PREVIEW / futures_5min / 2019-03-26

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-26.parquet
  size:    251 KB
  rows:    16,345

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
2019-03-26 00:00:00	ES	Futures	3053.15	3053.7	3053.15	3053.42	180.0
2019-03-26 00:05:00	ES	Futures	3053.42	3053.42	3053.15	3053.15	290.0
2019-03-26 00:10:00	ES	Futures	3053.42	3053.42	3052.88	3053.15	172.0
2019-03-26 00:15:00	ES	Futures	3053.15	3054.24	3053.15	3053.42	383.0
2019-03-26 00:20:00	ES	Futures	3053.42	3053.42	3052.88	3053.42	213.0
2019-03-26 00:25:00	ES	Futures	3053.42	3053.7	3052.88	3053.42	209.0
2019-03-26 00:30:00	ES	Futures	3053.42	3053.7	3052.88	3053.42	381.0
2019-03-26 00:35:00	ES	Futures	3053.42	3053.97	3052.88	3052.88	323.0
2019-03-26 00:40:00	ES	Futures	3053.15	3053.42	3052.88	3053.15	206.0
2019-03-26 00:45:00	ES	Futures	3052.88	3053.15	3051.8	3052.07	568.0
2019-03-26 00:50:00	ES	Futures	3052.07	3053.15	3052.07	3053.15	270.0
2019-03-26 00:55:00	ES	Futures	3052.88	3053.15	3052.61	3052.61	390.0
2019-03-26 01:00:00	ES	Futures	3052.88	3054.24	3052.88	3053.42	689.0
2019-03-26 01:05:00	ES	Futures	3053.42	3054.51	3053.42	3053.7	626.0
2019-03-26 01:10:00	ES	Futures	3053.97	3054.24	3053.7	3053.7	178.0
2019-03-26 01:15:00	ES	Futures	3053.7	3054.51	3053.7	3054.51	300.0
2019-03-26 01:20:00	ES	Futures	3054.51	3054.51	3053.42	3053.42	239.0
2019-03-26 01:25:00	ES	Futures	3053.42	3053.7	3053.15	3053.15	385.0
2019-03-26 01:30:00	ES	Futures	3053.42	3054.51	3053.15	3054.51	484.0
2019-03-26 01:35:00	ES	Futures	3054.51	3054.78	3054.51	3054.78	426.0
2019-03-26 01:40:00	ES	Futures	3055.05	3055.05	3053.7	3053.97	477.0
2019-03-26 01:45:00	ES	Futures	3054.24	3054.78	3053.97	3054.78	520.0
2019-03-26 01:50:00	ES	Futures	3054.51	3055.05	3052.61	3053.42	767.0
2019-03-26 01:55:00	ES	Futures	3053.15	3054.51	3053.15	3054.51	1187.0
2019-03-26 02:00:00	ES	Futures	3054.51	3054.78	3053.7	3053.97	990.0
2019-03-26 02:05:00	ES	Futures	3053.97	3054.24	3052.61	3052.61	975.0
2019-03-26 02:10:00	ES	Futures	3052.61	3052.61	3048.82	3048.82	1992.0
2019-03-26 02:15:00	ES	Futures	3048.55	3049.09	3047.19	3048.0	1964.0
2019-03-26 02:20:00	ES	Futures	3048.0	3048.27	3046.92	3048.27	921.0
2019-03-26 02:25:00	ES	Futures	3048.27	3049.09	3048.27	3048.82	558.0
2019-03-26 02:30:00	ES	Futures	3048.55	3049.09	3048.27	3048.27	304.0
2019-03-26 02:35:00	ES	Futures	3048.27	3049.9	3048.27	3048.55	838.0
2019-03-26 02:40:00	ES	Futures	3048.27	3048.82	3047.19	3048.82	811.0
2019-03-26 02:45:00	ES	Futures	3048.82	3049.9	3048.55	3049.36	728.0
2019-03-26 02:50:00	ES	Futures	3049.63	3050.17	3049.09	3049.9	442.0
2019-03-26 02:55:00	ES	Futures	3049.9	3050.71	3049.63	3050.71	303.0
2019-03-26 03:00:00	ES	Futures	3050.44	3050.44	3047.73	3048.27	1635.0
2019-03-26 03:05:00	ES	Futures	3048.0	3048.27	3047.19	3047.73	777.0
2019-03-26 03:10:00	ES	Futures	3047.73	3048.55	3047.19	3048.0	619.0
2019-03-26 03:15:00	ES	Futures	3047.73	3047.73	3046.92	3047.46	599.0
2019-03-26 03:20:00	ES	Futures	3047.46	3048.82	3047.19	3048.27	588.0
2019-03-26 03:25:00	ES	Futures	3048.0	3048.0	3046.65	3047.19	925.0
2019-03-26 03:30:00	ES	Futures	3047.19	3048.55	3047.19	3048.0	510.0
2019-03-26 03:35:00	ES	Futures	3048.27	3049.09	3048.0	3048.55	645.0
2019-03-26 03:40:00	ES	Futures	3048.55	3049.63	3048.55	3049.36	586.0
2019-03-26 03:45:00	ES	Futures	3049.63	3050.71	3049.09	3050.71	909.0
2019-03-26 03:50:00	ES	Futures	3050.71	3051.8	3050.44	3051.53	1435.0
2019-03-26 03:55:00	ES	Futures	3051.8	3052.61	3051.8	3051.8	953.0
2019-03-26 04:00:00	ES	Futures	3052.07	3052.61	3050.71	3050.71	2517.0
2019-03-26 04:05:00	ES	Futures	3050.71	3052.07	3049.09	3052.07	2196.0

> showing 50 of 16,345 rows — these rows as CSV

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