PREVIEW / futures_5min / 2019-04-09

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-04-09.parquet
  size:    234 KB
  rows:    16,344

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
2019-04-09 00:00:00	ES	Futures	3140.72	3140.72	3140.18	3140.18	148.0
2019-04-09 00:05:00	ES	Futures	3140.18	3140.45	3140.18	3140.18	94.0
2019-04-09 00:10:00	ES	Futures	3140.18	3140.72	3140.18	3140.18	182.0
2019-04-09 00:15:00	ES	Futures	3140.45	3140.72	3140.18	3140.45	180.0
2019-04-09 00:20:00	ES	Futures	3140.72	3140.72	3140.18	3140.18	91.0
2019-04-09 00:25:00	ES	Futures	3140.18	3140.18	3139.91	3139.91	193.0
2019-04-09 00:30:00	ES	Futures	3139.91	3140.45	3139.91	3139.91	380.0
2019-04-09 00:35:00	ES	Futures	3139.91	3140.18	3139.91	3140.18	17.0
2019-04-09 00:40:00	ES	Futures	3140.18	3140.18	3139.91	3140.18	109.0
2019-04-09 00:45:00	ES	Futures	3140.45	3140.45	3140.18	3140.18	106.0
2019-04-09 00:50:00	ES	Futures	3140.18	3140.45	3140.18	3140.18	15.0
2019-04-09 00:55:00	ES	Futures	3140.45	3140.45	3140.45	3140.45	433.0
2019-04-09 01:00:00	ES	Futures	3140.45	3140.72	3140.18	3140.45	132.0
2019-04-09 01:05:00	ES	Futures	3140.18	3140.45	3139.64	3139.91	366.0
2019-04-09 01:10:00	ES	Futures	3139.64	3139.91	3139.36	3139.91	206.0
2019-04-09 01:15:00	ES	Futures	3139.64	3140.18	3139.64	3139.64	146.0
2019-04-09 01:20:00	ES	Futures	3139.64	3139.64	3139.36	3139.64	235.0
2019-04-09 01:25:00	ES	Futures	3139.64	3140.18	3139.64	3139.91	133.0
2019-04-09 01:30:00	ES	Futures	3140.18	3140.45	3139.36	3139.64	453.0
2019-04-09 01:35:00	ES	Futures	3139.36	3139.91	3139.36	3139.36	181.0
2019-04-09 01:40:00	ES	Futures	3139.64	3139.91	3139.36	3139.64	120.0
2019-04-09 01:45:00	ES	Futures	3139.64	3140.18	3139.64	3139.91	253.0
2019-04-09 01:50:00	ES	Futures	3139.91	3140.18	3139.36	3139.64	316.0
2019-04-09 01:55:00	ES	Futures	3139.91	3140.45	3139.64	3140.18	390.0
2019-04-09 02:00:00	ES	Futures	3139.91	3140.18	3138.82	3138.82	1040.0
2019-04-09 02:05:00	ES	Futures	3139.09	3139.09	3138.01	3138.28	975.0
2019-04-09 02:10:00	ES	Futures	3138.28	3138.82	3137.74	3137.74	810.0
2019-04-09 02:15:00	ES	Futures	3138.01	3138.28	3137.47	3138.01	623.0
2019-04-09 02:20:00	ES	Futures	3138.01	3138.55	3137.74	3138.28	824.0
2019-04-09 02:25:00	ES	Futures	3138.28	3138.82	3138.01	3138.28	365.0
2019-04-09 02:30:00	ES	Futures	3138.28	3138.82	3138.01	3138.01	583.0
2019-04-09 02:35:00	ES	Futures	3138.28	3139.09	3138.28	3138.82	196.0
2019-04-09 02:40:00	ES	Futures	3138.82	3139.36	3138.55	3139.09	332.0
2019-04-09 02:45:00	ES	Futures	3139.36	3139.91	3139.09	3139.64	599.0
2019-04-09 02:50:00	ES	Futures	3139.64	3140.18	3139.36	3139.91	708.0
2019-04-09 02:55:00	ES	Futures	3139.64	3139.91	3139.09	3139.64	320.0
2019-04-09 03:00:00	ES	Futures	3139.36	3139.91	3138.82	3139.09	1640.0
2019-04-09 03:05:00	ES	Futures	3138.82	3139.91	3138.28	3138.55	1672.0
2019-04-09 03:10:00	ES	Futures	3138.82	3139.64	3138.55	3139.36	615.0
2019-04-09 03:15:00	ES	Futures	3139.36	3139.64	3139.09	3139.09	921.0
2019-04-09 03:20:00	ES	Futures	3139.36	3139.91	3138.82	3139.36	1028.0
2019-04-09 03:25:00	ES	Futures	3139.09	3139.36	3138.55	3139.09	849.0
2019-04-09 03:30:00	ES	Futures	3139.09	3140.18	3138.82	3138.82	1010.0
2019-04-09 03:35:00	ES	Futures	3139.09	3139.36	3138.82	3139.09	543.0
2019-04-09 03:40:00	ES	Futures	3139.36	3139.64	3138.55	3139.64	581.0
2019-04-09 03:45:00	ES	Futures	3139.36	3139.64	3139.09	3139.36	676.0
2019-04-09 03:50:00	ES	Futures	3139.64	3139.64	3138.82	3139.36	412.0
2019-04-09 03:55:00	ES	Futures	3139.64	3139.91	3138.82	3139.09	757.0
2019-04-09 04:00:00	ES	Futures	3139.09	3139.36	3138.55	3138.82	607.0
2019-04-09 04:05:00	ES	Futures	3138.55	3139.91	3138.55	3139.36	608.0

> showing 50 of 16,344 rows — these rows as CSV

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