PREVIEW / futures_5min / 2019-06-05

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-05.parquet
  size:    287 KB
  rows:    17,287

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
2019-06-05 00:00:00	ES	Futures	3049.9	3049.9	3049.36	3049.63	239.0
2019-06-05 00:05:00	ES	Futures	3049.63	3049.9	3049.36	3049.63	171.0
2019-06-05 00:10:00	ES	Futures	3049.36	3049.63	3048.82	3048.82	385.0
2019-06-05 00:15:00	ES	Futures	3048.82	3049.36	3048.82	3048.82	339.0
2019-06-05 00:20:00	ES	Futures	3048.82	3049.09	3048.55	3048.55	259.0
2019-06-05 00:25:00	ES	Futures	3048.55	3049.09	3048.55	3048.82	305.0
2019-06-05 00:30:00	ES	Futures	3048.82	3049.09	3048.55	3048.82	240.0
2019-06-05 00:35:00	ES	Futures	3048.82	3049.09	3048.55	3048.55	173.0
2019-06-05 00:40:00	ES	Futures	3048.55	3049.36	3048.27	3049.09	359.0
2019-06-05 00:45:00	ES	Futures	3049.36	3049.36	3048.82	3049.09	363.0
2019-06-05 00:50:00	ES	Futures	3049.09	3049.09	3048.27	3048.27	205.0
2019-06-05 00:55:00	ES	Futures	3048.55	3049.09	3048.27	3049.09	443.0
2019-06-05 01:00:00	ES	Futures	3049.36	3049.63	3048.27	3049.63	932.0
2019-06-05 01:05:00	ES	Futures	3049.63	3049.9	3049.36	3049.36	387.0
2019-06-05 01:10:00	ES	Futures	3049.36	3049.36	3049.09	3049.36	384.0
2019-06-05 01:15:00	ES	Futures	3049.36	3049.63	3048.82	3048.82	624.0
2019-06-05 01:20:00	ES	Futures	3049.09	3049.09	3048.27	3048.55	518.0
2019-06-05 01:25:00	ES	Futures	3048.55	3048.55	3047.19	3047.46	883.0
2019-06-05 01:30:00	ES	Futures	3047.46	3047.46	3046.92	3047.19	854.0
2019-06-05 01:35:00	ES	Futures	3046.92	3047.19	3046.11	3046.38	1090.0
2019-06-05 01:40:00	ES	Futures	3046.38	3046.92	3045.83	3046.38	917.0
2019-06-05 01:45:00	ES	Futures	3046.65	3046.92	3046.11	3046.38	615.0
2019-06-05 01:50:00	ES	Futures	3046.11	3046.65	3046.11	3046.11	1027.0
2019-06-05 01:55:00	ES	Futures	3046.11	3046.11	3044.48	3045.56	1838.0
2019-06-05 02:00:00	ES	Futures	3045.56	3046.38	3044.21	3046.11	2190.0
2019-06-05 02:05:00	ES	Futures	3046.11	3046.11	3045.29	3045.83	1060.0
2019-06-05 02:10:00	ES	Futures	3045.83	3045.83	3045.02	3045.83	978.0
2019-06-05 02:15:00	ES	Futures	3045.56	3045.83	3043.94	3045.56	1497.0
2019-06-05 02:20:00	ES	Futures	3045.56	3045.83	3043.94	3044.48	1233.0
2019-06-05 02:25:00	ES	Futures	3044.48	3045.02	3043.67	3044.48	1429.0
2019-06-05 02:30:00	ES	Futures	3044.21	3044.48	3043.12	3043.39	2248.0
2019-06-05 02:35:00	ES	Futures	3043.39	3044.48	3042.85	3043.12	1476.0
2019-06-05 02:40:00	ES	Futures	3043.12	3044.48	3042.85	3044.21	1194.0
2019-06-05 02:45:00	ES	Futures	3044.48	3044.48	3043.39	3044.21	1425.0
2019-06-05 02:50:00	ES	Futures	3044.21	3046.65	3044.21	3045.83	3098.0
2019-06-05 02:55:00	ES	Futures	3046.11	3046.65	3045.29	3045.83	854.0
2019-06-05 03:00:00	ES	Futures	3046.11	3046.11	3043.67	3044.75	3460.0
2019-06-05 03:05:00	ES	Futures	3044.48	3045.83	3044.48	3045.29	2427.0
2019-06-05 03:10:00	ES	Futures	3045.29	3045.56	3044.21	3045.29	2045.0
2019-06-05 03:15:00	ES	Futures	3045.29	3045.29	3043.12	3044.75	2596.0
2019-06-05 03:20:00	ES	Futures	3044.75	3046.65	3044.48	3046.11	2175.0
2019-06-05 03:25:00	ES	Futures	3046.11	3048.27	3045.56	3048.27	2306.0
2019-06-05 03:30:00	ES	Futures	3048.0	3049.36	3047.73	3048.82	2711.0
2019-06-05 03:35:00	ES	Futures	3048.82	3050.44	3048.55	3050.44	3072.0
2019-06-05 03:40:00	ES	Futures	3050.44	3050.44	3049.09	3049.9	2705.0
2019-06-05 03:45:00	ES	Futures	3050.17	3052.07	3050.17	3052.07	3719.0
2019-06-05 03:50:00	ES	Futures	3052.07	3052.88	3051.53	3052.61	3712.0
2019-06-05 03:55:00	ES	Futures	3052.61	3053.97	3052.61	3052.88	3992.0
2019-06-05 04:00:00	ES	Futures	3052.88	3053.97	3051.53	3052.88	4919.0
2019-06-05 04:05:00	ES	Futures	3052.61	3053.42	3051.8	3053.15	3613.0

> showing 50 of 17,287 rows — these rows as CSV

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