PREVIEW / futures_5min / 2018-01-02

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-02.parquet
  size:    248 KB
  rows:    15,379

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
2018-01-02 00:00:00	ES	Futures	2929.53	2929.53	2928.98	2929.53	302.0
2018-01-02 00:05:00	ES	Futures	2929.53	2929.53	2928.98	2929.53	244.0
2018-01-02 00:10:00	ES	Futures	2929.8	2930.08	2929.8	2930.08	390.0
2018-01-02 00:15:00	ES	Futures	2930.08	2930.35	2930.08	2930.35	643.0
2018-01-02 00:20:00	ES	Futures	2930.35	2930.62	2930.08	2930.35	407.0
2018-01-02 00:25:00	ES	Futures	2930.35	2930.62	2930.35	2930.62	31.0
2018-01-02 00:30:00	ES	Futures	2930.35	2930.62	2930.08	2930.08	114.0
2018-01-02 00:35:00	ES	Futures	2930.08	2930.35	2929.8	2930.08	254.0
2018-01-02 00:40:00	ES	Futures	2930.08	2930.35	2929.8	2930.35	231.0
2018-01-02 00:45:00	ES	Futures	2930.35	2930.62	2930.08	2930.62	104.0
2018-01-02 00:50:00	ES	Futures	2930.62	2930.9	2930.35	2930.62	328.0
2018-01-02 00:55:00	ES	Futures	2930.35	2930.35	2930.08	2930.08	77.0
2018-01-02 01:00:00	ES	Futures	2930.08	2930.35	2929.8	2929.8	180.0
2018-01-02 01:05:00	ES	Futures	2930.08	2930.08	2929.8	2930.08	57.0
2018-01-02 01:10:00	ES	Futures	2929.8	2930.35	2929.8	2930.35	203.0
2018-01-02 01:15:00	ES	Futures	2930.08	2930.62	2930.08	2930.62	54.0
2018-01-02 01:20:00	ES	Futures	2930.35	2930.35	2930.35	2930.35	45.0
2018-01-02 01:25:00	ES	Futures	2930.35	2930.35	2930.08	2930.08	87.0
2018-01-02 01:30:00	ES	Futures	2930.35	2930.35	2930.08	2930.35	31.0
2018-01-02 01:35:00	ES	Futures	2930.08	2930.35	2930.08	2930.35	102.0
2018-01-02 01:40:00	ES	Futures	2930.08	2930.35	2930.08	2930.08	102.0
2018-01-02 01:45:00	ES	Futures	2929.8	2930.35	2929.8	2930.35	168.0
2018-01-02 01:50:00	ES	Futures	2930.35	2930.35	2929.8	2930.08	141.0
2018-01-02 01:55:00	ES	Futures	2930.08	2930.35	2930.08	2930.08	162.0
2018-01-02 02:00:00	ES	Futures	2930.08	2930.62	2930.08	2930.35	397.0
2018-01-02 02:05:00	ES	Futures	2930.35	2930.62	2930.08	2930.62	386.0
2018-01-02 02:10:00	ES	Futures	2930.62	2930.9	2930.35	2930.62	332.0
2018-01-02 02:15:00	ES	Futures	2930.62	2930.9	2930.35	2930.62	270.0
2018-01-02 02:20:00	ES	Futures	2930.62	2930.9	2930.35	2930.62	439.0
2018-01-02 02:25:00	ES	Futures	2930.35	2930.62	2930.35	2930.35	506.0
2018-01-02 02:30:00	ES	Futures	2930.35	2930.62	2930.08	2930.08	324.0
2018-01-02 02:35:00	ES	Futures	2930.35	2930.62	2930.08	2930.35	228.0
2018-01-02 02:40:00	ES	Futures	2930.35	2930.9	2930.35	2930.62	278.0
2018-01-02 02:45:00	ES	Futures	2930.62	2930.9	2930.35	2930.35	317.0
2018-01-02 02:50:00	ES	Futures	2930.35	2930.62	2930.08	2930.62	444.0
2018-01-02 02:55:00	ES	Futures	2930.62	2930.62	2930.35	2930.62	461.0
2018-01-02 03:00:00	ES	Futures	2930.62	2930.62	2929.26	2929.26	900.0
2018-01-02 03:05:00	ES	Futures	2929.26	2929.8	2928.71	2929.26	1451.0
2018-01-02 03:10:00	ES	Futures	2929.26	2929.53	2928.71	2929.53	1437.0
2018-01-02 03:15:00	ES	Futures	2929.53	2929.8	2928.71	2928.98	1333.0
2018-01-02 03:20:00	ES	Futures	2928.98	2929.26	2928.44	2928.98	1522.0
2018-01-02 03:25:00	ES	Futures	2928.98	2928.98	2927.62	2927.89	2109.0
2018-01-02 03:30:00	ES	Futures	2927.89	2927.89	2927.07	2927.34	1906.0
2018-01-02 03:35:00	ES	Futures	2927.34	2929.53	2927.07	2928.98	3979.0
2018-01-02 03:40:00	ES	Futures	2928.98	2928.98	2928.44	2928.71	781.0
2018-01-02 03:45:00	ES	Futures	2928.44	2928.71	2927.62	2927.62	1578.0
2018-01-02 03:50:00	ES	Futures	2927.89	2928.44	2927.62	2927.89	949.0
2018-01-02 03:55:00	ES	Futures	2927.89	2928.98	2927.62	2928.16	1060.0
2018-01-02 04:00:00	ES	Futures	2928.16	2928.44	2927.34	2927.89	1019.0
2018-01-02 04:05:00	ES	Futures	2927.62	2928.44	2927.34	2927.34	808.0

> showing 50 of 15,379 rows — these rows as CSV

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