PREVIEW / futures_5min / 2019-05-30

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-30.parquet
  size:    282 KB
  rows:    17,549

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
2019-05-30 00:00:00	ES	Futures	3020.08	3020.62	3020.08	3020.35	350.0
2019-05-30 00:05:00	ES	Futures	3020.08	3020.35	3019.81	3020.08	255.0
2019-05-30 00:10:00	ES	Futures	3020.08	3020.62	3019.81	3020.35	159.0
2019-05-30 00:15:00	ES	Futures	3020.62	3020.89	3020.35	3020.35	246.0
2019-05-30 00:20:00	ES	Futures	3020.08	3020.62	3020.08	3020.35	146.0
2019-05-30 00:25:00	ES	Futures	3020.62	3021.16	3020.35	3020.89	349.0
2019-05-30 00:30:00	ES	Futures	3020.89	3020.89	3020.08	3020.35	508.0
2019-05-30 00:35:00	ES	Futures	3020.08	3020.89	3020.08	3020.35	265.0
2019-05-30 00:40:00	ES	Futures	3020.62	3021.71	3020.35	3020.89	878.0
2019-05-30 00:45:00	ES	Futures	3020.89	3021.43	3020.62	3021.16	210.0
2019-05-30 00:50:00	ES	Futures	3020.89	3021.71	3020.89	3021.16	116.0
2019-05-30 00:55:00	ES	Futures	3021.43	3021.43	3021.16	3021.16	222.0
2019-05-30 01:00:00	ES	Futures	3021.16	3021.98	3020.35	3021.71	820.0
2019-05-30 01:05:00	ES	Futures	3021.71	3021.71	3020.62	3020.62	483.0
2019-05-30 01:10:00	ES	Futures	3020.62	3021.16	3020.62	3020.62	483.0
2019-05-30 01:15:00	ES	Futures	3020.62	3021.16	3020.08	3020.62	696.0
2019-05-30 01:20:00	ES	Futures	3020.89	3020.89	3020.35	3020.62	589.0
2019-05-30 01:25:00	ES	Futures	3020.62	3020.89	3020.35	3020.62	318.0
2019-05-30 01:30:00	ES	Futures	3020.35	3020.89	3020.08	3020.62	337.0
2019-05-30 01:35:00	ES	Futures	3020.35	3021.16	3020.08	3021.16	385.0
2019-05-30 01:40:00	ES	Futures	3021.16	3021.43	3020.62	3020.89	502.0
2019-05-30 01:45:00	ES	Futures	3020.89	3021.98	3020.62	3021.71	555.0
2019-05-30 01:50:00	ES	Futures	3021.71	3021.71	3020.89	3021.16	515.0
2019-05-30 01:55:00	ES	Futures	3021.16	3021.98	3021.16	3021.98	431.0
2019-05-30 02:00:00	ES	Futures	3021.98	3022.79	3021.71	3022.25	1608.0
2019-05-30 02:05:00	ES	Futures	3022.25	3024.42	3022.25	3024.15	1837.0
2019-05-30 02:10:00	ES	Futures	3023.87	3024.15	3022.52	3023.06	1001.0
2019-05-30 02:15:00	ES	Futures	3022.79	3022.79	3021.16	3021.98	1074.0
2019-05-30 02:20:00	ES	Futures	3021.98	3022.25	3020.89	3020.89	436.0
2019-05-30 02:25:00	ES	Futures	3021.16	3022.52	3020.89	3022.52	576.0
2019-05-30 02:30:00	ES	Futures	3022.52	3023.06	3021.98	3022.25	814.0
2019-05-30 02:35:00	ES	Futures	3022.25	3022.79	3022.25	3022.52	258.0
2019-05-30 02:40:00	ES	Futures	3022.52	3023.87	3022.52	3023.33	753.0
2019-05-30 02:45:00	ES	Futures	3023.6	3024.69	3022.79	3024.69	1039.0
2019-05-30 02:50:00	ES	Futures	3024.69	3025.5	3023.87	3025.23	1529.0
2019-05-30 02:55:00	ES	Futures	3025.23	3025.5	3024.15	3024.42	845.0
2019-05-30 03:00:00	ES	Futures	3024.69	3025.5	3023.6	3025.5	1914.0
2019-05-30 03:05:00	ES	Futures	3025.23	3027.13	3025.23	3026.04	3412.0
2019-05-30 03:10:00	ES	Futures	3025.77	3025.77	3023.6	3023.87	1729.0
2019-05-30 03:15:00	ES	Futures	3023.87	3025.23	3023.6	3025.23	1057.0
2019-05-30 03:20:00	ES	Futures	3025.23	3028.21	3024.69	3027.4	4072.0
2019-05-30 03:25:00	ES	Futures	3027.4	3027.67	3026.04	3026.59	2033.0
2019-05-30 03:30:00	ES	Futures	3026.59	3027.4	3025.77	3026.59	1832.0
2019-05-30 03:35:00	ES	Futures	3026.86	3028.48	3026.59	3027.67	2248.0
2019-05-30 03:40:00	ES	Futures	3027.67	3028.75	3026.86	3027.4	1618.0
2019-05-30 03:45:00	ES	Futures	3027.13	3027.13	3026.04	3026.59	895.0
2019-05-30 03:50:00	ES	Futures	3026.31	3027.4	3026.31	3027.4	632.0
2019-05-30 03:55:00	ES	Futures	3027.13	3027.4	3026.59	3026.59	884.0
2019-05-30 04:00:00	ES	Futures	3026.86	3026.86	3024.42	3024.69	1594.0
2019-05-30 04:05:00	ES	Futures	3024.69	3024.96	3024.15	3024.96	1438.0

> showing 50 of 17,549 rows — these rows as CSV

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