PREVIEW / futures_5min / 2019-06-11

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-11.parquet
  size:    215 KB
  rows:    14,176

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
2019-06-11 00:00:00	ES	Futures	3138.82	3139.09	3138.55	3138.82	299.0
2019-06-11 00:05:00	ES	Futures	3138.55	3138.82	3138.55	3138.55	171.0
2019-06-11 00:10:00	ES	Futures	3138.55	3138.55	3138.01	3138.55	441.0
2019-06-11 00:15:00	ES	Futures	3138.55	3138.82	3138.55	3138.55	305.0
2019-06-11 00:20:00	ES	Futures	3138.55	3139.36	3138.55	3139.36	164.0
2019-06-11 00:25:00	ES	Futures	3139.36	3139.36	3139.09	3139.09	87.0
2019-06-11 00:30:00	ES	Futures	3139.09	3139.64	3139.09	3139.64	288.0
2019-06-11 00:35:00	ES	Futures	3139.64	3140.18	3139.36	3139.91	261.0
2019-06-11 00:40:00	ES	Futures	3139.91	3140.72	3139.91	3140.72	482.0
2019-06-11 00:45:00	ES	Futures	3140.45	3140.72	3139.91	3139.91	371.0
2019-06-11 00:50:00	ES	Futures	3139.91	3140.18	3139.91	3139.91	193.0
2019-06-11 00:55:00	ES	Futures	3139.91	3140.18	3139.91	3139.91	213.0
2019-06-11 01:00:00	ES	Futures	3139.91	3140.45	3139.36	3139.91	655.0
2019-06-11 01:05:00	ES	Futures	3140.18	3140.45	3139.64	3140.45	454.0
2019-06-11 01:10:00	ES	Futures	3140.18	3140.45	3139.91	3140.45	253.0
2019-06-11 01:15:00	ES	Futures	3140.18	3140.45	3139.64	3139.64	303.0
2019-06-11 01:20:00	ES	Futures	3139.64	3139.64	3139.09	3139.09	436.0
2019-06-11 01:25:00	ES	Futures	3139.09	3139.36	3138.82	3139.09	391.0
2019-06-11 01:30:00	ES	Futures	3139.36	3139.64	3138.82	3139.64	318.0
2019-06-11 01:35:00	ES	Futures	3139.36	3139.64	3139.36	3139.64	220.0
2019-06-11 01:40:00	ES	Futures	3139.64	3139.91	3139.09	3139.36	887.0
2019-06-11 01:45:00	ES	Futures	3139.36	3139.91	3139.09	3139.91	875.0
2019-06-11 01:50:00	ES	Futures	3139.91	3140.72	3139.91	3140.18	1101.0
2019-06-11 01:55:00	ES	Futures	3140.45	3141.26	3140.45	3141.26	732.0
2019-06-11 02:00:00	ES	Futures	3141.26	3142.08	3140.99	3140.99	1673.0
2019-06-11 02:05:00	ES	Futures	3140.99	3141.26	3140.99	3140.99	866.0
2019-06-11 02:10:00	ES	Futures	3140.99	3141.8	3140.72	3141.26	2756.0
2019-06-11 02:15:00	ES	Futures	3140.99	3142.08	3140.45	3140.72	3072.0
2019-06-11 02:20:00	ES	Futures	3140.72	3141.8	3140.45	3141.53	1215.0
2019-06-11 02:25:00	ES	Futures	3141.53	3141.8	3140.99	3141.53	792.0
2019-06-11 02:30:00	ES	Futures	3141.53	3141.53	3140.72	3140.99	1245.0
2019-06-11 02:35:00	ES	Futures	3140.99	3141.26	3140.18	3140.18	2505.0
2019-06-11 02:40:00	ES	Futures	3140.18	3140.45	3139.64	3139.91	828.0
2019-06-11 02:45:00	ES	Futures	3139.91	3139.91	3139.09	3139.09	1218.0
2019-06-11 02:50:00	ES	Futures	3139.09	3139.36	3138.82	3139.09	444.0
2019-06-11 02:55:00	ES	Futures	3139.36	3139.36	3139.09	3139.36	1293.0
2019-06-11 03:00:00	ES	Futures	3139.09	3139.91	3138.82	3138.82	4094.0
2019-06-11 03:05:00	ES	Futures	3138.82	3139.91	3137.2	3139.64	3514.0
2019-06-11 03:10:00	ES	Futures	3139.64	3140.72	3139.64	3140.72	3446.0
2019-06-11 03:15:00	ES	Futures	3140.45	3141.53	3140.45	3140.99	4810.0
2019-06-11 03:20:00	ES	Futures	3140.99	3141.53	3140.72	3141.53	2437.0
2019-06-11 03:25:00	ES	Futures	3141.8	3142.08	3140.99	3140.99	2026.0
2019-06-11 03:30:00	ES	Futures	3140.99	3141.53	3140.18	3140.72	1077.0
2019-06-11 03:35:00	ES	Futures	3140.72	3141.53	3140.72	3141.26	2608.0
2019-06-11 03:40:00	ES	Futures	3141.26	3141.53	3140.45	3140.45	1360.0
2019-06-11 03:45:00	ES	Futures	3140.72	3141.8	3140.18	3141.26	5199.0
2019-06-11 03:50:00	ES	Futures	3141.26	3142.08	3141.26	3141.26	2154.0
2019-06-11 03:55:00	ES	Futures	3141.26	3141.26	3140.18	3140.45	2468.0
2019-06-11 04:00:00	ES	Futures	3140.45	3142.08	3140.18	3141.26	3895.0
2019-06-11 04:05:00	ES	Futures	3140.99	3141.26	3140.45	3140.45	2763.0

> showing 50 of 14,176 rows — these rows as CSV

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