PREVIEW / futures_5min / 2018-01-05

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-05.parquet
  size:    201 KB
  rows:    13,274

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
2018-01-05 00:00:00	ES	Futures	2980.64	2980.92	2980.64	2980.64	698.0
2018-01-05 00:05:00	ES	Futures	2980.64	2980.92	2980.37	2980.37	162.0
2018-01-05 00:10:00	ES	Futures	2980.37	2980.92	2980.37	2980.92	134.0
2018-01-05 00:15:00	ES	Futures	2980.92	2980.92	2980.37	2980.37	140.0
2018-01-05 00:20:00	ES	Futures	2980.37	2980.64	2980.37	2980.37	132.0
2018-01-05 00:25:00	ES	Futures	2980.37	2980.64	2980.37	2980.37	34.0
2018-01-05 00:30:00	ES	Futures	2980.37	2980.64	2980.37	2980.37	36.0
2018-01-05 00:35:00	ES	Futures	2980.64	2980.92	2980.37	2980.37	352.0
2018-01-05 00:40:00	ES	Futures	2980.64	2980.64	2980.37	2980.64	153.0
2018-01-05 00:45:00	ES	Futures	2980.64	2980.92	2980.37	2980.64	331.0
2018-01-05 00:50:00	ES	Futures	2980.64	2980.92	2980.37	2980.64	80.0
2018-01-05 00:55:00	ES	Futures	2980.37	2980.92	2980.37	2980.64	436.0
2018-01-05 01:00:00	ES	Futures	2980.64	2981.19	2980.37	2980.92	387.0
2018-01-05 01:05:00	ES	Futures	2980.64	2980.92	2980.37	2980.64	229.0
2018-01-05 01:10:00	ES	Futures	2980.64	2980.92	2980.37	2980.92	128.0
2018-01-05 01:15:00	ES	Futures	2980.64	2980.92	2980.37	2980.64	208.0
2018-01-05 01:20:00	ES	Futures	2980.64	2980.92	2980.37	2980.37	98.0
2018-01-05 01:25:00	ES	Futures	2980.64	2980.92	2980.64	2980.64	171.0
2018-01-05 01:30:00	ES	Futures	2980.92	2980.92	2980.37	2980.64	60.0
2018-01-05 01:35:00	ES	Futures	2980.64	2980.64	2980.37	2980.64	417.0
2018-01-05 01:40:00	ES	Futures	2980.92	2980.92	2980.64	2980.64	37.0
2018-01-05 01:45:00	ES	Futures	2980.64	2980.92	2980.64	2980.64	35.0
2018-01-05 01:50:00	ES	Futures	2980.92	2980.92	2980.64	2980.64	161.0
2018-01-05 01:55:00	ES	Futures	2980.64	2980.64	2980.1	2980.1	280.0
2018-01-05 02:00:00	ES	Futures	2980.37	2980.64	2980.1	2980.64	482.0
2018-01-05 02:05:00	ES	Futures	2980.64	2980.64	2980.1	2980.1	415.0
2018-01-05 02:10:00	ES	Futures	2980.37	2980.92	2980.37	2980.64	977.0
2018-01-05 02:15:00	ES	Futures	2980.64	2980.92	2980.37	2980.92	589.0
2018-01-05 02:20:00	ES	Futures	2980.64	2980.92	2980.64	2980.92	133.0
2018-01-05 02:25:00	ES	Futures	2980.64	2980.92	2980.64	2980.64	80.0
2018-01-05 02:30:00	ES	Futures	2980.92	2981.19	2980.64	2980.64	484.0
2018-01-05 02:35:00	ES	Futures	2980.64	2981.19	2980.64	2980.64	151.0
2018-01-05 02:40:00	ES	Futures	2980.64	2980.92	2980.64	2980.92	413.0
2018-01-05 02:45:00	ES	Futures	2980.92	2981.46	2980.92	2981.46	440.0
2018-01-05 02:50:00	ES	Futures	2981.46	2981.46	2981.19	2981.46	486.0
2018-01-05 02:55:00	ES	Futures	2981.46	2981.46	2981.19	2981.46	494.0
2018-01-05 03:00:00	ES	Futures	2981.46	2982.01	2981.19	2982.01	2720.0
2018-01-05 03:05:00	ES	Futures	2982.01	2982.56	2981.74	2982.56	1614.0
2018-01-05 03:10:00	ES	Futures	2982.56	2982.56	2982.28	2982.56	932.0
2018-01-05 03:15:00	ES	Futures	2982.56	2982.56	2982.28	2982.56	580.0
2018-01-05 03:20:00	ES	Futures	2982.56	2982.56	2982.01	2982.01	980.0
2018-01-05 03:25:00	ES	Futures	2982.28	2982.56	2981.74	2982.28	767.0
2018-01-05 03:30:00	ES	Futures	2982.28	2982.83	2982.01	2982.28	1027.0
2018-01-05 03:35:00	ES	Futures	2982.56	2982.56	2981.46	2981.74	1143.0
2018-01-05 03:40:00	ES	Futures	2981.74	2982.56	2981.46	2982.28	1017.0
2018-01-05 03:45:00	ES	Futures	2982.28	2982.28	2982.01	2982.28	504.0
2018-01-05 03:50:00	ES	Futures	2982.28	2982.56	2981.74	2982.28	791.0
2018-01-05 03:55:00	ES	Futures	2982.56	2982.56	2982.28	2982.56	209.0
2018-01-05 04:00:00	ES	Futures	2982.56	2982.83	2982.01	2982.28	1464.0
2018-01-05 04:05:00	ES	Futures	2982.28	2982.83	2982.01	2982.56	970.0

> showing 50 of 13,274 rows — these rows as CSV

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