PREVIEW / futures_5min / 2019-06-03

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-03.parquet
  size:    307 KB
  rows:    17,943

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
2019-06-03 00:00:00	ES	Futures	2969.65	2969.93	2967.21	2968.57	2607.0
2019-06-03 00:05:00	ES	Futures	2968.57	2969.11	2968.57	2969.11	209.0
2019-06-03 00:10:00	ES	Futures	2968.84	2969.11	2967.76	2968.03	890.0
2019-06-03 00:15:00	ES	Futures	2967.76	2968.3	2967.76	2968.03	358.0
2019-06-03 00:20:00	ES	Futures	2968.03	2968.03	2966.94	2966.94	453.0
2019-06-03 00:25:00	ES	Futures	2967.21	2967.76	2966.94	2967.49	656.0
2019-06-03 00:30:00	ES	Futures	2967.21	2968.3	2967.21	2967.76	789.0
2019-06-03 00:35:00	ES	Futures	2967.76	2968.03	2967.21	2968.03	650.0
2019-06-03 00:40:00	ES	Futures	2967.76	2968.84	2967.76	2968.03	1051.0
2019-06-03 00:45:00	ES	Futures	2968.03	2968.3	2967.49	2968.03	433.0
2019-06-03 00:50:00	ES	Futures	2968.03	2968.03	2966.67	2966.94	689.0
2019-06-03 00:55:00	ES	Futures	2966.94	2967.49	2965.86	2965.86	1142.0
2019-06-03 01:00:00	ES	Futures	2965.86	2967.76	2965.86	2966.67	1481.0
2019-06-03 01:05:00	ES	Futures	2966.94	2969.11	2966.67	2968.3	878.0
2019-06-03 01:10:00	ES	Futures	2968.3	2969.38	2968.3	2969.11	1060.0
2019-06-03 01:15:00	ES	Futures	2969.11	2969.93	2968.84	2969.65	927.0
2019-06-03 01:20:00	ES	Futures	2969.65	2969.93	2969.38	2969.65	523.0
2019-06-03 01:25:00	ES	Futures	2969.65	2970.2	2969.38	2969.65	694.0
2019-06-03 01:30:00	ES	Futures	2969.93	2971.28	2969.65	2970.47	1215.0
2019-06-03 01:35:00	ES	Futures	2970.74	2971.28	2970.2	2970.2	783.0
2019-06-03 01:40:00	ES	Futures	2970.2	2971.82	2969.93	2971.28	825.0
2019-06-03 01:45:00	ES	Futures	2971.28	2972.09	2971.28	2971.28	1143.0
2019-06-03 01:50:00	ES	Futures	2971.55	2971.82	2970.74	2971.01	1276.0
2019-06-03 01:55:00	ES	Futures	2971.01	2971.55	2970.74	2971.28	700.0
2019-06-03 02:00:00	ES	Futures	2971.28	2974.53	2971.28	2973.18	4541.0
2019-06-03 02:05:00	ES	Futures	2973.18	2973.99	2972.64	2973.45	1811.0
2019-06-03 02:10:00	ES	Futures	2973.45	2973.99	2972.37	2972.37	1912.0
2019-06-03 02:15:00	ES	Futures	2972.37	2972.64	2970.47	2970.74	2029.0
2019-06-03 02:20:00	ES	Futures	2970.74	2971.01	2969.93	2970.74	1229.0
2019-06-03 02:25:00	ES	Futures	2970.47	2971.28	2969.93	2970.2	1326.0
2019-06-03 02:30:00	ES	Futures	2970.47	2972.37	2970.2	2972.09	1276.0
2019-06-03 02:35:00	ES	Futures	2972.09	2973.45	2971.82	2973.18	1546.0
2019-06-03 02:40:00	ES	Futures	2973.18	2974.53	2972.37	2972.64	1931.0
2019-06-03 02:45:00	ES	Futures	2972.64	2973.18	2971.82	2972.09	931.0
2019-06-03 02:50:00	ES	Futures	2972.09	2972.37	2970.74	2972.09	1108.0
2019-06-03 02:55:00	ES	Futures	2972.09	2972.37	2970.47	2971.55	1519.0
2019-06-03 03:00:00	ES	Futures	2971.82	2972.91	2970.74	2971.28	3557.0
2019-06-03 03:05:00	ES	Futures	2971.28	2971.82	2969.11	2969.38	2909.0
2019-06-03 03:10:00	ES	Futures	2969.65	2969.93	2966.67	2967.49	3458.0
2019-06-03 03:15:00	ES	Futures	2967.49	2968.57	2966.4	2968.3	4134.0
2019-06-03 03:20:00	ES	Futures	2968.3	2968.57	2966.67	2967.49	2114.0
2019-06-03 03:25:00	ES	Futures	2967.21	2967.21	2965.05	2965.59	3881.0
2019-06-03 03:30:00	ES	Futures	2965.32	2967.21	2963.69	2964.5	4947.0
2019-06-03 03:35:00	ES	Futures	2964.5	2965.59	2963.69	2964.23	2738.0
2019-06-03 03:40:00	ES	Futures	2963.96	2964.5	2963.15	2963.96	1816.0
2019-06-03 03:45:00	ES	Futures	2964.23	2965.32	2961.79	2962.33	4007.0
2019-06-03 03:50:00	ES	Futures	2962.61	2965.05	2962.61	2965.05	3052.0
2019-06-03 03:55:00	ES	Futures	2965.32	2966.4	2963.96	2964.77	2713.0
2019-06-03 04:00:00	ES	Futures	2964.77	2967.21	2964.77	2966.67	2593.0
2019-06-03 04:05:00	ES	Futures	2966.67	2967.76	2965.59	2966.4	3498.0

> showing 50 of 17,943 rows — these rows as CSV

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