PREVIEW / futures_5min / 2018-01-09

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-09.parquet
  size:    250 KB
  rows:    16,151

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
2018-01-09 00:00:00	ES	Futures	3000.6	3000.87	3000.6	3000.87	153.0
2018-01-09 00:05:00	ES	Futures	3000.87	3000.87	3000.6	3000.87	311.0
2018-01-09 00:10:00	ES	Futures	3000.87	3000.87	3000.32	3000.6	269.0
2018-01-09 00:15:00	ES	Futures	3000.87	3001.14	3000.6	3001.14	179.0
2018-01-09 00:20:00	ES	Futures	3001.14	3001.14	3000.87	3001.14	25.0
2018-01-09 00:25:00	ES	Futures	3001.14	3001.14	3000.32	3000.32	202.0
2018-01-09 00:30:00	ES	Futures	3000.6	3000.87	3000.32	3000.32	252.0
2018-01-09 00:35:00	ES	Futures	3000.32	3000.6	3000.32	3000.32	80.0
2018-01-09 00:40:00	ES	Futures	3000.32	3000.32	3000.05	3000.32	295.0
2018-01-09 00:45:00	ES	Futures	3000.32	3000.6	3000.32	3000.6	75.0
2018-01-09 00:50:00	ES	Futures	3000.6	3000.6	3000.32	3000.32	272.0
2018-01-09 00:55:00	ES	Futures	3000.6	3000.87	3000.32	3000.6	376.0
2018-01-09 01:00:00	ES	Futures	3000.6	3000.87	3000.6	3000.6	296.0
2018-01-09 01:05:00	ES	Futures	3000.6	3000.87	3000.6	3000.87	23.0
2018-01-09 01:10:00	ES	Futures	3000.87	3001.14	3000.6	3001.14	139.0
2018-01-09 01:15:00	ES	Futures	3001.14	3001.14	3000.87	3000.87	124.0
2018-01-09 01:20:00	ES	Futures	3001.14	3001.14	3000.87	3000.87	18.0
2018-01-09 01:25:00	ES	Futures	3000.87	3001.14	3000.87	3000.87	34.0
2018-01-09 01:30:00	ES	Futures	3001.14	3001.14	3000.87	3001.14	36.0
2018-01-09 01:35:00	ES	Futures	3001.14	3001.42	3000.87	3001.42	252.0
2018-01-09 01:40:00	ES	Futures	3001.42	3001.42	3001.14	3001.42	49.0
2018-01-09 01:45:00	ES	Futures	3001.42	3001.42	3001.14	3001.42	24.0
2018-01-09 01:50:00	ES	Futures	3001.42	3001.69	3001.14	3001.69	174.0
2018-01-09 01:55:00	ES	Futures	3001.69	3001.96	3001.42	3001.96	193.0
2018-01-09 02:00:00	ES	Futures	3001.69	3001.96	3001.69	3001.69	391.0
2018-01-09 02:05:00	ES	Futures	3001.96	3002.51	3001.69	3001.96	531.0
2018-01-09 02:10:00	ES	Futures	3001.96	3002.24	3001.69	3001.96	341.0
2018-01-09 02:15:00	ES	Futures	3001.96	3001.96	3001.69	3001.96	46.0
2018-01-09 02:20:00	ES	Futures	3001.96	3002.24	3001.69	3002.24	354.0
2018-01-09 02:25:00	ES	Futures	3002.24	3002.24	3001.69	3001.69	443.0
2018-01-09 02:30:00	ES	Futures	3001.69	3002.24	3001.42	3002.24	415.0
2018-01-09 02:35:00	ES	Futures	3002.24	3002.24	3001.96	3002.24	104.0
2018-01-09 02:40:00	ES	Futures	3002.24	3002.24	3001.69	3001.96	373.0
2018-01-09 02:45:00	ES	Futures	3001.96	3001.96	3001.69	3001.96	118.0
2018-01-09 02:50:00	ES	Futures	3001.96	3001.96	3001.69	3001.69	84.0
2018-01-09 02:55:00	ES	Futures	3001.69	3002.51	3001.69	3002.51	329.0
2018-01-09 03:00:00	ES	Futures	3002.24	3002.78	3002.24	3002.51	1240.0
2018-01-09 03:05:00	ES	Futures	3002.51	3003.87	3002.24	3003.6	2049.0
2018-01-09 03:10:00	ES	Futures	3003.87	3003.87	3003.33	3003.6	1325.0
2018-01-09 03:15:00	ES	Futures	3003.6	3003.87	3003.33	3003.6	924.0
2018-01-09 03:20:00	ES	Futures	3003.6	3004.15	3003.6	3003.87	602.0
2018-01-09 03:25:00	ES	Futures	3004.15	3004.69	3003.6	3004.69	1849.0
2018-01-09 03:30:00	ES	Futures	3004.69	3004.69	3003.87	3004.15	1456.0
2018-01-09 03:35:00	ES	Futures	3004.15	3004.97	3004.15	3004.42	1194.0
2018-01-09 03:40:00	ES	Futures	3004.42	3004.42	3003.6	3004.15	952.0
2018-01-09 03:45:00	ES	Futures	3004.15	3004.42	3003.87	3004.15	669.0
2018-01-09 03:50:00	ES	Futures	3004.15	3004.42	3003.87	3004.42	450.0
2018-01-09 03:55:00	ES	Futures	3004.42	3004.42	3004.15	3004.42	635.0
2018-01-09 04:00:00	ES	Futures	3004.42	3005.51	3004.42	3005.51	2842.0
2018-01-09 04:05:00	ES	Futures	3005.51	3005.51	3005.24	3005.51	699.0

> showing 50 of 16,151 rows — these rows as CSV

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