PREVIEW / futures_5min / 2019-05-28

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-28.parquet
  size:    280 KB
  rows:    17,386

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
2019-05-28 00:00:00	ES	Futures	3077.55	3077.82	3076.74	3077.28	743.0
2019-05-28 00:05:00	ES	Futures	3077.01	3077.55	3077.01	3077.01	255.0
2019-05-28 00:10:00	ES	Futures	3077.28	3077.28	3076.74	3077.28	167.0
2019-05-28 00:15:00	ES	Futures	3077.28	3077.28	3076.74	3077.01	518.0
2019-05-28 00:20:00	ES	Futures	3077.01	3077.28	3076.74	3077.28	126.0
2019-05-28 00:25:00	ES	Futures	3077.28	3077.55	3077.01	3077.28	160.0
2019-05-28 00:30:00	ES	Futures	3077.28	3077.55	3077.01	3077.28	46.0
2019-05-28 00:35:00	ES	Futures	3077.28	3078.64	3077.28	3078.1	619.0
2019-05-28 00:40:00	ES	Futures	3078.1	3078.1	3077.55	3078.1	248.0
2019-05-28 00:45:00	ES	Futures	3078.1	3078.1	3077.55	3077.82	269.0
2019-05-28 00:50:00	ES	Futures	3077.55	3077.82	3076.74	3077.01	233.0
2019-05-28 00:55:00	ES	Futures	3077.01	3077.28	3076.74	3077.28	239.0
2019-05-28 01:00:00	ES	Futures	3077.28	3077.55	3076.74	3077.01	269.0
2019-05-28 01:05:00	ES	Futures	3077.01	3077.01	3076.47	3077.01	240.0
2019-05-28 01:10:00	ES	Futures	3077.01	3077.28	3076.74	3077.28	167.0
2019-05-28 01:15:00	ES	Futures	3077.28	3077.82	3077.01	3077.28	760.0
2019-05-28 01:20:00	ES	Futures	3077.55	3079.72	3077.55	3078.91	1436.0
2019-05-28 01:25:00	ES	Futures	3079.18	3079.45	3078.64	3079.18	548.0
2019-05-28 01:30:00	ES	Futures	3079.18	3079.18	3078.37	3078.37	696.0
2019-05-28 01:35:00	ES	Futures	3078.64	3079.72	3078.37	3078.64	850.0
2019-05-28 01:40:00	ES	Futures	3078.91	3079.18	3078.64	3078.91	486.0
2019-05-28 01:45:00	ES	Futures	3079.18	3079.18	3077.82	3078.37	959.0
2019-05-28 01:50:00	ES	Futures	3078.37	3079.18	3078.1	3078.91	428.0
2019-05-28 01:55:00	ES	Futures	3079.18	3079.18	3077.55	3077.82	611.0
2019-05-28 02:00:00	ES	Futures	3077.82	3078.1	3076.47	3076.74	1646.0
2019-05-28 02:05:00	ES	Futures	3076.74	3077.55	3076.47	3077.01	974.0
2019-05-28 02:10:00	ES	Futures	3077.28	3077.28	3076.74	3077.01	280.0
2019-05-28 02:15:00	ES	Futures	3077.01	3077.01	3075.66	3075.93	766.0
2019-05-28 02:20:00	ES	Futures	3076.2	3076.74	3075.38	3075.38	690.0
2019-05-28 02:25:00	ES	Futures	3075.66	3075.66	3074.3	3074.57	1061.0
2019-05-28 02:30:00	ES	Futures	3074.57	3074.84	3074.3	3074.57	691.0
2019-05-28 02:35:00	ES	Futures	3074.57	3074.57	3073.76	3074.03	663.0
2019-05-28 02:40:00	ES	Futures	3074.03	3074.3	3073.49	3073.76	452.0
2019-05-28 02:45:00	ES	Futures	3073.76	3073.76	3071.86	3073.22	1651.0
2019-05-28 02:50:00	ES	Futures	3073.49	3073.76	3072.67	3073.49	664.0
2019-05-28 02:55:00	ES	Futures	3073.49	3075.11	3072.94	3074.3	1763.0
2019-05-28 03:00:00	ES	Futures	3074.3	3075.66	3072.94	3074.57	2437.0
2019-05-28 03:05:00	ES	Futures	3074.84	3074.84	3072.13	3072.13	1912.0
2019-05-28 03:10:00	ES	Futures	3072.4	3073.76	3070.78	3071.32	2422.0
2019-05-28 03:15:00	ES	Futures	3071.32	3071.32	3068.61	3069.96	3621.0
2019-05-28 03:20:00	ES	Futures	3070.23	3072.67	3069.42	3072.13	3674.0
2019-05-28 03:25:00	ES	Futures	3072.13	3073.76	3070.5	3073.22	2670.0
2019-05-28 03:30:00	ES	Futures	3073.49	3073.49	3072.13	3072.67	1512.0
2019-05-28 03:35:00	ES	Futures	3072.94	3074.3	3072.67	3073.76	1517.0
2019-05-28 03:40:00	ES	Futures	3074.03	3074.03	3070.5	3071.05	1750.0
2019-05-28 03:45:00	ES	Futures	3071.05	3072.94	3070.23	3071.59	1400.0
2019-05-28 03:50:00	ES	Futures	3071.86	3072.13	3070.23	3071.86	1356.0
2019-05-28 03:55:00	ES	Futures	3071.86	3072.13	3071.32	3071.59	949.0
2019-05-28 04:00:00	ES	Futures	3071.86	3071.86	3066.98	3068.06	4148.0
2019-05-28 04:05:00	ES	Futures	3068.34	3068.34	3066.17	3067.25	3638.0

> showing 50 of 17,386 rows — these rows as CSV

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