PREVIEW / futures_5min / 2019-04-10

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-04-10.parquet
  size:    227 KB
  rows:    16,196

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
2019-04-10 00:00:00	ES	Futures	3127.16	3127.44	3126.89	3127.44	248.0
2019-04-10 00:05:00	ES	Futures	3127.16	3127.16	3126.89	3126.89	65.0
2019-04-10 00:10:00	ES	Futures	3127.16	3129.06	3126.62	3127.71	1682.0
2019-04-10 00:15:00	ES	Futures	3127.71	3127.98	3127.44	3127.71	188.0
2019-04-10 00:20:00	ES	Futures	3127.71	3128.25	3127.71	3127.71	245.0
2019-04-10 00:25:00	ES	Futures	3127.71	3127.98	3127.71	3127.98	166.0
2019-04-10 00:30:00	ES	Futures	3127.71	3127.98	3127.44	3127.98	149.0
2019-04-10 00:35:00	ES	Futures	3127.98	3127.98	3127.16	3127.16	163.0
2019-04-10 00:40:00	ES	Futures	3127.16	3127.98	3127.16	3127.44	152.0
2019-04-10 00:45:00	ES	Futures	3127.71	3127.71	3127.44	3127.71	109.0
2019-04-10 00:50:00	ES	Futures	3127.98	3127.98	3127.71	3127.98	120.0
2019-04-10 00:55:00	ES	Futures	3127.98	3128.25	3127.71	3127.71	177.0
2019-04-10 01:00:00	ES	Futures	3127.98	3128.52	3127.98	3127.98	407.0
2019-04-10 01:05:00	ES	Futures	3128.25	3129.06	3128.25	3129.06	688.0
2019-04-10 01:10:00	ES	Futures	3129.06	3129.33	3128.79	3129.33	456.0
2019-04-10 01:15:00	ES	Futures	3129.33	3129.6	3129.33	3129.33	816.0
2019-04-10 01:20:00	ES	Futures	3129.06	3129.33	3128.52	3129.06	691.0
2019-04-10 01:25:00	ES	Futures	3128.79	3129.06	3128.52	3128.52	337.0
2019-04-10 01:30:00	ES	Futures	3128.52	3129.06	3128.52	3129.06	514.0
2019-04-10 01:35:00	ES	Futures	3128.79	3128.79	3128.52	3128.52	169.0
2019-04-10 01:40:00	ES	Futures	3128.52	3128.79	3128.25	3128.79	168.0
2019-04-10 01:45:00	ES	Futures	3128.52	3128.79	3128.25	3128.25	331.0
2019-04-10 01:50:00	ES	Futures	3128.52	3128.79	3127.98	3128.79	269.0
2019-04-10 01:55:00	ES	Futures	3128.52	3129.06	3128.52	3129.06	391.0
2019-04-10 02:00:00	ES	Futures	3129.06	3129.33	3128.52	3129.06	742.0
2019-04-10 02:05:00	ES	Futures	3129.06	3129.6	3129.06	3129.33	557.0
2019-04-10 02:10:00	ES	Futures	3129.33	3132.59	3129.33	3130.96	2839.0
2019-04-10 02:15:00	ES	Futures	3131.23	3131.23	3130.69	3130.96	483.0
2019-04-10 02:20:00	ES	Futures	3131.23	3131.5	3130.42	3131.23	559.0
2019-04-10 02:25:00	ES	Futures	3131.23	3131.23	3130.69	3130.69	925.0
2019-04-10 02:30:00	ES	Futures	3130.42	3130.69	3129.88	3130.15	379.0
2019-04-10 02:35:00	ES	Futures	3130.15	3130.69	3130.15	3130.15	426.0
2019-04-10 02:40:00	ES	Futures	3130.15	3130.42	3129.88	3130.15	273.0
2019-04-10 02:45:00	ES	Futures	3130.15	3130.69	3130.15	3130.42	379.0
2019-04-10 02:50:00	ES	Futures	3130.15	3130.69	3129.88	3130.69	273.0
2019-04-10 02:55:00	ES	Futures	3130.69	3130.69	3129.88	3129.88	342.0
2019-04-10 03:00:00	ES	Futures	3129.88	3131.23	3129.6	3130.15	2101.0
2019-04-10 03:05:00	ES	Futures	3130.15	3130.96	3129.6	3130.96	1102.0
2019-04-10 03:10:00	ES	Futures	3130.69	3131.5	3130.69	3131.5	868.0
2019-04-10 03:15:00	ES	Futures	3131.5	3132.04	3131.5	3132.04	744.0
2019-04-10 03:20:00	ES	Futures	3132.04	3132.32	3131.77	3131.77	604.0
2019-04-10 03:25:00	ES	Futures	3131.77	3132.04	3131.23	3131.5	747.0
2019-04-10 03:30:00	ES	Futures	3131.23	3131.77	3130.96	3131.23	1004.0
2019-04-10 03:35:00	ES	Futures	3131.5	3131.77	3131.23	3131.5	319.0
2019-04-10 03:40:00	ES	Futures	3131.77	3132.04	3131.5	3132.04	404.0
2019-04-10 03:45:00	ES	Futures	3131.77	3132.04	3131.23	3131.23	663.0
2019-04-10 03:50:00	ES	Futures	3131.5	3132.04	3131.23	3131.77	359.0
2019-04-10 03:55:00	ES	Futures	3131.77	3132.04	3130.96	3131.23	740.0
2019-04-10 04:00:00	ES	Futures	3131.23	3131.5	3130.69	3131.23	763.0
2019-04-10 04:05:00	ES	Futures	3130.96	3131.77	3130.69	3131.23	786.0

> showing 50 of 16,196 rows — these rows as CSV

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