PREVIEW / futures_5min / 2019-05-14

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-14.parquet
  size:    273 KB
  rows:    17,466

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
2019-05-14 00:00:00	ES	Futures	3059.93	3059.93	3058.85	3059.12	681.0
2019-05-14 00:05:00	ES	Futures	3059.12	3059.39	3058.85	3059.12	496.0
2019-05-14 00:10:00	ES	Futures	3058.85	3059.12	3058.58	3058.85	506.0
2019-05-14 00:15:00	ES	Futures	3059.12	3059.39	3058.58	3058.58	456.0
2019-05-14 00:20:00	ES	Futures	3058.58	3059.66	3058.58	3059.66	315.0
2019-05-14 00:25:00	ES	Futures	3059.39	3059.93	3059.39	3059.39	175.0
2019-05-14 00:30:00	ES	Futures	3059.66	3060.47	3059.39	3059.93	265.0
2019-05-14 00:35:00	ES	Futures	3059.93	3060.2	3059.39	3059.66	307.0
2019-05-14 00:40:00	ES	Futures	3059.66	3060.74	3059.66	3060.47	550.0
2019-05-14 00:45:00	ES	Futures	3060.74	3061.02	3060.2	3060.47	1244.0
2019-05-14 00:50:00	ES	Futures	3060.2	3060.74	3060.2	3060.47	188.0
2019-05-14 00:55:00	ES	Futures	3060.47	3060.47	3059.66	3059.93	353.0
2019-05-14 01:00:00	ES	Futures	3060.2	3061.29	3059.93	3061.02	1250.0
2019-05-14 01:05:00	ES	Futures	3061.02	3061.29	3060.74	3060.74	910.0
2019-05-14 01:10:00	ES	Futures	3060.74	3061.29	3060.47	3061.29	653.0
2019-05-14 01:15:00	ES	Futures	3061.02	3061.29	3060.74	3061.02	1274.0
2019-05-14 01:20:00	ES	Futures	3061.02	3061.56	3060.47	3060.74	885.0
2019-05-14 01:25:00	ES	Futures	3060.47	3060.47	3059.66	3059.66	970.0
2019-05-14 01:30:00	ES	Futures	3059.66	3060.47	3059.66	3060.47	553.0
2019-05-14 01:35:00	ES	Futures	3060.47	3060.47	3058.85	3059.12	1248.0
2019-05-14 01:40:00	ES	Futures	3059.12	3059.93	3059.12	3059.12	437.0
2019-05-14 01:45:00	ES	Futures	3059.12	3059.93	3058.85	3059.12	624.0
2019-05-14 01:50:00	ES	Futures	3059.39	3060.2	3059.12	3059.93	431.0
2019-05-14 01:55:00	ES	Futures	3059.93	3060.74	3059.66	3060.47	703.0
2019-05-14 02:00:00	ES	Futures	3060.47	3061.02	3058.3	3059.12	2385.0
2019-05-14 02:05:00	ES	Futures	3059.12	3060.74	3058.85	3059.66	1957.0
2019-05-14 02:10:00	ES	Futures	3059.93	3061.29	3059.12	3059.39	2455.0
2019-05-14 02:15:00	ES	Futures	3059.12	3059.12	3056.14	3057.49	2242.0
2019-05-14 02:20:00	ES	Futures	3057.49	3057.49	3055.05	3056.14	2082.0
2019-05-14 02:25:00	ES	Futures	3056.14	3057.22	3055.05	3055.59	1807.0
2019-05-14 02:30:00	ES	Futures	3055.86	3057.22	3055.59	3056.41	1371.0
2019-05-14 02:35:00	ES	Futures	3056.68	3059.39	3056.41	3058.58	2661.0
2019-05-14 02:40:00	ES	Futures	3058.85	3059.93	3058.58	3059.39	1663.0
2019-05-14 02:45:00	ES	Futures	3059.12	3060.2	3058.3	3059.93	1494.0
2019-05-14 02:50:00	ES	Futures	3059.66	3060.2	3058.58	3058.85	879.0
2019-05-14 02:55:00	ES	Futures	3058.85	3058.85	3056.95	3057.22	1296.0
2019-05-14 03:00:00	ES	Futures	3056.95	3058.85	3055.86	3058.85	2678.0
2019-05-14 03:05:00	ES	Futures	3058.85	3060.47	3058.58	3059.12	2838.0
2019-05-14 03:10:00	ES	Futures	3059.39	3061.56	3059.39	3060.74	2639.0
2019-05-14 03:15:00	ES	Futures	3060.74	3061.56	3060.2	3061.02	2242.0
2019-05-14 03:20:00	ES	Futures	3060.74	3061.83	3060.47	3061.29	2721.0
2019-05-14 03:25:00	ES	Futures	3061.29	3062.1	3061.02	3062.1	1845.0
2019-05-14 03:30:00	ES	Futures	3062.1	3062.1	3059.93	3061.29	1592.0
2019-05-14 03:35:00	ES	Futures	3061.29	3062.64	3061.29	3062.37	4226.0
2019-05-14 03:40:00	ES	Futures	3062.37	3062.37	3060.47	3060.74	1873.0
2019-05-14 03:45:00	ES	Futures	3060.47	3061.83	3060.47	3061.29	2005.0
2019-05-14 03:50:00	ES	Futures	3061.29	3061.56	3060.2	3060.74	853.0
2019-05-14 03:55:00	ES	Futures	3060.74	3061.56	3059.66	3059.66	1417.0
2019-05-14 04:00:00	ES	Futures	3059.66	3059.93	3056.41	3056.95	3282.0
2019-05-14 04:05:00	ES	Futures	3056.68	3057.22	3055.59	3056.14	1764.0

> showing 50 of 17,466 rows — these rows as CSV

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