PREVIEW / futures_5min / 2019-06-28

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-28.parquet
  size:    226 KB
  rows:    14,082

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
2019-06-28 00:00:00	ES	Futures	3175.64	3176.99	3175.64	3176.45	716.0
2019-06-28 00:05:00	ES	Futures	3176.45	3176.72	3176.45	3176.72	490.0
2019-06-28 00:10:00	ES	Futures	3176.45	3176.99	3176.45	3176.45	172.0
2019-06-28 00:15:00	ES	Futures	3176.45	3176.99	3176.45	3176.72	169.0
2019-06-28 00:20:00	ES	Futures	3176.99	3176.99	3176.45	3176.72	224.0
2019-06-28 00:25:00	ES	Futures	3176.72	3176.72	3175.91	3176.18	264.0
2019-06-28 00:30:00	ES	Futures	3175.91	3176.45	3175.91	3175.91	261.0
2019-06-28 00:35:00	ES	Futures	3176.18	3176.18	3175.64	3175.91	188.0
2019-06-28 00:40:00	ES	Futures	3176.18	3176.18	3175.64	3175.91	151.0
2019-06-28 00:45:00	ES	Futures	3175.91	3175.91	3175.37	3175.64	184.0
2019-06-28 00:50:00	ES	Futures	3175.91	3175.91	3175.37	3175.64	246.0
2019-06-28 00:55:00	ES	Futures	3175.37	3175.64	3175.1	3175.1	296.0
2019-06-28 01:00:00	ES	Futures	3175.37	3175.37	3174.02	3174.29	427.0
2019-06-28 01:05:00	ES	Futures	3174.29	3174.83	3173.48	3174.02	646.0
2019-06-28 01:10:00	ES	Futures	3174.02	3174.56	3174.02	3174.56	335.0
2019-06-28 01:15:00	ES	Futures	3174.56	3175.64	3174.56	3175.64	335.0
2019-06-28 01:20:00	ES	Futures	3175.37	3175.64	3174.83	3174.83	155.0
2019-06-28 01:25:00	ES	Futures	3175.1	3175.64	3174.83	3174.83	348.0
2019-06-28 01:30:00	ES	Futures	3175.1	3175.91	3175.1	3175.91	463.0
2019-06-28 01:35:00	ES	Futures	3175.64	3176.18	3175.1	3175.91	361.0
2019-06-28 01:40:00	ES	Futures	3176.18	3176.45	3175.37	3175.64	690.0
2019-06-28 01:45:00	ES	Futures	3175.64	3175.64	3174.56	3174.83	416.0
2019-06-28 01:50:00	ES	Futures	3174.56	3174.56	3173.75	3174.29	392.0
2019-06-28 01:55:00	ES	Futures	3174.02	3175.37	3174.02	3175.1	908.0
2019-06-28 02:00:00	ES	Futures	3175.1	3175.37	3173.75	3174.56	1559.0
2019-06-28 02:05:00	ES	Futures	3174.83	3175.37	3174.29	3175.1	429.0
2019-06-28 02:10:00	ES	Futures	3175.1	3175.1	3174.56	3174.83	404.0
2019-06-28 02:15:00	ES	Futures	3175.1	3175.91	3174.56	3175.91	434.0
2019-06-28 02:20:00	ES	Futures	3175.91	3176.18	3175.37	3175.64	447.0
2019-06-28 02:25:00	ES	Futures	3175.64	3175.91	3175.1	3175.91	496.0
2019-06-28 02:30:00	ES	Futures	3175.91	3176.99	3175.91	3176.99	812.0
2019-06-28 02:35:00	ES	Futures	3176.99	3178.62	3176.45	3177.81	2129.0
2019-06-28 02:40:00	ES	Futures	3178.08	3178.08	3176.45	3176.99	1033.0
2019-06-28 02:45:00	ES	Futures	3177.27	3177.54	3176.18	3177.27	929.0
2019-06-28 02:50:00	ES	Futures	3177.27	3177.54	3176.72	3177.54	436.0
2019-06-28 02:55:00	ES	Futures	3177.54	3178.08	3176.99	3177.54	640.0
2019-06-28 03:00:00	ES	Futures	3177.54	3178.89	3176.99	3178.08	1760.0
2019-06-28 03:05:00	ES	Futures	3178.35	3179.97	3178.08	3179.7	1576.0
2019-06-28 03:10:00	ES	Futures	3179.97	3180.78	3179.16	3179.97	2728.0
2019-06-28 03:15:00	ES	Futures	3179.97	3180.78	3179.43	3180.24	2018.0
2019-06-28 03:20:00	ES	Futures	3180.24	3180.78	3179.7	3180.24	927.0
2019-06-28 03:25:00	ES	Futures	3180.24	3180.51	3179.7	3179.7	1008.0
2019-06-28 03:30:00	ES	Futures	3179.43	3179.97	3179.16	3179.16	777.0
2019-06-28 03:35:00	ES	Futures	3179.16	3180.24	3179.16	3179.43	918.0
2019-06-28 03:40:00	ES	Futures	3179.7	3179.97	3178.62	3178.89	869.0
2019-06-28 03:45:00	ES	Futures	3178.89	3179.97	3178.89	3179.16	1030.0
2019-06-28 03:50:00	ES	Futures	3179.43	3180.24	3179.16	3179.97	912.0
2019-06-28 03:55:00	ES	Futures	3180.24	3180.24	3179.43	3179.97	833.0
2019-06-28 04:00:00	ES	Futures	3179.97	3180.24	3177.54	3178.08	1540.0
2019-06-28 04:05:00	ES	Futures	3178.08	3179.7	3177.81	3179.43	1365.0

> showing 50 of 14,082 rows — these rows as CSV

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