PREVIEW / futures_5min / 2019-05-16

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-16.parquet
  size:    290 KB
  rows:    17,562

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
2019-05-16 00:00:00	ES	Futures	3087.04	3087.04	3085.69	3086.77	1866.0
2019-05-16 00:05:00	ES	Futures	3086.77	3087.04	3085.96	3086.23	308.0
2019-05-16 00:10:00	ES	Futures	3085.96	3086.77	3085.96	3086.5	321.0
2019-05-16 00:15:00	ES	Futures	3086.5	3087.58	3086.23	3087.04	261.0
2019-05-16 00:20:00	ES	Futures	3087.04	3087.31	3086.77	3086.77	133.0
2019-05-16 00:25:00	ES	Futures	3087.04	3087.04	3086.5	3087.04	131.0
2019-05-16 00:30:00	ES	Futures	3087.04	3087.85	3086.77	3087.85	460.0
2019-05-16 00:35:00	ES	Futures	3087.85	3088.13	3087.31	3087.31	331.0
2019-05-16 00:40:00	ES	Futures	3087.58	3088.13	3087.04	3087.58	312.0
2019-05-16 00:45:00	ES	Futures	3087.58	3088.4	3087.31	3087.31	287.0
2019-05-16 00:50:00	ES	Futures	3087.31	3088.13	3087.04	3087.31	207.0
2019-05-16 00:55:00	ES	Futures	3087.31	3087.31	3085.14	3085.96	604.0
2019-05-16 01:00:00	ES	Futures	3085.96	3086.5	3085.69	3085.96	502.0
2019-05-16 01:05:00	ES	Futures	3086.23	3086.5	3084.33	3084.6	874.0
2019-05-16 01:10:00	ES	Futures	3084.87	3085.69	3084.6	3085.14	434.0
2019-05-16 01:15:00	ES	Futures	3085.41	3085.69	3083.25	3083.52	814.0
2019-05-16 01:20:00	ES	Futures	3083.52	3084.6	3083.25	3084.06	729.0
2019-05-16 01:25:00	ES	Futures	3084.06	3084.87	3084.06	3084.06	409.0
2019-05-16 01:30:00	ES	Futures	3084.33	3084.87	3083.52	3083.79	460.0
2019-05-16 01:35:00	ES	Futures	3084.06	3084.6	3083.25	3083.25	614.0
2019-05-16 01:40:00	ES	Futures	3083.25	3084.33	3083.25	3083.79	652.0
2019-05-16 01:45:00	ES	Futures	3083.52	3084.33	3082.7	3084.06	566.0
2019-05-16 01:50:00	ES	Futures	3084.06	3085.96	3084.06	3085.14	814.0
2019-05-16 01:55:00	ES	Futures	3085.41	3086.23	3085.14	3086.23	401.0
2019-05-16 02:00:00	ES	Futures	3086.23	3087.58	3086.23	3087.04	1229.0
2019-05-16 02:05:00	ES	Futures	3087.04	3087.58	3085.96	3087.04	2613.0
2019-05-16 02:10:00	ES	Futures	3087.31	3088.13	3087.04	3087.31	2734.0
2019-05-16 02:15:00	ES	Futures	3087.31	3087.85	3085.41	3085.69	2102.0
2019-05-16 02:20:00	ES	Futures	3085.69	3087.04	3084.6	3086.77	924.0
2019-05-16 02:25:00	ES	Futures	3086.77	3087.04	3085.69	3086.23	500.0
2019-05-16 02:30:00	ES	Futures	3086.23	3086.5	3085.69	3086.23	337.0
2019-05-16 02:35:00	ES	Futures	3086.5	3088.13	3086.5	3088.13	501.0
2019-05-16 02:40:00	ES	Futures	3087.85	3088.13	3087.31	3087.58	463.0
2019-05-16 02:45:00	ES	Futures	3087.85	3087.85	3087.04	3087.31	221.0
2019-05-16 02:50:00	ES	Futures	3087.58	3087.85	3087.04	3087.58	395.0
2019-05-16 02:55:00	ES	Futures	3087.58	3088.4	3087.58	3087.85	332.0
2019-05-16 03:00:00	ES	Futures	3087.85	3089.48	3086.77	3088.4	1753.0
2019-05-16 03:05:00	ES	Futures	3088.4	3089.75	3088.13	3089.21	1154.0
2019-05-16 03:10:00	ES	Futures	3089.21	3090.57	3088.4	3090.02	1632.0
2019-05-16 03:15:00	ES	Futures	3090.02	3090.29	3087.85	3090.02	3032.0
2019-05-16 03:20:00	ES	Futures	3089.75	3090.57	3088.94	3089.21	1632.0
2019-05-16 03:25:00	ES	Futures	3088.94	3088.94	3083.52	3083.79	3078.0
2019-05-16 03:30:00	ES	Futures	3083.52	3083.79	3081.62	3082.7	3495.0
2019-05-16 03:35:00	ES	Futures	3082.7	3085.41	3082.43	3085.14	1518.0
2019-05-16 03:40:00	ES	Futures	3084.87	3085.14	3082.98	3083.79	1622.0
2019-05-16 03:45:00	ES	Futures	3083.52	3085.96	3083.25	3085.96	1428.0
2019-05-16 03:50:00	ES	Futures	3085.96	3088.94	3085.41	3088.67	2470.0
2019-05-16 03:55:00	ES	Futures	3088.67	3088.67	3087.04	3087.58	1303.0
2019-05-16 04:00:00	ES	Futures	3087.85	3087.85	3085.69	3085.69	1703.0
2019-05-16 04:05:00	ES	Futures	3085.69	3091.65	3085.41	3089.75	3933.0

> showing 50 of 17,562 rows — these rows as CSV

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