PREVIEW / futures_5min / 2019-04-08

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-04-08.parquet
  size:    223 KB
  rows:    16,217

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
2019-04-08 00:00:00	ES	Futures	3135.3	3135.57	3135.03	3135.03	161.0
2019-04-08 00:05:00	ES	Futures	3135.03	3135.03	3134.21	3134.48	227.0
2019-04-08 00:10:00	ES	Futures	3134.76	3135.3	3134.48	3135.03	330.0
2019-04-08 00:15:00	ES	Futures	3135.03	3135.3	3134.76	3135.3	194.0
2019-04-08 00:20:00	ES	Futures	3135.3	3135.3	3135.03	3135.03	212.0
2019-04-08 00:25:00	ES	Futures	3135.03	3135.3	3134.76	3134.76	39.0
2019-04-08 00:30:00	ES	Futures	3134.76	3135.03	3134.48	3134.76	504.0
2019-04-08 00:35:00	ES	Futures	3134.76	3135.03	3134.76	3135.03	266.0
2019-04-08 00:40:00	ES	Futures	3135.03	3135.3	3134.21	3134.21	567.0
2019-04-08 00:45:00	ES	Futures	3134.21	3135.03	3133.94	3135.03	391.0
2019-04-08 00:50:00	ES	Futures	3135.03	3135.3	3134.76	3135.3	69.0
2019-04-08 00:55:00	ES	Futures	3135.3	3135.57	3134.76	3135.3	495.0
2019-04-08 01:00:00	ES	Futures	3135.3	3135.57	3135.03	3135.3	322.0
2019-04-08 01:05:00	ES	Futures	3135.3	3135.3	3133.94	3134.21	445.0
2019-04-08 01:10:00	ES	Futures	3133.94	3134.48	3133.67	3134.48	446.0
2019-04-08 01:15:00	ES	Futures	3134.48	3134.48	3133.67	3134.21	279.0
2019-04-08 01:20:00	ES	Futures	3134.21	3134.21	3133.4	3133.94	409.0
2019-04-08 01:25:00	ES	Futures	3133.94	3134.21	3133.4	3133.67	339.0
2019-04-08 01:30:00	ES	Futures	3133.67	3133.67	3133.4	3133.67	289.0
2019-04-08 01:35:00	ES	Futures	3133.67	3133.94	3132.86	3133.13	624.0
2019-04-08 01:40:00	ES	Futures	3133.13	3133.94	3133.13	3133.94	615.0
2019-04-08 01:45:00	ES	Futures	3133.67	3134.21	3133.67	3133.94	344.0
2019-04-08 01:50:00	ES	Futures	3133.94	3134.48	3133.67	3134.21	570.0
2019-04-08 01:55:00	ES	Futures	3134.48	3135.03	3134.21	3134.76	534.0
2019-04-08 02:00:00	ES	Futures	3134.48	3135.84	3133.94	3135.84	1284.0
2019-04-08 02:05:00	ES	Futures	3135.84	3135.84	3135.3	3135.57	459.0
2019-04-08 02:10:00	ES	Futures	3135.57	3135.84	3135.3	3135.84	420.0
2019-04-08 02:15:00	ES	Futures	3135.57	3135.84	3135.3	3135.57	614.0
2019-04-08 02:20:00	ES	Futures	3135.84	3135.84	3135.3	3135.84	331.0
2019-04-08 02:25:00	ES	Futures	3135.84	3135.84	3135.3	3135.3	529.0
2019-04-08 02:30:00	ES	Futures	3135.3	3136.38	3135.3	3135.84	493.0
2019-04-08 02:35:00	ES	Futures	3136.11	3136.92	3136.11	3136.38	748.0
2019-04-08 02:40:00	ES	Futures	3136.65	3136.92	3136.38	3136.65	110.0
2019-04-08 02:45:00	ES	Futures	3136.65	3136.65	3136.11	3136.38	277.0
2019-04-08 02:50:00	ES	Futures	3136.38	3136.38	3135.57	3136.38	302.0
2019-04-08 02:55:00	ES	Futures	3136.38	3136.38	3135.84	3136.11	178.0
2019-04-08 03:00:00	ES	Futures	3136.11	3136.92	3135.3	3135.3	1506.0
2019-04-08 03:05:00	ES	Futures	3135.3	3135.84	3134.76	3135.03	1425.0
2019-04-08 03:10:00	ES	Futures	3135.03	3137.47	3134.21	3135.3	5062.0
2019-04-08 03:15:00	ES	Futures	3135.3	3136.11	3135.03	3136.11	2023.0
2019-04-08 03:20:00	ES	Futures	3136.11	3136.38	3135.57	3135.84	706.0
2019-04-08 03:25:00	ES	Futures	3136.11	3136.92	3135.84	3136.92	680.0
2019-04-08 03:30:00	ES	Futures	3136.92	3137.2	3136.11	3136.92	987.0
2019-04-08 03:35:00	ES	Futures	3136.92	3137.2	3136.11	3136.65	935.0
2019-04-08 03:40:00	ES	Futures	3136.65	3136.65	3135.84	3136.38	841.0
2019-04-08 03:45:00	ES	Futures	3136.65	3136.65	3135.84	3136.38	316.0
2019-04-08 03:50:00	ES	Futures	3136.38	3136.38	3135.3	3135.57	850.0
2019-04-08 03:55:00	ES	Futures	3135.57	3136.11	3135.03	3135.3	649.0
2019-04-08 04:00:00	ES	Futures	3135.3	3135.84	3135.03	3135.57	804.0
2019-04-08 04:05:00	ES	Futures	3135.57	3136.11	3135.3	3135.3	903.0

> showing 50 of 16,217 rows — these rows as CSV

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