PREVIEW / futures_5min / 2019-04-21

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-04-21.parquet
  size:    53 KB
  rows:    2,836

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
2019-04-21 18:00:00	ES	Futures	3154.27	3156.99	3152.92	3156.17	2171.0
2019-04-21 18:05:00	ES	Futures	3156.17	3156.71	3155.09	3155.63	658.0
2019-04-21 18:10:00	ES	Futures	3155.36	3156.17	3155.36	3155.63	157.0
2019-04-21 18:15:00	ES	Futures	3155.9	3156.17	3155.63	3155.9	95.0
2019-04-21 18:20:00	ES	Futures	3155.9	3156.44	3155.09	3156.44	452.0
2019-04-21 18:25:00	ES	Futures	3156.17	3156.44	3156.17	3156.17	52.0
2019-04-21 18:30:00	ES	Futures	3156.17	3156.99	3155.9	3156.99	301.0
2019-04-21 18:35:00	ES	Futures	3156.99	3161.87	3156.99	3159.15	2915.0
2019-04-21 18:40:00	ES	Futures	3159.15	3159.97	3158.88	3159.97	320.0
2019-04-21 18:45:00	ES	Futures	3159.7	3159.97	3159.15	3159.7	130.0
2019-04-21 18:50:00	ES	Futures	3159.7	3159.7	3158.61	3158.61	270.0
2019-04-21 18:55:00	ES	Futures	3158.61	3158.88	3158.34	3158.61	308.0
2019-04-21 19:00:00	ES	Futures	3158.34	3159.7	3158.34	3158.88	405.0
2019-04-21 19:05:00	ES	Futures	3158.88	3158.88	3158.61	3158.88	175.0
2019-04-21 19:10:00	ES	Futures	3158.88	3158.88	3158.34	3158.61	144.0
2019-04-21 19:15:00	ES	Futures	3158.61	3158.61	3158.34	3158.34	175.0
2019-04-21 19:20:00	ES	Futures	3158.34	3158.88	3158.34	3158.34	192.0
2019-04-21 19:25:00	ES	Futures	3158.34	3158.61	3158.07	3158.61	238.0
2019-04-21 19:30:00	ES	Futures	3158.61	3158.61	3157.53	3157.53	518.0
2019-04-21 19:35:00	ES	Futures	3157.8	3158.34	3157.26	3158.07	238.0
2019-04-21 19:40:00	ES	Futures	3158.07	3158.34	3157.53	3157.53	248.0
2019-04-21 19:45:00	ES	Futures	3157.53	3157.8	3156.99	3156.99	364.0
2019-04-21 19:50:00	ES	Futures	3156.99	3157.53	3156.71	3156.71	377.0
2019-04-21 19:55:00	ES	Futures	3156.99	3157.8	3156.71	3157.53	1018.0
2019-04-21 20:00:00	ES	Futures	3157.53	3158.07	3156.17	3157.26	2403.0
2019-04-21 20:05:00	ES	Futures	3157.26	3157.26	3156.17	3156.17	1381.0
2019-04-21 20:10:00	ES	Futures	3156.17	3158.34	3156.17	3157.53	1142.0
2019-04-21 20:15:00	ES	Futures	3157.53	3158.61	3157.53	3158.34	1383.0
2019-04-21 20:20:00	ES	Futures	3158.34	3158.34	3158.07	3158.34	735.0
2019-04-21 20:25:00	ES	Futures	3158.34	3158.88	3158.07	3158.34	1101.0
2019-04-21 20:30:00	ES	Futures	3158.61	3159.43	3158.61	3158.88	1415.0
2019-04-21 20:35:00	ES	Futures	3158.88	3160.24	3158.88	3159.7	1030.0
2019-04-21 20:40:00	ES	Futures	3159.7	3159.97	3158.61	3159.15	2166.0
2019-04-21 20:45:00	ES	Futures	3159.15	3159.15	3158.61	3158.88	589.0
2019-04-21 20:50:00	ES	Futures	3158.88	3158.88	3158.61	3158.88	219.0
2019-04-21 20:55:00	ES	Futures	3158.88	3158.88	3158.07	3158.34	678.0
2019-04-21 21:00:00	ES	Futures	3158.61	3158.88	3158.34	3158.61	297.0
2019-04-21 21:05:00	ES	Futures	3158.61	3158.61	3157.26	3157.8	738.0
2019-04-21 21:10:00	ES	Futures	3157.8	3158.07	3156.17	3156.44	1143.0
2019-04-21 21:15:00	ES	Futures	3156.44	3156.44	3155.09	3155.9	1032.0
2019-04-21 21:20:00	ES	Futures	3155.63	3155.9	3155.09	3155.36	541.0
2019-04-21 21:25:00	ES	Futures	3155.36	3155.36	3146.96	3147.23	3465.0
2019-04-21 21:30:00	ES	Futures	3147.23	3149.67	3145.87	3149.12	3113.0
2019-04-21 21:35:00	ES	Futures	3148.85	3149.94	3147.77	3149.67	3040.0
2019-04-21 21:40:00	ES	Futures	3149.67	3151.29	3149.4	3151.29	1389.0
2019-04-21 21:45:00	ES	Futures	3151.02	3151.84	3150.48	3151.02	1264.0
2019-04-21 21:50:00	ES	Futures	3151.02	3151.84	3150.75	3151.84	1412.0
2019-04-21 21:55:00	ES	Futures	3151.84	3152.65	3151.56	3151.56	843.0
2019-04-21 22:00:00	ES	Futures	3151.84	3151.84	3148.85	3150.21	1931.0
2019-04-21 22:05:00	ES	Futures	3150.21	3151.56	3149.4	3151.29	1069.0

> showing 50 of 2,836 rows — these rows as CSV

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