PREVIEW / futures_5min / 2019-03-24

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-24.parquet
  size:    60 KB
  rows:    3,134

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
2019-03-24 18:00:00	ES	Futures	3050.44	3056.41	3049.9	3050.98	8181.0
2019-03-24 18:05:00	ES	Futures	3050.98	3052.61	3050.71	3050.98	1816.0
2019-03-24 18:10:00	ES	Futures	3051.26	3051.26	3048.82	3049.63	1488.0
2019-03-24 18:15:00	ES	Futures	3049.63	3049.9	3048.0	3049.09	1212.0
2019-03-24 18:20:00	ES	Futures	3049.09	3049.36	3046.92	3047.46	913.0
2019-03-24 18:25:00	ES	Futures	3047.73	3048.82	3046.92	3048.27	896.0
2019-03-24 18:30:00	ES	Futures	3048.27	3049.09	3046.11	3046.65	1344.0
2019-03-24 18:35:00	ES	Futures	3046.65	3047.73	3046.11	3047.19	859.0
2019-03-24 18:40:00	ES	Futures	3047.46	3048.82	3047.19	3048.27	731.0
2019-03-24 18:45:00	ES	Futures	3048.27	3049.36	3048.0	3048.27	774.0
2019-03-24 18:50:00	ES	Futures	3048.27	3048.82	3047.46	3048.27	392.0
2019-03-24 18:55:00	ES	Futures	3048.27	3048.27	3047.73	3048.27	158.0
2019-03-24 19:00:00	ES	Futures	3048.55	3049.9	3048.27	3049.09	1023.0
2019-03-24 19:05:00	ES	Futures	3049.09	3050.44	3047.73	3048.27	928.0
2019-03-24 19:10:00	ES	Futures	3048.27	3048.27	3046.92	3047.73	601.0
2019-03-24 19:15:00	ES	Futures	3047.73	3048.27	3047.46	3047.73	287.0
2019-03-24 19:20:00	ES	Futures	3047.73	3048.27	3046.65	3047.73	416.0
2019-03-24 19:25:00	ES	Futures	3048.0	3049.36	3047.73	3049.36	777.0
2019-03-24 19:30:00	ES	Futures	3049.36	3049.9	3048.55	3049.09	1096.0
2019-03-24 19:35:00	ES	Futures	3049.09	3050.17	3048.55	3049.63	830.0
2019-03-24 19:40:00	ES	Futures	3049.36	3050.44	3049.09	3049.9	499.0
2019-03-24 19:45:00	ES	Futures	3049.63	3049.9	3047.73	3048.55	671.0
2019-03-24 19:50:00	ES	Futures	3048.55	3048.82	3047.73	3048.27	406.0
2019-03-24 19:55:00	ES	Futures	3048.55	3048.82	3048.0	3048.27	486.0
2019-03-24 20:00:00	ES	Futures	3048.27	3049.36	3045.56	3045.56	2724.0
2019-03-24 20:05:00	ES	Futures	3045.56	3045.83	3042.04	3042.31	3869.0
2019-03-24 20:10:00	ES	Futures	3042.04	3043.12	3042.04	3042.85	1729.0
2019-03-24 20:15:00	ES	Futures	3042.85	3043.67	3041.5	3043.12	3008.0
2019-03-24 20:20:00	ES	Futures	3043.12	3043.94	3037.97	3037.97	6005.0
2019-03-24 20:25:00	ES	Futures	3037.97	3039.6	3037.97	3039.33	2805.0
2019-03-24 20:30:00	ES	Futures	3039.06	3040.14	3037.43	3037.97	3369.0
2019-03-24 20:35:00	ES	Futures	3037.97	3037.97	3029.57	3030.38	9011.0
2019-03-24 20:40:00	ES	Futures	3030.65	3033.63	3030.65	3033.09	3787.0
2019-03-24 20:45:00	ES	Futures	3032.82	3033.63	3031.19	3032.01	2324.0
2019-03-24 20:50:00	ES	Futures	3032.01	3034.45	3031.47	3033.09	2536.0
2019-03-24 20:55:00	ES	Futures	3033.36	3033.63	3029.3	3030.38	3195.0
2019-03-24 21:00:00	ES	Futures	3030.65	3030.65	3027.13	3028.48	5527.0
2019-03-24 21:05:00	ES	Futures	3028.48	3030.11	3028.48	3029.84	2008.0
2019-03-24 21:10:00	ES	Futures	3029.84	3032.55	3029.57	3032.28	2224.0
2019-03-24 21:15:00	ES	Futures	3032.55	3033.09	3031.19	3031.74	2381.0
2019-03-24 21:20:00	ES	Futures	3031.74	3032.28	3029.84	3032.01	1815.0
2019-03-24 21:25:00	ES	Futures	3032.28	3034.99	3032.01	3032.82	2811.0
2019-03-24 21:30:00	ES	Futures	3033.09	3034.45	3032.55	3034.18	2967.0
2019-03-24 21:35:00	ES	Futures	3034.18	3034.99	3033.36	3033.91	2361.0
2019-03-24 21:40:00	ES	Futures	3033.63	3036.35	3033.63	3036.07	2983.0
2019-03-24 21:45:00	ES	Futures	3036.07	3036.35	3034.72	3035.53	2229.0
2019-03-24 21:50:00	ES	Futures	3035.26	3036.07	3034.99	3035.53	1167.0
2019-03-24 21:55:00	ES	Futures	3035.53	3036.35	3034.99	3035.53	1152.0
2019-03-24 22:00:00	ES	Futures	3035.8	3037.43	3035.26	3035.53	1682.0
2019-03-24 22:05:00	ES	Futures	3035.8	3036.62	3032.82	3033.09	2288.0

> showing 50 of 3,134 rows — these rows as CSV

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