PREVIEW / futures_5min / 2019-04-04

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-04-04.parquet
  size:    235 KB
  rows:    16,283

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
2019-04-04 00:00:00	ES	Futures	3120.66	3120.93	3120.39	3120.66	247.0
2019-04-04 00:05:00	ES	Futures	3120.66	3121.47	3120.39	3120.66	465.0
2019-04-04 00:10:00	ES	Futures	3120.93	3121.74	3120.66	3121.47	320.0
2019-04-04 00:15:00	ES	Futures	3121.47	3121.47	3120.66	3121.2	251.0
2019-04-04 00:20:00	ES	Futures	3121.2	3121.2	3120.66	3121.2	169.0
2019-04-04 00:25:00	ES	Futures	3121.2	3121.2	3120.66	3120.66	72.0
2019-04-04 00:30:00	ES	Futures	3120.93	3120.93	3119.57	3120.39	525.0
2019-04-04 00:35:00	ES	Futures	3120.12	3120.66	3120.12	3120.66	176.0
2019-04-04 00:40:00	ES	Futures	3120.39	3120.66	3119.84	3120.12	230.0
2019-04-04 00:45:00	ES	Futures	3120.12	3120.39	3119.3	3119.3	280.0
2019-04-04 00:50:00	ES	Futures	3119.3	3119.84	3119.3	3119.57	251.0
2019-04-04 00:55:00	ES	Futures	3119.84	3120.93	3119.84	3120.39	328.0
2019-04-04 01:00:00	ES	Futures	3120.66	3120.66	3119.84	3120.12	460.0
2019-04-04 01:05:00	ES	Futures	3120.39	3120.93	3120.12	3120.93	340.0
2019-04-04 01:10:00	ES	Futures	3120.93	3121.2	3120.39	3120.66	290.0
2019-04-04 01:15:00	ES	Futures	3120.39	3121.47	3120.39	3121.47	264.0
2019-04-04 01:20:00	ES	Futures	3121.47	3121.74	3120.93	3121.47	372.0
2019-04-04 01:25:00	ES	Futures	3121.74	3121.74	3121.2	3121.47	513.0
2019-04-04 01:30:00	ES	Futures	3121.74	3121.74	3121.2	3121.47	354.0
2019-04-04 01:35:00	ES	Futures	3121.74	3121.74	3120.93	3120.93	269.0
2019-04-04 01:40:00	ES	Futures	3120.93	3121.2	3120.66	3120.93	329.0
2019-04-04 01:45:00	ES	Futures	3120.93	3121.2	3120.39	3120.93	352.0
2019-04-04 01:50:00	ES	Futures	3120.66	3120.66	3119.3	3119.57	459.0
2019-04-04 01:55:00	ES	Futures	3119.57	3121.2	3119.57	3120.93	445.0
2019-04-04 02:00:00	ES	Futures	3120.93	3120.93	3119.3	3119.84	970.0
2019-04-04 02:05:00	ES	Futures	3120.12	3120.66	3119.3	3119.57	690.0
2019-04-04 02:10:00	ES	Futures	3119.57	3120.12	3118.76	3119.84	768.0
2019-04-04 02:15:00	ES	Futures	3119.84	3120.12	3119.03	3119.84	835.0
2019-04-04 02:20:00	ES	Futures	3119.84	3120.39	3119.3	3119.3	589.0
2019-04-04 02:25:00	ES	Futures	3119.3	3119.57	3118.76	3119.3	776.0
2019-04-04 02:30:00	ES	Futures	3119.3	3119.3	3117.68	3117.95	1454.0
2019-04-04 02:35:00	ES	Futures	3117.95	3118.76	3117.41	3118.76	690.0
2019-04-04 02:40:00	ES	Futures	3118.49	3119.3	3118.49	3119.3	393.0
2019-04-04 02:45:00	ES	Futures	3119.03	3119.03	3118.49	3119.03	553.0
2019-04-04 02:50:00	ES	Futures	3119.03	3119.57	3118.76	3119.3	610.0
2019-04-04 02:55:00	ES	Futures	3119.3	3120.39	3119.3	3119.84	529.0
2019-04-04 03:00:00	ES	Futures	3119.57	3120.12	3119.03	3119.3	1382.0
2019-04-04 03:05:00	ES	Futures	3119.03	3120.39	3118.76	3119.57	1098.0
2019-04-04 03:10:00	ES	Futures	3119.3	3120.39	3119.03	3119.57	1328.0
2019-04-04 03:15:00	ES	Futures	3119.84	3119.84	3117.95	3118.22	1637.0
2019-04-04 03:20:00	ES	Futures	3118.49	3118.76	3117.95	3118.76	827.0
2019-04-04 03:25:00	ES	Futures	3118.76	3120.12	3118.76	3119.57	918.0
2019-04-04 03:30:00	ES	Futures	3119.84	3121.2	3119.3	3120.12	1496.0
2019-04-04 03:35:00	ES	Futures	3119.84	3120.12	3119.03	3119.3	998.0
2019-04-04 03:40:00	ES	Futures	3119.3	3120.39	3119.3	3120.12	1001.0
2019-04-04 03:45:00	ES	Futures	3119.84	3120.93	3119.84	3120.66	634.0
2019-04-04 03:50:00	ES	Futures	3120.39	3120.66	3119.84	3120.39	457.0
2019-04-04 03:55:00	ES	Futures	3120.39	3120.66	3118.76	3119.57	1016.0
2019-04-04 04:00:00	ES	Futures	3119.57	3119.57	3118.22	3119.03	1303.0
2019-04-04 04:05:00	ES	Futures	3119.03	3120.12	3119.03	3119.57	908.0

> showing 50 of 16,283 rows — these rows as CSV

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