PREVIEW / futures_5min / 2019-06-02

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-02.parquet
  size:    65 KB
  rows:    3,415

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
2019-06-02 18:00:00	ES	Futures	2972.37	2976.16	2969.93	2970.47	12547.0
2019-06-02 18:05:00	ES	Futures	2970.47	2972.09	2969.65	2971.55	2238.0
2019-06-02 18:10:00	ES	Futures	2971.28	2972.09	2969.65	2969.65	2488.0
2019-06-02 18:15:00	ES	Futures	2969.38	2970.74	2968.03	2968.3	2107.0
2019-06-02 18:20:00	ES	Futures	2968.03	2968.3	2962.88	2964.23	4537.0
2019-06-02 18:25:00	ES	Futures	2964.23	2966.94	2963.42	2966.67	2414.0
2019-06-02 18:30:00	ES	Futures	2966.67	2968.84	2966.4	2967.76	2209.0
2019-06-02 18:35:00	ES	Futures	2967.49	2968.3	2965.32	2965.32	791.0
2019-06-02 18:40:00	ES	Futures	2965.32	2966.67	2963.42	2966.13	1910.0
2019-06-02 18:45:00	ES	Futures	2966.13	2966.67	2964.77	2965.59	1095.0
2019-06-02 18:50:00	ES	Futures	2965.59	2967.76	2965.05	2965.59	1170.0
2019-06-02 18:55:00	ES	Futures	2965.59	2967.49	2965.05	2966.13	653.0
2019-06-02 19:00:00	ES	Futures	2966.13	2967.49	2965.32	2966.94	1665.0
2019-06-02 19:05:00	ES	Futures	2966.94	2968.57	2966.67	2967.76	702.0
2019-06-02 19:10:00	ES	Futures	2968.03	2969.11	2967.49	2967.76	1363.0
2019-06-02 19:15:00	ES	Futures	2968.03	2969.11	2967.49	2967.76	963.0
2019-06-02 19:20:00	ES	Futures	2967.76	2968.84	2967.49	2967.76	723.0
2019-06-02 19:25:00	ES	Futures	2968.03	2969.38	2967.76	2969.11	891.0
2019-06-02 19:30:00	ES	Futures	2969.11	2969.11	2966.67	2967.21	919.0
2019-06-02 19:35:00	ES	Futures	2967.21	2968.3	2966.94	2968.3	922.0
2019-06-02 19:40:00	ES	Futures	2968.03	2968.3	2966.67	2966.67	1100.0
2019-06-02 19:45:00	ES	Futures	2966.67	2967.21	2966.13	2966.67	1472.0
2019-06-02 19:50:00	ES	Futures	2966.67	2967.76	2966.13	2966.4	1194.0
2019-06-02 19:55:00	ES	Futures	2966.4	2967.76	2965.86	2966.94	1188.0
2019-06-02 20:00:00	ES	Futures	2966.94	2969.38	2965.05	2969.38	3811.0
2019-06-02 20:05:00	ES	Futures	2969.38	2970.47	2968.03	2969.38	2871.0
2019-06-02 20:10:00	ES	Futures	2969.11	2969.93	2968.3	2968.84	1598.0
2019-06-02 20:15:00	ES	Futures	2968.57	2969.93	2968.03	2969.65	1852.0
2019-06-02 20:20:00	ES	Futures	2969.65	2970.47	2968.57	2968.57	1424.0
2019-06-02 20:25:00	ES	Futures	2968.57	2969.93	2968.03	2969.11	1341.0
2019-06-02 20:30:00	ES	Futures	2969.38	2971.82	2968.84	2971.28	2455.0
2019-06-02 20:35:00	ES	Futures	2971.55	2971.55	2970.74	2971.01	1177.0
2019-06-02 20:40:00	ES	Futures	2971.01	2971.82	2969.93	2970.74	1535.0
2019-06-02 20:45:00	ES	Futures	2970.47	2971.55	2970.47	2971.01	1177.0
2019-06-02 20:50:00	ES	Futures	2971.01	2971.82	2971.01	2971.82	902.0
2019-06-02 20:55:00	ES	Futures	2971.82	2971.82	2970.74	2971.55	856.0
2019-06-02 21:00:00	ES	Futures	2971.55	2972.09	2969.38	2970.47	1614.0
2019-06-02 21:05:00	ES	Futures	2970.74	2970.74	2969.11	2969.11	977.0
2019-06-02 21:10:00	ES	Futures	2969.11	2969.38	2968.57	2968.84	1239.0
2019-06-02 21:15:00	ES	Futures	2968.84	2971.01	2968.84	2969.65	2112.0
2019-06-02 21:20:00	ES	Futures	2969.65	2969.93	2968.03	2969.11	1628.0
2019-06-02 21:25:00	ES	Futures	2969.11	2971.28	2968.84	2970.47	1855.0
2019-06-02 21:30:00	ES	Futures	2970.47	2971.55	2968.84	2969.11	2243.0
2019-06-02 21:35:00	ES	Futures	2969.11	2970.2	2968.03	2968.57	2850.0
2019-06-02 21:40:00	ES	Futures	2968.3	2969.93	2968.03	2969.93	1354.0
2019-06-02 21:45:00	ES	Futures	2969.93	2972.37	2969.93	2970.74	3892.0
2019-06-02 21:50:00	ES	Futures	2970.74	2971.82	2969.38	2971.01	1773.0
2019-06-02 21:55:00	ES	Futures	2971.28	2971.82	2969.93	2969.93	1629.0
2019-06-02 22:00:00	ES	Futures	2969.93	2970.74	2968.84	2968.84	1373.0
2019-06-02 22:05:00	ES	Futures	2968.84	2970.74	2968.57	2968.84	1773.0

> showing 50 of 3,415 rows — these rows as CSV

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