PREVIEW / futures_5min / 2019-05-05

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-05.parquet
  size:    77 KB
  rows:    3,629

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
2019-05-05 18:00:00	ES	Futures	3164.03	3164.03	3142.62	3148.31	31326.0
2019-05-05 18:05:00	ES	Futures	3148.04	3151.02	3143.7	3145.33	11095.0
2019-05-05 18:10:00	ES	Futures	3145.33	3146.68	3137.74	3139.91	10391.0
2019-05-05 18:15:00	ES	Futures	3140.18	3143.43	3137.74	3140.45	7437.0
2019-05-05 18:20:00	ES	Futures	3140.18	3145.06	3140.18	3144.79	4665.0
2019-05-05 18:25:00	ES	Futures	3144.79	3147.5	3143.7	3146.14	5005.0
2019-05-05 18:30:00	ES	Futures	3146.41	3148.31	3143.16	3146.96	4697.0
2019-05-05 18:35:00	ES	Futures	3146.96	3147.77	3143.43	3147.5	2686.0
2019-05-05 18:40:00	ES	Futures	3147.5	3151.29	3147.23	3151.02	5286.0
2019-05-05 18:45:00	ES	Futures	3151.29	3152.92	3149.67	3152.38	3700.0
2019-05-05 18:50:00	ES	Futures	3152.38	3154.27	3151.02	3153.73	3557.0
2019-05-05 18:55:00	ES	Futures	3153.73	3154.55	3151.84	3154.55	2144.0
2019-05-05 19:00:00	ES	Futures	3154.55	3154.55	3151.02	3152.38	3483.0
2019-05-05 19:05:00	ES	Futures	3152.65	3153.46	3150.48	3151.02	2303.0
2019-05-05 19:10:00	ES	Futures	3151.02	3151.56	3149.67	3151.29	2621.0
2019-05-05 19:15:00	ES	Futures	3151.29	3152.92	3150.75	3152.92	1836.0
2019-05-05 19:20:00	ES	Futures	3152.92	3154.0	3151.84	3152.92	2531.0
2019-05-05 19:25:00	ES	Futures	3152.65	3154.0	3152.11	3152.92	1242.0
2019-05-05 19:30:00	ES	Futures	3152.65	3154.55	3151.84	3153.46	2991.0
2019-05-05 19:35:00	ES	Futures	3153.19	3154.55	3151.84	3153.46	2137.0
2019-05-05 19:40:00	ES	Futures	3153.46	3154.55	3152.65	3152.65	1325.0
2019-05-05 19:45:00	ES	Futures	3152.38	3154.55	3150.21	3150.21	3938.0
2019-05-05 19:50:00	ES	Futures	3149.94	3150.75	3146.41	3146.41	8882.0
2019-05-05 19:55:00	ES	Futures	3146.68	3146.68	3136.92	3139.64	12299.0
2019-05-05 20:00:00	ES	Futures	3139.64	3140.72	3135.03	3139.36	9002.0
2019-05-05 20:05:00	ES	Futures	3139.36	3143.16	3137.47	3141.26	4791.0
2019-05-05 20:10:00	ES	Futures	3140.99	3145.33	3140.18	3142.89	3479.0
2019-05-05 20:15:00	ES	Futures	3142.89	3144.24	3140.72	3142.08	2562.0
2019-05-05 20:20:00	ES	Futures	3142.35	3143.16	3138.82	3142.35	3902.0
2019-05-05 20:25:00	ES	Futures	3142.62	3142.62	3138.28	3140.99	3430.0
2019-05-05 20:30:00	ES	Futures	3140.99	3142.62	3137.74	3141.53	3596.0
2019-05-05 20:35:00	ES	Futures	3141.26	3142.62	3136.11	3136.92	6975.0
2019-05-05 20:40:00	ES	Futures	3136.92	3138.28	3135.03	3138.01	4857.0
2019-05-05 20:45:00	ES	Futures	3137.74	3140.18	3136.65	3138.55	3422.0
2019-05-05 20:50:00	ES	Futures	3138.28	3138.82	3133.4	3136.38	5433.0
2019-05-05 20:55:00	ES	Futures	3136.11	3136.92	3130.96	3131.77	8288.0
2019-05-05 21:00:00	ES	Futures	3131.77	3133.13	3127.44	3130.96	8092.0
2019-05-05 21:05:00	ES	Futures	3130.69	3132.59	3127.16	3129.33	5867.0
2019-05-05 21:10:00	ES	Futures	3129.33	3131.5	3126.89	3131.5	3641.0
2019-05-05 21:15:00	ES	Futures	3131.23	3132.86	3129.6	3132.04	5140.0
2019-05-05 21:20:00	ES	Futures	3132.04	3132.86	3129.6	3132.59	4440.0
2019-05-05 21:25:00	ES	Futures	3132.86	3135.03	3130.96	3134.76	4602.0
2019-05-05 21:30:00	ES	Futures	3134.48	3136.65	3133.13	3135.84	3538.0
2019-05-05 21:35:00	ES	Futures	3136.11	3136.92	3133.67	3135.3	2937.0
2019-05-05 21:40:00	ES	Futures	3135.3	3136.65	3134.48	3136.11	1806.0
2019-05-05 21:45:00	ES	Futures	3136.38	3138.28	3135.57	3136.92	2458.0
2019-05-05 21:50:00	ES	Futures	3136.92	3138.01	3135.3	3137.74	2390.0
2019-05-05 21:55:00	ES	Futures	3137.74	3138.82	3136.38	3138.28	1787.0
2019-05-05 22:00:00	ES	Futures	3138.01	3139.91	3137.47	3138.01	2569.0
2019-05-05 22:05:00	ES	Futures	3138.01	3140.18	3136.92	3139.91	2303.0

> showing 50 of 3,629 rows — these rows as CSV

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