PREVIEW / futures_5min / 2019-05-20

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-20.parquet
  size:    266 KB
  rows:    17,101

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
2019-05-20 00:00:00	ES	Futures	3113.07	3113.88	3112.8	3113.07	495.0
2019-05-20 00:05:00	ES	Futures	3113.34	3113.88	3113.07	3113.34	222.0
2019-05-20 00:10:00	ES	Futures	3113.61	3113.61	3113.07	3113.34	125.0
2019-05-20 00:15:00	ES	Futures	3113.07	3113.34	3111.71	3111.98	895.0
2019-05-20 00:20:00	ES	Futures	3111.98	3113.34	3111.98	3112.8	358.0
2019-05-20 00:25:00	ES	Futures	3112.8	3113.88	3112.8	3113.88	254.0
2019-05-20 00:30:00	ES	Futures	3113.88	3114.69	3113.34	3114.42	417.0
2019-05-20 00:35:00	ES	Futures	3114.42	3114.69	3114.15	3114.42	340.0
2019-05-20 00:40:00	ES	Futures	3114.42	3115.24	3114.42	3114.69	248.0
2019-05-20 00:45:00	ES	Futures	3114.69	3114.97	3114.42	3114.42	167.0
2019-05-20 00:50:00	ES	Futures	3114.42	3114.42	3113.88	3113.88	216.0
2019-05-20 00:55:00	ES	Futures	3113.88	3114.42	3113.07	3114.42	420.0
2019-05-20 01:00:00	ES	Futures	3114.42	3114.42	3112.8	3113.34	707.0
2019-05-20 01:05:00	ES	Futures	3113.61	3115.78	3113.61	3114.69	879.0
2019-05-20 01:10:00	ES	Futures	3114.69	3114.69	3113.61	3113.61	307.0
2019-05-20 01:15:00	ES	Futures	3113.61	3113.88	3113.07	3113.34	181.0
2019-05-20 01:20:00	ES	Futures	3113.61	3113.61	3112.25	3112.25	315.0
2019-05-20 01:25:00	ES	Futures	3112.25	3112.8	3111.71	3111.98	495.0
2019-05-20 01:30:00	ES	Futures	3111.98	3112.25	3110.9	3112.25	764.0
2019-05-20 01:35:00	ES	Futures	3112.53	3112.8	3111.98	3112.25	401.0
2019-05-20 01:40:00	ES	Futures	3112.25	3112.8	3111.98	3112.53	520.0
2019-05-20 01:45:00	ES	Futures	3112.53	3113.07	3112.25	3112.53	392.0
2019-05-20 01:50:00	ES	Futures	3112.53	3113.34	3111.71	3111.98	441.0
2019-05-20 01:55:00	ES	Futures	3111.98	3113.07	3111.71	3113.07	523.0
2019-05-20 02:00:00	ES	Futures	3113.07	3114.42	3110.63	3110.9	1449.0
2019-05-20 02:05:00	ES	Futures	3110.63	3111.98	3110.63	3111.17	741.0
2019-05-20 02:10:00	ES	Futures	3110.9	3111.98	3110.9	3111.71	591.0
2019-05-20 02:15:00	ES	Futures	3111.71	3111.71	3110.36	3110.63	578.0
2019-05-20 02:20:00	ES	Futures	3110.63	3111.17	3109.81	3110.9	830.0
2019-05-20 02:25:00	ES	Futures	3110.9	3110.9	3109.81	3109.81	658.0
2019-05-20 02:30:00	ES	Futures	3109.81	3110.09	3109.27	3109.81	822.0
2019-05-20 02:35:00	ES	Futures	3109.54	3110.09	3109.0	3109.27	934.0
2019-05-20 02:40:00	ES	Futures	3109.54	3110.63	3109.27	3110.09	349.0
2019-05-20 02:45:00	ES	Futures	3109.81	3111.44	3109.81	3110.36	934.0
2019-05-20 02:50:00	ES	Futures	3110.36	3111.44	3110.36	3110.9	479.0
2019-05-20 02:55:00	ES	Futures	3110.9	3110.9	3109.0	3109.27	794.0
2019-05-20 03:00:00	ES	Futures	3109.27	3111.98	3108.19	3110.09	3009.0
2019-05-20 03:05:00	ES	Futures	3110.36	3110.36	3108.46	3108.46	1130.0
2019-05-20 03:10:00	ES	Futures	3108.73	3110.9	3108.46	3110.09	1422.0
2019-05-20 03:15:00	ES	Futures	3110.09	3110.36	3108.19	3109.0	984.0
2019-05-20 03:20:00	ES	Futures	3109.0	3109.27	3107.65	3108.73	1123.0
2019-05-20 03:25:00	ES	Futures	3108.73	3110.36	3108.46	3109.81	736.0
2019-05-20 03:30:00	ES	Futures	3109.54	3110.9	3109.27	3110.63	905.0
2019-05-20 03:35:00	ES	Futures	3110.9	3110.9	3108.46	3109.54	1297.0
2019-05-20 03:40:00	ES	Futures	3109.54	3110.36	3108.19	3108.46	965.0
2019-05-20 03:45:00	ES	Futures	3108.46	3109.0	3107.65	3108.73	1111.0
2019-05-20 03:50:00	ES	Futures	3109.0	3110.63	3108.73	3110.36	992.0
2019-05-20 03:55:00	ES	Futures	3110.36	3110.9	3109.81	3109.81	950.0
2019-05-20 04:00:00	ES	Futures	3110.09	3110.9	3109.54	3110.9	629.0
2019-05-20 04:05:00	ES	Futures	3110.63	3113.07	3110.63	3113.07	1165.0

> showing 50 of 17,101 rows — these rows as CSV

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