PREVIEW / futures_5min / 2019-04-11

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-04-11.parquet
  size:    248 KB
  rows:    16,317

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
2019-04-11 00:00:00	ES	Futures	3138.28	3138.28	3138.01	3138.28	113.0
2019-04-11 00:05:00	ES	Futures	3138.28	3138.28	3138.01	3138.01	142.0
2019-04-11 00:10:00	ES	Futures	3138.01	3138.82	3138.01	3138.55	318.0
2019-04-11 00:15:00	ES	Futures	3138.55	3138.82	3138.28	3138.55	184.0
2019-04-11 00:20:00	ES	Futures	3138.55	3138.55	3138.28	3138.55	398.0
2019-04-11 00:25:00	ES	Futures	3138.28	3138.55	3138.28	3138.55	192.0
2019-04-11 00:30:00	ES	Futures	3138.55	3139.09	3138.28	3139.09	305.0
2019-04-11 00:35:00	ES	Futures	3139.09	3139.36	3138.82	3138.82	388.0
2019-04-11 00:40:00	ES	Futures	3138.82	3138.82	3138.28	3138.28	198.0
2019-04-11 00:45:00	ES	Futures	3138.28	3138.82	3138.01	3138.82	209.0
2019-04-11 00:50:00	ES	Futures	3138.55	3138.82	3137.74	3138.28	459.0
2019-04-11 00:55:00	ES	Futures	3138.55	3138.82	3138.28	3138.28	83.0
2019-04-11 01:00:00	ES	Futures	3138.55	3138.55	3138.01	3138.28	463.0
2019-04-11 01:05:00	ES	Futures	3138.28	3139.36	3138.28	3139.09	486.0
2019-04-11 01:10:00	ES	Futures	3139.09	3139.36	3138.82	3139.09	197.0
2019-04-11 01:15:00	ES	Futures	3139.09	3139.36	3138.82	3139.09	481.0
2019-04-11 01:20:00	ES	Futures	3138.82	3139.36	3138.82	3139.36	279.0
2019-04-11 01:25:00	ES	Futures	3139.09	3139.36	3139.09	3139.36	259.0
2019-04-11 01:30:00	ES	Futures	3139.36	3139.36	3138.55	3138.55	462.0
2019-04-11 01:35:00	ES	Futures	3138.82	3138.82	3138.28	3138.28	375.0
2019-04-11 01:40:00	ES	Futures	3138.55	3138.55	3137.74	3137.74	426.0
2019-04-11 01:45:00	ES	Futures	3137.74	3138.82	3137.74	3138.82	811.0
2019-04-11 01:50:00	ES	Futures	3138.82	3139.64	3138.82	3139.64	517.0
2019-04-11 01:55:00	ES	Futures	3139.36	3139.91	3139.09	3139.64	504.0
2019-04-11 02:00:00	ES	Futures	3139.36	3139.64	3138.82	3139.09	769.0
2019-04-11 02:05:00	ES	Futures	3138.82	3139.64	3138.82	3138.82	700.0
2019-04-11 02:10:00	ES	Futures	3138.82	3139.64	3138.28	3139.36	793.0
2019-04-11 02:15:00	ES	Futures	3139.36	3139.64	3138.82	3138.82	266.0
2019-04-11 02:20:00	ES	Futures	3138.82	3138.82	3138.28	3138.82	316.0
2019-04-11 02:25:00	ES	Futures	3139.09	3139.36	3138.55	3138.82	259.0
2019-04-11 02:30:00	ES	Futures	3139.09	3139.64	3139.09	3139.64	700.0
2019-04-11 02:35:00	ES	Futures	3139.64	3139.91	3138.82	3139.64	489.0
2019-04-11 02:40:00	ES	Futures	3139.64	3139.91	3139.36	3139.64	380.0
2019-04-11 02:45:00	ES	Futures	3139.36	3139.91	3139.36	3139.36	291.0
2019-04-11 02:50:00	ES	Futures	3139.09	3139.09	3138.82	3138.82	221.0
2019-04-11 02:55:00	ES	Futures	3139.09	3139.64	3139.09	3139.09	179.0
2019-04-11 03:00:00	ES	Futures	3139.36	3140.72	3139.09	3140.18	1925.0
2019-04-11 03:05:00	ES	Futures	3139.91	3140.72	3139.09	3139.09	1128.0
2019-04-11 03:10:00	ES	Futures	3139.36	3139.64	3139.09	3139.09	869.0
2019-04-11 03:15:00	ES	Futures	3139.09	3139.64	3138.55	3139.09	971.0
2019-04-11 03:20:00	ES	Futures	3139.09	3139.09	3138.28	3138.55	1133.0
2019-04-11 03:25:00	ES	Futures	3138.55	3139.09	3138.28	3139.09	860.0
2019-04-11 03:30:00	ES	Futures	3138.82	3139.09	3137.74	3138.01	737.0
2019-04-11 03:35:00	ES	Futures	3138.01	3138.55	3137.47	3138.28	681.0
2019-04-11 03:40:00	ES	Futures	3138.01	3138.28	3136.11	3136.38	1705.0
2019-04-11 03:45:00	ES	Futures	3136.11	3136.65	3135.3	3135.84	2347.0
2019-04-11 03:50:00	ES	Futures	3135.57	3135.57	3133.94	3134.48	3237.0
2019-04-11 03:55:00	ES	Futures	3134.21	3135.03	3133.94	3134.76	1983.0
2019-04-11 04:00:00	ES	Futures	3134.76	3135.57	3134.21	3135.03	1433.0
2019-04-11 04:05:00	ES	Futures	3135.03	3136.11	3135.03	3136.11	692.0

> showing 50 of 16,317 rows — these rows as CSV

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