PREVIEW / futures_5min / 2019-03-25

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-25.parquet
  size:    262 KB
  rows:    16,518

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
2019-03-25 00:00:00	ES	Futures	3034.45	3034.99	3034.18	3034.72	205.0
2019-03-25 00:05:00	ES	Futures	3034.72	3034.72	3033.63	3033.91	290.0
2019-03-25 00:10:00	ES	Futures	3033.91	3033.91	3032.82	3033.09	588.0
2019-03-25 00:15:00	ES	Futures	3033.09	3033.63	3032.82	3033.36	403.0
2019-03-25 00:20:00	ES	Futures	3033.36	3033.36	3032.55	3032.82	328.0
2019-03-25 00:25:00	ES	Futures	3032.82	3033.09	3032.28	3032.28	454.0
2019-03-25 00:30:00	ES	Futures	3032.28	3033.36	3032.28	3032.55	314.0
2019-03-25 00:35:00	ES	Futures	3032.55	3033.36	3032.28	3033.09	380.0
2019-03-25 00:40:00	ES	Futures	3033.36	3033.36	3032.82	3032.82	212.0
2019-03-25 00:45:00	ES	Futures	3032.82	3034.18	3032.55	3034.18	378.0
2019-03-25 00:50:00	ES	Futures	3033.91	3033.91	3033.09	3033.36	399.0
2019-03-25 00:55:00	ES	Futures	3033.63	3034.72	3033.36	3034.72	489.0
2019-03-25 01:00:00	ES	Futures	3034.72	3034.99	3033.91	3033.91	415.0
2019-03-25 01:05:00	ES	Futures	3034.18	3034.72	3033.63	3033.91	333.0
2019-03-25 01:10:00	ES	Futures	3033.91	3034.18	3033.36	3033.63	322.0
2019-03-25 01:15:00	ES	Futures	3033.63	3034.45	3033.09	3034.18	564.0
2019-03-25 01:20:00	ES	Futures	3034.18	3034.99	3033.91	3034.72	255.0
2019-03-25 01:25:00	ES	Futures	3034.72	3035.26	3034.18	3034.45	529.0
2019-03-25 01:30:00	ES	Futures	3034.45	3035.53	3034.45	3034.72	536.0
2019-03-25 01:35:00	ES	Futures	3034.72	3034.72	3033.63	3033.91	420.0
2019-03-25 01:40:00	ES	Futures	3033.91	3034.18	3033.36	3033.91	376.0
2019-03-25 01:45:00	ES	Futures	3033.91	3034.72	3033.91	3034.18	278.0
2019-03-25 01:50:00	ES	Futures	3034.18	3034.72	3032.28	3032.28	920.0
2019-03-25 01:55:00	ES	Futures	3032.28	3033.09	3032.01	3032.82	606.0
2019-03-25 02:00:00	ES	Futures	3032.82	3033.91	3031.47	3031.47	1831.0
2019-03-25 02:05:00	ES	Futures	3031.47	3032.01	3030.11	3030.38	1486.0
2019-03-25 02:10:00	ES	Futures	3030.38	3030.65	3030.11	3030.38	421.0
2019-03-25 02:15:00	ES	Futures	3030.38	3030.38	3029.57	3029.84	701.0
2019-03-25 02:20:00	ES	Futures	3029.84	3030.38	3029.57	3030.38	210.0
2019-03-25 02:25:00	ES	Futures	3030.38	3031.19	3030.38	3030.92	697.0
2019-03-25 02:30:00	ES	Futures	3030.92	3031.19	3029.03	3029.03	871.0
2019-03-25 02:35:00	ES	Futures	3029.03	3029.84	3029.03	3029.57	645.0
2019-03-25 02:40:00	ES	Futures	3029.57	3029.57	3028.21	3028.48	760.0
2019-03-25 02:45:00	ES	Futures	3028.48	3029.84	3027.67	3028.48	1632.0
2019-03-25 02:50:00	ES	Futures	3028.48	3029.03	3025.77	3026.86	2024.0
2019-03-25 02:55:00	ES	Futures	3026.86	3027.67	3026.59	3027.13	892.0
2019-03-25 03:00:00	ES	Futures	3027.13	3031.19	3027.13	3030.65	2513.0
2019-03-25 03:05:00	ES	Futures	3030.65	3033.36	3030.65	3031.74	1967.0
2019-03-25 03:10:00	ES	Futures	3031.74	3032.55	3031.19	3032.01	1039.0
2019-03-25 03:15:00	ES	Futures	3032.28	3032.82	3031.74	3032.55	1200.0
2019-03-25 03:20:00	ES	Futures	3032.82	3033.91	3032.82	3033.09	934.0
2019-03-25 03:25:00	ES	Futures	3033.09	3034.18	3032.82	3033.36	1567.0
2019-03-25 03:30:00	ES	Futures	3033.36	3033.91	3031.47	3031.74	1446.0
2019-03-25 03:35:00	ES	Futures	3031.74	3033.09	3031.74	3032.82	1137.0
2019-03-25 03:40:00	ES	Futures	3032.82	3034.18	3032.82	3033.36	747.0
2019-03-25 03:45:00	ES	Futures	3033.36	3033.63	3033.09	3033.36	409.0
2019-03-25 03:50:00	ES	Futures	3033.63	3034.45	3033.36	3033.91	579.0
2019-03-25 03:55:00	ES	Futures	3033.91	3034.72	3033.36	3034.18	1201.0
2019-03-25 04:00:00	ES	Futures	3034.18	3037.7	3034.18	3036.89	3919.0
2019-03-25 04:05:00	ES	Futures	3037.16	3037.16	3035.26	3036.62	2484.0

> showing 50 of 16,518 rows — these rows as CSV

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