PREVIEW / futures_5min / 2019-06-06

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-06.parquet
  size:    275 KB
  rows:    16,677

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
2019-06-06 00:00:00	ES	Futures	3065.62	3065.62	3064.81	3064.81	243.0
2019-06-06 00:05:00	ES	Futures	3064.81	3065.08	3064.81	3064.81	87.0
2019-06-06 00:10:00	ES	Futures	3064.81	3065.08	3064.27	3064.27	457.0
2019-06-06 00:15:00	ES	Futures	3064.27	3064.54	3064.0	3064.27	175.0
2019-06-06 00:20:00	ES	Futures	3064.54	3064.54	3064.0	3064.27	355.0
2019-06-06 00:25:00	ES	Futures	3064.54	3064.81	3064.54	3064.54	99.0
2019-06-06 00:30:00	ES	Futures	3064.54	3064.81	3064.0	3064.27	162.0
2019-06-06 00:35:00	ES	Futures	3064.27	3065.08	3064.27	3065.08	208.0
2019-06-06 00:40:00	ES	Futures	3065.08	3065.35	3064.81	3065.08	108.0
2019-06-06 00:45:00	ES	Futures	3065.35	3065.9	3065.35	3065.62	307.0
2019-06-06 00:50:00	ES	Futures	3065.62	3065.62	3065.08	3065.08	210.0
2019-06-06 00:55:00	ES	Futures	3065.35	3065.62	3065.08	3065.35	140.0
2019-06-06 01:00:00	ES	Futures	3065.62	3065.62	3064.54	3064.81	447.0
2019-06-06 01:05:00	ES	Futures	3064.81	3065.35	3064.81	3064.81	267.0
2019-06-06 01:10:00	ES	Futures	3065.08	3065.35	3064.27	3064.54	471.0
2019-06-06 01:15:00	ES	Futures	3064.27	3064.54	3064.0	3064.27	518.0
2019-06-06 01:20:00	ES	Futures	3064.27	3064.54	3063.73	3064.0	471.0
2019-06-06 01:25:00	ES	Futures	3064.0	3064.54	3063.73	3064.0	311.0
2019-06-06 01:30:00	ES	Futures	3064.0	3064.27	3063.73	3064.0	299.0
2019-06-06 01:35:00	ES	Futures	3063.73	3064.0	3063.46	3063.46	408.0
2019-06-06 01:40:00	ES	Futures	3063.73	3063.73	3062.64	3062.64	746.0
2019-06-06 01:45:00	ES	Futures	3062.64	3062.64	3061.02	3061.56	1460.0
2019-06-06 01:50:00	ES	Futures	3061.56	3061.83	3061.02	3061.29	880.0
2019-06-06 01:55:00	ES	Futures	3061.29	3061.56	3059.93	3061.02	1068.0
2019-06-06 02:00:00	ES	Futures	3061.02	3062.1	3060.47	3061.83	1232.0
2019-06-06 02:05:00	ES	Futures	3061.83	3062.1	3060.2	3061.29	1365.0
2019-06-06 02:10:00	ES	Futures	3061.29	3062.1	3060.74	3061.29	900.0
2019-06-06 02:15:00	ES	Futures	3061.29	3062.37	3061.02	3062.37	786.0
2019-06-06 02:20:00	ES	Futures	3062.37	3062.64	3061.83	3062.1	668.0
2019-06-06 02:25:00	ES	Futures	3062.1	3062.37	3061.29	3062.1	615.0
2019-06-06 02:30:00	ES	Futures	3062.1	3062.1	3059.93	3061.02	1136.0
2019-06-06 02:35:00	ES	Futures	3061.02	3061.29	3060.47	3060.47	632.0
2019-06-06 02:40:00	ES	Futures	3060.74	3063.73	3060.2	3063.18	2058.0
2019-06-06 02:45:00	ES	Futures	3062.91	3064.27	3062.91	3063.73	1266.0
2019-06-06 02:50:00	ES	Futures	3063.73	3064.27	3062.91	3064.27	564.0
2019-06-06 02:55:00	ES	Futures	3064.27	3065.08	3064.0	3064.54	1228.0
2019-06-06 03:00:00	ES	Futures	3064.27	3066.71	3064.27	3065.35	5709.0
2019-06-06 03:05:00	ES	Futures	3065.08	3067.25	3065.08	3066.17	2850.0
2019-06-06 03:10:00	ES	Futures	3065.9	3068.06	3065.9	3067.79	2515.0
2019-06-06 03:15:00	ES	Futures	3067.79	3068.06	3066.71	3067.79	2191.0
2019-06-06 03:20:00	ES	Futures	3067.79	3069.96	3067.79	3068.88	4035.0
2019-06-06 03:25:00	ES	Futures	3068.61	3072.67	3068.34	3071.59	5153.0
2019-06-06 03:30:00	ES	Futures	3071.86	3074.57	3071.59	3072.13	5841.0
2019-06-06 03:35:00	ES	Futures	3072.4	3073.22	3071.59	3072.13	2084.0
2019-06-06 03:40:00	ES	Futures	3072.13	3072.67	3071.32	3072.4	2439.0
2019-06-06 03:45:00	ES	Futures	3072.4	3075.38	3072.4	3075.11	3388.0
2019-06-06 03:50:00	ES	Futures	3075.11	3075.38	3073.76	3074.84	2680.0
2019-06-06 03:55:00	ES	Futures	3074.84	3075.38	3073.49	3074.3	3140.0
2019-06-06 04:00:00	ES	Futures	3074.3	3075.93	3073.76	3074.3	3393.0
2019-06-06 04:05:00	ES	Futures	3074.3	3074.57	3073.22	3074.3	2304.0

> showing 50 of 16,677 rows — these rows as CSV

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