PREVIEW / futures_5min / 2019-06-13

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-13.parquet
  size:    235 KB
  rows:    15,569

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
2019-06-13 00:00:00	ES	Futures	3119.84	3120.12	3119.57	3119.84	348.0
2019-06-13 00:05:00	ES	Futures	3120.12	3120.93	3119.84	3119.84	638.0
2019-06-13 00:10:00	ES	Futures	3119.57	3119.84	3119.3	3119.84	425.0
2019-06-13 00:15:00	ES	Futures	3119.57	3119.84	3118.76	3118.76	296.0
2019-06-13 00:20:00	ES	Futures	3119.03	3119.03	3117.95	3117.95	672.0
2019-06-13 00:25:00	ES	Futures	3117.95	3118.49	3117.41	3117.68	1256.0
2019-06-13 00:30:00	ES	Futures	3117.95	3118.76	3117.95	3118.76	411.0
2019-06-13 00:35:00	ES	Futures	3118.76	3118.76	3118.22	3118.49	237.0
2019-06-13 00:40:00	ES	Futures	3118.49	3118.76	3118.22	3118.76	102.0
2019-06-13 00:45:00	ES	Futures	3118.49	3119.3	3118.22	3119.03	551.0
2019-06-13 00:50:00	ES	Futures	3119.03	3119.57	3118.49	3119.3	464.0
2019-06-13 00:55:00	ES	Futures	3119.3	3120.12	3119.3	3119.57	405.0
2019-06-13 01:00:00	ES	Futures	3119.57	3120.93	3117.95	3119.57	1395.0
2019-06-13 01:05:00	ES	Futures	3119.57	3120.66	3117.95	3117.95	1152.0
2019-06-13 01:10:00	ES	Futures	3118.22	3118.49	3116.86	3116.86	781.0
2019-06-13 01:15:00	ES	Futures	3117.13	3117.68	3116.59	3116.86	990.0
2019-06-13 01:20:00	ES	Futures	3116.86	3117.41	3116.05	3117.13	879.0
2019-06-13 01:25:00	ES	Futures	3117.13	3118.22	3116.86	3117.41	568.0
2019-06-13 01:30:00	ES	Futures	3117.41	3118.76	3117.13	3118.76	621.0
2019-06-13 01:35:00	ES	Futures	3118.76	3119.57	3118.49	3119.03	665.0
2019-06-13 01:40:00	ES	Futures	3119.3	3120.39	3119.3	3120.39	763.0
2019-06-13 01:45:00	ES	Futures	3120.39	3122.01	3120.12	3121.47	1431.0
2019-06-13 01:50:00	ES	Futures	3121.47	3121.74	3120.66	3120.93	504.0
2019-06-13 01:55:00	ES	Futures	3120.93	3121.2	3120.66	3120.66	349.0
2019-06-13 02:00:00	ES	Futures	3120.93	3122.01	3120.66	3122.01	1126.0
2019-06-13 02:05:00	ES	Futures	3121.74	3121.74	3119.03	3119.84	1232.0
2019-06-13 02:10:00	ES	Futures	3119.57	3121.47	3119.57	3120.93	484.0
2019-06-13 02:15:00	ES	Futures	3121.2	3122.01	3120.66	3120.66	669.0
2019-06-13 02:20:00	ES	Futures	3120.66	3121.2	3119.57	3119.84	603.0
2019-06-13 02:25:00	ES	Futures	3119.84	3120.12	3118.76	3119.3	832.0
2019-06-13 02:30:00	ES	Futures	3119.3	3121.2	3119.03	3120.93	1047.0
2019-06-13 02:35:00	ES	Futures	3121.2	3123.1	3120.93	3123.1	1739.0
2019-06-13 02:40:00	ES	Futures	3123.1	3123.1	3120.93	3122.28	1155.0
2019-06-13 02:45:00	ES	Futures	3122.28	3122.56	3119.84	3120.39	1719.0
2019-06-13 02:50:00	ES	Futures	3120.39	3120.66	3119.57	3119.84	1014.0
2019-06-13 02:55:00	ES	Futures	3119.84	3121.47	3119.03	3121.2	1321.0
2019-06-13 03:00:00	ES	Futures	3121.2	3123.37	3120.93	3122.56	2587.0
2019-06-13 03:05:00	ES	Futures	3122.28	3122.28	3119.57	3119.84	2725.0
2019-06-13 03:10:00	ES	Futures	3119.57	3122.01	3119.57	3120.66	2009.0
2019-06-13 03:15:00	ES	Futures	3120.39	3123.37	3118.76	3123.37	3665.0
2019-06-13 03:20:00	ES	Futures	3123.37	3123.64	3121.74	3122.56	1701.0
2019-06-13 03:25:00	ES	Futures	3122.56	3123.91	3122.28	3123.64	1772.0
2019-06-13 03:30:00	ES	Futures	3123.64	3128.25	3123.37	3127.98	5314.0
2019-06-13 03:35:00	ES	Futures	3128.25	3129.6	3127.44	3129.6	3457.0
2019-06-13 03:40:00	ES	Futures	3129.88	3130.96	3128.79	3129.33	3546.0
2019-06-13 03:45:00	ES	Futures	3129.6	3133.13	3129.06	3132.86	4490.0
2019-06-13 03:50:00	ES	Futures	3133.13	3133.13	3130.42	3130.42	2412.0
2019-06-13 03:55:00	ES	Futures	3130.42	3131.23	3129.88	3130.15	1484.0
2019-06-13 04:00:00	ES	Futures	3130.15	3130.42	3128.52	3130.15	2050.0
2019-06-13 04:05:00	ES	Futures	3130.42	3131.23	3129.88	3129.88	1536.0

> showing 50 of 15,569 rows — these rows as CSV

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