PREVIEW / futures_5min / 2019-05-29

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-29.parquet
  size:    284 KB
  rows:    17,935

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
2019-05-29 00:00:00	ES	Futures	3032.01	3032.28	3031.19	3031.47	331.0
2019-05-29 00:05:00	ES	Futures	3031.74	3032.28	3031.47	3032.28	257.0
2019-05-29 00:10:00	ES	Futures	3032.01	3032.28	3031.74	3032.01	255.0
2019-05-29 00:15:00	ES	Futures	3031.74	3032.01	3031.74	3032.01	184.0
2019-05-29 00:20:00	ES	Futures	3032.01	3032.82	3032.01	3032.82	386.0
2019-05-29 00:25:00	ES	Futures	3032.55	3032.82	3032.55	3032.55	173.0
2019-05-29 00:30:00	ES	Futures	3032.55	3032.55	3032.28	3032.55	344.0
2019-05-29 00:35:00	ES	Futures	3032.28	3032.55	3032.01	3032.01	312.0
2019-05-29 00:40:00	ES	Futures	3032.01	3032.01	3031.19	3031.47	510.0
2019-05-29 00:45:00	ES	Futures	3031.19	3031.47	3030.65	3030.65	308.0
2019-05-29 00:50:00	ES	Futures	3030.65	3031.19	3030.38	3030.65	457.0
2019-05-29 00:55:00	ES	Futures	3030.65	3030.92	3030.11	3030.65	604.0
2019-05-29 01:00:00	ES	Futures	3030.65	3033.09	3030.38	3032.82	1318.0
2019-05-29 01:05:00	ES	Futures	3032.82	3033.09	3032.55	3032.55	569.0
2019-05-29 01:10:00	ES	Futures	3032.55	3032.82	3032.01	3032.01	329.0
2019-05-29 01:15:00	ES	Futures	3032.01	3032.82	3031.74	3032.55	289.0
2019-05-29 01:20:00	ES	Futures	3032.55	3033.36	3032.55	3033.36	741.0
2019-05-29 01:25:00	ES	Futures	3033.09	3035.26	3033.09	3034.45	1469.0
2019-05-29 01:30:00	ES	Futures	3034.45	3034.72	3033.63	3034.18	1123.0
2019-05-29 01:35:00	ES	Futures	3034.18	3034.99	3034.18	3034.45	616.0
2019-05-29 01:40:00	ES	Futures	3034.45	3036.35	3034.18	3036.07	2157.0
2019-05-29 01:45:00	ES	Futures	3036.07	3036.35	3034.99	3035.53	896.0
2019-05-29 01:50:00	ES	Futures	3035.53	3035.53	3033.36	3033.36	953.0
2019-05-29 01:55:00	ES	Futures	3033.63	3034.18	3033.09	3033.36	867.0
2019-05-29 02:00:00	ES	Futures	3033.36	3034.18	3033.36	3033.63	830.0
2019-05-29 02:05:00	ES	Futures	3033.63	3034.18	3033.09	3033.63	800.0
2019-05-29 02:10:00	ES	Futures	3033.36	3033.63	3031.74	3032.01	1290.0
2019-05-29 02:15:00	ES	Futures	3032.01	3032.28	3027.94	3028.21	3077.0
2019-05-29 02:20:00	ES	Futures	3028.21	3028.21	3022.25	3023.6	7910.0
2019-05-29 02:25:00	ES	Futures	3023.87	3024.69	3022.52	3024.42	2104.0
2019-05-29 02:30:00	ES	Futures	3024.42	3025.77	3023.06	3023.33	2703.0
2019-05-29 02:35:00	ES	Futures	3023.33	3026.86	3023.33	3026.31	1892.0
2019-05-29 02:40:00	ES	Futures	3026.31	3026.86	3025.23	3025.5	1217.0
2019-05-29 02:45:00	ES	Futures	3025.5	3026.04	3023.87	3024.42	1164.0
2019-05-29 02:50:00	ES	Futures	3024.42	3025.23	3022.25	3024.42	3309.0
2019-05-29 02:55:00	ES	Futures	3024.15	3024.69	3021.43	3023.06	2287.0
2019-05-29 03:00:00	ES	Futures	3023.06	3024.69	3022.52	3024.15	2900.0
2019-05-29 03:05:00	ES	Futures	3024.15	3024.42	3022.25	3023.06	2160.0
2019-05-29 03:10:00	ES	Futures	3023.06	3024.96	3020.08	3020.35	4282.0
2019-05-29 03:15:00	ES	Futures	3020.35	3021.16	3018.72	3019.54	5757.0
2019-05-29 03:20:00	ES	Futures	3019.54	3023.06	3019.54	3020.89	2546.0
2019-05-29 03:25:00	ES	Futures	3020.89	3022.79	3019.27	3022.52	2859.0
2019-05-29 03:30:00	ES	Futures	3022.52	3025.23	3022.25	3022.52	4184.0
2019-05-29 03:35:00	ES	Futures	3022.52	3025.23	3022.52	3023.87	3548.0
2019-05-29 03:40:00	ES	Futures	3024.15	3024.42	3022.52	3023.33	2160.0
2019-05-29 03:45:00	ES	Futures	3023.33	3024.42	3022.52	3023.33	2430.0
2019-05-29 03:50:00	ES	Futures	3023.33	3023.33	3019.54	3021.16	3596.0
2019-05-29 03:55:00	ES	Futures	3021.16	3023.33	3020.89	3022.52	4078.0
2019-05-29 04:00:00	ES	Futures	3022.52	3024.15	3022.52	3023.06	1360.0
2019-05-29 04:05:00	ES	Futures	3023.06	3024.69	3022.79	3023.87	1822.0

> showing 50 of 17,935 rows — these rows as CSV

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