PREVIEW / futures_5min / 2018-01-04

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-04.parquet
  size:    245 KB
  rows:    16,117

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
2018-01-04 00:00:00	ES	Futures	2965.34	2965.61	2965.34	2965.61	43.0
2018-01-04 00:05:00	ES	Futures	2965.34	2965.88	2965.34	2965.61	379.0
2018-01-04 00:10:00	ES	Futures	2965.88	2966.98	2965.61	2966.43	1742.0
2018-01-04 00:15:00	ES	Futures	2966.7	2966.7	2966.43	2966.43	259.0
2018-01-04 00:20:00	ES	Futures	2966.43	2966.7	2966.16	2966.7	521.0
2018-01-04 00:25:00	ES	Futures	2966.43	2966.7	2965.88	2965.88	618.0
2018-01-04 00:30:00	ES	Futures	2965.88	2966.16	2965.88	2966.16	300.0
2018-01-04 00:35:00	ES	Futures	2966.16	2966.98	2965.88	2966.98	222.0
2018-01-04 00:40:00	ES	Futures	2966.98	2966.98	2966.43	2966.43	217.0
2018-01-04 00:45:00	ES	Futures	2966.43	2967.25	2966.43	2966.98	942.0
2018-01-04 00:50:00	ES	Futures	2966.7	2967.52	2966.7	2967.25	391.0
2018-01-04 00:55:00	ES	Futures	2967.25	2967.52	2966.98	2967.25	313.0
2018-01-04 01:00:00	ES	Futures	2967.25	2967.25	2966.7	2966.7	296.0
2018-01-04 01:05:00	ES	Futures	2966.7	2966.7	2966.16	2966.43	401.0
2018-01-04 01:10:00	ES	Futures	2966.7	2966.7	2965.61	2965.88	745.0
2018-01-04 01:15:00	ES	Futures	2966.16	2966.43	2965.88	2965.88	245.0
2018-01-04 01:20:00	ES	Futures	2966.16	2966.43	2965.88	2966.16	204.0
2018-01-04 01:25:00	ES	Futures	2966.16	2966.43	2966.16	2966.16	90.0
2018-01-04 01:30:00	ES	Futures	2966.16	2966.43	2966.16	2966.43	183.0
2018-01-04 01:35:00	ES	Futures	2966.43	2966.7	2966.43	2966.43	72.0
2018-01-04 01:40:00	ES	Futures	2966.43	2966.98	2966.43	2966.7	125.0
2018-01-04 01:45:00	ES	Futures	2966.98	2966.98	2966.16	2966.43	280.0
2018-01-04 01:50:00	ES	Futures	2966.16	2966.43	2965.88	2966.16	396.0
2018-01-04 01:55:00	ES	Futures	2966.16	2966.43	2965.61	2965.61	240.0
2018-01-04 02:00:00	ES	Futures	2965.61	2966.43	2965.61	2966.43	587.0
2018-01-04 02:05:00	ES	Futures	2966.43	2966.43	2966.16	2966.43	318.0
2018-01-04 02:10:00	ES	Futures	2966.43	2966.43	2966.16	2966.16	268.0
2018-01-04 02:15:00	ES	Futures	2966.16	2966.7	2966.16	2966.16	392.0
2018-01-04 02:20:00	ES	Futures	2966.16	2966.16	2965.61	2966.16	693.0
2018-01-04 02:25:00	ES	Futures	2965.88	2966.16	2965.61	2965.61	484.0
2018-01-04 02:30:00	ES	Futures	2965.61	2966.16	2965.61	2966.16	865.0
2018-01-04 02:35:00	ES	Futures	2966.16	2966.43	2965.88	2965.88	414.0
2018-01-04 02:40:00	ES	Futures	2965.88	2966.16	2965.88	2966.16	530.0
2018-01-04 02:45:00	ES	Futures	2965.88	2965.88	2965.61	2965.61	171.0
2018-01-04 02:50:00	ES	Futures	2965.61	2965.88	2965.61	2965.61	234.0
2018-01-04 02:55:00	ES	Futures	2965.88	2966.16	2965.34	2966.16	373.0
2018-01-04 03:00:00	ES	Futures	2965.88	2966.7	2965.88	2966.7	1481.0
2018-01-04 03:05:00	ES	Futures	2966.7	2966.7	2965.88	2966.43	1413.0
2018-01-04 03:10:00	ES	Futures	2966.43	2967.25	2966.43	2966.7	1829.0
2018-01-04 03:15:00	ES	Futures	2966.7	2967.25	2966.43	2967.25	848.0
2018-01-04 03:20:00	ES	Futures	2967.25	2967.52	2966.98	2967.25	1286.0
2018-01-04 03:25:00	ES	Futures	2967.25	2967.52	2966.98	2967.25	1345.0
2018-01-04 03:30:00	ES	Futures	2967.25	2967.52	2966.7	2966.98	1333.0
2018-01-04 03:35:00	ES	Futures	2966.7	2966.98	2966.43	2966.7	368.0
2018-01-04 03:40:00	ES	Futures	2966.7	2966.7	2966.43	2966.43	440.0
2018-01-04 03:45:00	ES	Futures	2966.43	2967.25	2966.16	2967.25	2114.0
2018-01-04 03:50:00	ES	Futures	2966.98	2966.98	2966.43	2966.43	708.0
2018-01-04 03:55:00	ES	Futures	2966.43	2966.98	2966.43	2966.43	800.0
2018-01-04 04:00:00	ES	Futures	2966.43	2967.52	2966.43	2967.25	754.0
2018-01-04 04:05:00	ES	Futures	2967.25	2967.8	2967.25	2967.8	578.0

> showing 50 of 16,117 rows — these rows as CSV

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