PREVIEW / futures_5min / 2019-06-04

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-04.parquet
  size:    298 KB
  rows:    17,689

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
2019-06-04 00:00:00	ES	Futures	2984.84	2985.92	2984.84	2985.11	427.0
2019-06-04 00:05:00	ES	Futures	2985.11	2985.92	2985.11	2985.92	438.0
2019-06-04 00:10:00	ES	Futures	2985.65	2985.92	2985.38	2985.92	255.0
2019-06-04 00:15:00	ES	Futures	2985.65	2985.92	2984.84	2984.84	222.0
2019-06-04 00:20:00	ES	Futures	2984.84	2985.38	2984.56	2984.56	291.0
2019-06-04 00:25:00	ES	Futures	2984.56	2984.84	2984.29	2984.84	341.0
2019-06-04 00:30:00	ES	Futures	2984.56	2985.92	2984.56	2985.11	989.0
2019-06-04 00:35:00	ES	Futures	2985.38	2985.38	2984.56	2984.84	407.0
2019-06-04 00:40:00	ES	Futures	2984.56	2984.56	2983.21	2983.48	864.0
2019-06-04 00:45:00	ES	Futures	2983.48	2984.02	2983.21	2984.02	353.0
2019-06-04 00:50:00	ES	Futures	2983.75	2984.02	2983.75	2984.02	196.0
2019-06-04 00:55:00	ES	Futures	2984.02	2984.02	2982.94	2983.48	403.0
2019-06-04 01:00:00	ES	Futures	2983.48	2984.02	2982.94	2983.21	527.0
2019-06-04 01:05:00	ES	Futures	2983.21	2984.02	2982.4	2983.75	740.0
2019-06-04 01:10:00	ES	Futures	2983.75	2984.29	2983.48	2984.02	390.0
2019-06-04 01:15:00	ES	Futures	2983.75	2984.84	2983.75	2984.56	425.0
2019-06-04 01:20:00	ES	Futures	2984.56	2984.56	2984.02	2984.56	366.0
2019-06-04 01:25:00	ES	Futures	2984.56	2985.11	2984.29	2984.56	269.0
2019-06-04 01:30:00	ES	Futures	2984.56	2984.84	2982.94	2983.21	948.0
2019-06-04 01:35:00	ES	Futures	2983.48	2984.29	2983.21	2983.75	648.0
2019-06-04 01:40:00	ES	Futures	2983.48	2984.56	2983.48	2984.29	676.0
2019-06-04 01:45:00	ES	Futures	2984.56	2984.56	2983.48	2984.56	814.0
2019-06-04 01:50:00	ES	Futures	2984.84	2985.38	2984.29	2985.38	723.0
2019-06-04 01:55:00	ES	Futures	2985.11	2985.65	2984.84	2984.84	708.0
2019-06-04 02:00:00	ES	Futures	2985.11	2986.19	2984.29	2984.84	1814.0
2019-06-04 02:05:00	ES	Futures	2984.84	2984.84	2983.48	2984.02	1092.0
2019-06-04 02:10:00	ES	Futures	2984.02	2984.02	2982.67	2982.94	1548.0
2019-06-04 02:15:00	ES	Futures	2982.94	2983.75	2982.4	2982.4	1580.0
2019-06-04 02:20:00	ES	Futures	2982.13	2982.4	2981.31	2981.85	1379.0
2019-06-04 02:25:00	ES	Futures	2981.85	2982.13	2981.31	2981.58	675.0
2019-06-04 02:30:00	ES	Futures	2981.31	2981.58	2980.23	2981.04	1575.0
2019-06-04 02:35:00	ES	Futures	2981.04	2981.04	2979.41	2980.23	1566.0
2019-06-04 02:40:00	ES	Futures	2980.23	2980.77	2979.96	2980.77	928.0
2019-06-04 02:45:00	ES	Futures	2980.77	2981.85	2980.5	2981.31	1240.0
2019-06-04 02:50:00	ES	Futures	2981.04	2981.58	2980.23	2981.58	760.0
2019-06-04 02:55:00	ES	Futures	2981.58	2982.13	2981.04	2982.13	765.0
2019-06-04 03:00:00	ES	Futures	2982.4	2982.4	2980.23	2981.04	2784.0
2019-06-04 03:05:00	ES	Futures	2980.77	2982.13	2980.77	2981.58	1824.0
2019-06-04 03:10:00	ES	Futures	2981.85	2985.65	2981.31	2985.38	3752.0
2019-06-04 03:15:00	ES	Futures	2985.11	2987.28	2985.11	2987.28	2665.0
2019-06-04 03:20:00	ES	Futures	2987.0	2990.26	2986.73	2988.36	5432.0
2019-06-04 03:25:00	ES	Futures	2988.09	2989.44	2987.28	2989.17	2925.0
2019-06-04 03:30:00	ES	Futures	2989.17	2992.43	2987.28	2992.43	7366.0
2019-06-04 03:35:00	ES	Futures	2992.16	2992.43	2989.17	2989.99	5464.0
2019-06-04 03:40:00	ES	Futures	2990.26	2990.8	2989.17	2989.44	1753.0
2019-06-04 03:45:00	ES	Futures	2989.44	2992.7	2989.17	2992.7	2827.0
2019-06-04 03:50:00	ES	Futures	2992.7	2994.32	2992.43	2993.24	4835.0
2019-06-04 03:55:00	ES	Futures	2993.24	2993.78	2991.88	2992.7	2709.0
2019-06-04 04:00:00	ES	Futures	2992.7	2992.97	2989.99	2989.99	2553.0
2019-06-04 04:05:00	ES	Futures	2989.99	2991.88	2989.72	2991.07	1278.0

> showing 50 of 17,689 rows — these rows as CSV

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