PREVIEW / futures_5min / 2019-03-21

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-21.parquet
  size:    273 KB
  rows:    16,594

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
2019-03-21 00:00:00	ES	Futures	3067.79	3067.79	3066.98	3067.25	185.0
2019-03-21 00:05:00	ES	Futures	3066.98	3068.06	3066.44	3067.79	611.0
2019-03-21 00:10:00	ES	Futures	3067.79	3067.79	3066.17	3066.44	638.0
2019-03-21 00:15:00	ES	Futures	3066.71	3067.25	3066.17	3066.71	401.0
2019-03-21 00:20:00	ES	Futures	3066.98	3067.25	3066.71	3067.25	412.0
2019-03-21 00:25:00	ES	Futures	3066.98	3067.52	3066.71	3067.52	174.0
2019-03-21 00:30:00	ES	Futures	3067.52	3068.06	3067.52	3068.06	465.0
2019-03-21 00:35:00	ES	Futures	3068.06	3068.34	3067.25	3068.06	454.0
2019-03-21 00:40:00	ES	Futures	3068.06	3069.42	3067.52	3067.52	936.0
2019-03-21 00:45:00	ES	Futures	3067.79	3068.34	3067.25	3068.06	236.0
2019-03-21 00:50:00	ES	Futures	3068.34	3069.42	3068.34	3068.61	508.0
2019-03-21 00:55:00	ES	Futures	3068.88	3069.42	3067.79	3068.06	527.0
2019-03-21 01:00:00	ES	Futures	3068.34	3069.69	3068.34	3069.42	899.0
2019-03-21 01:05:00	ES	Futures	3069.69	3069.69	3068.61	3068.88	486.0
2019-03-21 01:10:00	ES	Futures	3068.88	3070.23	3068.88	3069.96	599.0
2019-03-21 01:15:00	ES	Futures	3069.96	3069.96	3068.34	3068.34	833.0
2019-03-21 01:20:00	ES	Futures	3068.34	3069.15	3068.34	3068.61	261.0
2019-03-21 01:25:00	ES	Futures	3068.61	3068.61	3067.52	3068.06	493.0
2019-03-21 01:30:00	ES	Futures	3068.06	3068.61	3067.52	3067.79	439.0
2019-03-21 01:35:00	ES	Futures	3067.79	3068.61	3067.79	3068.34	210.0
2019-03-21 01:40:00	ES	Futures	3068.34	3068.61	3068.06	3068.61	293.0
2019-03-21 01:45:00	ES	Futures	3068.61	3068.88	3068.34	3068.61	135.0
2019-03-21 01:50:00	ES	Futures	3068.61	3068.61	3067.79	3068.34	154.0
2019-03-21 01:55:00	ES	Futures	3068.34	3068.61	3066.44	3066.44	873.0
2019-03-21 02:00:00	ES	Futures	3066.44	3067.79	3065.35	3066.17	1881.0
2019-03-21 02:05:00	ES	Futures	3065.9	3066.98	3065.62	3066.98	593.0
2019-03-21 02:10:00	ES	Futures	3066.71	3067.25	3066.44	3066.71	560.0
2019-03-21 02:15:00	ES	Futures	3066.44	3066.44	3065.9	3066.44	488.0
2019-03-21 02:20:00	ES	Futures	3066.44	3066.44	3065.62	3065.62	235.0
2019-03-21 02:25:00	ES	Futures	3065.62	3065.9	3065.08	3065.08	641.0
2019-03-21 02:30:00	ES	Futures	3065.08	3065.35	3064.54	3064.81	857.0
2019-03-21 02:35:00	ES	Futures	3064.81	3065.08	3063.46	3064.0	1370.0
2019-03-21 02:40:00	ES	Futures	3064.0	3064.0	3063.18	3063.73	662.0
2019-03-21 02:45:00	ES	Futures	3063.73	3063.73	3062.37	3062.64	1005.0
2019-03-21 02:50:00	ES	Futures	3062.37	3062.37	3060.2	3060.47	1600.0
2019-03-21 02:55:00	ES	Futures	3060.2	3061.02	3059.66	3060.74	913.0
2019-03-21 03:00:00	ES	Futures	3060.74	3062.91	3060.47	3062.37	2310.0
2019-03-21 03:05:00	ES	Futures	3062.1	3062.37	3060.74	3061.29	918.0
2019-03-21 03:10:00	ES	Futures	3061.29	3061.83	3060.47	3060.74	1043.0
2019-03-21 03:15:00	ES	Futures	3061.02	3061.83	3060.74	3060.74	702.0
2019-03-21 03:20:00	ES	Futures	3061.02	3061.56	3059.93	3060.2	911.0
2019-03-21 03:25:00	ES	Futures	3060.2	3061.02	3059.93	3059.93	836.0
2019-03-21 03:30:00	ES	Futures	3059.93	3061.83	3059.93	3061.02	986.0
2019-03-21 03:35:00	ES	Futures	3061.29	3061.56	3059.66	3059.66	946.0
2019-03-21 03:40:00	ES	Futures	3059.93	3061.02	3058.85	3059.93	1986.0
2019-03-21 03:45:00	ES	Futures	3059.93	3061.02	3059.12	3059.12	946.0
2019-03-21 03:50:00	ES	Futures	3059.39	3059.39	3058.3	3059.12	1535.0
2019-03-21 03:55:00	ES	Futures	3059.12	3059.66	3058.58	3058.85	966.0
2019-03-21 04:00:00	ES	Futures	3059.12	3060.74	3058.3	3060.2	2712.0
2019-03-21 04:05:00	ES	Futures	3060.2	3061.56	3059.93	3060.74	2827.0

> showing 50 of 16,594 rows — these rows as CSV

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