PREVIEW / futures_5min / 2019-04-23

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-04-23.parquet
  size:    244 KB
  rows:    16,264

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
2019-04-23 00:00:00	ES	Futures	3156.99	3157.53	3156.99	3157.26	57.0
2019-04-23 00:05:00	ES	Futures	3157.26	3157.53	3156.99	3157.26	259.0
2019-04-23 00:10:00	ES	Futures	3157.26	3157.26	3156.71	3156.99	266.0
2019-04-23 00:15:00	ES	Futures	3157.26	3157.26	3156.71	3156.99	116.0
2019-04-23 00:20:00	ES	Futures	3156.99	3157.26	3156.71	3156.99	93.0
2019-04-23 00:25:00	ES	Futures	3156.99	3157.26	3156.99	3157.26	76.0
2019-04-23 00:30:00	ES	Futures	3156.99	3157.26	3156.99	3156.99	113.0
2019-04-23 00:35:00	ES	Futures	3157.26	3157.53	3156.99	3157.26	237.0
2019-04-23 00:40:00	ES	Futures	3157.53	3157.53	3157.26	3157.26	26.0
2019-04-23 00:45:00	ES	Futures	3157.26	3157.53	3157.26	3157.53	96.0
2019-04-23 00:50:00	ES	Futures	3157.8	3158.07	3157.53	3157.8	221.0
2019-04-23 00:55:00	ES	Futures	3158.07	3158.07	3157.53	3157.8	220.0
2019-04-23 01:00:00	ES	Futures	3157.8	3158.61	3157.8	3158.61	570.0
2019-04-23 01:05:00	ES	Futures	3158.34	3158.61	3158.07	3158.34	209.0
2019-04-23 01:10:00	ES	Futures	3158.07	3158.34	3158.07	3158.07	306.0
2019-04-23 01:15:00	ES	Futures	3158.07	3158.34	3157.8	3158.07	445.0
2019-04-23 01:20:00	ES	Futures	3158.34	3158.61	3158.07	3158.34	212.0
2019-04-23 01:25:00	ES	Futures	3158.61	3158.88	3158.34	3158.61	431.0
2019-04-23 01:30:00	ES	Futures	3158.61	3159.15	3158.34	3158.88	531.0
2019-04-23 01:35:00	ES	Futures	3158.88	3159.7	3158.88	3159.7	865.0
2019-04-23 01:40:00	ES	Futures	3159.7	3160.51	3159.43	3160.51	904.0
2019-04-23 01:45:00	ES	Futures	3160.24	3160.51	3159.7	3159.97	453.0
2019-04-23 01:50:00	ES	Futures	3159.7	3159.97	3159.43	3159.43	236.0
2019-04-23 01:55:00	ES	Futures	3159.7	3159.97	3159.7	3159.7	185.0
2019-04-23 02:00:00	ES	Futures	3159.97	3160.24	3159.43	3159.97	840.0
2019-04-23 02:05:00	ES	Futures	3159.7	3160.24	3159.43	3159.7	450.0
2019-04-23 02:10:00	ES	Futures	3159.7	3159.7	3159.15	3159.7	313.0
2019-04-23 02:15:00	ES	Futures	3159.7	3159.7	3159.15	3159.43	328.0
2019-04-23 02:20:00	ES	Futures	3159.43	3159.97	3159.43	3159.97	260.0
2019-04-23 02:25:00	ES	Futures	3159.97	3160.24	3159.43	3160.24	576.0
2019-04-23 02:30:00	ES	Futures	3160.24	3160.51	3159.97	3160.24	318.0
2019-04-23 02:35:00	ES	Futures	3159.97	3160.24	3158.88	3159.15	426.0
2019-04-23 02:40:00	ES	Futures	3159.15	3159.43	3158.88	3159.43	461.0
2019-04-23 02:45:00	ES	Futures	3159.43	3159.43	3158.88	3159.15	169.0
2019-04-23 02:50:00	ES	Futures	3159.15	3159.15	3158.88	3159.15	144.0
2019-04-23 02:55:00	ES	Futures	3158.88	3159.15	3158.61	3158.61	389.0
2019-04-23 03:00:00	ES	Futures	3158.61	3158.88	3157.26	3157.26	1331.0
2019-04-23 03:05:00	ES	Futures	3157.53	3157.8	3156.71	3156.71	1368.0
2019-04-23 03:10:00	ES	Futures	3156.99	3157.26	3155.09	3155.36	1922.0
2019-04-23 03:15:00	ES	Futures	3155.36	3155.63	3154.55	3155.63	1403.0
2019-04-23 03:20:00	ES	Futures	3155.36	3156.17	3155.36	3155.9	1054.0
2019-04-23 03:25:00	ES	Futures	3155.9	3156.17	3155.63	3155.9	653.0
2019-04-23 03:30:00	ES	Futures	3155.63	3156.71	3155.63	3155.63	1061.0
2019-04-23 03:35:00	ES	Futures	3155.63	3156.44	3155.63	3156.17	458.0
2019-04-23 03:40:00	ES	Futures	3156.17	3156.71	3156.17	3156.44	580.0
2019-04-23 03:45:00	ES	Futures	3156.71	3156.71	3155.63	3155.63	413.0
2019-04-23 03:50:00	ES	Futures	3155.9	3156.44	3155.9	3155.9	558.0
2019-04-23 03:55:00	ES	Futures	3156.17	3156.44	3155.09	3155.63	1146.0
2019-04-23 04:00:00	ES	Futures	3155.9	3156.44	3155.36	3156.17	773.0
2019-04-23 04:05:00	ES	Futures	3155.9	3157.8	3155.9	3157.53	976.0

> showing 50 of 16,264 rows — these rows as CSV

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