PREVIEW / futures_5min / 2018-01-10

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-10.parquet
  size:    255 KB
  rows:    16,078

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
2018-01-10 00:00:00	ES	Futures	3007.97	3007.97	3007.43	3007.43	260.0
2018-01-10 00:05:00	ES	Futures	3007.7	3007.7	3007.43	3007.7	279.0
2018-01-10 00:10:00	ES	Futures	3007.7	3007.97	3007.15	3007.43	642.0
2018-01-10 00:15:00	ES	Futures	3007.15	3007.43	3006.88	3007.15	273.0
2018-01-10 00:20:00	ES	Futures	3007.15	3007.15	3006.33	3006.88	1267.0
2018-01-10 00:25:00	ES	Futures	3006.88	3007.15	3006.61	3006.61	391.0
2018-01-10 00:30:00	ES	Futures	3006.88	3006.88	3006.33	3006.88	621.0
2018-01-10 00:35:00	ES	Futures	3006.61	3007.15	3006.61	3007.15	212.0
2018-01-10 00:40:00	ES	Futures	3007.15	3007.43	3007.15	3007.15	607.0
2018-01-10 00:45:00	ES	Futures	3007.15	3007.43	3006.88	3007.43	115.0
2018-01-10 00:50:00	ES	Futures	3007.43	3007.7	3007.15	3007.43	379.0
2018-01-10 00:55:00	ES	Futures	3007.15	3007.43	3007.15	3007.43	284.0
2018-01-10 01:00:00	ES	Futures	3007.15	3007.7	3007.15	3007.15	245.0
2018-01-10 01:05:00	ES	Futures	3007.15	3007.43	3007.15	3007.15	102.0
2018-01-10 01:10:00	ES	Futures	3007.43	3007.43	3006.88	3007.43	342.0
2018-01-10 01:15:00	ES	Futures	3007.15	3007.7	3007.15	3007.43	168.0
2018-01-10 01:20:00	ES	Futures	3007.43	3007.7	3006.88	3006.88	294.0
2018-01-10 01:25:00	ES	Futures	3006.88	3007.15	3006.88	3006.88	127.0
2018-01-10 01:30:00	ES	Futures	3007.15	3007.15	3006.88	3007.15	73.0
2018-01-10 01:35:00	ES	Futures	3007.15	3007.15	3006.33	3006.33	210.0
2018-01-10 01:40:00	ES	Futures	3006.61	3006.61	3006.33	3006.61	357.0
2018-01-10 01:45:00	ES	Futures	3006.33	3006.61	3006.33	3006.61	119.0
2018-01-10 01:50:00	ES	Futures	3006.61	3006.61	3006.33	3006.61	266.0
2018-01-10 01:55:00	ES	Futures	3006.61	3006.61	3006.33	3006.61	128.0
2018-01-10 02:00:00	ES	Futures	3006.33	3006.61	3005.51	3006.06	1707.0
2018-01-10 02:05:00	ES	Futures	3006.06	3006.33	3006.06	3006.33	499.0
2018-01-10 02:10:00	ES	Futures	3006.33	3006.33	3005.51	3005.51	663.0
2018-01-10 02:15:00	ES	Futures	3005.51	3006.06	3005.24	3005.24	1433.0
2018-01-10 02:20:00	ES	Futures	3005.24	3005.24	3004.69	3004.97	795.0
2018-01-10 02:25:00	ES	Futures	3005.24	3005.24	3004.69	3004.97	401.0
2018-01-10 02:30:00	ES	Futures	3004.97	3005.51	3004.97	3005.51	820.0
2018-01-10 02:35:00	ES	Futures	3005.24	3005.51	3004.97	3005.24	476.0
2018-01-10 02:40:00	ES	Futures	3005.24	3005.24	3004.42	3004.42	1178.0
2018-01-10 02:45:00	ES	Futures	3004.42	3004.69	3003.87	3003.87	937.0
2018-01-10 02:50:00	ES	Futures	3003.87	3004.15	3002.78	3003.33	1966.0
2018-01-10 02:55:00	ES	Futures	3003.33	3003.6	3002.51	3002.78	2000.0
2018-01-10 03:00:00	ES	Futures	3003.06	3003.33	3002.51	3002.78	2479.0
2018-01-10 03:05:00	ES	Futures	3002.78	3003.06	3001.69	3001.96	4565.0
2018-01-10 03:10:00	ES	Futures	3001.96	3002.24	3001.42	3002.24	1530.0
2018-01-10 03:15:00	ES	Futures	3002.24	3004.15	3001.96	3003.06	3341.0
2018-01-10 03:20:00	ES	Futures	3002.78	3003.06	3002.51	3002.51	1630.0
2018-01-10 03:25:00	ES	Futures	3002.78	3003.33	3002.51	3002.78	959.0
2018-01-10 03:30:00	ES	Futures	3002.78	3004.15	3002.51	3004.15	1369.0
2018-01-10 03:35:00	ES	Futures	3004.15	3005.79	3004.15	3004.69	3063.0
2018-01-10 03:40:00	ES	Futures	3004.69	3004.97	3003.06	3003.6	2767.0
2018-01-10 03:45:00	ES	Futures	3003.6	3004.15	3002.78	3003.06	1483.0
2018-01-10 03:50:00	ES	Futures	3003.06	3003.33	3001.42	3002.24	2623.0
2018-01-10 03:55:00	ES	Futures	3002.24	3002.24	3001.14	3001.42	2751.0
2018-01-10 04:00:00	ES	Futures	3001.42	3001.96	3001.14	3001.69	1211.0
2018-01-10 04:05:00	ES	Futures	3001.96	3003.06	3001.96	3003.06	1221.0

> showing 50 of 16,078 rows — these rows as CSV

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