PREVIEW / futures_5min / 2019-05-26

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-26.parquet
  size:    46 KB
  rows:    2,631

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
2019-05-26 18:00:00	ES	Futures	3069.96	3071.05	3068.06	3069.15	1422.0
2019-05-26 18:05:00	ES	Futures	3068.88	3069.69	3068.61	3068.88	243.0
2019-05-26 18:10:00	ES	Futures	3068.88	3069.96	3068.61	3069.69	175.0
2019-05-26 18:15:00	ES	Futures	3069.69	3069.96	3069.69	3069.96	46.0
2019-05-26 18:20:00	ES	Futures	3069.96	3069.96	3068.61	3069.42	407.0
2019-05-26 18:25:00	ES	Futures	3069.42	3071.05	3069.15	3070.5	443.0
2019-05-26 18:30:00	ES	Futures	3070.78	3071.59	3069.96	3070.23	592.0
2019-05-26 18:35:00	ES	Futures	3070.5	3072.13	3070.23	3072.13	602.0
2019-05-26 18:40:00	ES	Futures	3072.13	3072.67	3071.59	3071.59	332.0
2019-05-26 18:45:00	ES	Futures	3071.59	3072.4	3071.59	3072.13	145.0
2019-05-26 18:50:00	ES	Futures	3072.13	3072.94	3072.13	3072.94	142.0
2019-05-26 18:55:00	ES	Futures	3072.94	3072.94	3071.86	3072.13	130.0
2019-05-26 19:00:00	ES	Futures	3071.86	3072.4	3071.59	3072.4	69.0
2019-05-26 19:05:00	ES	Futures	3072.4	3072.67	3072.13	3072.4	81.0
2019-05-26 19:10:00	ES	Futures	3072.13	3073.49	3072.13	3073.49	341.0
2019-05-26 19:15:00	ES	Futures	3073.49	3073.76	3073.22	3073.76	156.0
2019-05-26 19:20:00	ES	Futures	3073.76	3074.03	3073.76	3073.76	83.0
2019-05-26 19:25:00	ES	Futures	3074.03	3074.3	3073.22	3073.22	182.0
2019-05-26 19:30:00	ES	Futures	3073.49	3074.03	3072.67	3072.67	424.0
2019-05-26 19:35:00	ES	Futures	3072.67	3072.94	3072.13	3072.13	233.0
2019-05-26 19:40:00	ES	Futures	3072.13	3072.4	3070.23	3070.78	897.0
2019-05-26 19:45:00	ES	Futures	3071.05	3071.59	3070.78	3071.32	566.0
2019-05-26 19:50:00	ES	Futures	3071.05	3071.32	3069.96	3070.78	384.0
2019-05-26 19:55:00	ES	Futures	3070.78	3070.78	3069.69	3069.69	394.0
2019-05-26 20:00:00	ES	Futures	3069.42	3069.69	3064.54	3066.17	3063.0
2019-05-26 20:05:00	ES	Futures	3066.17	3068.06	3065.9	3067.25	984.0
2019-05-26 20:10:00	ES	Futures	3066.98	3068.34	3066.44	3066.98	999.0
2019-05-26 20:15:00	ES	Futures	3066.98	3068.61	3066.98	3068.34	623.0
2019-05-26 20:20:00	ES	Futures	3068.61	3069.15	3068.34	3068.61	548.0
2019-05-26 20:25:00	ES	Futures	3068.61	3069.42	3068.34	3068.88	597.0
2019-05-26 20:30:00	ES	Futures	3068.61	3069.69	3068.61	3069.42	443.0
2019-05-26 20:35:00	ES	Futures	3069.42	3070.23	3069.42	3069.96	514.0
2019-05-26 20:40:00	ES	Futures	3070.23	3072.67	3069.96	3072.13	1114.0
2019-05-26 20:45:00	ES	Futures	3072.13	3073.22	3071.59	3071.59	767.0
2019-05-26 20:50:00	ES	Futures	3071.86	3072.4	3071.05	3071.32	359.0
2019-05-26 20:55:00	ES	Futures	3071.32	3072.13	3070.78	3071.59	670.0
2019-05-26 21:00:00	ES	Futures	3071.32	3071.59	3069.15	3070.5	837.0
2019-05-26 21:05:00	ES	Futures	3070.5	3071.32	3069.42	3069.96	603.0
2019-05-26 21:10:00	ES	Futures	3069.96	3070.5	3069.15	3069.69	390.0
2019-05-26 21:15:00	ES	Futures	3069.96	3071.32	3068.88	3069.42	1067.0
2019-05-26 21:20:00	ES	Futures	3069.69	3070.5	3069.15	3070.23	612.0
2019-05-26 21:25:00	ES	Futures	3070.23	3070.5	3069.69	3070.5	339.0
2019-05-26 21:30:00	ES	Futures	3070.5	3071.59	3067.79	3067.79	1408.0
2019-05-26 21:35:00	ES	Futures	3067.79	3070.23	3067.52	3069.96	1431.0
2019-05-26 21:40:00	ES	Futures	3069.96	3070.23	3068.34	3069.69	643.0
2019-05-26 21:45:00	ES	Futures	3069.69	3069.96	3068.88	3069.42	563.0
2019-05-26 21:50:00	ES	Futures	3069.15	3069.69	3068.61	3069.69	423.0
2019-05-26 21:55:00	ES	Futures	3069.96	3071.05	3069.42	3069.96	761.0
2019-05-26 22:00:00	ES	Futures	3069.96	3070.78	3069.42	3070.5	355.0
2019-05-26 22:05:00	ES	Futures	3070.5	3071.59	3070.5	3071.05	727.0

> showing 50 of 2,631 rows — these rows as CSV

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