PREVIEW / futures_5min / 2019-05-21

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-21.parquet
  size:    263 KB
  rows:    17,453

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
2019-05-21 00:00:00	ES	Futures	3098.16	3098.16	3097.34	3097.61	408.0
2019-05-21 00:05:00	ES	Futures	3097.61	3097.89	3097.07	3097.61	717.0
2019-05-21 00:10:00	ES	Futures	3097.89	3097.89	3097.07	3097.34	255.0
2019-05-21 00:15:00	ES	Futures	3097.07	3097.61	3096.8	3097.07	319.0
2019-05-21 00:20:00	ES	Futures	3097.34	3097.34	3096.53	3096.8	260.0
2019-05-21 00:25:00	ES	Futures	3096.8	3096.8	3095.99	3095.99	599.0
2019-05-21 00:30:00	ES	Futures	3095.99	3096.8	3095.99	3096.8	336.0
2019-05-21 00:35:00	ES	Futures	3096.8	3097.07	3096.8	3097.07	201.0
2019-05-21 00:40:00	ES	Futures	3096.8	3097.07	3096.53	3096.53	161.0
2019-05-21 00:45:00	ES	Futures	3096.8	3097.07	3096.53	3097.07	176.0
2019-05-21 00:50:00	ES	Futures	3097.07	3097.34	3096.53	3097.34	234.0
2019-05-21 00:55:00	ES	Futures	3097.34	3097.34	3096.8	3097.07	83.0
2019-05-21 01:00:00	ES	Futures	3097.07	3097.07	3094.9	3095.99	1402.0
2019-05-21 01:05:00	ES	Futures	3096.26	3096.53	3095.72	3095.99	449.0
2019-05-21 01:10:00	ES	Futures	3095.99	3095.99	3094.9	3095.17	497.0
2019-05-21 01:15:00	ES	Futures	3094.9	3095.17	3094.09	3094.9	751.0
2019-05-21 01:20:00	ES	Futures	3094.9	3095.72	3094.63	3095.72	392.0
2019-05-21 01:25:00	ES	Futures	3095.45	3095.45	3094.9	3095.17	287.0
2019-05-21 01:30:00	ES	Futures	3095.45	3095.99	3095.45	3095.72	345.0
2019-05-21 01:35:00	ES	Futures	3095.72	3095.72	3095.45	3095.72	184.0
2019-05-21 01:40:00	ES	Futures	3095.45	3095.72	3094.9	3095.72	293.0
2019-05-21 01:45:00	ES	Futures	3095.72	3095.72	3095.17	3095.72	521.0
2019-05-21 01:50:00	ES	Futures	3095.99	3095.99	3095.45	3095.72	391.0
2019-05-21 01:55:00	ES	Futures	3095.72	3097.07	3095.72	3096.8	766.0
2019-05-21 02:00:00	ES	Futures	3097.07	3097.61	3095.45	3095.99	1329.0
2019-05-21 02:05:00	ES	Futures	3096.26	3096.26	3094.9	3095.45	818.0
2019-05-21 02:10:00	ES	Futures	3095.45	3095.45	3094.36	3094.36	835.0
2019-05-21 02:15:00	ES	Futures	3094.63	3095.45	3094.36	3095.17	509.0
2019-05-21 02:20:00	ES	Futures	3095.17	3095.17	3094.36	3094.36	462.0
2019-05-21 02:25:00	ES	Futures	3094.36	3094.9	3094.09	3094.63	551.0
2019-05-21 02:30:00	ES	Futures	3094.63	3095.72	3094.36	3094.63	548.0
2019-05-21 02:35:00	ES	Futures	3094.9	3095.72	3094.63	3095.45	301.0
2019-05-21 02:40:00	ES	Futures	3095.45	3096.53	3095.45	3096.26	496.0
2019-05-21 02:45:00	ES	Futures	3096.53	3096.53	3095.72	3095.99	371.0
2019-05-21 02:50:00	ES	Futures	3095.72	3096.53	3095.72	3095.99	373.0
2019-05-21 02:55:00	ES	Futures	3095.99	3095.99	3094.9	3095.45	574.0
2019-05-21 03:00:00	ES	Futures	3095.17	3095.72	3094.36	3094.36	1854.0
2019-05-21 03:05:00	ES	Futures	3094.63	3094.63	3093.28	3093.55	2044.0
2019-05-21 03:10:00	ES	Futures	3093.55	3093.82	3092.73	3092.73	1205.0
2019-05-21 03:15:00	ES	Futures	3093.01	3093.28	3092.19	3092.73	1993.0
2019-05-21 03:20:00	ES	Futures	3093.01	3093.01	3090.29	3090.29	2806.0
2019-05-21 03:25:00	ES	Futures	3090.02	3090.02	3086.5	3088.13	3843.0
2019-05-21 03:30:00	ES	Futures	3087.85	3090.57	3086.77	3089.75	2673.0
2019-05-21 03:35:00	ES	Futures	3089.48	3090.84	3088.94	3090.57	1724.0
2019-05-21 03:40:00	ES	Futures	3090.29	3091.92	3089.75	3091.65	2339.0
2019-05-21 03:45:00	ES	Futures	3091.92	3092.19	3090.29	3090.57	1752.0
2019-05-21 03:50:00	ES	Futures	3090.57	3093.28	3090.57	3093.01	1736.0
2019-05-21 03:55:00	ES	Futures	3092.73	3093.28	3092.19	3093.01	809.0
2019-05-21 04:00:00	ES	Futures	3093.01	3094.36	3091.65	3091.92	1667.0
2019-05-21 04:05:00	ES	Futures	3091.92	3093.01	3090.84	3091.38	1141.0

> showing 50 of 17,453 rows — these rows as CSV

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