PREVIEW / futures_5min / 2019-05-19

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-19.parquet
  size:    62 KB
  rows:    3,271

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
2019-05-19 18:00:00	ES	Futures	3103.04	3109.27	3102.77	3107.92	4719.0
2019-05-19 18:05:00	ES	Futures	3107.37	3108.19	3106.02	3106.83	611.0
2019-05-19 18:10:00	ES	Futures	3106.83	3107.1	3105.75	3106.56	370.0
2019-05-19 18:15:00	ES	Futures	3106.56	3107.92	3106.56	3107.37	506.0
2019-05-19 18:20:00	ES	Futures	3107.37	3107.92	3106.29	3106.83	246.0
2019-05-19 18:25:00	ES	Futures	3106.83	3108.73	3106.83	3108.19	495.0
2019-05-19 18:30:00	ES	Futures	3108.46	3108.46	3106.29	3106.56	333.0
2019-05-19 18:35:00	ES	Futures	3106.29	3106.56	3105.21	3106.29	412.0
2019-05-19 18:40:00	ES	Futures	3106.29	3107.37	3106.29	3107.1	121.0
2019-05-19 18:45:00	ES	Futures	3106.83	3107.37	3105.75	3106.02	271.0
2019-05-19 18:50:00	ES	Futures	3106.02	3107.1	3105.75	3107.1	116.0
2019-05-19 18:55:00	ES	Futures	3107.1	3107.37	3106.56	3107.1	173.0
2019-05-19 19:00:00	ES	Futures	3106.83	3107.37	3106.56	3106.56	270.0
2019-05-19 19:05:00	ES	Futures	3106.83	3107.65	3106.56	3107.1	227.0
2019-05-19 19:10:00	ES	Futures	3107.37	3110.63	3107.37	3110.09	1305.0
2019-05-19 19:15:00	ES	Futures	3110.09	3110.63	3109.27	3110.63	475.0
2019-05-19 19:20:00	ES	Futures	3110.9	3111.44	3110.36	3111.17	686.0
2019-05-19 19:25:00	ES	Futures	3111.44	3111.98	3111.17	3111.71	639.0
2019-05-19 19:30:00	ES	Futures	3111.44	3113.07	3111.44	3111.98	1009.0
2019-05-19 19:35:00	ES	Futures	3111.71	3112.53	3110.36	3110.9	584.0
2019-05-19 19:40:00	ES	Futures	3111.17	3111.71	3110.63	3111.71	389.0
2019-05-19 19:45:00	ES	Futures	3111.98	3112.25	3110.63	3111.71	679.0
2019-05-19 19:50:00	ES	Futures	3111.98	3115.51	3111.71	3114.97	2212.0
2019-05-19 19:55:00	ES	Futures	3114.97	3115.24	3112.53	3113.07	1612.0
2019-05-19 20:00:00	ES	Futures	3113.07	3116.59	3112.8	3116.32	2900.0
2019-05-19 20:05:00	ES	Futures	3116.59	3116.86	3114.69	3114.69	2197.0
2019-05-19 20:10:00	ES	Futures	3114.97	3115.51	3113.61	3114.69	1206.0
2019-05-19 20:15:00	ES	Futures	3114.97	3115.78	3114.42	3114.97	1149.0
2019-05-19 20:20:00	ES	Futures	3114.69	3115.24	3112.8	3113.34	1233.0
2019-05-19 20:25:00	ES	Futures	3113.34	3113.88	3111.71	3112.53	1191.0
2019-05-19 20:30:00	ES	Futures	3112.53	3113.34	3111.98	3113.34	1131.0
2019-05-19 20:35:00	ES	Futures	3113.61	3114.69	3112.25	3112.8	1149.0
2019-05-19 20:40:00	ES	Futures	3112.53	3112.53	3111.71	3112.25	515.0
2019-05-19 20:45:00	ES	Futures	3112.25	3113.88	3111.44	3113.61	963.0
2019-05-19 20:50:00	ES	Futures	3113.88	3114.97	3113.07	3114.69	770.0
2019-05-19 20:55:00	ES	Futures	3114.69	3115.51	3113.88	3114.97	906.0
2019-05-19 21:00:00	ES	Futures	3114.69	3119.3	3114.69	3117.95	3642.0
2019-05-19 21:05:00	ES	Futures	3117.95	3118.22	3116.05	3116.32	997.0
2019-05-19 21:10:00	ES	Futures	3116.32	3116.86	3114.97	3116.05	908.0
2019-05-19 21:15:00	ES	Futures	3116.32	3116.59	3114.42	3114.97	962.0
2019-05-19 21:20:00	ES	Futures	3114.97	3115.78	3113.88	3114.42	620.0
2019-05-19 21:25:00	ES	Futures	3114.42	3117.41	3114.42	3117.41	975.0
2019-05-19 21:30:00	ES	Futures	3117.41	3117.68	3114.42	3114.69	1295.0
2019-05-19 21:35:00	ES	Futures	3114.97	3117.13	3113.88	3116.59	1349.0
2019-05-19 21:40:00	ES	Futures	3116.86	3117.13	3115.24	3115.24	1156.0
2019-05-19 21:45:00	ES	Futures	3115.51	3117.41	3114.15	3114.69	1186.0
2019-05-19 21:50:00	ES	Futures	3114.69	3114.69	3113.61	3114.15	1003.0
2019-05-19 21:55:00	ES	Futures	3113.88	3113.88	3112.25	3112.53	1201.0
2019-05-19 22:00:00	ES	Futures	3112.53	3113.34	3110.9	3110.9	1481.0
2019-05-19 22:05:00	ES	Futures	3111.17	3112.25	3109.81	3110.36	2157.0

> showing 50 of 3,271 rows — these rows as CSV

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