PREVIEW / futures_5min / 2018-01-01

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-01.parquet
  size:    45 KB
  rows:    2,397

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
2018-01-01 18:00:00	ES	Futures	2924.88	2928.71	2924.06	2928.44	5871.0
2018-01-01 18:05:00	ES	Futures	2928.16	2929.26	2927.07	2928.98	2074.0
2018-01-01 18:10:00	ES	Futures	2928.71	2929.26	2928.16	2929.26	1749.0
2018-01-01 18:15:00	ES	Futures	2928.98	2929.8	2928.98	2929.53	871.0
2018-01-01 18:20:00	ES	Futures	2929.26	2929.53	2929.26	2929.26	440.0
2018-01-01 18:25:00	ES	Futures	2929.26	2929.8	2928.44	2929.8	825.0
2018-01-01 18:30:00	ES	Futures	2929.8	2930.62	2929.53	2930.08	1965.0
2018-01-01 18:35:00	ES	Futures	2930.08	2930.35	2929.8	2930.08	503.0
2018-01-01 18:40:00	ES	Futures	2929.8	2930.08	2929.53	2929.53	297.0
2018-01-01 18:45:00	ES	Futures	2929.53	2930.08	2929.53	2929.8	439.0
2018-01-01 18:50:00	ES	Futures	2929.8	2930.35	2929.53	2930.35	427.0
2018-01-01 18:55:00	ES	Futures	2930.35	2931.17	2930.08	2930.9	934.0
2018-01-01 19:00:00	ES	Futures	2930.9	2931.44	2930.9	2931.17	408.0
2018-01-01 19:05:00	ES	Futures	2930.9	2931.44	2930.62	2930.9	521.0
2018-01-01 19:10:00	ES	Futures	2930.62	2931.17	2930.35	2930.35	742.0
2018-01-01 19:15:00	ES	Futures	2930.35	2930.62	2930.35	2930.35	178.0
2018-01-01 19:20:00	ES	Futures	2930.62	2930.62	2930.08	2930.35	481.0
2018-01-01 19:25:00	ES	Futures	2930.35	2930.62	2930.08	2930.62	447.0
2018-01-01 19:30:00	ES	Futures	2930.62	2930.9	2930.35	2930.62	373.0
2018-01-01 19:35:00	ES	Futures	2930.9	2931.17	2930.35	2931.17	545.0
2018-01-01 19:40:00	ES	Futures	2931.17	2931.99	2930.9	2931.72	780.0
2018-01-01 19:45:00	ES	Futures	2931.72	2931.99	2931.44	2931.72	369.0
2018-01-01 19:50:00	ES	Futures	2931.72	2931.72	2930.9	2931.17	447.0
2018-01-01 19:55:00	ES	Futures	2930.9	2931.17	2930.62	2930.9	306.0
2018-01-01 20:00:00	ES	Futures	2930.62	2930.9	2929.8	2930.35	783.0
2018-01-01 20:05:00	ES	Futures	2930.08	2930.35	2928.98	2930.08	1191.0
2018-01-01 20:10:00	ES	Futures	2930.08	2930.08	2929.53	2930.08	257.0
2018-01-01 20:15:00	ES	Futures	2930.08	2930.08	2929.26	2929.53	344.0
2018-01-01 20:20:00	ES	Futures	2929.26	2930.08	2929.26	2930.08	357.0
2018-01-01 20:25:00	ES	Futures	2929.8	2930.08	2929.8	2929.8	190.0
2018-01-01 20:30:00	ES	Futures	2929.53	2929.8	2929.26	2929.8	578.0
2018-01-01 20:35:00	ES	Futures	2929.8	2930.08	2929.53	2930.08	431.0
2018-01-01 20:40:00	ES	Futures	2930.08	2930.08	2929.53	2929.53	173.0
2018-01-01 20:45:00	ES	Futures	2929.53	2930.08	2929.53	2930.08	387.0
2018-01-01 20:50:00	ES	Futures	2930.08	2930.08	2929.53	2929.53	260.0
2018-01-01 20:55:00	ES	Futures	2929.53	2930.35	2929.26	2929.53	699.0
2018-01-01 21:00:00	ES	Futures	2929.53	2929.53	2929.26	2929.53	234.0
2018-01-01 21:05:00	ES	Futures	2929.53	2929.8	2929.26	2929.8	234.0
2018-01-01 21:10:00	ES	Futures	2929.53	2929.53	2928.98	2929.53	321.0
2018-01-01 21:15:00	ES	Futures	2929.53	2930.08	2929.26	2929.8	265.0
2018-01-01 21:20:00	ES	Futures	2929.8	2929.8	2928.44	2928.98	703.0
2018-01-01 21:25:00	ES	Futures	2928.98	2929.53	2928.98	2929.26	276.0
2018-01-01 21:30:00	ES	Futures	2929.26	2929.26	2928.16	2928.44	333.0
2018-01-01 21:35:00	ES	Futures	2928.16	2928.16	2927.07	2927.34	1041.0
2018-01-01 21:40:00	ES	Futures	2927.62	2927.89	2927.07	2927.62	567.0
2018-01-01 21:45:00	ES	Futures	2927.62	2928.16	2927.34	2927.89	229.0
2018-01-01 21:50:00	ES	Futures	2927.62	2927.62	2926.52	2926.52	573.0
2018-01-01 21:55:00	ES	Futures	2926.25	2927.07	2926.25	2927.07	781.0
2018-01-01 22:00:00	ES	Futures	2927.07	2927.07	2926.25	2927.07	324.0
2018-01-01 22:05:00	ES	Futures	2927.07	2927.34	2926.8	2927.07	308.0

> showing 50 of 2,397 rows — these rows as CSV

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