PREVIEW / futures_5min / 2019-03-11

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-11.parquet
  size:    234 KB
  rows:    14,824

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
2019-03-11 00:00:00	ES	Futures	2984.99	2988.52	2984.71	2986.89	1420.0
2019-03-11 00:05:00	ES	Futures	2986.89	2986.89	2986.07	2986.34	167.0
2019-03-11 00:10:00	ES	Futures	2986.34	2986.62	2986.07	2986.07	75.0
2019-03-11 00:15:00	ES	Futures	2986.07	2986.62	2986.07	2986.34	78.0
2019-03-11 00:20:00	ES	Futures	2986.34	2986.62	2986.07	2986.07	92.0
2019-03-11 00:25:00	ES	Futures	2986.07	2986.34	2986.07	2986.34	69.0
2019-03-11 00:30:00	ES	Futures	2986.34	2986.34	2985.53	2986.34	204.0
2019-03-11 00:35:00	ES	Futures	2986.07	2986.07	2985.53	2986.07	118.0
2019-03-11 00:40:00	ES	Futures	2986.07	2986.07	2985.53	2985.8	64.0
2019-03-11 00:45:00	ES	Futures	2985.53	2986.07	2985.53	2985.8	190.0
2019-03-11 00:50:00	ES	Futures	2985.53	2985.8	2985.26	2985.26	176.0
2019-03-11 00:55:00	ES	Futures	2985.53	2985.53	2984.99	2984.99	109.0
2019-03-11 01:00:00	ES	Futures	2985.26	2985.8	2984.99	2985.26	157.0
2019-03-11 01:05:00	ES	Futures	2985.26	2986.34	2984.99	2986.07	209.0
2019-03-11 01:10:00	ES	Futures	2986.34	2986.34	2984.99	2985.26	213.0
2019-03-11 01:15:00	ES	Futures	2984.99	2984.99	2984.44	2984.71	139.0
2019-03-11 01:20:00	ES	Futures	2984.71	2984.99	2984.17	2984.44	171.0
2019-03-11 01:25:00	ES	Futures	2984.44	2984.71	2983.63	2984.17	223.0
2019-03-11 01:30:00	ES	Futures	2984.17	2984.17	2983.63	2983.9	155.0
2019-03-11 01:35:00	ES	Futures	2983.9	2984.17	2983.9	2983.9	142.0
2019-03-11 01:40:00	ES	Futures	2983.9	2984.44	2983.9	2984.17	174.0
2019-03-11 01:45:00	ES	Futures	2984.17	2984.44	2983.9	2984.17	121.0
2019-03-11 01:50:00	ES	Futures	2984.17	2984.17	2983.36	2983.9	83.0
2019-03-11 01:55:00	ES	Futures	2983.9	2984.44	2983.9	2984.17	169.0
2019-03-11 02:00:00	ES	Futures	2984.44	2984.71	2983.9	2984.44	154.0
2019-03-11 02:05:00	ES	Futures	2984.44	2984.44	2983.9	2984.17	201.0
2019-03-11 02:10:00	ES	Futures	2984.17	2984.44	2983.9	2984.17	53.0
2019-03-11 02:15:00	ES	Futures	2984.17	2984.71	2983.63	2984.71	146.0
2019-03-11 02:20:00	ES	Futures	2984.71	2984.99	2984.71	2984.99	74.0
2019-03-11 02:25:00	ES	Futures	2985.26	2985.53	2985.26	2985.26	128.0
2019-03-11 02:30:00	ES	Futures	2985.53	2985.8	2985.26	2985.26	191.0
2019-03-11 02:35:00	ES	Futures	2985.26	2985.26	2984.71	2984.71	73.0
2019-03-11 02:40:00	ES	Futures	2984.71	2985.53	2984.71	2985.53	70.0
2019-03-11 02:45:00	ES	Futures	2985.8	2986.07	2985.26	2986.07	195.0
2019-03-11 02:50:00	ES	Futures	2986.07	2986.07	2985.26	2986.07	130.0
2019-03-11 02:55:00	ES	Futures	2985.8	2986.34	2985.8	2986.34	85.0
2019-03-11 03:00:00	ES	Futures	2986.34	2987.16	2985.53	2986.07	530.0
2019-03-11 03:05:00	ES	Futures	2986.07	2986.34	2985.53	2985.8	388.0
2019-03-11 03:10:00	ES	Futures	2985.8	2987.16	2985.8	2986.34	581.0
2019-03-11 03:15:00	ES	Futures	2986.34	2986.89	2986.07	2986.89	341.0
2019-03-11 03:20:00	ES	Futures	2986.89	2989.6	2986.89	2988.52	844.0
2019-03-11 03:25:00	ES	Futures	2988.24	2988.52	2987.7	2988.24	373.0
2019-03-11 03:30:00	ES	Futures	2988.24	2989.06	2987.97	2988.52	289.0
2019-03-11 03:35:00	ES	Futures	2988.52	2989.33	2987.97	2989.33	668.0
2019-03-11 03:40:00	ES	Futures	2989.33	2990.15	2988.79	2989.06	519.0
2019-03-11 03:45:00	ES	Futures	2989.06	2989.87	2989.06	2989.6	237.0
2019-03-11 03:50:00	ES	Futures	2989.6	2991.23	2989.33	2990.42	639.0
2019-03-11 03:55:00	ES	Futures	2990.15	2990.69	2989.6	2989.6	437.0
2019-03-11 04:00:00	ES	Futures	2989.87	2990.15	2988.52	2989.06	2144.0
2019-03-11 04:05:00	ES	Futures	2989.06	2989.87	2988.52	2989.06	993.0

> showing 50 of 14,824 rows — these rows as CSV

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