PREVIEW / futures_5min / 2018-01-08

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-08.parquet
  size:    224 KB
  rows:    15,709

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
2018-01-08 00:00:00	ES	Futures	3000.87	3001.42	3000.6	3001.42	598.0
2018-01-08 00:05:00	ES	Futures	3001.14	3001.14	3000.87	3001.14	116.0
2018-01-08 00:10:00	ES	Futures	3001.14	3001.14	3000.87	3001.14	48.0
2018-01-08 00:15:00	ES	Futures	3001.14	3001.14	3000.6	3000.6	132.0
2018-01-08 00:20:00	ES	Futures	3000.87	3000.87	3000.6	3000.6	66.0
2018-01-08 00:25:00	ES	Futures	3000.6	3000.87	3000.6	3000.6	134.0
2018-01-08 00:30:00	ES	Futures	3000.6	3000.87	3000.6	3000.87	119.0
2018-01-08 00:35:00	ES	Futures	3000.87	3001.14	3000.6	3000.87	155.0
2018-01-08 00:40:00	ES	Futures	3000.87	3000.87	3000.6	3000.87	186.0
2018-01-08 00:45:00	ES	Futures	3000.6	3001.14	3000.6	3000.87	451.0
2018-01-08 00:50:00	ES	Futures	3000.87	3001.14	3000.6	3001.14	217.0
2018-01-08 00:55:00	ES	Futures	3000.87	3001.14	3000.87	3001.14	244.0
2018-01-08 01:00:00	ES	Futures	3001.14	3001.14	3000.6	3000.87	175.0
2018-01-08 01:05:00	ES	Futures	3000.6	3000.87	3000.6	3000.6	23.0
2018-01-08 01:10:00	ES	Futures	3000.6	3000.87	3000.6	3000.87	64.0
2018-01-08 01:15:00	ES	Futures	3000.6	3000.87	3000.6	3000.6	29.0
2018-01-08 01:20:00	ES	Futures	3000.6	3000.87	3000.6	3000.6	149.0
2018-01-08 01:25:00	ES	Futures	3000.87	3000.87	3000.6	3000.87	185.0
2018-01-08 01:30:00	ES	Futures	3000.6	3000.87	3000.6	3000.6	23.0
2018-01-08 01:35:00	ES	Futures	3000.87	3000.87	3000.6	3000.87	33.0
2018-01-08 01:40:00	ES	Futures	3000.87	3000.87	3000.6	3000.6	133.0
2018-01-08 01:45:00	ES	Futures	3000.6	3000.87	3000.32	3000.87	337.0
2018-01-08 01:50:00	ES	Futures	3000.87	3000.87	3000.32	3000.6	134.0
2018-01-08 01:55:00	ES	Futures	3000.6	3000.87	3000.6	3000.6	169.0
2018-01-08 02:00:00	ES	Futures	3000.87	3001.14	3000.6	3000.87	937.0
2018-01-08 02:05:00	ES	Futures	3000.87	3001.14	3000.87	3000.87	119.0
2018-01-08 02:10:00	ES	Futures	3000.6	3000.87	3000.6	3000.6	313.0
2018-01-08 02:15:00	ES	Futures	3000.87	3001.14	3000.6	3001.14	238.0
2018-01-08 02:20:00	ES	Futures	3001.14	3001.42	3000.87	3000.87	864.0
2018-01-08 02:25:00	ES	Futures	3000.87	3001.42	3000.87	3000.87	731.0
2018-01-08 02:30:00	ES	Futures	3001.14	3001.69	3000.87	3001.42	403.0
2018-01-08 02:35:00	ES	Futures	3001.14	3001.42	3001.14	3001.42	378.0
2018-01-08 02:40:00	ES	Futures	3001.14	3001.42	3000.87	3000.87	393.0
2018-01-08 02:45:00	ES	Futures	3001.14	3001.42	3000.87	3001.14	317.0
2018-01-08 02:50:00	ES	Futures	3001.14	3001.42	3000.87	3001.14	438.0
2018-01-08 02:55:00	ES	Futures	3001.42	3001.42	3001.14	3001.42	214.0
2018-01-08 03:00:00	ES	Futures	3001.42	3001.96	3001.14	3001.14	2927.0
2018-01-08 03:05:00	ES	Futures	3001.14	3001.14	3000.32	3000.87	1620.0
2018-01-08 03:10:00	ES	Futures	3000.6	3000.87	2999.78	2999.78	1659.0
2018-01-08 03:15:00	ES	Futures	2999.78	2999.78	2999.23	2999.5	1494.0
2018-01-08 03:20:00	ES	Futures	2999.5	2999.5	2998.14	2998.14	3777.0
2018-01-08 03:25:00	ES	Futures	2998.41	2998.41	2997.59	2997.86	2120.0
2018-01-08 03:30:00	ES	Futures	2998.14	2998.96	2997.86	2998.96	1364.0
2018-01-08 03:35:00	ES	Futures	2998.68	2999.5	2998.68	2999.23	1148.0
2018-01-08 03:40:00	ES	Futures	2999.5	2999.5	2998.68	2998.96	1090.0
2018-01-08 03:45:00	ES	Futures	2999.23	2999.23	2998.14	2998.41	1180.0
2018-01-08 03:50:00	ES	Futures	2998.41	2998.68	2998.14	2998.68	890.0
2018-01-08 03:55:00	ES	Futures	2998.41	2998.68	2998.14	2998.14	342.0
2018-01-08 04:00:00	ES	Futures	2998.14	2999.5	2998.14	2999.5	822.0
2018-01-08 04:05:00	ES	Futures	2999.5	2999.5	2998.68	2998.68	685.0

> showing 50 of 15,709 rows — these rows as CSV

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