PREVIEW / futures_5min / 2019-03-12

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-12.parquet
  size:    242 KB
  rows:    15,326

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
2019-03-12 00:00:00	ES	Futures	3033.6	3033.6	3033.33	3033.33	55.0
2019-03-12 00:05:00	ES	Futures	3033.06	3033.33	3032.78	3033.33	52.0
2019-03-12 00:10:00	ES	Futures	3033.33	3033.6	3033.06	3033.33	58.0
2019-03-12 00:15:00	ES	Futures	3033.06	3033.33	3033.06	3033.06	20.0
2019-03-12 00:20:00	ES	Futures	3033.33	3033.33	3033.06	3033.33	31.0
2019-03-12 00:25:00	ES	Futures	3033.33	3033.33	3033.06	3033.33	89.0
2019-03-12 00:30:00	ES	Futures	3033.06	3033.06	3032.78	3033.06	56.0
2019-03-12 00:35:00	ES	Futures	3033.06	3033.06	3032.24	3032.24	161.0
2019-03-12 00:40:00	ES	Futures	3032.51	3032.51	3032.24	3032.51	142.0
2019-03-12 00:45:00	ES	Futures	3032.24	3032.51	3031.97	3032.51	54.0
2019-03-12 00:50:00	ES	Futures	3032.51	3032.51	3032.24	3032.51	36.0
2019-03-12 00:55:00	ES	Futures	3032.24	3032.78	3032.24	3032.78	249.0
2019-03-12 01:00:00	ES	Futures	3032.51	3033.33	3032.24	3032.24	303.0
2019-03-12 01:05:00	ES	Futures	3032.24	3032.51	3031.97	3031.97	201.0
2019-03-12 01:10:00	ES	Futures	3031.97	3031.97	3030.88	3031.97	205.0
2019-03-12 01:15:00	ES	Futures	3031.7	3031.97	3031.16	3031.97	174.0
2019-03-12 01:20:00	ES	Futures	3031.97	3032.24	3031.43	3031.43	121.0
2019-03-12 01:25:00	ES	Futures	3031.7	3031.7	3030.88	3031.43	208.0
2019-03-12 01:30:00	ES	Futures	3031.43	3031.7	3031.16	3031.43	111.0
2019-03-12 01:35:00	ES	Futures	3031.7	3031.97	3031.7	3031.7	99.0
2019-03-12 01:40:00	ES	Futures	3031.43	3031.7	3030.88	3030.88	107.0
2019-03-12 01:45:00	ES	Futures	3030.88	3031.16	3030.61	3030.61	137.0
2019-03-12 01:50:00	ES	Futures	3030.61	3030.88	3030.34	3030.61	140.0
2019-03-12 01:55:00	ES	Futures	3030.34	3030.88	3030.34	3030.61	133.0
2019-03-12 02:00:00	ES	Futures	3030.34	3031.16	3030.34	3030.88	242.0
2019-03-12 02:05:00	ES	Futures	3030.88	3031.43	3030.61	3031.16	168.0
2019-03-12 02:10:00	ES	Futures	3031.16	3031.43	3031.16	3031.16	157.0
2019-03-12 02:15:00	ES	Futures	3031.16	3031.43	3030.88	3031.16	147.0
2019-03-12 02:20:00	ES	Futures	3030.88	3030.88	3030.34	3030.61	219.0
2019-03-12 02:25:00	ES	Futures	3030.61	3030.61	3028.71	3029.8	968.0
2019-03-12 02:30:00	ES	Futures	3029.8	3030.07	3029.25	3029.8	108.0
2019-03-12 02:35:00	ES	Futures	3029.8	3030.07	3029.53	3029.53	111.0
2019-03-12 02:40:00	ES	Futures	3029.53	3029.8	3029.25	3029.8	89.0
2019-03-12 02:45:00	ES	Futures	3029.8	3030.34	3029.8	3030.07	188.0
2019-03-12 02:50:00	ES	Futures	3030.07	3030.88	3030.07	3030.88	91.0
2019-03-12 02:55:00	ES	Futures	3030.61	3031.16	3030.61	3030.88	269.0
2019-03-12 03:00:00	ES	Futures	3030.88	3031.43	3030.61	3030.88	587.0
2019-03-12 03:05:00	ES	Futures	3030.88	3030.88	3030.61	3030.88	133.0
2019-03-12 03:10:00	ES	Futures	3030.88	3031.7	3030.88	3031.7	196.0
2019-03-12 03:15:00	ES	Futures	3031.43	3031.7	3030.88	3031.7	135.0
2019-03-12 03:20:00	ES	Futures	3031.43	3031.97	3031.43	3031.7	348.0
2019-03-12 03:25:00	ES	Futures	3031.97	3031.97	3031.16	3031.43	281.0
2019-03-12 03:30:00	ES	Futures	3031.16	3031.97	3031.16	3031.97	256.0
2019-03-12 03:35:00	ES	Futures	3031.97	3032.24	3031.7	3032.24	141.0
2019-03-12 03:40:00	ES	Futures	3032.24	3032.51	3031.97	3032.24	274.0
2019-03-12 03:45:00	ES	Futures	3032.24	3032.24	3031.43	3031.7	343.0
2019-03-12 03:50:00	ES	Futures	3031.7	3031.97	3031.43	3031.97	150.0
2019-03-12 03:55:00	ES	Futures	3031.97	3033.06	3031.7	3032.51	500.0
2019-03-12 04:00:00	ES	Futures	3032.51	3032.78	3031.16	3031.43	753.0
2019-03-12 04:05:00	ES	Futures	3031.16	3031.16	3029.8	3030.07	834.0

> showing 50 of 15,326 rows — these rows as CSV

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