PREVIEW / futures_5min / 2019-03-31

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-31.parquet
  size:    58 KB
  rows:    3,182

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
2019-03-31 18:00:00	ES	Futures	3084.6	3094.63	3084.6	3092.46	8939.0
2019-03-31 18:05:00	ES	Futures	3092.46	3092.73	3091.38	3092.73	1523.0
2019-03-31 18:10:00	ES	Futures	3092.73	3093.01	3091.65	3091.65	737.0
2019-03-31 18:15:00	ES	Futures	3091.65	3091.92	3091.11	3091.65	623.0
2019-03-31 18:20:00	ES	Futures	3091.92	3093.55	3091.65	3092.46	1198.0
2019-03-31 18:25:00	ES	Futures	3092.46	3093.01	3092.46	3092.73	294.0
2019-03-31 18:30:00	ES	Futures	3092.73	3093.28	3092.19	3092.46	590.0
2019-03-31 18:35:00	ES	Futures	3092.46	3092.73	3092.19	3092.46	356.0
2019-03-31 18:40:00	ES	Futures	3092.46	3092.73	3092.19	3092.19	463.0
2019-03-31 18:45:00	ES	Futures	3092.19	3092.73	3091.92	3091.92	474.0
2019-03-31 18:50:00	ES	Futures	3091.92	3092.73	3091.38	3092.19	1033.0
2019-03-31 18:55:00	ES	Futures	3091.92	3091.92	3091.38	3091.38	286.0
2019-03-31 19:00:00	ES	Futures	3091.38	3091.38	3090.57	3091.38	933.0
2019-03-31 19:05:00	ES	Futures	3091.11	3092.73	3090.29	3090.84	1111.0
2019-03-31 19:10:00	ES	Futures	3090.57	3091.65	3090.02	3091.38	765.0
2019-03-31 19:15:00	ES	Futures	3091.38	3091.92	3091.11	3091.11	473.0
2019-03-31 19:20:00	ES	Futures	3091.11	3092.46	3091.11	3091.38	558.0
2019-03-31 19:25:00	ES	Futures	3091.65	3092.19	3091.38	3091.92	344.0
2019-03-31 19:30:00	ES	Futures	3091.65	3091.65	3090.57	3090.84	857.0
2019-03-31 19:35:00	ES	Futures	3091.11	3091.65	3090.84	3091.38	302.0
2019-03-31 19:40:00	ES	Futures	3091.11	3093.55	3091.11	3093.01	1279.0
2019-03-31 19:45:00	ES	Futures	3092.73	3094.36	3092.73	3093.55	1498.0
2019-03-31 19:50:00	ES	Futures	3093.82	3093.82	3093.01	3093.28	705.0
2019-03-31 19:55:00	ES	Futures	3093.28	3093.82	3093.01	3093.28	622.0
2019-03-31 20:00:00	ES	Futures	3093.28	3094.36	3093.01	3094.36	1993.0
2019-03-31 20:05:00	ES	Futures	3094.36	3098.43	3093.82	3097.61	7192.0
2019-03-31 20:10:00	ES	Futures	3097.61	3098.16	3096.53	3096.8	1861.0
2019-03-31 20:15:00	ES	Futures	3096.8	3097.34	3095.99	3097.07	1944.0
2019-03-31 20:20:00	ES	Futures	3097.07	3098.7	3096.26	3096.53	1820.0
2019-03-31 20:25:00	ES	Futures	3096.26	3097.07	3095.72	3096.26	1297.0
2019-03-31 20:30:00	ES	Futures	3096.26	3097.07	3095.17	3095.45	1074.0
2019-03-31 20:35:00	ES	Futures	3095.45	3095.72	3094.9	3095.17	652.0
2019-03-31 20:40:00	ES	Futures	3095.17	3096.53	3095.17	3096.26	1265.0
2019-03-31 20:45:00	ES	Futures	3096.26	3096.53	3095.45	3096.53	841.0
2019-03-31 20:50:00	ES	Futures	3096.26	3097.07	3096.26	3096.8	946.0
2019-03-31 20:55:00	ES	Futures	3096.53	3096.53	3095.45	3095.99	841.0
2019-03-31 21:00:00	ES	Futures	3095.72	3097.89	3095.17	3096.8	1481.0
2019-03-31 21:05:00	ES	Futures	3096.8	3096.8	3095.45	3095.72	676.0
2019-03-31 21:10:00	ES	Futures	3095.72	3095.99	3095.17	3095.72	892.0
2019-03-31 21:15:00	ES	Futures	3095.72	3095.72	3095.17	3095.72	957.0
2019-03-31 21:20:00	ES	Futures	3095.72	3095.72	3094.9	3095.17	481.0
2019-03-31 21:25:00	ES	Futures	3094.9	3096.26	3094.9	3095.72	667.0
2019-03-31 21:30:00	ES	Futures	3095.45	3096.26	3095.17	3095.72	843.0
2019-03-31 21:35:00	ES	Futures	3095.72	3096.53	3095.72	3096.26	545.0
2019-03-31 21:40:00	ES	Futures	3096.26	3096.8	3095.99	3096.53	359.0
2019-03-31 21:45:00	ES	Futures	3096.53	3098.97	3096.53	3098.16	2760.0
2019-03-31 21:50:00	ES	Futures	3098.16	3098.97	3097.34	3097.61	1332.0
2019-03-31 21:55:00	ES	Futures	3097.61	3098.16	3097.07	3097.34	815.0
2019-03-31 22:00:00	ES	Futures	3097.34	3097.61	3096.26	3097.61	1221.0
2019-03-31 22:05:00	ES	Futures	3097.61	3098.43	3097.07	3098.43	517.0

> showing 50 of 3,182 rows — these rows as CSV

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