PREVIEW / futures_5min / 2019-05-13

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-13.parquet
  size:    303 KB
  rows:    17,807

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
2019-05-13 00:00:00	ES	Futures	3098.97	3099.51	3098.16	3099.24	465.0
2019-05-13 00:05:00	ES	Futures	3098.97	3099.24	3098.7	3098.97	249.0
2019-05-13 00:10:00	ES	Futures	3098.7	3098.97	3098.43	3098.43	141.0
2019-05-13 00:15:00	ES	Futures	3098.43	3098.7	3098.16	3098.16	173.0
2019-05-13 00:20:00	ES	Futures	3098.16	3098.7	3097.61	3098.7	370.0
2019-05-13 00:25:00	ES	Futures	3098.7	3099.24	3098.43	3098.7	322.0
2019-05-13 00:30:00	ES	Futures	3098.7	3099.24	3098.43	3098.97	249.0
2019-05-13 00:35:00	ES	Futures	3098.97	3099.78	3098.7	3099.24	458.0
2019-05-13 00:40:00	ES	Futures	3099.24	3099.51	3098.7	3098.97	296.0
2019-05-13 00:45:00	ES	Futures	3099.24	3099.78	3098.97	3099.24	287.0
2019-05-13 00:50:00	ES	Futures	3099.51	3099.78	3099.24	3099.51	323.0
2019-05-13 00:55:00	ES	Futures	3099.78	3099.78	3098.97	3099.24	173.0
2019-05-13 01:00:00	ES	Futures	3099.24	3099.51	3098.7	3099.24	447.0
2019-05-13 01:05:00	ES	Futures	3099.24	3099.51	3097.07	3098.43	852.0
2019-05-13 01:10:00	ES	Futures	3098.43	3098.7	3097.61	3098.16	206.0
2019-05-13 01:15:00	ES	Futures	3098.16	3098.7	3097.89	3097.89	307.0
2019-05-13 01:20:00	ES	Futures	3098.16	3098.7	3097.61	3097.89	303.0
2019-05-13 01:25:00	ES	Futures	3097.89	3098.16	3097.07	3097.89	242.0
2019-05-13 01:30:00	ES	Futures	3097.61	3097.89	3095.72	3096.53	991.0
2019-05-13 01:35:00	ES	Futures	3096.53	3097.89	3096.26	3096.8	1010.0
2019-05-13 01:40:00	ES	Futures	3096.53	3098.43	3096.53	3098.16	656.0
2019-05-13 01:45:00	ES	Futures	3098.16	3098.16	3096.26	3096.26	593.0
2019-05-13 01:50:00	ES	Futures	3096.26	3096.8	3095.72	3096.26	715.0
2019-05-13 01:55:00	ES	Futures	3096.26	3097.34	3096.26	3097.07	740.0
2019-05-13 02:00:00	ES	Futures	3096.8	3098.16	3095.99	3097.34	1650.0
2019-05-13 02:05:00	ES	Futures	3097.07	3097.89	3097.07	3097.61	688.0
2019-05-13 02:10:00	ES	Futures	3097.61	3097.89	3096.26	3096.53	734.0
2019-05-13 02:15:00	ES	Futures	3096.53	3097.61	3096.53	3096.8	466.0
2019-05-13 02:20:00	ES	Futures	3097.07	3098.16	3097.07	3097.34	857.0
2019-05-13 02:25:00	ES	Futures	3097.61	3099.24	3097.61	3098.7	1083.0
2019-05-13 02:30:00	ES	Futures	3098.7	3098.97	3098.16	3098.7	401.0
2019-05-13 02:35:00	ES	Futures	3098.97	3098.97	3098.43	3098.97	383.0
2019-05-13 02:40:00	ES	Futures	3098.7	3099.78	3098.7	3099.78	360.0
2019-05-13 02:45:00	ES	Futures	3099.78	3099.78	3098.97	3099.78	553.0
2019-05-13 02:50:00	ES	Futures	3099.78	3099.78	3098.97	3099.24	304.0
2019-05-13 02:55:00	ES	Futures	3099.24	3099.24	3095.99	3096.26	1637.0
2019-05-13 03:00:00	ES	Futures	3096.53	3097.07	3094.9	3095.99	3133.0
2019-05-13 03:05:00	ES	Futures	3095.72	3095.72	3091.92	3092.19	3400.0
2019-05-13 03:10:00	ES	Futures	3092.19	3093.01	3090.57	3092.19	4736.0
2019-05-13 03:15:00	ES	Futures	3091.92	3093.55	3091.11	3093.01	1539.0
2019-05-13 03:20:00	ES	Futures	3092.73	3092.73	3088.94	3090.57	3017.0
2019-05-13 03:25:00	ES	Futures	3090.57	3090.57	3087.58	3088.94	3105.0
2019-05-13 03:30:00	ES	Futures	3088.94	3089.21	3087.58	3088.13	2184.0
2019-05-13 03:35:00	ES	Futures	3088.4	3090.29	3088.13	3090.02	1759.0
2019-05-13 03:40:00	ES	Futures	3090.02	3090.57	3087.58	3087.85	1952.0
2019-05-13 03:45:00	ES	Futures	3087.85	3088.67	3086.5	3086.77	2120.0
2019-05-13 03:50:00	ES	Futures	3086.77	3087.58	3085.69	3086.5	2047.0
2019-05-13 03:55:00	ES	Futures	3086.5	3087.58	3085.96	3085.96	1787.0
2019-05-13 04:00:00	ES	Futures	3086.23	3088.13	3084.87	3085.96	2910.0
2019-05-13 04:05:00	ES	Futures	3085.69	3086.23	3084.33	3085.69	1978.0

> showing 50 of 17,807 rows — these rows as CSV

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