PREVIEW / futures_5min / 2019-05-09

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-09.parquet
  size:    302 KB
  rows:    18,042

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
2019-05-09 00:00:00	ES	Futures	3113.61	3114.42	3113.61	3114.15	624.0
2019-05-09 00:05:00	ES	Futures	3113.88	3114.42	3113.34	3113.61	412.0
2019-05-09 00:10:00	ES	Futures	3113.61	3113.88	3113.34	3113.61	232.0
2019-05-09 00:15:00	ES	Futures	3113.61	3114.42	3113.34	3114.15	298.0
2019-05-09 00:20:00	ES	Futures	3114.15	3114.42	3113.34	3113.88	224.0
2019-05-09 00:25:00	ES	Futures	3113.88	3114.15	3113.61	3113.88	154.0
2019-05-09 00:30:00	ES	Futures	3114.15	3114.42	3113.34	3113.34	630.0
2019-05-09 00:35:00	ES	Futures	3113.34	3113.34	3112.25	3112.8	559.0
2019-05-09 00:40:00	ES	Futures	3112.8	3113.34	3112.53	3113.07	317.0
2019-05-09 00:45:00	ES	Futures	3113.07	3113.61	3112.8	3113.61	307.0
2019-05-09 00:50:00	ES	Futures	3113.61	3113.88	3113.07	3113.61	408.0
2019-05-09 00:55:00	ES	Futures	3113.61	3114.15	3113.34	3114.15	402.0
2019-05-09 01:00:00	ES	Futures	3114.15	3114.15	3112.25	3112.8	684.0
2019-05-09 01:05:00	ES	Futures	3112.8	3115.24	3112.8	3114.97	1547.0
2019-05-09 01:10:00	ES	Futures	3114.97	3117.41	3114.69	3117.13	1916.0
2019-05-09 01:15:00	ES	Futures	3117.41	3119.03	3116.32	3117.68	2010.0
2019-05-09 01:20:00	ES	Futures	3117.95	3118.22	3116.59	3116.59	864.0
2019-05-09 01:25:00	ES	Futures	3116.59	3116.59	3114.42	3114.97	866.0
2019-05-09 01:30:00	ES	Futures	3114.69	3114.97	3113.61	3114.42	1042.0
2019-05-09 01:35:00	ES	Futures	3114.42	3114.97	3114.15	3114.97	433.0
2019-05-09 01:40:00	ES	Futures	3114.97	3116.32	3114.69	3115.24	867.0
2019-05-09 01:45:00	ES	Futures	3114.97	3117.41	3114.69	3117.13	458.0
2019-05-09 01:50:00	ES	Futures	3117.13	3117.41	3114.42	3114.42	1159.0
2019-05-09 01:55:00	ES	Futures	3114.69	3115.78	3113.88	3114.69	1207.0
2019-05-09 02:00:00	ES	Futures	3114.69	3116.59	3114.42	3114.97	1725.0
2019-05-09 02:05:00	ES	Futures	3114.97	3115.78	3114.42	3114.97	2561.0
2019-05-09 02:10:00	ES	Futures	3115.24	3116.32	3113.88	3115.51	1347.0
2019-05-09 02:15:00	ES	Futures	3115.78	3116.05	3114.69	3115.24	491.0
2019-05-09 02:20:00	ES	Futures	3115.24	3116.59	3114.69	3116.05	1447.0
2019-05-09 02:25:00	ES	Futures	3116.32	3116.32	3113.61	3113.88	926.0
2019-05-09 02:30:00	ES	Futures	3114.15	3114.42	3113.07	3114.15	2567.0
2019-05-09 02:35:00	ES	Futures	3114.42	3115.24	3114.15	3114.69	1946.0
2019-05-09 02:40:00	ES	Futures	3114.97	3115.24	3113.61	3113.88	2343.0
2019-05-09 02:45:00	ES	Futures	3113.61	3113.61	3110.09	3110.9	3444.0
2019-05-09 02:50:00	ES	Futures	3110.9	3110.9	3108.46	3108.73	3627.0
2019-05-09 02:55:00	ES	Futures	3108.73	3110.36	3108.46	3110.09	1565.0
2019-05-09 03:00:00	ES	Futures	3110.09	3110.09	3106.56	3108.19	6135.0
2019-05-09 03:05:00	ES	Futures	3108.19	3109.27	3107.37	3108.73	1950.0
2019-05-09 03:10:00	ES	Futures	3108.73	3110.09	3108.46	3109.54	1629.0
2019-05-09 03:15:00	ES	Futures	3109.27	3109.81	3105.21	3105.48	4546.0
2019-05-09 03:20:00	ES	Futures	3105.21	3106.29	3104.12	3105.21	5076.0
2019-05-09 03:25:00	ES	Futures	3104.93	3107.37	3103.04	3106.83	5559.0
2019-05-09 03:30:00	ES	Futures	3106.83	3107.1	3105.21	3105.75	2430.0
2019-05-09 03:35:00	ES	Futures	3105.75	3106.56	3102.49	3103.04	3899.0
2019-05-09 03:40:00	ES	Futures	3103.04	3105.48	3103.04	3104.39	2829.0
2019-05-09 03:45:00	ES	Futures	3104.39	3107.65	3099.24	3099.78	11545.0
2019-05-09 03:50:00	ES	Futures	3099.51	3105.21	3099.51	3103.58	5597.0
2019-05-09 03:55:00	ES	Futures	3103.58	3105.48	3103.58	3104.66	3253.0
2019-05-09 04:00:00	ES	Futures	3104.66	3108.19	3104.12	3107.1	4837.0
2019-05-09 04:05:00	ES	Futures	3106.83	3107.92	3104.39	3104.66	2882.0

> showing 50 of 18,042 rows — these rows as CSV

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