PREVIEW / futures_5min / 2019-03-17

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-17.parquet
  size:    50 KB
  rows:    2,930

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
2019-03-17 18:00:00	ES	Futures	3065.62	3067.52	3065.08	3065.62	1799.0
2019-03-17 18:05:00	ES	Futures	3065.35	3066.44	3065.08	3066.17	341.0
2019-03-17 18:10:00	ES	Futures	3066.17	3066.44	3064.0	3065.08	790.0
2019-03-17 18:15:00	ES	Futures	3065.08	3065.62	3064.81	3065.08	125.0
2019-03-17 18:20:00	ES	Futures	3064.81	3065.35	3064.81	3065.08	60.0
2019-03-17 18:25:00	ES	Futures	3065.08	3065.35	3064.27	3064.54	298.0
2019-03-17 18:30:00	ES	Futures	3064.54	3065.62	3064.54	3065.62	282.0
2019-03-17 18:35:00	ES	Futures	3065.62	3065.62	3064.81	3064.81	136.0
2019-03-17 18:40:00	ES	Futures	3064.81	3065.08	3064.54	3065.08	97.0
2019-03-17 18:45:00	ES	Futures	3065.08	3066.17	3065.08	3065.9	327.0
2019-03-17 18:50:00	ES	Futures	3065.62	3065.62	3064.54	3064.81	409.0
2019-03-17 18:55:00	ES	Futures	3064.54	3064.81	3064.27	3064.54	158.0
2019-03-17 19:00:00	ES	Futures	3064.81	3064.81	3063.73	3064.0	433.0
2019-03-17 19:05:00	ES	Futures	3064.27	3064.27	3064.0	3064.27	371.0
2019-03-17 19:10:00	ES	Futures	3064.27	3064.81	3064.27	3064.54	252.0
2019-03-17 19:15:00	ES	Futures	3064.54	3064.81	3064.27	3064.81	146.0
2019-03-17 19:20:00	ES	Futures	3064.81	3066.17	3064.81	3065.35	375.0
2019-03-17 19:25:00	ES	Futures	3065.62	3065.62	3065.08	3065.35	178.0
2019-03-17 19:30:00	ES	Futures	3065.08	3065.35	3064.81	3065.08	138.0
2019-03-17 19:35:00	ES	Futures	3064.81	3065.35	3064.81	3065.08	163.0
2019-03-17 19:40:00	ES	Futures	3065.08	3065.62	3064.81	3065.35	415.0
2019-03-17 19:45:00	ES	Futures	3065.35	3066.44	3065.35	3066.44	1542.0
2019-03-17 19:50:00	ES	Futures	3066.44	3066.44	3065.9	3065.9	481.0
2019-03-17 19:55:00	ES	Futures	3065.9	3065.9	3065.35	3065.35	402.0
2019-03-17 20:00:00	ES	Futures	3065.35	3066.44	3064.54	3066.44	1327.0
2019-03-17 20:05:00	ES	Futures	3066.17	3066.71	3064.0	3064.27	1319.0
2019-03-17 20:10:00	ES	Futures	3064.27	3064.81	3064.0	3064.54	607.0
2019-03-17 20:15:00	ES	Futures	3064.54	3065.08	3064.54	3064.54	533.0
2019-03-17 20:20:00	ES	Futures	3064.54	3065.62	3064.54	3065.35	299.0
2019-03-17 20:25:00	ES	Futures	3065.62	3065.62	3064.81	3065.08	234.0
2019-03-17 20:30:00	ES	Futures	3065.08	3065.35	3064.81	3065.35	249.0
2019-03-17 20:35:00	ES	Futures	3065.35	3065.35	3064.54	3064.81	187.0
2019-03-17 20:40:00	ES	Futures	3064.54	3064.81	3064.0	3064.27	593.0
2019-03-17 20:45:00	ES	Futures	3064.27	3064.81	3064.27	3064.54	420.0
2019-03-17 20:50:00	ES	Futures	3064.54	3064.54	3064.54	3064.54	164.0
2019-03-17 20:55:00	ES	Futures	3064.54	3064.54	3064.0	3064.0	507.0
2019-03-17 21:00:00	ES	Futures	3064.0	3064.27	3062.37	3062.37	1213.0
2019-03-17 21:05:00	ES	Futures	3062.37	3063.18	3062.37	3063.18	508.0
2019-03-17 21:10:00	ES	Futures	3063.18	3063.18	3062.64	3063.18	287.0
2019-03-17 21:15:00	ES	Futures	3063.18	3063.73	3062.64	3063.46	670.0
2019-03-17 21:20:00	ES	Futures	3063.46	3064.54	3063.46	3064.27	479.0
2019-03-17 21:25:00	ES	Futures	3064.27	3064.54	3063.73	3064.0	393.0
2019-03-17 21:30:00	ES	Futures	3064.0	3064.27	3063.46	3064.27	742.0
2019-03-17 21:35:00	ES	Futures	3064.27	3064.27	3063.18	3063.46	653.0
2019-03-17 21:40:00	ES	Futures	3063.18	3063.18	3062.64	3063.18	608.0
2019-03-17 21:45:00	ES	Futures	3062.91	3064.27	3062.91	3063.73	475.0
2019-03-17 21:50:00	ES	Futures	3063.73	3064.54	3063.73	3064.54	286.0
2019-03-17 21:55:00	ES	Futures	3064.27	3064.54	3064.0	3064.0	276.0
2019-03-17 22:00:00	ES	Futures	3064.27	3064.54	3064.0	3064.54	362.0
2019-03-17 22:05:00	ES	Futures	3064.54	3065.62	3064.27	3065.35	659.0

> showing 50 of 2,930 rows — these rows as CSV

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