PREVIEW / futures_5min / 2019-05-06

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-06.parquet
  size:    277 KB
  rows:    17,057

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
2019-05-06 00:00:00	ES	Futures	3130.42	3131.23	3129.88	3130.96	960.0
2019-05-06 00:05:00	ES	Futures	3130.96	3131.23	3130.15	3130.69	680.0
2019-05-06 00:10:00	ES	Futures	3130.96	3132.04	3130.96	3131.77	661.0
2019-05-06 00:15:00	ES	Futures	3131.77	3132.04	3131.23	3131.77	595.0
2019-05-06 00:20:00	ES	Futures	3131.77	3133.13	3131.77	3132.86	630.0
2019-05-06 00:25:00	ES	Futures	3132.86	3133.4	3132.32	3132.86	1160.0
2019-05-06 00:30:00	ES	Futures	3132.59	3133.4	3132.59	3133.4	861.0
2019-05-06 00:35:00	ES	Futures	3133.4	3135.84	3133.4	3135.57	1567.0
2019-05-06 00:40:00	ES	Futures	3135.84	3136.65	3135.57	3136.38	815.0
2019-05-06 00:45:00	ES	Futures	3136.11	3136.92	3135.57	3136.92	596.0
2019-05-06 00:50:00	ES	Futures	3136.92	3137.47	3134.76	3136.38	1252.0
2019-05-06 00:55:00	ES	Futures	3136.11	3147.77	3136.11	3146.14	9003.0
2019-05-06 01:00:00	ES	Futures	3145.87	3148.85	3142.08	3143.43	5331.0
2019-05-06 01:05:00	ES	Futures	3143.43	3144.79	3141.8	3143.43	2340.0
2019-05-06 01:10:00	ES	Futures	3143.16	3144.79	3141.53	3142.62	2616.0
2019-05-06 01:15:00	ES	Futures	3142.62	3142.62	3140.18	3140.72	2563.0
2019-05-06 01:20:00	ES	Futures	3140.72	3142.08	3140.72	3141.53	2490.0
2019-05-06 01:25:00	ES	Futures	3141.53	3143.43	3140.99	3143.16	1385.0
2019-05-06 01:30:00	ES	Futures	3142.89	3144.52	3142.08	3142.35	1826.0
2019-05-06 01:35:00	ES	Futures	3142.35	3144.52	3142.08	3143.97	2312.0
2019-05-06 01:40:00	ES	Futures	3143.97	3145.33	3143.7	3145.33	1630.0
2019-05-06 01:45:00	ES	Futures	3145.33	3145.6	3143.97	3144.24	1067.0
2019-05-06 01:50:00	ES	Futures	3144.24	3145.06	3144.24	3144.52	944.0
2019-05-06 01:55:00	ES	Futures	3144.52	3145.87	3143.7	3143.97	1947.0
2019-05-06 02:00:00	ES	Futures	3143.7	3147.5	3143.7	3145.6	3160.0
2019-05-06 02:05:00	ES	Futures	3145.6	3146.14	3144.52	3144.79	987.0
2019-05-06 02:10:00	ES	Futures	3144.52	3145.06	3143.43	3143.7	2736.0
2019-05-06 02:15:00	ES	Futures	3143.7	3144.79	3143.16	3143.97	1292.0
2019-05-06 02:20:00	ES	Futures	3144.24	3144.52	3141.53	3141.8	1513.0
2019-05-06 02:25:00	ES	Futures	3141.53	3142.35	3137.74	3138.01	4325.0
2019-05-06 02:30:00	ES	Futures	3138.01	3139.09	3135.3	3136.92	5258.0
2019-05-06 02:35:00	ES	Futures	3136.92	3139.91	3135.57	3139.64	3983.0
2019-05-06 02:40:00	ES	Futures	3139.36	3139.91	3138.28	3138.55	3975.0
2019-05-06 02:45:00	ES	Futures	3138.82	3140.72	3138.55	3139.91	3178.0
2019-05-06 02:50:00	ES	Futures	3139.91	3139.91	3136.65	3137.47	4217.0
2019-05-06 02:55:00	ES	Futures	3137.74	3137.74	3136.38	3136.65	1126.0
2019-05-06 03:00:00	ES	Futures	3136.92	3138.82	3135.03	3135.3	3118.0
2019-05-06 03:05:00	ES	Futures	3135.3	3136.38	3135.3	3135.84	2469.0
2019-05-06 03:10:00	ES	Futures	3135.84	3138.01	3135.3	3137.2	2273.0
2019-05-06 03:15:00	ES	Futures	3137.47	3142.08	3137.2	3140.99	7303.0
2019-05-06 03:20:00	ES	Futures	3140.99	3148.58	3140.99	3145.06	10396.0
2019-05-06 03:25:00	ES	Futures	3145.33	3146.14	3144.24	3145.06	3506.0
2019-05-06 03:30:00	ES	Futures	3145.06	3146.41	3141.8	3142.62	5868.0
2019-05-06 03:35:00	ES	Futures	3142.35	3143.43	3141.26	3141.53	4201.0
2019-05-06 03:40:00	ES	Futures	3141.53	3143.16	3139.36	3140.99	5048.0
2019-05-06 03:45:00	ES	Futures	3140.99	3143.7	3139.09	3139.64	6576.0
2019-05-06 03:50:00	ES	Futures	3139.64	3140.99	3138.28	3139.09	3754.0
2019-05-06 03:55:00	ES	Futures	3139.09	3142.08	3138.82	3141.26	4808.0
2019-05-06 04:00:00	ES	Futures	3141.26	3142.89	3139.64	3141.53	2834.0
2019-05-06 04:05:00	ES	Futures	3141.53	3143.43	3140.99	3142.89	2332.0

> showing 50 of 17,057 rows — these rows as CSV

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