PREVIEW / futures_5min / 2019-03-13

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-13.parquet
  size:    248 KB
  rows:    15,803

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
2019-03-13 00:00:00	ES	Futures	3026.81	3027.35	3026.54	3027.08	62.0
2019-03-13 00:05:00	ES	Futures	3027.08	3027.35	3027.08	3027.35	53.0
2019-03-13 00:10:00	ES	Futures	3027.08	3027.35	3026.81	3027.35	66.0
2019-03-13 00:15:00	ES	Futures	3027.08	3027.35	3026.54	3026.81	63.0
2019-03-13 00:20:00	ES	Futures	3026.81	3027.9	3026.81	3027.62	126.0
2019-03-13 00:25:00	ES	Futures	3027.9	3028.17	3027.9	3028.17	104.0
2019-03-13 00:30:00	ES	Futures	3027.9	3027.9	3027.08	3027.35	89.0
2019-03-13 00:35:00	ES	Futures	3027.35	3027.62	3027.35	3027.62	43.0
2019-03-13 00:40:00	ES	Futures	3027.9	3027.9	3027.35	3027.35	73.0
2019-03-13 00:45:00	ES	Futures	3027.62	3027.62	3027.35	3027.62	46.0
2019-03-13 00:50:00	ES	Futures	3027.9	3027.9	3027.62	3027.62	43.0
2019-03-13 00:55:00	ES	Futures	3027.62	3027.9	3027.35	3027.35	70.0
2019-03-13 01:00:00	ES	Futures	3027.35	3027.62	3026.81	3027.35	145.0
2019-03-13 01:05:00	ES	Futures	3027.08	3028.98	3027.08	3028.98	485.0
2019-03-13 01:10:00	ES	Futures	3028.98	3028.98	3028.44	3028.44	180.0
2019-03-13 01:15:00	ES	Futures	3028.71	3028.98	3028.44	3028.44	128.0
2019-03-13 01:20:00	ES	Futures	3028.71	3028.98	3028.44	3028.98	96.0
2019-03-13 01:25:00	ES	Futures	3028.71	3029.25	3028.44	3029.25	107.0
2019-03-13 01:30:00	ES	Futures	3029.25	3031.43	3029.25	3030.88	454.0
2019-03-13 01:35:00	ES	Futures	3030.61	3030.88	3030.07	3030.61	200.0
2019-03-13 01:40:00	ES	Futures	3030.61	3031.16	3030.34	3030.88	172.0
2019-03-13 01:45:00	ES	Futures	3031.16	3031.16	3030.61	3030.88	122.0
2019-03-13 01:50:00	ES	Futures	3030.88	3031.7	3030.61	3031.7	96.0
2019-03-13 01:55:00	ES	Futures	3031.43	3031.97	3031.16	3031.7	217.0
2019-03-13 02:00:00	ES	Futures	3031.7	3031.97	3029.53	3029.8	378.0
2019-03-13 02:05:00	ES	Futures	3029.8	3030.34	3029.8	3029.8	133.0
2019-03-13 02:10:00	ES	Futures	3029.8	3029.8	3028.98	3029.25	253.0
2019-03-13 02:15:00	ES	Futures	3029.53	3029.53	3028.71	3028.71	91.0
2019-03-13 02:20:00	ES	Futures	3028.98	3029.25	3028.98	3029.25	99.0
2019-03-13 02:25:00	ES	Futures	3029.25	3029.25	3028.98	3029.25	74.0
2019-03-13 02:30:00	ES	Futures	3028.98	3029.25	3028.71	3028.98	129.0
2019-03-13 02:35:00	ES	Futures	3028.71	3028.98	3028.44	3028.98	134.0
2019-03-13 02:40:00	ES	Futures	3028.98	3028.98	3028.44	3028.44	66.0
2019-03-13 02:45:00	ES	Futures	3028.44	3029.25	3028.44	3028.98	258.0
2019-03-13 02:50:00	ES	Futures	3028.98	3028.98	3028.71	3028.71	47.0
2019-03-13 02:55:00	ES	Futures	3028.71	3028.98	3028.71	3028.98	112.0
2019-03-13 03:00:00	ES	Futures	3028.71	3029.8	3027.9	3028.44	289.0
2019-03-13 03:05:00	ES	Futures	3028.44	3028.44	3027.62	3028.44	119.0
2019-03-13 03:10:00	ES	Futures	3028.17	3028.71	3028.17	3028.44	74.0
2019-03-13 03:15:00	ES	Futures	3028.44	3028.71	3028.17	3028.71	91.0
2019-03-13 03:20:00	ES	Futures	3028.44	3028.44	3027.35	3027.9	401.0
2019-03-13 03:25:00	ES	Futures	3028.17	3028.98	3026.27	3028.44	617.0
2019-03-13 03:30:00	ES	Futures	3028.44	3029.8	3028.44	3029.8	292.0
2019-03-13 03:35:00	ES	Futures	3029.53	3029.8	3029.25	3029.8	198.0
2019-03-13 03:40:00	ES	Futures	3029.8	3030.07	3028.71	3028.98	168.0
2019-03-13 03:45:00	ES	Futures	3028.98	3029.53	3028.98	3029.25	113.0
2019-03-13 03:50:00	ES	Futures	3029.25	3030.34	3029.25	3030.34	146.0
2019-03-13 03:55:00	ES	Futures	3030.34	3030.34	3030.07	3030.34	98.0
2019-03-13 04:00:00	ES	Futures	3030.07	3032.51	3030.07	3031.97	512.0
2019-03-13 04:05:00	ES	Futures	3031.97	3032.24	3031.43	3031.97	448.0

> showing 50 of 15,803 rows — these rows as CSV

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