PREVIEW / futures_5min / 2019-05-24

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-24.parquet
  size:    224 KB
  rows:    14,007

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
2019-05-24 00:00:00	ES	Futures	3066.71	3066.98	3066.44	3066.71	247.0
2019-05-24 00:05:00	ES	Futures	3066.71	3067.25	3066.71	3066.71	203.0
2019-05-24 00:10:00	ES	Futures	3066.98	3066.98	3066.17	3066.71	415.0
2019-05-24 00:15:00	ES	Futures	3066.71	3067.25	3066.71	3067.25	541.0
2019-05-24 00:20:00	ES	Futures	3066.98	3067.25	3066.17	3066.44	530.0
2019-05-24 00:25:00	ES	Futures	3066.71	3066.98	3066.44	3066.44	166.0
2019-05-24 00:30:00	ES	Futures	3066.44	3067.25	3066.17	3067.25	307.0
2019-05-24 00:35:00	ES	Futures	3067.25	3067.52	3066.71	3067.25	392.0
2019-05-24 00:40:00	ES	Futures	3067.25	3067.79	3066.98	3067.52	457.0
2019-05-24 00:45:00	ES	Futures	3067.52	3067.52	3067.25	3067.25	176.0
2019-05-24 00:50:00	ES	Futures	3067.25	3067.52	3066.98	3067.25	419.0
2019-05-24 00:55:00	ES	Futures	3067.25	3067.52	3066.98	3067.25	285.0
2019-05-24 01:00:00	ES	Futures	3067.25	3067.52	3066.98	3066.98	364.0
2019-05-24 01:05:00	ES	Futures	3066.98	3067.79	3066.98	3067.25	347.0
2019-05-24 01:10:00	ES	Futures	3067.25	3068.06	3067.25	3068.06	638.0
2019-05-24 01:15:00	ES	Futures	3068.06	3068.34	3067.52	3067.52	371.0
2019-05-24 01:20:00	ES	Futures	3067.52	3068.61	3067.52	3068.34	731.0
2019-05-24 01:25:00	ES	Futures	3068.34	3068.61	3068.06	3068.34	640.0
2019-05-24 01:30:00	ES	Futures	3068.34	3069.42	3068.34	3068.88	1162.0
2019-05-24 01:35:00	ES	Futures	3068.88	3069.42	3068.34	3069.15	599.0
2019-05-24 01:40:00	ES	Futures	3068.88	3069.42	3067.79	3068.34	809.0
2019-05-24 01:45:00	ES	Futures	3068.34	3068.61	3068.06	3068.34	514.0
2019-05-24 01:50:00	ES	Futures	3068.34	3068.34	3067.79	3068.06	543.0
2019-05-24 01:55:00	ES	Futures	3068.34	3069.15	3068.06	3069.15	1087.0
2019-05-24 02:00:00	ES	Futures	3068.88	3068.88	3067.79	3068.34	1235.0
2019-05-24 02:05:00	ES	Futures	3068.06	3068.06	3067.25	3067.52	890.0
2019-05-24 02:10:00	ES	Futures	3067.52	3068.06	3067.52	3067.52	832.0
2019-05-24 02:15:00	ES	Futures	3067.79	3068.61	3067.52	3068.34	778.0
2019-05-24 02:20:00	ES	Futures	3068.06	3068.34	3067.52	3067.52	523.0
2019-05-24 02:25:00	ES	Futures	3067.52	3068.61	3067.25	3068.34	971.0
2019-05-24 02:30:00	ES	Futures	3068.34	3068.88	3067.79	3068.61	885.0
2019-05-24 02:35:00	ES	Futures	3068.61	3070.78	3068.34	3070.5	2607.0
2019-05-24 02:40:00	ES	Futures	3070.78	3072.67	3070.5	3072.13	3154.0
2019-05-24 02:45:00	ES	Futures	3071.86	3072.4	3071.05	3071.32	943.0
2019-05-24 02:50:00	ES	Futures	3071.32	3071.32	3070.23	3070.5	735.0
2019-05-24 02:55:00	ES	Futures	3070.78	3071.32	3070.5	3071.05	583.0
2019-05-24 03:00:00	ES	Futures	3071.05	3072.67	3070.78	3071.86	3045.0
2019-05-24 03:05:00	ES	Futures	3071.59	3071.86	3070.23	3070.78	2527.0
2019-05-24 03:10:00	ES	Futures	3070.5	3070.78	3068.61	3069.69	2395.0
2019-05-24 03:15:00	ES	Futures	3069.42	3071.05	3068.88	3071.05	1941.0
2019-05-24 03:20:00	ES	Futures	3070.78	3071.59	3070.23	3070.5	2440.0
2019-05-24 03:25:00	ES	Futures	3070.78	3071.86	3070.23	3071.86	1913.0
2019-05-24 03:30:00	ES	Futures	3071.59	3074.84	3071.32	3073.76	4632.0
2019-05-24 03:35:00	ES	Futures	3073.76	3074.57	3073.76	3074.57	976.0
2019-05-24 03:40:00	ES	Futures	3074.3	3074.57	3073.22	3073.49	1371.0
2019-05-24 03:45:00	ES	Futures	3073.49	3074.03	3072.67	3073.49	1276.0
2019-05-24 03:50:00	ES	Futures	3073.76	3074.03	3073.22	3073.22	784.0
2019-05-24 03:55:00	ES	Futures	3073.22	3074.57	3072.67	3074.03	2110.0
2019-05-24 04:00:00	ES	Futures	3073.76	3077.82	3073.49	3077.82	4884.0
2019-05-24 04:05:00	ES	Futures	3077.82	3077.82	3075.93	3076.74	2731.0

> showing 50 of 14,007 rows — these rows as CSV

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