PREVIEW / futures_5min / 2019-05-15

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-15.parquet
  size:    291 KB
  rows:    17,568

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
2019-05-15 00:00:00	ES	Futures	3084.06	3084.06	3083.52	3083.52	230.0
2019-05-15 00:05:00	ES	Futures	3083.52	3084.33	3083.25	3083.52	346.0
2019-05-15 00:10:00	ES	Futures	3083.52	3083.79	3082.7	3083.25	267.0
2019-05-15 00:15:00	ES	Futures	3082.98	3083.52	3082.98	3083.52	153.0
2019-05-15 00:20:00	ES	Futures	3083.79	3084.06	3083.79	3084.06	109.0
2019-05-15 00:25:00	ES	Futures	3084.06	3084.6	3083.79	3084.33	194.0
2019-05-15 00:30:00	ES	Futures	3084.06	3084.6	3083.52	3084.6	234.0
2019-05-15 00:35:00	ES	Futures	3084.6	3084.6	3083.52	3083.79	332.0
2019-05-15 00:40:00	ES	Futures	3083.52	3084.6	3083.25	3084.33	410.0
2019-05-15 00:45:00	ES	Futures	3084.6	3084.6	3083.79	3084.06	317.0
2019-05-15 00:50:00	ES	Futures	3084.33	3084.6	3084.06	3084.33	118.0
2019-05-15 00:55:00	ES	Futures	3084.06	3084.33	3083.79	3084.06	126.0
2019-05-15 01:00:00	ES	Futures	3084.33	3084.6	3083.79	3084.33	1535.0
2019-05-15 01:05:00	ES	Futures	3084.33	3085.41	3084.06	3084.33	1531.0
2019-05-15 01:10:00	ES	Futures	3084.6	3085.69	3084.6	3085.41	978.0
2019-05-15 01:15:00	ES	Futures	3085.14	3085.14	3084.33	3084.6	527.0
2019-05-15 01:20:00	ES	Futures	3084.87	3085.69	3084.6	3085.41	1938.0
2019-05-15 01:25:00	ES	Futures	3085.69	3085.96	3085.14	3085.14	1220.0
2019-05-15 01:30:00	ES	Futures	3085.41	3085.41	3084.33	3084.6	357.0
2019-05-15 01:35:00	ES	Futures	3084.6	3085.41	3084.33	3084.87	2817.0
2019-05-15 01:40:00	ES	Futures	3085.14	3087.58	3085.14	3087.31	2205.0
2019-05-15 01:45:00	ES	Futures	3087.31	3087.58	3086.5	3087.04	2414.0
2019-05-15 01:50:00	ES	Futures	3087.04	3087.31	3085.96	3086.23	2008.0
2019-05-15 01:55:00	ES	Futures	3086.23	3087.31	3085.96	3086.5	1349.0
2019-05-15 02:00:00	ES	Futures	3086.77	3086.77	3084.6	3084.87	4081.0
2019-05-15 02:05:00	ES	Futures	3084.87	3086.23	3084.87	3085.41	1394.0
2019-05-15 02:10:00	ES	Futures	3085.41	3085.96	3084.06	3085.69	1674.0
2019-05-15 02:15:00	ES	Futures	3085.69	3088.67	3085.69	3087.31	4039.0
2019-05-15 02:20:00	ES	Futures	3087.58	3087.58	3086.23	3087.58	2505.0
2019-05-15 02:25:00	ES	Futures	3087.58	3088.4	3087.04	3087.58	705.0
2019-05-15 02:30:00	ES	Futures	3087.58	3088.4	3087.31	3087.85	819.0
2019-05-15 02:35:00	ES	Futures	3087.85	3088.94	3087.31	3088.94	1565.0
2019-05-15 02:40:00	ES	Futures	3088.67	3088.67	3087.31	3087.31	1956.0
2019-05-15 02:45:00	ES	Futures	3087.31	3087.58	3086.5	3087.04	504.0
2019-05-15 02:50:00	ES	Futures	3087.04	3087.04	3085.96	3085.96	687.0
2019-05-15 02:55:00	ES	Futures	3085.96	3087.58	3085.69	3087.31	1411.0
2019-05-15 03:00:00	ES	Futures	3087.58	3087.85	3085.14	3085.96	6491.0
2019-05-15 03:05:00	ES	Futures	3085.96	3085.96	3084.6	3084.87	3476.0
2019-05-15 03:10:00	ES	Futures	3084.6	3085.41	3083.52	3083.79	5058.0
2019-05-15 03:15:00	ES	Futures	3084.06	3084.06	3080.81	3080.81	6441.0
2019-05-15 03:20:00	ES	Futures	3080.54	3082.43	3080.54	3081.08	3138.0
2019-05-15 03:25:00	ES	Futures	3081.08	3081.08	3077.55	3078.1	3121.0
2019-05-15 03:30:00	ES	Futures	3078.37	3078.91	3076.74	3078.37	3802.0
2019-05-15 03:35:00	ES	Futures	3078.1	3078.1	3075.93	3076.47	3366.0
2019-05-15 03:40:00	ES	Futures	3076.47	3077.55	3075.66	3075.93	2044.0
2019-05-15 03:45:00	ES	Futures	3076.2	3076.2	3074.03	3074.03	3363.0
2019-05-15 03:50:00	ES	Futures	3074.03	3075.11	3073.76	3074.84	2271.0
2019-05-15 03:55:00	ES	Futures	3074.57	3076.2	3073.76	3075.93	2260.0
2019-05-15 04:00:00	ES	Futures	3075.66	3077.55	3074.84	3075.11	4080.0
2019-05-15 04:05:00	ES	Futures	3074.84	3075.38	3072.4	3074.3	3104.0

> showing 50 of 17,568 rows — these rows as CSV

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