PREVIEW / futures_5min / 2018-01-16

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-16.parquet
  size:    269 KB
  rows:    16,422

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
2018-01-16 00:00:00	ES	Futures	3057.45	3057.72	3057.17	3057.17	281.0
2018-01-16 00:05:00	ES	Futures	3057.17	3057.72	3057.17	3057.45	445.0
2018-01-16 00:10:00	ES	Futures	3057.17	3057.72	3056.9	3057.72	514.0
2018-01-16 00:15:00	ES	Futures	3057.45	3057.72	3057.45	3057.72	238.0
2018-01-16 00:20:00	ES	Futures	3057.72	3057.99	3057.45	3057.72	512.0
2018-01-16 00:25:00	ES	Futures	3057.72	3057.99	3057.17	3057.17	235.0
2018-01-16 00:30:00	ES	Futures	3057.17	3057.45	3057.17	3057.45	181.0
2018-01-16 00:35:00	ES	Futures	3057.45	3057.99	3057.17	3057.99	245.0
2018-01-16 00:40:00	ES	Futures	3057.99	3058.27	3057.72	3058.27	767.0
2018-01-16 00:45:00	ES	Futures	3057.99	3058.27	3057.72	3057.72	406.0
2018-01-16 00:50:00	ES	Futures	3057.72	3057.99	3057.45	3057.99	316.0
2018-01-16 00:55:00	ES	Futures	3057.99	3057.99	3057.72	3057.99	394.0
2018-01-16 01:00:00	ES	Futures	3057.99	3058.54	3057.99	3057.99	606.0
2018-01-16 01:05:00	ES	Futures	3057.99	3058.54	3057.99	3058.27	153.0
2018-01-16 01:10:00	ES	Futures	3058.54	3058.81	3058.27	3058.81	478.0
2018-01-16 01:15:00	ES	Futures	3058.81	3058.81	3058.27	3058.54	278.0
2018-01-16 01:20:00	ES	Futures	3058.54	3058.81	3058.27	3058.27	875.0
2018-01-16 01:25:00	ES	Futures	3058.54	3058.81	3058.27	3058.54	185.0
2018-01-16 01:30:00	ES	Futures	3058.54	3058.54	3057.99	3058.54	282.0
2018-01-16 01:35:00	ES	Futures	3058.54	3058.81	3058.27	3058.81	154.0
2018-01-16 01:40:00	ES	Futures	3058.81	3059.09	3058.54	3059.09	354.0
2018-01-16 01:45:00	ES	Futures	3059.09	3059.36	3059.09	3059.36	448.0
2018-01-16 01:50:00	ES	Futures	3059.36	3059.36	3059.09	3059.36	113.0
2018-01-16 01:55:00	ES	Futures	3059.09	3059.09	3058.54	3058.54	344.0
2018-01-16 02:00:00	ES	Futures	3058.54	3059.09	3058.54	3058.81	677.0
2018-01-16 02:05:00	ES	Futures	3059.09	3059.36	3058.54	3058.81	693.0
2018-01-16 02:10:00	ES	Futures	3058.81	3058.81	3057.72	3058.27	959.0
2018-01-16 02:15:00	ES	Futures	3058.54	3058.54	3058.27	3058.27	314.0
2018-01-16 02:20:00	ES	Futures	3058.54	3058.81	3058.27	3058.81	307.0
2018-01-16 02:25:00	ES	Futures	3058.54	3059.09	3058.54	3058.54	385.0
2018-01-16 02:30:00	ES	Futures	3058.54	3059.09	3058.54	3058.54	589.0
2018-01-16 02:35:00	ES	Futures	3058.81	3058.81	3058.27	3058.81	288.0
2018-01-16 02:40:00	ES	Futures	3058.54	3059.09	3058.54	3059.09	419.0
2018-01-16 02:45:00	ES	Futures	3058.81	3059.09	3058.54	3058.81	531.0
2018-01-16 02:50:00	ES	Futures	3058.81	3059.36	3058.54	3059.09	627.0
2018-01-16 02:55:00	ES	Futures	3058.81	3059.09	3058.54	3058.54	562.0
2018-01-16 03:00:00	ES	Futures	3058.54	3059.63	3058.27	3059.63	2478.0
2018-01-16 03:05:00	ES	Futures	3059.63	3059.63	3059.09	3059.36	2009.0
2018-01-16 03:10:00	ES	Futures	3059.36	3061.0	3059.09	3061.0	3455.0
2018-01-16 03:15:00	ES	Futures	3061.0	3062.64	3060.73	3062.64	5023.0
2018-01-16 03:20:00	ES	Futures	3062.37	3062.91	3062.09	3062.09	2098.0
2018-01-16 03:25:00	ES	Futures	3062.37	3062.37	3061.27	3061.27	1823.0
2018-01-16 03:30:00	ES	Futures	3061.27	3061.55	3060.73	3061.0	2632.0
2018-01-16 03:35:00	ES	Futures	3061.0	3061.0	3059.36	3059.36	2284.0
2018-01-16 03:40:00	ES	Futures	3059.36	3059.63	3058.81	3059.09	1847.0
2018-01-16 03:45:00	ES	Futures	3059.09	3059.63	3058.81	3059.63	1070.0
2018-01-16 03:50:00	ES	Futures	3059.36	3059.91	3059.36	3059.36	1058.0
2018-01-16 03:55:00	ES	Futures	3059.36	3060.18	3059.36	3059.63	1343.0
2018-01-16 04:00:00	ES	Futures	3059.63	3059.63	3059.09	3059.63	867.0
2018-01-16 04:05:00	ES	Futures	3059.63	3060.45	3059.63	3060.18	1165.0

> showing 50 of 16,422 rows — these rows as CSV

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