PREVIEW / futures_5min / 2018-01-12

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-12.parquet
  size:    230 KB
  rows:    13,320

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
2018-01-12 00:00:00	ES	Futures	3027.11	3027.38	3026.83	3027.11	494.0
2018-01-12 00:05:00	ES	Futures	3027.11	3027.65	3027.11	3027.11	244.0
2018-01-12 00:10:00	ES	Futures	3027.38	3027.38	3026.83	3027.11	256.0
2018-01-12 00:15:00	ES	Futures	3026.83	3027.38	3026.83	3027.38	114.0
2018-01-12 00:20:00	ES	Futures	3027.38	3027.65	3027.11	3027.65	246.0
2018-01-12 00:25:00	ES	Futures	3027.65	3027.65	3027.38	3027.65	47.0
2018-01-12 00:30:00	ES	Futures	3027.65	3027.65	3027.38	3027.65	59.0
2018-01-12 00:35:00	ES	Futures	3027.65	3027.65	3027.38	3027.38	346.0
2018-01-12 00:40:00	ES	Futures	3027.38	3027.38	3026.56	3026.83	452.0
2018-01-12 00:45:00	ES	Futures	3026.83	3027.38	3026.83	3027.38	240.0
2018-01-12 00:50:00	ES	Futures	3027.11	3027.38	3027.11	3027.11	152.0
2018-01-12 00:55:00	ES	Futures	3027.38	3027.38	3026.83	3027.11	337.0
2018-01-12 01:00:00	ES	Futures	3027.11	3027.38	3026.83	3027.11	295.0
2018-01-12 01:05:00	ES	Futures	3027.11	3027.65	3027.11	3027.38	173.0
2018-01-12 01:10:00	ES	Futures	3027.65	3028.2	3027.38	3027.93	637.0
2018-01-12 01:15:00	ES	Futures	3027.93	3028.2	3027.65	3027.93	172.0
2018-01-12 01:20:00	ES	Futures	3028.2	3028.47	3027.93	3028.47	147.0
2018-01-12 01:25:00	ES	Futures	3028.2	3028.47	3028.2	3028.2	88.0
2018-01-12 01:30:00	ES	Futures	3028.2	3028.47	3027.93	3027.93	211.0
2018-01-12 01:35:00	ES	Futures	3027.93	3029.02	3027.93	3028.47	748.0
2018-01-12 01:40:00	ES	Futures	3028.47	3029.57	3028.47	3028.75	1112.0
2018-01-12 01:45:00	ES	Futures	3028.75	3029.02	3028.47	3028.75	265.0
2018-01-12 01:50:00	ES	Futures	3028.75	3029.02	3028.75	3029.02	118.0
2018-01-12 01:55:00	ES	Futures	3029.02	3029.02	3028.47	3028.47	306.0
2018-01-12 02:00:00	ES	Futures	3028.47	3028.75	3028.2	3028.2	783.0
2018-01-12 02:05:00	ES	Futures	3028.2	3029.02	3028.2	3029.02	649.0
2018-01-12 02:10:00	ES	Futures	3029.02	3029.29	3028.75	3029.02	815.0
2018-01-12 02:15:00	ES	Futures	3029.02	3029.57	3028.75	3029.57	328.0
2018-01-12 02:20:00	ES	Futures	3029.29	3029.84	3029.29	3029.57	921.0
2018-01-12 02:25:00	ES	Futures	3029.84	3029.84	3029.29	3029.84	519.0
2018-01-12 02:30:00	ES	Futures	3029.84	3030.39	3029.57	3029.84	1648.0
2018-01-12 02:35:00	ES	Futures	3029.84	3030.11	3029.57	3029.84	745.0
2018-01-12 02:40:00	ES	Futures	3029.84	3030.39	3029.57	3029.84	532.0
2018-01-12 02:45:00	ES	Futures	3029.84	3030.11	3029.57	3029.57	635.0
2018-01-12 02:50:00	ES	Futures	3029.57	3030.11	3029.57	3030.11	470.0
2018-01-12 02:55:00	ES	Futures	3030.11	3030.39	3029.84	3030.11	648.0
2018-01-12 03:00:00	ES	Futures	3029.84	3030.11	3029.29	3029.57	1713.0
2018-01-12 03:05:00	ES	Futures	3029.57	3029.84	3029.02	3029.29	1257.0
2018-01-12 03:10:00	ES	Futures	3029.29	3030.11	3029.29	3029.84	1545.0
2018-01-12 03:15:00	ES	Futures	3029.84	3031.21	3029.57	3031.21	1915.0
2018-01-12 03:20:00	ES	Futures	3031.21	3033.12	3030.93	3032.85	5566.0
2018-01-12 03:25:00	ES	Futures	3033.12	3035.03	3032.57	3034.21	8164.0
2018-01-12 03:30:00	ES	Futures	3034.21	3034.21	3033.39	3033.67	2170.0
2018-01-12 03:35:00	ES	Futures	3033.67	3033.67	3032.85	3033.39	2412.0
2018-01-12 03:40:00	ES	Futures	3033.67	3034.76	3033.39	3034.21	3360.0
2018-01-12 03:45:00	ES	Futures	3033.94	3035.03	3033.94	3034.76	1213.0
2018-01-12 03:50:00	ES	Futures	3034.76	3034.76	3034.49	3034.49	446.0
2018-01-12 03:55:00	ES	Futures	3034.49	3034.76	3034.21	3034.49	1066.0
2018-01-12 04:00:00	ES	Futures	3034.49	3034.76	3034.21	3034.76	935.0
2018-01-12 04:05:00	ES	Futures	3034.49	3034.76	3034.21	3034.21	628.0

> showing 50 of 13,320 rows — these rows as CSV

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