PREVIEW / futures_5min / 2019-06-12

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-12.parquet
  size:    222 KB
  rows:    14,773

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
2019-06-12 00:00:00	ES	Futures	3129.6	3129.6	3128.79	3128.79	370.0
2019-06-12 00:05:00	ES	Futures	3128.79	3129.33	3128.79	3129.06	103.0
2019-06-12 00:10:00	ES	Futures	3129.33	3129.33	3129.06	3129.33	157.0
2019-06-12 00:15:00	ES	Futures	3129.06	3129.06	3128.52	3128.79	516.0
2019-06-12 00:20:00	ES	Futures	3128.79	3129.06	3128.25	3128.25	376.0
2019-06-12 00:25:00	ES	Futures	3128.25	3128.52	3128.25	3128.25	396.0
2019-06-12 00:30:00	ES	Futures	3128.52	3128.79	3128.52	3128.79	75.0
2019-06-12 00:35:00	ES	Futures	3128.79	3128.79	3128.25	3128.52	195.0
2019-06-12 00:40:00	ES	Futures	3128.52	3129.06	3128.52	3128.52	342.0
2019-06-12 00:45:00	ES	Futures	3128.52	3128.79	3128.25	3128.79	277.0
2019-06-12 00:50:00	ES	Futures	3128.52	3128.79	3128.52	3128.52	177.0
2019-06-12 00:55:00	ES	Futures	3128.52	3129.06	3128.52	3128.79	133.0
2019-06-12 01:00:00	ES	Futures	3129.06	3129.6	3128.25	3129.33	782.0
2019-06-12 01:05:00	ES	Futures	3129.33	3129.6	3128.79	3128.79	318.0
2019-06-12 01:10:00	ES	Futures	3128.52	3128.79	3128.25	3128.52	979.0
2019-06-12 01:15:00	ES	Futures	3128.52	3128.52	3127.16	3127.71	1606.0
2019-06-12 01:20:00	ES	Futures	3127.71	3127.71	3127.16	3127.16	534.0
2019-06-12 01:25:00	ES	Futures	3126.89	3127.44	3126.89	3127.16	348.0
2019-06-12 01:30:00	ES	Futures	3126.89	3127.44	3126.62	3126.89	514.0
2019-06-12 01:35:00	ES	Futures	3126.62	3126.89	3126.62	3126.62	224.0
2019-06-12 01:40:00	ES	Futures	3126.62	3126.89	3126.35	3126.62	387.0
2019-06-12 01:45:00	ES	Futures	3126.62	3126.62	3126.08	3126.08	650.0
2019-06-12 01:50:00	ES	Futures	3126.08	3126.89	3125.27	3125.27	1204.0
2019-06-12 01:55:00	ES	Futures	3125.27	3125.54	3122.83	3124.18	2564.0
2019-06-12 02:00:00	ES	Futures	3124.18	3124.18	3123.37	3123.91	2095.0
2019-06-12 02:05:00	ES	Futures	3123.91	3124.45	3122.01	3122.01	2549.0
2019-06-12 02:10:00	ES	Futures	3122.01	3122.83	3121.74	3122.56	1239.0
2019-06-12 02:15:00	ES	Futures	3122.56	3123.1	3122.28	3122.28	826.0
2019-06-12 02:20:00	ES	Futures	3122.28	3122.83	3121.74	3121.74	687.0
2019-06-12 02:25:00	ES	Futures	3121.74	3123.1	3121.47	3122.83	850.0
2019-06-12 02:30:00	ES	Futures	3122.56	3123.64	3122.01	3122.56	1236.0
2019-06-12 02:35:00	ES	Futures	3122.56	3123.1	3122.01	3122.01	1199.0
2019-06-12 02:40:00	ES	Futures	3122.01	3122.28	3120.39	3120.93	3017.0
2019-06-12 02:45:00	ES	Futures	3120.93	3122.01	3120.66	3121.47	1200.0
2019-06-12 02:50:00	ES	Futures	3121.47	3121.74	3121.2	3121.2	1381.0
2019-06-12 02:55:00	ES	Futures	3121.47	3122.28	3120.66	3120.66	883.0
2019-06-12 03:00:00	ES	Futures	3120.93	3123.37	3120.93	3122.83	3332.0
2019-06-12 03:05:00	ES	Futures	3122.83	3123.64	3122.01	3122.56	1538.0
2019-06-12 03:10:00	ES	Futures	3122.56	3124.18	3122.28	3123.64	2056.0
2019-06-12 03:15:00	ES	Futures	3123.91	3125.0	3123.91	3124.72	2728.0
2019-06-12 03:20:00	ES	Futures	3125.0	3125.54	3123.91	3125.27	1993.0
2019-06-12 03:25:00	ES	Futures	3125.27	3126.08	3124.72	3125.0	1986.0
2019-06-12 03:30:00	ES	Futures	3125.0	3126.08	3124.45	3125.81	2279.0
2019-06-12 03:35:00	ES	Futures	3126.08	3126.35	3124.72	3125.27	1467.0
2019-06-12 03:40:00	ES	Futures	3125.0	3126.35	3125.0	3125.54	1344.0
2019-06-12 03:45:00	ES	Futures	3125.81	3126.35	3123.64	3124.18	2639.0
2019-06-12 03:50:00	ES	Futures	3123.91	3125.0	3123.64	3124.18	2165.0
2019-06-12 03:55:00	ES	Futures	3124.18	3124.45	3123.37	3123.64	1579.0
2019-06-12 04:00:00	ES	Futures	3123.64	3127.98	3123.64	3126.08	3370.0
2019-06-12 04:05:00	ES	Futures	3125.81	3126.89	3125.54	3126.35	1657.0

> showing 50 of 14,773 rows — these rows as CSV

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