PREVIEW / futures_5min / 2019-05-17

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-17.parquet
  size:    241 KB
  rows:    14,404

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
2019-05-17 00:00:00	ES	Futures	3111.44	3112.8	3110.9	3112.53	1035.0
2019-05-17 00:05:00	ES	Futures	3112.25	3113.34	3112.25	3112.53	490.0
2019-05-17 00:10:00	ES	Futures	3112.8	3114.15	3112.53	3113.34	1215.0
2019-05-17 00:15:00	ES	Futures	3113.34	3113.88	3112.8	3113.61	495.0
2019-05-17 00:20:00	ES	Futures	3113.61	3113.61	3112.8	3113.34	540.0
2019-05-17 00:25:00	ES	Futures	3113.34	3114.15	3112.25	3112.53	606.0
2019-05-17 00:30:00	ES	Futures	3112.53	3113.34	3112.53	3113.07	374.0
2019-05-17 00:35:00	ES	Futures	3113.07	3113.61	3111.98	3113.34	1204.0
2019-05-17 00:40:00	ES	Futures	3113.34	3113.88	3113.34	3113.34	395.0
2019-05-17 00:45:00	ES	Futures	3113.34	3114.42	3113.34	3114.15	322.0
2019-05-17 00:50:00	ES	Futures	3114.15	3114.42	3113.34	3113.61	397.0
2019-05-17 00:55:00	ES	Futures	3113.61	3113.61	3112.8	3113.61	288.0
2019-05-17 01:00:00	ES	Futures	3113.34	3113.61	3112.25	3113.61	831.0
2019-05-17 01:05:00	ES	Futures	3113.61	3113.61	3111.98	3112.25	575.0
2019-05-17 01:10:00	ES	Futures	3112.53	3112.53	3111.71	3111.98	894.0
2019-05-17 01:15:00	ES	Futures	3112.25	3112.53	3111.17	3111.71	425.0
2019-05-17 01:20:00	ES	Futures	3111.71	3111.71	3110.09	3110.36	1365.0
2019-05-17 01:25:00	ES	Futures	3110.09	3112.25	3110.09	3111.98	863.0
2019-05-17 01:30:00	ES	Futures	3111.98	3112.25	3111.17	3111.98	615.0
2019-05-17 01:35:00	ES	Futures	3111.71	3112.8	3111.71	3112.8	580.0
2019-05-17 01:40:00	ES	Futures	3112.53	3112.53	3110.9	3111.44	687.0
2019-05-17 01:45:00	ES	Futures	3111.44	3112.53	3111.17	3112.25	615.0
2019-05-17 01:50:00	ES	Futures	3112.25	3112.25	3110.36	3110.9	437.0
2019-05-17 01:55:00	ES	Futures	3110.9	3111.17	3109.54	3110.36	1847.0
2019-05-17 02:00:00	ES	Futures	3110.09	3111.17	3109.54	3110.09	1637.0
2019-05-17 02:05:00	ES	Futures	3109.81	3111.44	3109.54	3111.17	1333.0
2019-05-17 02:10:00	ES	Futures	3111.44	3112.25	3110.9	3111.71	660.0
2019-05-17 02:15:00	ES	Futures	3111.98	3112.25	3110.63	3110.63	711.0
2019-05-17 02:20:00	ES	Futures	3110.9	3110.9	3109.27	3109.54	1219.0
2019-05-17 02:25:00	ES	Futures	3109.54	3110.09	3108.73	3108.73	1063.0
2019-05-17 02:30:00	ES	Futures	3109.0	3114.97	3108.73	3114.15	4289.0
2019-05-17 02:35:00	ES	Futures	3113.88	3114.15	3111.71	3112.25	2326.0
2019-05-17 02:40:00	ES	Futures	3111.98	3112.8	3109.81	3110.63	1786.0
2019-05-17 02:45:00	ES	Futures	3110.9	3110.9	3109.54	3110.09	1219.0
2019-05-17 02:50:00	ES	Futures	3110.36	3113.07	3110.09	3112.8	985.0
2019-05-17 02:55:00	ES	Futures	3112.8	3114.97	3112.53	3113.88	2276.0
2019-05-17 03:00:00	ES	Futures	3114.15	3115.24	3112.53	3114.42	2780.0
2019-05-17 03:05:00	ES	Futures	3114.42	3114.42	3111.44	3111.98	2206.0
2019-05-17 03:10:00	ES	Futures	3111.98	3113.07	3110.9	3113.07	2292.0
2019-05-17 03:15:00	ES	Futures	3113.34	3113.34	3111.17	3111.44	1285.0
2019-05-17 03:20:00	ES	Futures	3111.44	3112.8	3110.09	3112.25	2217.0
2019-05-17 03:25:00	ES	Futures	3112.53	3113.34	3110.9	3111.71	1542.0
2019-05-17 03:30:00	ES	Futures	3111.71	3111.71	3110.09	3111.17	1588.0
2019-05-17 03:35:00	ES	Futures	3111.17	3114.15	3110.36	3114.15	1872.0
2019-05-17 03:40:00	ES	Futures	3113.88	3114.15	3111.71	3112.8	2128.0
2019-05-17 03:45:00	ES	Futures	3112.8	3113.07	3111.17	3111.44	1683.0
2019-05-17 03:50:00	ES	Futures	3111.44	3114.15	3111.44	3113.61	1154.0
2019-05-17 03:55:00	ES	Futures	3113.61	3114.15	3112.8	3113.34	790.0
2019-05-17 04:00:00	ES	Futures	3113.34	3113.61	3111.44	3111.44	1624.0
2019-05-17 04:05:00	ES	Futures	3111.44	3111.71	3109.54	3110.09	1573.0

> showing 50 of 14,404 rows — these rows as CSV

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