PREVIEW / futures_5min / 2019-03-14

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-14.parquet
  size:    230 KB
  rows:    15,974

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
2019-03-14 00:00:00	ES	Futures	3053.15	3053.42	3052.07	3052.61	407.0
2019-03-14 00:05:00	ES	Futures	3052.34	3053.15	3052.34	3053.15	273.0
2019-03-14 00:10:00	ES	Futures	3053.42	3053.7	3053.15	3053.7	228.0
2019-03-14 00:15:00	ES	Futures	3053.7	3053.7	3053.15	3053.7	153.0
2019-03-14 00:20:00	ES	Futures	3053.7	3054.24	3053.15	3053.42	495.0
2019-03-14 00:25:00	ES	Futures	3053.7	3053.7	3053.42	3053.42	171.0
2019-03-14 00:30:00	ES	Futures	3053.7	3054.51	3053.42	3053.97	337.0
2019-03-14 00:35:00	ES	Futures	3054.24	3054.24	3053.7	3053.7	169.0
2019-03-14 00:40:00	ES	Futures	3053.97	3054.24	3053.7	3054.24	142.0
2019-03-14 00:45:00	ES	Futures	3054.24	3054.24	3053.7	3053.7	168.0
2019-03-14 00:50:00	ES	Futures	3053.97	3054.51	3053.7	3053.97	302.0
2019-03-14 00:55:00	ES	Futures	3053.7	3053.97	3053.42	3053.42	388.0
2019-03-14 01:00:00	ES	Futures	3053.7	3054.51	3053.15	3053.97	631.0
2019-03-14 01:05:00	ES	Futures	3053.7	3054.24	3053.7	3054.24	1315.0
2019-03-14 01:10:00	ES	Futures	3054.24	3054.78	3054.24	3054.24	398.0
2019-03-14 01:15:00	ES	Futures	3054.24	3054.78	3054.24	3054.24	120.0
2019-03-14 01:20:00	ES	Futures	3054.24	3054.78	3053.97	3054.78	561.0
2019-03-14 01:25:00	ES	Futures	3054.78	3054.78	3053.97	3054.51	469.0
2019-03-14 01:30:00	ES	Futures	3054.51	3054.51	3053.97	3054.24	261.0
2019-03-14 01:35:00	ES	Futures	3054.24	3054.24	3053.42	3053.97	731.0
2019-03-14 01:40:00	ES	Futures	3053.97	3054.78	3053.7	3054.24	247.0
2019-03-14 01:45:00	ES	Futures	3054.51	3055.05	3054.51	3054.78	426.0
2019-03-14 01:50:00	ES	Futures	3054.51	3055.86	3054.51	3055.32	663.0
2019-03-14 01:55:00	ES	Futures	3055.59	3055.86	3055.59	3055.59	292.0
2019-03-14 02:00:00	ES	Futures	3055.32	3055.86	3054.51	3055.32	866.0
2019-03-14 02:05:00	ES	Futures	3055.05	3055.32	3053.97	3054.24	867.0
2019-03-14 02:10:00	ES	Futures	3054.24	3054.51	3053.7	3054.24	401.0
2019-03-14 02:15:00	ES	Futures	3054.24	3054.24	3053.7	3053.97	246.0
2019-03-14 02:20:00	ES	Futures	3053.97	3053.97	3053.15	3053.7	678.0
2019-03-14 02:25:00	ES	Futures	3053.42	3053.97	3053.42	3053.97	151.0
2019-03-14 02:30:00	ES	Futures	3053.7	3053.97	3053.15	3053.42	278.0
2019-03-14 02:35:00	ES	Futures	3053.42	3053.7	3053.15	3053.15	210.0
2019-03-14 02:40:00	ES	Futures	3053.15	3053.7	3053.15	3053.7	177.0
2019-03-14 02:45:00	ES	Futures	3053.42	3054.51	3053.42	3054.24	236.0
2019-03-14 02:50:00	ES	Futures	3054.24	3054.51	3053.97	3054.51	103.0
2019-03-14 02:55:00	ES	Futures	3054.51	3054.78	3053.97	3054.24	376.0
2019-03-14 03:00:00	ES	Futures	3054.24	3055.05	3053.97	3054.24	629.0
2019-03-14 03:05:00	ES	Futures	3054.24	3054.78	3053.7	3054.24	380.0
2019-03-14 03:10:00	ES	Futures	3054.51	3054.51	3053.7	3053.7	332.0
2019-03-14 03:15:00	ES	Futures	3053.97	3054.24	3053.42	3053.7	440.0
2019-03-14 03:20:00	ES	Futures	3053.42	3053.7	3053.42	3053.42	361.0
2019-03-14 03:25:00	ES	Futures	3053.42	3053.97	3053.15	3053.97	329.0
2019-03-14 03:30:00	ES	Futures	3053.97	3055.05	3053.42	3054.51	784.0
2019-03-14 03:35:00	ES	Futures	3054.51	3054.78	3054.24	3054.78	242.0
2019-03-14 03:40:00	ES	Futures	3054.78	3055.05	3054.51	3054.78	212.0
2019-03-14 03:45:00	ES	Futures	3055.05	3055.59	3054.78	3055.59	645.0
2019-03-14 03:50:00	ES	Futures	3055.59	3055.59	3055.05	3055.32	373.0
2019-03-14 03:55:00	ES	Futures	3055.59	3056.95	3055.59	3056.95	1058.0
2019-03-14 04:00:00	ES	Futures	3056.68	3058.85	3056.68	3058.58	3392.0
2019-03-14 04:05:00	ES	Futures	3058.58	3059.39	3058.3	3058.58	1953.0

> showing 50 of 15,974 rows — these rows as CSV

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