PREVIEW / futures_5min / 2019-03-28

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-28.parquet
  size:    264 KB
  rows:    16,411

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
2019-03-28 00:00:00	ES	Futures	3042.31	3043.94	3041.23	3042.85	1344.0
2019-03-28 00:05:00	ES	Futures	3042.85	3043.12	3041.23	3041.5	592.0
2019-03-28 00:10:00	ES	Futures	3041.77	3041.77	3040.95	3040.95	157.0
2019-03-28 00:15:00	ES	Futures	3041.23	3041.23	3040.95	3040.95	232.0
2019-03-28 00:20:00	ES	Futures	3040.68	3041.23	3040.14	3040.95	386.0
2019-03-28 00:25:00	ES	Futures	3040.95	3042.04	3040.95	3041.23	314.0
2019-03-28 00:30:00	ES	Futures	3040.95	3041.77	3040.95	3041.5	237.0
2019-03-28 00:35:00	ES	Futures	3041.5	3041.5	3040.41	3040.68	346.0
2019-03-28 00:40:00	ES	Futures	3040.41	3041.23	3040.14	3040.68	298.0
2019-03-28 00:45:00	ES	Futures	3040.68	3040.95	3040.14	3040.68	270.0
2019-03-28 00:50:00	ES	Futures	3040.68	3040.68	3040.14	3040.41	208.0
2019-03-28 00:55:00	ES	Futures	3040.41	3040.41	3039.06	3039.6	551.0
2019-03-28 01:00:00	ES	Futures	3039.6	3039.87	3038.79	3039.06	397.0
2019-03-28 01:05:00	ES	Futures	3039.06	3039.6	3038.79	3039.06	387.0
2019-03-28 01:10:00	ES	Futures	3039.33	3039.87	3039.33	3039.33	372.0
2019-03-28 01:15:00	ES	Futures	3039.6	3039.87	3039.06	3039.33	359.0
2019-03-28 01:20:00	ES	Futures	3039.06	3039.33	3037.7	3038.24	706.0
2019-03-28 01:25:00	ES	Futures	3038.24	3039.06	3037.97	3039.06	241.0
2019-03-28 01:30:00	ES	Futures	3039.06	3040.95	3038.79	3040.68	686.0
2019-03-28 01:35:00	ES	Futures	3040.95	3040.95	3039.6	3040.14	535.0
2019-03-28 01:40:00	ES	Futures	3039.87	3040.14	3039.06	3039.6	305.0
2019-03-28 01:45:00	ES	Futures	3039.6	3039.6	3038.79	3039.06	219.0
2019-03-28 01:50:00	ES	Futures	3039.33	3040.14	3037.7	3037.97	588.0
2019-03-28 01:55:00	ES	Futures	3037.97	3038.24	3036.89	3037.97	708.0
2019-03-28 02:00:00	ES	Futures	3037.97	3039.06	3034.72	3036.07	2303.0
2019-03-28 02:05:00	ES	Futures	3035.8	3038.24	3035.8	3037.97	1067.0
2019-03-28 02:10:00	ES	Futures	3037.97	3040.14	3037.97	3039.6	676.0
2019-03-28 02:15:00	ES	Futures	3039.87	3040.68	3039.6	3040.14	454.0
2019-03-28 02:20:00	ES	Futures	3040.41	3041.23	3039.6	3040.14	599.0
2019-03-28 02:25:00	ES	Futures	3040.14	3041.5	3039.87	3041.23	501.0
2019-03-28 02:30:00	ES	Futures	3041.23	3044.21	3040.68	3043.67	2068.0
2019-03-28 02:35:00	ES	Futures	3043.94	3043.94	3042.85	3043.39	810.0
2019-03-28 02:40:00	ES	Futures	3043.39	3043.67	3043.12	3043.12	323.0
2019-03-28 02:45:00	ES	Futures	3043.12	3043.39	3042.58	3042.58	291.0
2019-03-28 02:50:00	ES	Futures	3042.58	3043.12	3042.04	3042.31	341.0
2019-03-28 02:55:00	ES	Futures	3042.31	3042.85	3042.04	3042.31	205.0
2019-03-28 03:00:00	ES	Futures	3042.31	3045.02	3042.31	3044.75	1723.0
2019-03-28 03:05:00	ES	Futures	3044.75	3046.92	3044.75	3044.75	2407.0
2019-03-28 03:10:00	ES	Futures	3045.02	3045.56	3044.75	3045.02	633.0
2019-03-28 03:15:00	ES	Futures	3045.02	3045.56	3044.21	3045.02	1046.0
2019-03-28 03:20:00	ES	Futures	3045.02	3045.29	3044.21	3044.21	388.0
2019-03-28 03:25:00	ES	Futures	3044.21	3044.21	3043.39	3043.94	594.0
2019-03-28 03:30:00	ES	Futures	3043.94	3044.21	3043.12	3043.94	564.0
2019-03-28 03:35:00	ES	Futures	3043.67	3045.02	3043.67	3043.67	640.0
2019-03-28 03:40:00	ES	Futures	3043.94	3043.94	3042.04	3042.85	1025.0
2019-03-28 03:45:00	ES	Futures	3042.58	3043.12	3041.77	3042.58	1074.0
2019-03-28 03:50:00	ES	Futures	3042.31	3042.31	3040.14	3040.41	1347.0
2019-03-28 03:55:00	ES	Futures	3040.41	3041.23	3039.06	3040.41	2734.0
2019-03-28 04:00:00	ES	Futures	3040.68	3043.12	3039.87	3042.85	4290.0
2019-03-28 04:05:00	ES	Futures	3042.58	3043.94	3041.77	3043.67	2586.0

> showing 50 of 16,411 rows — these rows as CSV

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