PREVIEW / futures_5min / 2019-03-19

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-19.parquet
  size:    246 KB
  rows:    16,134

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
2019-03-19 00:00:00	ES	Futures	3081.89	3082.16	3081.62	3081.62	352.0
2019-03-19 00:05:00	ES	Futures	3081.62	3082.43	3081.62	3082.16	314.0
2019-03-19 00:10:00	ES	Futures	3082.16	3082.43	3082.16	3082.43	66.0
2019-03-19 00:15:00	ES	Futures	3082.16	3082.7	3082.16	3082.7	175.0
2019-03-19 00:20:00	ES	Futures	3082.7	3082.98	3082.43	3082.7	161.0
2019-03-19 00:25:00	ES	Futures	3082.7	3082.98	3082.43	3082.98	124.0
2019-03-19 00:30:00	ES	Futures	3082.98	3082.98	3082.43	3082.7	170.0
2019-03-19 00:35:00	ES	Futures	3082.7	3082.7	3081.89	3081.89	600.0
2019-03-19 00:40:00	ES	Futures	3082.16	3082.7	3081.89	3082.43	99.0
2019-03-19 00:45:00	ES	Futures	3082.43	3082.98	3082.43	3082.98	192.0
2019-03-19 00:50:00	ES	Futures	3082.98	3082.98	3082.43	3082.98	88.0
2019-03-19 00:55:00	ES	Futures	3082.7	3082.7	3082.16	3082.43	279.0
2019-03-19 01:00:00	ES	Futures	3082.43	3082.7	3082.16	3082.16	215.0
2019-03-19 01:05:00	ES	Futures	3082.16	3082.16	3081.08	3081.89	757.0
2019-03-19 01:10:00	ES	Futures	3081.89	3082.43	3081.89	3082.43	328.0
2019-03-19 01:15:00	ES	Futures	3082.43	3082.43	3082.16	3082.16	45.0
2019-03-19 01:20:00	ES	Futures	3082.16	3082.43	3082.16	3082.16	306.0
2019-03-19 01:25:00	ES	Futures	3082.43	3082.7	3082.43	3082.7	118.0
2019-03-19 01:30:00	ES	Futures	3082.7	3082.7	3082.16	3082.43	248.0
2019-03-19 01:35:00	ES	Futures	3082.16	3082.7	3082.16	3082.43	224.0
2019-03-19 01:40:00	ES	Futures	3082.43	3082.43	3081.62	3081.62	169.0
2019-03-19 01:45:00	ES	Futures	3081.62	3081.89	3081.35	3081.35	322.0
2019-03-19 01:50:00	ES	Futures	3081.62	3081.89	3081.35	3081.62	154.0
2019-03-19 01:55:00	ES	Futures	3081.62	3081.62	3081.35	3081.62	113.0
2019-03-19 02:00:00	ES	Futures	3081.62	3081.89	3081.08	3081.08	427.0
2019-03-19 02:05:00	ES	Futures	3081.08	3081.62	3081.08	3081.35	374.0
2019-03-19 02:10:00	ES	Futures	3081.35	3081.62	3081.08	3081.08	139.0
2019-03-19 02:15:00	ES	Futures	3081.35	3081.89	3081.08	3081.35	301.0
2019-03-19 02:20:00	ES	Futures	3081.35	3081.35	3081.08	3081.08	98.0
2019-03-19 02:25:00	ES	Futures	3081.08	3081.62	3081.08	3081.62	110.0
2019-03-19 02:30:00	ES	Futures	3081.35	3082.16	3081.35	3082.16	129.0
2019-03-19 02:35:00	ES	Futures	3082.16	3082.7	3082.16	3082.43	142.0
2019-03-19 02:40:00	ES	Futures	3082.7	3083.25	3082.43	3082.98	449.0
2019-03-19 02:45:00	ES	Futures	3082.98	3083.52	3082.7	3082.98	595.0
2019-03-19 02:50:00	ES	Futures	3082.98	3082.98	3082.43	3082.98	169.0
2019-03-19 02:55:00	ES	Futures	3082.7	3083.52	3082.7	3083.25	184.0
2019-03-19 03:00:00	ES	Futures	3083.52	3083.52	3082.7	3082.98	778.0
2019-03-19 03:05:00	ES	Futures	3082.98	3083.25	3082.7	3083.25	440.0
2019-03-19 03:10:00	ES	Futures	3082.98	3083.25	3082.98	3082.98	341.0
2019-03-19 03:15:00	ES	Futures	3082.98	3083.25	3082.7	3082.98	304.0
2019-03-19 03:20:00	ES	Futures	3082.98	3082.98	3082.7	3082.7	228.0
2019-03-19 03:25:00	ES	Futures	3082.7	3083.25	3082.7	3082.98	378.0
2019-03-19 03:30:00	ES	Futures	3082.98	3083.25	3082.98	3083.25	131.0
2019-03-19 03:35:00	ES	Futures	3083.25	3083.25	3082.98	3083.25	383.0
2019-03-19 03:40:00	ES	Futures	3083.25	3083.25	3082.43	3082.43	234.0
2019-03-19 03:45:00	ES	Futures	3082.43	3082.98	3082.43	3082.98	184.0
2019-03-19 03:50:00	ES	Futures	3082.98	3083.52	3082.7	3083.25	465.0
2019-03-19 03:55:00	ES	Futures	3083.25	3083.52	3082.16	3082.16	671.0
2019-03-19 04:00:00	ES	Futures	3082.16	3084.33	3081.89	3084.06	2062.0
2019-03-19 04:05:00	ES	Futures	3084.06	3084.33	3082.98	3082.98	1442.0

> showing 50 of 16,134 rows — these rows as CSV

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