PREVIEW / futures_5min / 2019-04-18

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-04-18.parquet
  size:    211 KB
  rows:    13,546

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
2019-04-18 00:00:00	ES	Futures	3136.92	3138.28	3136.65	3138.01	568.0
2019-04-18 00:05:00	ES	Futures	3138.01	3138.55	3138.01	3138.55	283.0
2019-04-18 00:10:00	ES	Futures	3138.28	3138.55	3138.28	3138.28	252.0
2019-04-18 00:15:00	ES	Futures	3138.28	3138.55	3138.28	3138.55	333.0
2019-04-18 00:20:00	ES	Futures	3138.55	3138.55	3138.28	3138.55	241.0
2019-04-18 00:25:00	ES	Futures	3138.55	3138.82	3138.28	3138.55	135.0
2019-04-18 00:30:00	ES	Futures	3138.55	3139.91	3138.28	3139.64	552.0
2019-04-18 00:35:00	ES	Futures	3139.64	3140.18	3138.82	3139.09	985.0
2019-04-18 00:40:00	ES	Futures	3139.09	3140.18	3138.82	3139.64	737.0
2019-04-18 00:45:00	ES	Futures	3139.64	3139.64	3138.82	3138.82	251.0
2019-04-18 00:50:00	ES	Futures	3138.82	3139.09	3138.55	3138.82	393.0
2019-04-18 00:55:00	ES	Futures	3138.82	3139.09	3138.55	3138.55	267.0
2019-04-18 01:00:00	ES	Futures	3138.55	3139.09	3138.01	3138.01	1544.0
2019-04-18 01:05:00	ES	Futures	3138.01	3139.09	3138.01	3138.55	879.0
2019-04-18 01:10:00	ES	Futures	3138.55	3139.36	3138.55	3139.09	796.0
2019-04-18 01:15:00	ES	Futures	3139.09	3139.36	3138.55	3138.55	680.0
2019-04-18 01:20:00	ES	Futures	3138.55	3138.82	3138.01	3138.28	384.0
2019-04-18 01:25:00	ES	Futures	3138.01	3138.82	3137.74	3138.28	967.0
2019-04-18 01:30:00	ES	Futures	3138.01	3138.28	3136.92	3137.74	1143.0
2019-04-18 01:35:00	ES	Futures	3137.47	3137.74	3136.65	3137.47	1366.0
2019-04-18 01:40:00	ES	Futures	3137.47	3138.28	3137.47	3137.74	612.0
2019-04-18 01:45:00	ES	Futures	3137.74	3138.28	3136.38	3136.38	906.0
2019-04-18 01:50:00	ES	Futures	3136.38	3136.92	3136.38	3136.92	1084.0
2019-04-18 01:55:00	ES	Futures	3136.92	3137.2	3136.38	3136.92	713.0
2019-04-18 02:00:00	ES	Futures	3137.2	3138.82	3137.2	3138.82	1429.0
2019-04-18 02:05:00	ES	Futures	3138.82	3138.82	3137.74	3138.28	1359.0
2019-04-18 02:10:00	ES	Futures	3138.01	3139.36	3138.01	3139.09	963.0
2019-04-18 02:15:00	ES	Futures	3139.09	3139.36	3138.55	3139.36	883.0
2019-04-18 02:20:00	ES	Futures	3139.36	3140.72	3139.36	3140.18	1781.0
2019-04-18 02:25:00	ES	Futures	3140.45	3140.45	3139.64	3140.18	940.0
2019-04-18 02:30:00	ES	Futures	3140.18	3140.18	3139.36	3139.36	729.0
2019-04-18 02:35:00	ES	Futures	3139.64	3140.18	3139.64	3139.91	866.0
2019-04-18 02:40:00	ES	Futures	3139.91	3140.18	3139.64	3140.18	479.0
2019-04-18 02:45:00	ES	Futures	3140.45	3141.26	3140.18	3140.72	934.0
2019-04-18 02:50:00	ES	Futures	3140.99	3140.99	3140.18	3140.45	584.0
2019-04-18 02:55:00	ES	Futures	3140.45	3140.45	3139.91	3139.91	626.0
2019-04-18 03:00:00	ES	Futures	3140.18	3140.99	3139.64	3139.91	1973.0
2019-04-18 03:05:00	ES	Futures	3139.91	3141.26	3139.64	3140.72	1535.0
2019-04-18 03:10:00	ES	Futures	3140.99	3141.53	3140.45	3140.45	1128.0
2019-04-18 03:15:00	ES	Futures	3140.72	3141.53	3140.72	3141.53	970.0
2019-04-18 03:20:00	ES	Futures	3141.26	3142.08	3140.99	3141.26	1509.0
2019-04-18 03:25:00	ES	Futures	3140.99	3141.26	3140.45	3140.99	566.0
2019-04-18 03:30:00	ES	Futures	3140.99	3140.99	3138.55	3138.55	3379.0
2019-04-18 03:35:00	ES	Futures	3138.28	3139.36	3137.74	3138.82	2956.0
2019-04-18 03:40:00	ES	Futures	3138.82	3139.91	3138.28	3138.28	2335.0
2019-04-18 03:45:00	ES	Futures	3138.55	3138.55	3136.65	3136.92	2206.0
2019-04-18 03:50:00	ES	Futures	3137.2	3137.2	3135.03	3135.84	2988.0
2019-04-18 03:55:00	ES	Futures	3136.11	3136.92	3135.03	3136.65	2697.0
2019-04-18 04:00:00	ES	Futures	3136.38	3137.2	3133.4	3136.65	6086.0
2019-04-18 04:05:00	ES	Futures	3136.65	3137.47	3135.57	3135.84	2700.0

> showing 50 of 13,546 rows — these rows as CSV

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