PREVIEW / futures_5min / 2019-05-27

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-27.parquet
  size:    164 KB
  rows:    11,568

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
2019-05-27 00:00:00	ES	Futures	3068.61	3068.88	3068.34	3068.34	128.0
2019-05-27 00:05:00	ES	Futures	3068.34	3068.61	3067.79	3068.06	172.0
2019-05-27 00:10:00	ES	Futures	3068.06	3068.06	3066.98	3067.79	353.0
2019-05-27 00:15:00	ES	Futures	3067.79	3068.06	3067.79	3067.79	145.0
2019-05-27 00:20:00	ES	Futures	3067.79	3068.06	3067.52	3068.06	85.0
2019-05-27 00:25:00	ES	Futures	3067.79	3068.06	3067.79	3068.06	64.0
2019-05-27 00:30:00	ES	Futures	3068.06	3068.06	3067.79	3067.79	155.0
2019-05-27 00:35:00	ES	Futures	3067.79	3068.34	3067.52	3068.06	177.0
2019-05-27 00:40:00	ES	Futures	3067.79	3068.06	3067.52	3067.52	104.0
2019-05-27 00:45:00	ES	Futures	3067.79	3067.79	3066.98	3067.25	190.0
2019-05-27 00:50:00	ES	Futures	3067.25	3067.52	3066.71	3066.71	105.0
2019-05-27 00:55:00	ES	Futures	3066.98	3066.98	3066.44	3066.71	307.0
2019-05-27 01:00:00	ES	Futures	3066.44	3067.52	3066.44	3066.98	304.0
2019-05-27 01:05:00	ES	Futures	3067.25	3067.52	3066.98	3067.52	142.0
2019-05-27 01:10:00	ES	Futures	3067.52	3068.88	3067.52	3068.61	404.0
2019-05-27 01:15:00	ES	Futures	3068.88	3069.15	3067.79	3067.79	573.0
2019-05-27 01:20:00	ES	Futures	3067.79	3068.34	3067.79	3068.34	149.0
2019-05-27 01:25:00	ES	Futures	3068.61	3068.88	3068.06	3068.61	184.0
2019-05-27 01:30:00	ES	Futures	3068.88	3069.42	3067.79	3068.06	417.0
2019-05-27 01:35:00	ES	Futures	3068.34	3068.34	3067.79	3067.79	218.0
2019-05-27 01:40:00	ES	Futures	3068.06	3068.06	3067.52	3067.79	325.0
2019-05-27 01:45:00	ES	Futures	3068.06	3069.15	3067.79	3068.88	294.0
2019-05-27 01:50:00	ES	Futures	3068.88	3069.96	3068.88	3069.69	476.0
2019-05-27 01:55:00	ES	Futures	3069.69	3070.23	3069.15	3069.69	528.0
2019-05-27 02:00:00	ES	Futures	3069.69	3071.05	3069.15	3070.78	801.0
2019-05-27 02:05:00	ES	Futures	3070.5	3072.13	3070.5	3072.13	874.0
2019-05-27 02:10:00	ES	Futures	3072.13	3074.03	3072.13	3073.22	926.0
2019-05-27 02:15:00	ES	Futures	3073.22	3073.76	3072.94	3073.49	493.0
2019-05-27 02:20:00	ES	Futures	3073.22	3073.76	3072.4	3072.94	578.0
2019-05-27 02:25:00	ES	Futures	3072.67	3072.67	3071.59	3071.86	473.0
2019-05-27 02:30:00	ES	Futures	3071.86	3073.22	3071.59	3071.86	984.0
2019-05-27 02:35:00	ES	Futures	3071.59	3072.13	3071.05	3071.86	353.0
2019-05-27 02:40:00	ES	Futures	3071.59	3071.86	3071.32	3071.59	247.0
2019-05-27 02:45:00	ES	Futures	3071.32	3071.86	3071.32	3071.86	134.0
2019-05-27 02:50:00	ES	Futures	3071.59	3073.22	3071.59	3073.22	360.0
2019-05-27 02:55:00	ES	Futures	3073.49	3074.03	3073.22	3073.76	966.0
2019-05-27 03:00:00	ES	Futures	3073.76	3075.38	3072.94	3072.94	1501.0
2019-05-27 03:05:00	ES	Futures	3073.22	3073.49	3072.67	3072.94	768.0
2019-05-27 03:10:00	ES	Futures	3073.22	3074.03	3072.94	3073.76	484.0
2019-05-27 03:15:00	ES	Futures	3073.76	3078.1	3073.49	3078.1	2560.0
2019-05-27 03:20:00	ES	Futures	3077.82	3078.91	3075.66	3076.2	1723.0
2019-05-27 03:25:00	ES	Futures	3076.2	3077.01	3075.38	3075.93	826.0
2019-05-27 03:30:00	ES	Futures	3075.93	3076.74	3075.66	3075.93	776.0
2019-05-27 03:35:00	ES	Futures	3075.93	3077.01	3074.84	3075.11	916.0
2019-05-27 03:40:00	ES	Futures	3075.11	3075.38	3074.03	3074.3	857.0
2019-05-27 03:45:00	ES	Futures	3074.03	3074.57	3073.76	3074.3	573.0
2019-05-27 03:50:00	ES	Futures	3074.3	3075.93	3074.3	3074.57	802.0
2019-05-27 03:55:00	ES	Futures	3074.57	3076.2	3074.57	3075.11	765.0
2019-05-27 04:00:00	ES	Futures	3075.38	3075.93	3073.22	3074.3	1114.0
2019-05-27 04:05:00	ES	Futures	3074.3	3074.57	3073.22	3073.49	559.0

> showing 50 of 11,568 rows — these rows as CSV

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