:00	ES	Futures	2983.36	2983.63	2982.54	2982.81	685.0
2019-03-10 21:55:00	ES	Futures	2982.81	2983.08	2982.27	2982.81	363.0
2019-03-10 22:00:00	ES	Futures	2983.08	2985.26	2982.54	2983.36	1328.0
2019-03-10 22:05:00	ES	Futures	2983.63	2983.9	2982.27	2982.27	1045.0

> showing 50 of 2,473 rows — these rows as CSV

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