PREVIEW / futures_5min / 2019-05-23

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-23.parquet
  size:    297 KB
  rows:    17,743

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
2019-05-23 00:00:00	ES	Futures	3087.31	3087.85	3087.04	3087.31	287.0
2019-05-23 00:05:00	ES	Futures	3087.58	3087.58	3086.5	3086.77	391.0
2019-05-23 00:10:00	ES	Futures	3086.77	3087.04	3086.5	3086.5	175.0
2019-05-23 00:15:00	ES	Futures	3086.5	3087.58	3086.5	3087.04	305.0
2019-05-23 00:20:00	ES	Futures	3087.04	3087.31	3086.77	3087.04	65.0
2019-05-23 00:25:00	ES	Futures	3087.04	3087.58	3086.77	3087.04	170.0
2019-05-23 00:30:00	ES	Futures	3087.04	3087.04	3086.23	3086.77	310.0
2019-05-23 00:35:00	ES	Futures	3086.77	3087.04	3086.5	3086.77	182.0
2019-05-23 00:40:00	ES	Futures	3087.04	3087.31	3086.5	3086.5	193.0
2019-05-23 00:45:00	ES	Futures	3086.5	3086.77	3086.23	3086.77	226.0
2019-05-23 00:50:00	ES	Futures	3086.77	3087.31	3086.77	3086.77	187.0
2019-05-23 00:55:00	ES	Futures	3086.77	3087.58	3086.5	3087.58	173.0
2019-05-23 01:00:00	ES	Futures	3087.31	3087.58	3085.69	3085.96	581.0
2019-05-23 01:05:00	ES	Futures	3085.96	3088.13	3085.69	3085.69	938.0
2019-05-23 01:10:00	ES	Futures	3085.69	3086.23	3084.87	3085.96	827.0
2019-05-23 01:15:00	ES	Futures	3085.96	3086.23	3085.69	3086.23	331.0
2019-05-23 01:20:00	ES	Futures	3086.23	3086.23	3084.6	3084.6	451.0
2019-05-23 01:25:00	ES	Futures	3084.6	3085.41	3083.79	3084.87	815.0
2019-05-23 01:30:00	ES	Futures	3084.87	3085.96	3084.87	3085.41	541.0
2019-05-23 01:35:00	ES	Futures	3085.14	3085.41	3084.33	3084.6	315.0
2019-05-23 01:40:00	ES	Futures	3084.6	3084.6	3082.7	3083.79	1287.0
2019-05-23 01:45:00	ES	Futures	3083.79	3084.6	3083.25	3083.79	667.0
2019-05-23 01:50:00	ES	Futures	3083.79	3084.6	3083.25	3084.33	461.0
2019-05-23 01:55:00	ES	Futures	3084.33	3085.14	3084.06	3084.87	687.0
2019-05-23 02:00:00	ES	Futures	3084.6	3085.14	3083.25	3083.52	1536.0
2019-05-23 02:05:00	ES	Futures	3083.52	3083.79	3081.62	3082.7	2073.0
2019-05-23 02:10:00	ES	Futures	3082.98	3082.98	3081.35	3081.89	1188.0
2019-05-23 02:15:00	ES	Futures	3081.89	3082.7	3081.62	3082.7	831.0
2019-05-23 02:20:00	ES	Futures	3082.7	3083.25	3082.16	3082.7	870.0
2019-05-23 02:25:00	ES	Futures	3082.43	3082.43	3081.35	3081.35	712.0
2019-05-23 02:30:00	ES	Futures	3081.35	3081.89	3080.81	3081.62	954.0
2019-05-23 02:35:00	ES	Futures	3081.35	3082.16	3080.26	3080.81	1051.0
2019-05-23 02:40:00	ES	Futures	3080.81	3080.81	3079.18	3079.72	1757.0
2019-05-23 02:45:00	ES	Futures	3079.72	3081.08	3079.45	3080.81	1660.0
2019-05-23 02:50:00	ES	Futures	3080.81	3080.81	3079.72	3079.72	1156.0
2019-05-23 02:55:00	ES	Futures	3079.99	3080.81	3078.1	3078.1	2995.0
2019-05-23 03:00:00	ES	Futures	3078.1	3079.72	3077.55	3078.64	3180.0
2019-05-23 03:05:00	ES	Futures	3078.91	3078.91	3076.74	3077.55	2719.0
2019-05-23 03:10:00	ES	Futures	3077.55	3077.82	3074.84	3075.38	3907.0
2019-05-23 03:15:00	ES	Futures	3075.38	3077.55	3074.84	3077.01	4206.0
2019-05-23 03:20:00	ES	Futures	3076.74	3079.18	3076.74	3078.91	3481.0
2019-05-23 03:25:00	ES	Futures	3078.91	3078.91	3077.28	3078.64	2271.0
2019-05-23 03:30:00	ES	Futures	3078.37	3078.37	3074.57	3075.93	5246.0
2019-05-23 03:35:00	ES	Futures	3075.66	3077.55	3075.38	3077.28	2776.0
2019-05-23 03:40:00	ES	Futures	3077.01	3077.82	3076.2	3076.74	1902.0
2019-05-23 03:45:00	ES	Futures	3076.74	3080.26	3076.47	3079.72	3138.0
2019-05-23 03:50:00	ES	Futures	3079.72	3080.81	3078.91	3079.18	2607.0
2019-05-23 03:55:00	ES	Futures	3079.18	3079.99	3078.37	3079.99	1121.0
2019-05-23 04:00:00	ES	Futures	3079.72	3079.72	3077.01	3079.45	3882.0
2019-05-23 04:05:00	ES	Futures	3079.45	3079.99	3078.64	3079.18	2047.0

> showing 50 of 17,743 rows — these rows as CSV

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