PREVIEW / futures_5min / 2019-06-18

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-18.parquet
  size:    290 KB
  rows:    17,534

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
2019-06-18 00:00:00	ES	Futures	3135.85	3135.85	3135.31	3135.31	99.0
2019-06-18 00:05:00	ES	Futures	3135.31	3135.58	3134.49	3134.76	758.0
2019-06-18 00:10:00	ES	Futures	3134.76	3134.76	3134.49	3134.76	165.0
2019-06-18 00:15:00	ES	Futures	3134.76	3134.76	3134.22	3134.22	95.0
2019-06-18 00:20:00	ES	Futures	3134.22	3135.04	3134.22	3134.76	183.0
2019-06-18 00:25:00	ES	Futures	3135.04	3135.31	3134.76	3135.04	361.0
2019-06-18 00:30:00	ES	Futures	3135.31	3135.31	3134.76	3134.76	249.0
2019-06-18 00:35:00	ES	Futures	3134.76	3135.04	3134.22	3134.22	301.0
2019-06-18 00:40:00	ES	Futures	3134.22	3135.04	3134.22	3134.76	179.0
2019-06-18 00:45:00	ES	Futures	3134.76	3135.04	3134.49	3135.04	340.0
2019-06-18 00:50:00	ES	Futures	3135.04	3135.31	3135.04	3135.31	185.0
2019-06-18 00:55:00	ES	Futures	3135.31	3135.58	3135.04	3135.58	177.0
2019-06-18 01:00:00	ES	Futures	3135.58	3136.12	3135.31	3136.12	394.0
2019-06-18 01:05:00	ES	Futures	3136.12	3136.12	3135.31	3135.58	245.0
2019-06-18 01:10:00	ES	Futures	3135.31	3135.58	3135.04	3135.04	268.0
2019-06-18 01:15:00	ES	Futures	3135.04	3135.04	3133.68	3133.95	876.0
2019-06-18 01:20:00	ES	Futures	3133.95	3134.22	3132.87	3133.14	1241.0
2019-06-18 01:25:00	ES	Futures	3132.87	3133.41	3132.6	3133.41	653.0
2019-06-18 01:30:00	ES	Futures	3133.41	3133.68	3133.14	3133.68	380.0
2019-06-18 01:35:00	ES	Futures	3133.68	3133.95	3133.41	3133.68	394.0
2019-06-18 01:40:00	ES	Futures	3133.68	3133.95	3132.87	3132.87	431.0
2019-06-18 01:45:00	ES	Futures	3132.87	3133.68	3132.87	3133.68	452.0
2019-06-18 01:50:00	ES	Futures	3133.68	3134.22	3133.68	3133.95	531.0
2019-06-18 01:55:00	ES	Futures	3133.95	3133.95	3133.41	3133.68	444.0
2019-06-18 02:00:00	ES	Futures	3133.68	3134.22	3133.14	3134.22	827.0
2019-06-18 02:05:00	ES	Futures	3133.95	3134.22	3133.41	3133.95	668.0
2019-06-18 02:10:00	ES	Futures	3133.95	3134.76	3133.95	3134.49	854.0
2019-06-18 02:15:00	ES	Futures	3134.49	3134.76	3134.22	3134.22	420.0
2019-06-18 02:20:00	ES	Futures	3134.22	3135.58	3134.22	3135.31	621.0
2019-06-18 02:25:00	ES	Futures	3135.58	3135.58	3135.31	3135.31	304.0
2019-06-18 02:30:00	ES	Futures	3135.31	3135.58	3135.04	3135.58	248.0
2019-06-18 02:35:00	ES	Futures	3135.31	3135.58	3135.04	3135.31	594.0
2019-06-18 02:40:00	ES	Futures	3135.31	3135.58	3135.04	3135.31	591.0
2019-06-18 02:45:00	ES	Futures	3135.31	3135.58	3135.31	3135.31	514.0
2019-06-18 02:50:00	ES	Futures	3135.31	3135.85	3135.31	3135.58	135.0
2019-06-18 02:55:00	ES	Futures	3135.58	3135.85	3135.31	3135.58	324.0
2019-06-18 03:00:00	ES	Futures	3135.58	3135.85	3134.49	3135.31	1381.0
2019-06-18 03:05:00	ES	Futures	3135.31	3135.58	3134.22	3134.49	1296.0
2019-06-18 03:10:00	ES	Futures	3134.49	3134.76	3131.25	3131.52	2674.0
2019-06-18 03:15:00	ES	Futures	3131.52	3132.33	3130.7	3131.52	3721.0
2019-06-18 03:20:00	ES	Futures	3131.52	3131.79	3130.16	3131.52	2327.0
2019-06-18 03:25:00	ES	Futures	3131.52	3131.52	3130.43	3131.52	1966.0
2019-06-18 03:30:00	ES	Futures	3131.52	3132.33	3130.43	3132.06	1390.0
2019-06-18 03:35:00	ES	Futures	3132.06	3132.06	3130.7	3130.97	959.0
2019-06-18 03:40:00	ES	Futures	3130.97	3130.97	3128.27	3130.43	2183.0
2019-06-18 03:45:00	ES	Futures	3130.43	3131.79	3130.16	3130.97	1299.0
2019-06-18 03:50:00	ES	Futures	3130.97	3131.79	3130.7	3131.25	938.0
2019-06-18 03:55:00	ES	Futures	3131.25	3131.52	3130.16	3131.25	1195.0
2019-06-18 04:00:00	ES	Futures	3131.25	3132.6	3130.16	3131.79	3785.0
2019-06-18 04:05:00	ES	Futures	3131.52	3133.14	3130.43	3132.87	1980.0

> showing 50 of 17,534 rows — these rows as CSV

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