PREVIEW / futures_5min / 2019-06-10

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-10.parquet
  size:    204 KB
  rows:    13,731

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
2019-06-10 00:00:00	ES	Futures	3126.62	3127.16	3126.62	3126.89	914.0
2019-06-10 00:05:00	ES	Futures	3126.89	3127.16	3126.62	3126.89	253.0
2019-06-10 00:10:00	ES	Futures	3126.62	3126.89	3126.35	3126.62	304.0
2019-06-10 00:15:00	ES	Futures	3126.62	3127.44	3126.62	3127.44	609.0
2019-06-10 00:20:00	ES	Futures	3127.44	3127.44	3126.89	3127.16	329.0
2019-06-10 00:25:00	ES	Futures	3126.89	3127.16	3126.62	3126.89	637.0
2019-06-10 00:30:00	ES	Futures	3126.89	3127.16	3126.35	3126.89	473.0
2019-06-10 00:35:00	ES	Futures	3126.62	3126.89	3126.62	3126.89	189.0
2019-06-10 00:40:00	ES	Futures	3126.89	3127.98	3126.62	3127.44	712.0
2019-06-10 00:45:00	ES	Futures	3127.44	3127.71	3126.89	3127.44	488.0
2019-06-10 00:50:00	ES	Futures	3127.44	3128.25	3127.44	3128.25	533.0
2019-06-10 00:55:00	ES	Futures	3127.98	3128.79	3127.71	3128.52	682.0
2019-06-10 01:00:00	ES	Futures	3128.52	3128.52	3127.71	3127.98	993.0
2019-06-10 01:05:00	ES	Futures	3127.98	3128.52	3127.71	3128.25	229.0
2019-06-10 01:10:00	ES	Futures	3128.25	3128.52	3127.71	3128.25	453.0
2019-06-10 01:15:00	ES	Futures	3128.52	3128.79	3127.71	3127.98	558.0
2019-06-10 01:20:00	ES	Futures	3128.25	3128.25	3127.44	3127.71	342.0
2019-06-10 01:25:00	ES	Futures	3127.44	3127.71	3127.16	3127.71	324.0
2019-06-10 01:30:00	ES	Futures	3127.98	3127.98	3127.16	3127.16	438.0
2019-06-10 01:35:00	ES	Futures	3127.44	3127.44	3126.62	3126.89	523.0
2019-06-10 01:40:00	ES	Futures	3127.16	3127.16	3126.35	3126.62	616.0
2019-06-10 01:45:00	ES	Futures	3126.35	3127.16	3126.35	3126.62	545.0
2019-06-10 01:50:00	ES	Futures	3126.62	3127.44	3126.62	3127.16	369.0
2019-06-10 01:55:00	ES	Futures	3126.89	3127.71	3126.62	3126.89	961.0
2019-06-10 02:00:00	ES	Futures	3126.89	3127.16	3125.81	3126.35	1725.0
2019-06-10 02:05:00	ES	Futures	3126.35	3127.44	3126.08	3127.44	990.0
2019-06-10 02:10:00	ES	Futures	3127.44	3128.52	3127.44	3128.25	796.0
2019-06-10 02:15:00	ES	Futures	3127.98	3129.06	3127.98	3128.79	1095.0
2019-06-10 02:20:00	ES	Futures	3129.06	3129.6	3128.25	3129.06	812.0
2019-06-10 02:25:00	ES	Futures	3129.06	3129.33	3128.52	3128.79	623.0
2019-06-10 02:30:00	ES	Futures	3128.79	3128.79	3127.16	3127.71	814.0
2019-06-10 02:35:00	ES	Futures	3127.71	3128.52	3127.71	3128.25	535.0
2019-06-10 02:40:00	ES	Futures	3128.52	3128.52	3127.71	3128.52	304.0
2019-06-10 02:45:00	ES	Futures	3128.79	3128.79	3127.16	3127.71	787.0
2019-06-10 02:50:00	ES	Futures	3127.44	3127.98	3127.16	3127.44	559.0
2019-06-10 02:55:00	ES	Futures	3127.71	3127.98	3127.16	3127.71	532.0
2019-06-10 03:00:00	ES	Futures	3127.71	3127.98	3125.81	3126.08	1370.0
2019-06-10 03:05:00	ES	Futures	3126.08	3126.35	3125.54	3126.08	1131.0
2019-06-10 03:10:00	ES	Futures	3126.35	3126.89	3125.81	3126.08	963.0
2019-06-10 03:15:00	ES	Futures	3126.35	3128.25	3125.81	3127.98	1649.0
2019-06-10 03:20:00	ES	Futures	3127.98	3128.79	3127.71	3128.52	1359.0
2019-06-10 03:25:00	ES	Futures	3128.52	3128.79	3127.71	3128.52	1149.0
2019-06-10 03:30:00	ES	Futures	3128.52	3129.6	3128.25	3129.33	1410.0
2019-06-10 03:35:00	ES	Futures	3129.06	3129.33	3127.71	3128.25	1821.0
2019-06-10 03:40:00	ES	Futures	3128.25	3128.52	3126.89	3127.44	1081.0
2019-06-10 03:45:00	ES	Futures	3127.44	3127.71	3127.16	3127.71	837.0
2019-06-10 03:50:00	ES	Futures	3127.71	3130.15	3127.44	3130.15	1961.0
2019-06-10 03:55:00	ES	Futures	3130.15	3130.15	3129.33	3129.33	1016.0
2019-06-10 04:00:00	ES	Futures	3129.06	3130.42	3128.52	3128.79	2727.0
2019-06-10 04:05:00	ES	Futures	3129.06	3129.6	3128.52	3128.79	1385.0

> showing 50 of 13,731 rows — these rows as CSV

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