PREVIEW / futures_5min / 2018-01-17

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-17.parquet
  size:    268 KB
  rows:    16,421

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
2018-01-17 00:00:00	ES	Futures	3042.96	3043.51	3042.69	3043.23	201.0
2018-01-17 00:05:00	ES	Futures	3042.96	3043.78	3042.69	3043.51	441.0
2018-01-17 00:10:00	ES	Futures	3043.51	3043.78	3042.96	3043.23	773.0
2018-01-17 00:15:00	ES	Futures	3043.23	3043.23	3042.41	3042.41	283.0
2018-01-17 00:20:00	ES	Futures	3042.41	3042.96	3042.41	3042.96	359.0
2018-01-17 00:25:00	ES	Futures	3042.69	3044.33	3042.69	3044.05	776.0
2018-01-17 00:30:00	ES	Futures	3044.05	3044.05	3043.51	3044.05	414.0
2018-01-17 00:35:00	ES	Futures	3043.78	3044.05	3043.23	3043.23	399.0
2018-01-17 00:40:00	ES	Futures	3043.51	3044.05	3043.23	3043.78	158.0
2018-01-17 00:45:00	ES	Futures	3044.05	3044.33	3043.78	3044.05	228.0
2018-01-17 00:50:00	ES	Futures	3044.05	3044.33	3043.78	3043.78	458.0
2018-01-17 00:55:00	ES	Futures	3043.78	3044.33	3043.51	3044.05	585.0
2018-01-17 01:00:00	ES	Futures	3044.33	3044.6	3042.69	3042.69	543.0
2018-01-17 01:05:00	ES	Futures	3042.69	3043.23	3041.87	3042.14	1064.0
2018-01-17 01:10:00	ES	Futures	3042.41	3042.41	3041.59	3041.59	627.0
2018-01-17 01:15:00	ES	Futures	3041.59	3042.69	3041.32	3042.69	298.0
2018-01-17 01:20:00	ES	Futures	3042.69	3043.78	3042.69	3043.78	408.0
2018-01-17 01:25:00	ES	Futures	3043.51	3043.78	3043.23	3043.51	180.0
2018-01-17 01:30:00	ES	Futures	3043.51	3043.51	3042.69	3042.96	304.0
2018-01-17 01:35:00	ES	Futures	3042.96	3043.23	3042.69	3042.96	255.0
2018-01-17 01:40:00	ES	Futures	3042.96	3042.96	3042.41	3042.69	247.0
2018-01-17 01:45:00	ES	Futures	3042.41	3042.69	3042.41	3042.69	224.0
2018-01-17 01:50:00	ES	Futures	3042.41	3043.23	3042.41	3042.69	340.0
2018-01-17 01:55:00	ES	Futures	3042.41	3042.41	3041.87	3041.87	368.0
2018-01-17 02:00:00	ES	Futures	3042.14	3042.96	3041.87	3042.41	541.0
2018-01-17 02:05:00	ES	Futures	3042.41	3043.51	3042.41	3043.23	653.0
2018-01-17 02:10:00	ES	Futures	3043.23	3043.51	3042.96	3043.51	1137.0
2018-01-17 02:15:00	ES	Futures	3043.51	3044.33	3043.23	3043.78	598.0
2018-01-17 02:20:00	ES	Futures	3043.78	3044.33	3043.23	3043.78	709.0
2018-01-17 02:25:00	ES	Futures	3043.78	3044.6	3043.78	3043.78	842.0
2018-01-17 02:30:00	ES	Futures	3044.05	3044.05	3043.51	3044.05	439.0
2018-01-17 02:35:00	ES	Futures	3043.78	3044.33	3043.78	3043.78	461.0
2018-01-17 02:40:00	ES	Futures	3043.78	3043.78	3043.23	3043.23	684.0
2018-01-17 02:45:00	ES	Futures	3043.23	3044.05	3042.96	3044.05	1116.0
2018-01-17 02:50:00	ES	Futures	3044.05	3044.05	3043.23	3043.78	1583.0
2018-01-17 02:55:00	ES	Futures	3043.78	3043.78	3043.23	3043.51	878.0
2018-01-17 03:00:00	ES	Futures	3043.51	3045.42	3043.51	3045.15	2492.0
2018-01-17 03:05:00	ES	Futures	3045.15	3046.79	3044.87	3046.51	3636.0
2018-01-17 03:10:00	ES	Futures	3046.79	3047.33	3046.51	3047.06	3254.0
2018-01-17 03:15:00	ES	Futures	3047.33	3048.97	3047.06	3048.43	4521.0
2018-01-17 03:20:00	ES	Futures	3048.43	3048.7	3047.33	3047.88	2866.0
2018-01-17 03:25:00	ES	Futures	3047.88	3048.97	3047.61	3048.43	1408.0
2018-01-17 03:30:00	ES	Futures	3048.43	3048.97	3047.88	3048.97	1189.0
2018-01-17 03:35:00	ES	Futures	3048.7	3049.52	3048.7	3049.25	1376.0
2018-01-17 03:40:00	ES	Futures	3049.25	3049.25	3048.43	3048.7	1479.0
2018-01-17 03:45:00	ES	Futures	3048.7	3049.52	3048.43	3048.97	1021.0
2018-01-17 03:50:00	ES	Futures	3048.97	3049.52	3048.7	3048.97	1261.0
2018-01-17 03:55:00	ES	Futures	3048.97	3049.52	3048.7	3048.97	1663.0
2018-01-17 04:00:00	ES	Futures	3048.97	3049.25	3048.7	3048.97	792.0
2018-01-17 04:05:00	ES	Futures	3048.97	3049.25	3048.7	3048.97	1627.0

> showing 50 of 16,421 rows — these rows as CSV

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