PREVIEW / futures_5min / 2019-03-27

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-27.parquet
  size:    274 KB
  rows:    16,659

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
2019-03-27 00:00:00	ES	Futures	3062.37	3063.46	3062.37	3063.46	548.0
2019-03-27 00:05:00	ES	Futures	3063.46	3063.46	3063.18	3063.46	192.0
2019-03-27 00:10:00	ES	Futures	3063.46	3063.73	3062.64	3063.73	472.0
2019-03-27 00:15:00	ES	Futures	3063.73	3063.73	3063.18	3063.46	201.0
2019-03-27 00:20:00	ES	Futures	3063.46	3065.08	3062.91	3064.81	1329.0
2019-03-27 00:25:00	ES	Futures	3064.54	3065.62	3064.27	3065.08	624.0
2019-03-27 00:30:00	ES	Futures	3065.08	3066.17	3064.81	3064.81	1384.0
2019-03-27 00:35:00	ES	Futures	3064.81	3065.08	3064.0	3064.27	482.0
2019-03-27 00:40:00	ES	Futures	3064.27	3065.62	3064.27	3065.08	606.0
2019-03-27 00:45:00	ES	Futures	3065.08	3065.08	3064.54	3064.81	246.0
2019-03-27 00:50:00	ES	Futures	3064.54	3065.35	3064.54	3065.08	456.0
2019-03-27 00:55:00	ES	Futures	3065.08	3066.17	3064.81	3065.35	593.0
2019-03-27 01:00:00	ES	Futures	3065.35	3066.71	3065.35	3065.9	1207.0
2019-03-27 01:05:00	ES	Futures	3066.17	3066.71	3065.9	3066.17	407.0
2019-03-27 01:10:00	ES	Futures	3066.17	3066.71	3065.9	3066.44	422.0
2019-03-27 01:15:00	ES	Futures	3066.17	3066.71	3065.35	3065.62	550.0
2019-03-27 01:20:00	ES	Futures	3065.62	3066.17	3064.81	3064.81	475.0
2019-03-27 01:25:00	ES	Futures	3064.81	3065.35	3064.81	3065.08	366.0
2019-03-27 01:30:00	ES	Futures	3065.08	3066.44	3065.08	3066.44	436.0
2019-03-27 01:35:00	ES	Futures	3066.44	3066.71	3065.9	3066.44	440.0
2019-03-27 01:40:00	ES	Futures	3066.44	3066.71	3065.62	3066.44	758.0
2019-03-27 01:45:00	ES	Futures	3066.44	3066.44	3065.62	3065.62	630.0
2019-03-27 01:50:00	ES	Futures	3065.62	3066.71	3065.35	3066.71	549.0
2019-03-27 01:55:00	ES	Futures	3066.98	3068.34	3066.44	3068.06	1400.0
2019-03-27 02:00:00	ES	Futures	3068.06	3069.15	3067.79	3068.06	1997.0
2019-03-27 02:05:00	ES	Futures	3068.06	3069.42	3067.52	3069.42	815.0
2019-03-27 02:10:00	ES	Futures	3069.42	3069.96	3068.34	3069.69	764.0
2019-03-27 02:15:00	ES	Futures	3069.42	3069.96	3069.15	3069.42	576.0
2019-03-27 02:20:00	ES	Futures	3069.69	3069.96	3069.15	3069.42	393.0
2019-03-27 02:25:00	ES	Futures	3069.42	3069.96	3068.88	3069.42	659.0
2019-03-27 02:30:00	ES	Futures	3069.42	3069.42	3068.88	3069.42	208.0
2019-03-27 02:35:00	ES	Futures	3069.15	3069.96	3068.88	3069.69	312.0
2019-03-27 02:40:00	ES	Futures	3069.96	3070.78	3069.96	3070.5	505.0
2019-03-27 02:45:00	ES	Futures	3070.5	3070.5	3070.23	3070.5	187.0
2019-03-27 02:50:00	ES	Futures	3070.5	3070.78	3069.42	3069.96	604.0
2019-03-27 02:55:00	ES	Futures	3069.69	3069.96	3069.42	3069.42	191.0
2019-03-27 03:00:00	ES	Futures	3069.42	3070.23	3068.61	3069.15	871.0
2019-03-27 03:05:00	ES	Futures	3069.15	3069.69	3068.61	3069.15	738.0
2019-03-27 03:10:00	ES	Futures	3069.15	3069.69	3068.88	3069.15	470.0
2019-03-27 03:15:00	ES	Futures	3069.15	3069.69	3068.61	3068.61	560.0
2019-03-27 03:20:00	ES	Futures	3068.61	3069.42	3068.34	3069.15	416.0
2019-03-27 03:25:00	ES	Futures	3068.88	3069.15	3067.79	3068.34	469.0
2019-03-27 03:30:00	ES	Futures	3068.06	3068.34	3067.52	3068.06	390.0
2019-03-27 03:35:00	ES	Futures	3068.34	3068.34	3067.25	3067.79	450.0
2019-03-27 03:40:00	ES	Futures	3067.79	3068.06	3067.79	3067.79	193.0
2019-03-27 03:45:00	ES	Futures	3068.06	3068.61	3067.79	3068.34	274.0
2019-03-27 03:50:00	ES	Futures	3068.34	3068.88	3067.52	3068.88	901.0
2019-03-27 03:55:00	ES	Futures	3068.88	3070.5	3068.61	3069.96	1283.0
2019-03-27 04:00:00	ES	Futures	3069.96	3070.5	3067.79	3068.06	1754.0
2019-03-27 04:05:00	ES	Futures	3068.34	3068.34	3066.17	3066.44	1800.0

> showing 50 of 16,659 rows — these rows as CSV

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