PREVIEW / futures_5min / 2019-03-20

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-20.parquet
  size:    266 KB
  rows:    16,440

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
2019-03-20 00:00:00	ES	Futures	3073.49	3073.76	3072.94	3073.22	156.0
2019-03-20 00:05:00	ES	Futures	3073.22	3073.76	3073.22	3073.22	168.0
2019-03-20 00:10:00	ES	Futures	3073.22	3073.49	3072.94	3072.94	201.0
2019-03-20 00:15:00	ES	Futures	3073.22	3073.49	3072.94	3073.49	87.0
2019-03-20 00:20:00	ES	Futures	3073.49	3073.76	3073.22	3073.76	99.0
2019-03-20 00:25:00	ES	Futures	3074.03	3074.03	3073.49	3073.49	151.0
2019-03-20 00:30:00	ES	Futures	3073.22	3073.49	3072.94	3073.49	157.0
2019-03-20 00:35:00	ES	Futures	3073.49	3073.49	3072.94	3072.94	32.0
2019-03-20 00:40:00	ES	Futures	3072.94	3072.94	3071.86	3071.86	499.0
2019-03-20 00:45:00	ES	Futures	3071.86	3072.4	3071.86	3072.4	200.0
2019-03-20 00:50:00	ES	Futures	3072.13	3072.67	3072.13	3072.4	95.0
2019-03-20 00:55:00	ES	Futures	3072.4	3072.94	3072.13	3072.13	171.0
2019-03-20 01:00:00	ES	Futures	3072.4	3073.49	3072.4	3072.94	323.0
2019-03-20 01:05:00	ES	Futures	3073.22	3073.22	3072.4	3072.4	202.0
2019-03-20 01:10:00	ES	Futures	3072.4	3074.03	3072.4	3074.03	493.0
2019-03-20 01:15:00	ES	Futures	3074.03	3074.57	3073.76	3073.76	431.0
2019-03-20 01:20:00	ES	Futures	3073.49	3074.3	3073.49	3074.03	318.0
2019-03-20 01:25:00	ES	Futures	3074.03	3074.03	3073.49	3073.76	188.0
2019-03-20 01:30:00	ES	Futures	3073.76	3075.11	3073.76	3073.76	1062.0
2019-03-20 01:35:00	ES	Futures	3073.76	3074.3	3073.49	3074.03	351.0
2019-03-20 01:40:00	ES	Futures	3074.3	3075.11	3074.3	3075.11	318.0
2019-03-20 01:45:00	ES	Futures	3075.11	3075.11	3074.57	3074.84	429.0
2019-03-20 01:50:00	ES	Futures	3074.84	3076.2	3074.84	3076.2	1353.0
2019-03-20 01:55:00	ES	Futures	3075.93	3076.2	3075.66	3076.2	768.0
2019-03-20 02:00:00	ES	Futures	3076.2	3076.2	3075.38	3075.93	698.0
2019-03-20 02:05:00	ES	Futures	3076.2	3076.2	3075.38	3075.66	312.0
2019-03-20 02:10:00	ES	Futures	3075.66	3077.28	3075.66	3076.47	935.0
2019-03-20 02:15:00	ES	Futures	3076.74	3077.01	3076.2	3076.74	526.0
2019-03-20 02:20:00	ES	Futures	3076.74	3077.01	3076.2	3077.01	456.0
2019-03-20 02:25:00	ES	Futures	3077.01	3077.28	3076.74	3077.28	513.0
2019-03-20 02:30:00	ES	Futures	3077.01	3077.55	3076.74	3077.01	501.0
2019-03-20 02:35:00	ES	Futures	3076.74	3077.28	3076.74	3077.01	269.0
2019-03-20 02:40:00	ES	Futures	3077.01	3077.55	3076.74	3076.74	298.0
2019-03-20 02:45:00	ES	Futures	3076.74	3077.01	3076.74	3076.74	256.0
2019-03-20 02:50:00	ES	Futures	3076.47	3076.74	3076.2	3076.74	217.0
2019-03-20 02:55:00	ES	Futures	3076.47	3076.74	3076.2	3076.2	93.0
2019-03-20 03:00:00	ES	Futures	3076.47	3077.28	3075.93	3077.01	1085.0
2019-03-20 03:05:00	ES	Futures	3077.28	3077.55	3077.01	3077.55	372.0
2019-03-20 03:10:00	ES	Futures	3077.55	3078.37	3077.01	3077.55	938.0
2019-03-20 03:15:00	ES	Futures	3077.28	3077.28	3076.47	3076.74	545.0
2019-03-20 03:20:00	ES	Futures	3077.01	3077.28	3076.74	3076.74	228.0
2019-03-20 03:25:00	ES	Futures	3076.74	3077.28	3076.74	3077.01	194.0
2019-03-20 03:30:00	ES	Futures	3077.01	3077.01	3076.2	3076.74	685.0
2019-03-20 03:35:00	ES	Futures	3077.01	3077.01	3076.47	3076.74	340.0
2019-03-20 03:40:00	ES	Futures	3077.01	3077.28	3076.74	3077.28	247.0
2019-03-20 03:45:00	ES	Futures	3077.01	3077.28	3076.47	3076.47	520.0
2019-03-20 03:50:00	ES	Futures	3076.74	3078.1	3076.47	3077.82	499.0
2019-03-20 03:55:00	ES	Futures	3077.82	3079.18	3077.82	3078.37	1128.0
2019-03-20 04:00:00	ES	Futures	3078.37	3079.45	3077.82	3078.91	2092.0
2019-03-20 04:05:00	ES	Futures	3079.18	3079.72	3078.91	3078.91	1564.0

> showing 50 of 16,440 rows — these rows as CSV

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