PREVIEW / futures_5min / 2019-05-31

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-31.parquet
  size:    257 KB
  rows:    14,803

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
2019-05-31 00:00:00	ES	Futures	3007.61	3007.88	3006.8	3007.34	647.0
2019-05-31 00:05:00	ES	Futures	3007.34	3007.34	3006.25	3007.07	650.0
2019-05-31 00:10:00	ES	Futures	3006.8	3007.61	3006.25	3007.07	407.0
2019-05-31 00:15:00	ES	Futures	3007.07	3007.61	3006.52	3007.34	453.0
2019-05-31 00:20:00	ES	Futures	3007.07	3007.07	3006.25	3007.07	489.0
2019-05-31 00:25:00	ES	Futures	3006.8	3007.34	3006.52	3007.07	329.0
2019-05-31 00:30:00	ES	Futures	3007.07	3007.07	3006.52	3006.8	148.0
2019-05-31 00:35:00	ES	Futures	3007.07	3007.34	3006.8	3007.07	563.0
2019-05-31 00:40:00	ES	Futures	3006.8	3006.8	3005.98	3006.52	540.0
2019-05-31 00:45:00	ES	Futures	3006.25	3006.8	3005.44	3005.44	547.0
2019-05-31 00:50:00	ES	Futures	3005.71	3005.71	3003.54	3003.54	1488.0
2019-05-31 00:55:00	ES	Futures	3003.54	3004.9	3003.27	3004.36	1058.0
2019-05-31 01:00:00	ES	Futures	3004.36	3005.44	3004.08	3005.17	755.0
2019-05-31 01:05:00	ES	Futures	3005.17	3005.44	3002.46	3002.46	1442.0
2019-05-31 01:10:00	ES	Futures	3002.46	3003.0	3001.64	3003.0	1464.0
2019-05-31 01:15:00	ES	Futures	3002.73	3003.27	3001.64	3003.0	1243.0
2019-05-31 01:20:00	ES	Futures	3002.73	3002.73	3001.37	3001.64	1327.0
2019-05-31 01:25:00	ES	Futures	3001.64	3002.19	3000.83	3001.1	1620.0
2019-05-31 01:30:00	ES	Futures	3001.1	3002.46	3001.1	3002.19	1268.0
2019-05-31 01:35:00	ES	Futures	3001.92	3004.36	3001.92	3003.27	1493.0
2019-05-31 01:40:00	ES	Futures	3003.54	3003.54	3002.46	3002.46	916.0
2019-05-31 01:45:00	ES	Futures	3002.19	3002.46	3001.1	3001.37	1061.0
2019-05-31 01:50:00	ES	Futures	3001.1	3002.19	3000.83	3001.1	859.0
2019-05-31 01:55:00	ES	Futures	3001.1	3001.64	3000.29	3001.37	1342.0
2019-05-31 02:00:00	ES	Futures	3001.37	3002.73	3001.1	3001.92	1730.0
2019-05-31 02:05:00	ES	Futures	3002.19	3002.46	3000.83	3001.1	1256.0
2019-05-31 02:10:00	ES	Futures	3000.83	3002.19	3000.29	3000.29	1271.0
2019-05-31 02:15:00	ES	Futures	3000.56	3001.37	2999.48	3000.29	2418.0
2019-05-31 02:20:00	ES	Futures	3000.29	3001.1	3000.02	3000.02	1040.0
2019-05-31 02:25:00	ES	Futures	3000.02	3000.29	2998.66	3000.29	1791.0
2019-05-31 02:30:00	ES	Futures	3000.02	3000.29	2998.93	2999.2	1646.0
2019-05-31 02:35:00	ES	Futures	2999.2	3001.1	2999.2	3000.29	1214.0
2019-05-31 02:40:00	ES	Futures	3000.29	3001.37	3000.29	3000.56	1045.0
2019-05-31 02:45:00	ES	Futures	3000.56	3000.83	2999.2	2999.48	1053.0
2019-05-31 02:50:00	ES	Futures	2999.75	3000.83	2998.93	3000.83	1250.0
2019-05-31 02:55:00	ES	Futures	3000.83	3000.83	2998.12	2998.39	1892.0
2019-05-31 03:00:00	ES	Futures	2998.12	3000.29	2996.76	2996.76	5948.0
2019-05-31 03:05:00	ES	Futures	2997.04	2998.12	2995.95	2996.22	5951.0
2019-05-31 03:10:00	ES	Futures	2995.95	2996.49	2993.24	2994.6	9579.0
2019-05-31 03:15:00	ES	Futures	2994.6	2996.22	2993.51	2995.68	3993.0
2019-05-31 03:20:00	ES	Futures	2995.68	2997.58	2994.87	2997.31	3058.0
2019-05-31 03:25:00	ES	Futures	2997.31	2997.85	2995.95	2996.22	1783.0
2019-05-31 03:30:00	ES	Futures	2996.22	2996.76	2994.87	2995.68	2990.0
2019-05-31 03:35:00	ES	Futures	2995.68	2997.85	2995.14	2997.04	2320.0
2019-05-31 03:40:00	ES	Futures	2997.31	2998.66	2996.22	2998.39	3117.0
2019-05-31 03:45:00	ES	Futures	2998.39	2998.66	2995.41	2995.68	1816.0
2019-05-31 03:50:00	ES	Futures	2995.41	2995.68	2991.34	2992.43	6490.0
2019-05-31 03:55:00	ES	Futures	2992.43	2995.41	2992.16	2994.6	3225.0
2019-05-31 04:00:00	ES	Futures	2994.6	2997.31	2994.6	2997.04	3156.0
2019-05-31 04:05:00	ES	Futures	2997.31	2998.39	2996.22	2998.12	3040.0

> showing 50 of 14,803 rows — these rows as CSV

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