PREVIEW / futures_5min / 2019-03-29

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-29.parquet
  size:    217 KB
  rows:    13,745

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
2019-03-29 00:00:00	ES	Futures	3066.17	3066.17	3065.35	3065.62	228.0
2019-03-29 00:05:00	ES	Futures	3065.62	3065.9	3065.62	3065.62	88.0
2019-03-29 00:10:00	ES	Futures	3065.62	3065.9	3065.35	3065.62	45.0
2019-03-29 00:15:00	ES	Futures	3065.35	3065.9	3065.35	3065.62	136.0
2019-03-29 00:20:00	ES	Futures	3065.9	3065.9	3065.35	3065.35	67.0
2019-03-29 00:25:00	ES	Futures	3065.62	3065.9	3065.35	3065.62	91.0
2019-03-29 00:30:00	ES	Futures	3065.9	3066.17	3065.62	3066.17	312.0
2019-03-29 00:35:00	ES	Futures	3066.17	3066.17	3065.62	3065.9	175.0
2019-03-29 00:40:00	ES	Futures	3065.9	3066.44	3065.62	3066.17	126.0
2019-03-29 00:45:00	ES	Futures	3066.17	3066.71	3066.17	3066.17	250.0
2019-03-29 00:50:00	ES	Futures	3066.17	3066.44	3065.9	3066.44	166.0
2019-03-29 00:55:00	ES	Futures	3066.17	3066.17	3065.35	3065.62	867.0
2019-03-29 01:00:00	ES	Futures	3065.35	3066.17	3065.35	3065.62	331.0
2019-03-29 01:05:00	ES	Futures	3065.62	3065.9	3064.0	3064.27	838.0
2019-03-29 01:10:00	ES	Futures	3064.27	3064.81	3064.0	3064.54	550.0
2019-03-29 01:15:00	ES	Futures	3064.54	3065.08	3064.0	3065.08	457.0
2019-03-29 01:20:00	ES	Futures	3064.81	3064.81	3064.0	3064.27	421.0
2019-03-29 01:25:00	ES	Futures	3064.27	3064.54	3063.73	3064.27	731.0
2019-03-29 01:30:00	ES	Futures	3064.0	3064.54	3064.0	3064.27	438.0
2019-03-29 01:35:00	ES	Futures	3064.54	3065.08	3064.27	3064.81	983.0
2019-03-29 01:40:00	ES	Futures	3065.08	3065.08	3064.54	3064.54	287.0
2019-03-29 01:45:00	ES	Futures	3064.54	3064.54	3063.73	3064.0	550.0
2019-03-29 01:50:00	ES	Futures	3064.27	3064.27	3063.18	3063.18	427.0
2019-03-29 01:55:00	ES	Futures	3063.46	3064.54	3063.18	3064.0	554.0
2019-03-29 02:00:00	ES	Futures	3064.27	3065.08	3063.46	3063.46	1199.0
2019-03-29 02:05:00	ES	Futures	3063.46	3063.73	3062.91	3063.18	417.0
2019-03-29 02:10:00	ES	Futures	3063.18	3063.46	3062.64	3062.91	334.0
2019-03-29 02:15:00	ES	Futures	3062.91	3063.46	3062.91	3062.91	190.0
2019-03-29 02:20:00	ES	Futures	3063.18	3064.54	3063.18	3064.27	335.0
2019-03-29 02:25:00	ES	Futures	3064.54	3065.08	3064.0	3064.81	363.0
2019-03-29 02:30:00	ES	Futures	3064.54	3065.35	3064.54	3065.08	393.0
2019-03-29 02:35:00	ES	Futures	3065.08	3065.35	3064.27	3064.81	296.0
2019-03-29 02:40:00	ES	Futures	3064.54	3064.81	3064.0	3064.0	129.0
2019-03-29 02:45:00	ES	Futures	3064.27	3064.54	3064.0	3064.54	155.0
2019-03-29 02:50:00	ES	Futures	3064.54	3064.81	3064.27	3064.54	194.0
2019-03-29 02:55:00	ES	Futures	3064.81	3065.35	3064.27	3064.81	556.0
2019-03-29 03:00:00	ES	Futures	3064.54	3064.54	3063.18	3064.0	728.0
2019-03-29 03:05:00	ES	Futures	3064.27	3066.17	3063.73	3066.17	1273.0
2019-03-29 03:10:00	ES	Futures	3066.17	3067.52	3065.9	3066.71	1649.0
2019-03-29 03:15:00	ES	Futures	3066.71	3066.98	3065.35	3065.62	988.0
2019-03-29 03:20:00	ES	Futures	3065.35	3065.9	3064.81	3065.35	885.0
2019-03-29 03:25:00	ES	Futures	3065.35	3066.17	3065.35	3066.17	421.0
2019-03-29 03:30:00	ES	Futures	3065.9	3066.44	3065.62	3065.62	373.0
2019-03-29 03:35:00	ES	Futures	3065.62	3065.9	3065.35	3065.62	534.0
2019-03-29 03:40:00	ES	Futures	3065.35	3065.62	3064.81	3065.35	381.0
2019-03-29 03:45:00	ES	Futures	3065.08	3065.9	3064.81	3065.9	932.0
2019-03-29 03:50:00	ES	Futures	3065.9	3066.71	3065.62	3066.71	593.0
2019-03-29 03:55:00	ES	Futures	3066.71	3066.98	3065.62	3065.62	1017.0
2019-03-29 04:00:00	ES	Futures	3065.62	3067.25	3065.35	3065.9	1948.0
2019-03-29 04:05:00	ES	Futures	3065.9	3066.44	3064.81	3066.44	1644.0

> showing 50 of 13,745 rows — these rows as CSV

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