PREVIEW / futures_5min / 2018-01-18

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-18.parquet
  size:    257 KB
  rows:    16,487

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
2018-01-18 00:00:00	ES	Futures	3068.38	3068.65	3068.11	3068.38	88.0
2018-01-18 00:05:00	ES	Futures	3068.11	3068.38	3068.11	3068.11	229.0
2018-01-18 00:10:00	ES	Futures	3068.11	3068.38	3067.83	3067.83	115.0
2018-01-18 00:15:00	ES	Futures	3067.56	3067.83	3065.37	3065.37	2020.0
2018-01-18 00:20:00	ES	Futures	3065.37	3065.92	3064.01	3064.01	2363.0
2018-01-18 00:25:00	ES	Futures	3064.28	3064.55	3063.46	3063.73	1897.0
2018-01-18 00:30:00	ES	Futures	3063.73	3065.37	3063.73	3065.37	764.0
2018-01-18 00:35:00	ES	Futures	3065.37	3065.37	3064.01	3064.55	804.0
2018-01-18 00:40:00	ES	Futures	3064.55	3065.1	3064.01	3064.28	846.0
2018-01-18 00:45:00	ES	Futures	3064.28	3064.28	3062.37	3062.64	1523.0
2018-01-18 00:50:00	ES	Futures	3062.37	3063.19	3062.09	3062.64	1807.0
2018-01-18 00:55:00	ES	Futures	3062.91	3063.46	3062.64	3063.19	628.0
2018-01-18 01:00:00	ES	Futures	3063.19	3063.73	3062.91	3063.19	484.0
2018-01-18 01:05:00	ES	Futures	3063.19	3063.73	3062.64	3063.73	756.0
2018-01-18 01:10:00	ES	Futures	3063.73	3064.55	3063.73	3064.01	397.0
2018-01-18 01:15:00	ES	Futures	3064.01	3064.01	3063.19	3063.46	584.0
2018-01-18 01:20:00	ES	Futures	3063.46	3064.01	3063.46	3064.01	219.0
2018-01-18 01:25:00	ES	Futures	3064.01	3066.74	3064.01	3065.37	1668.0
2018-01-18 01:30:00	ES	Futures	3065.37	3065.37	3064.83	3065.1	520.0
2018-01-18 01:35:00	ES	Futures	3065.1	3065.92	3064.83	3065.1	491.0
2018-01-18 01:40:00	ES	Futures	3065.1	3066.47	3065.1	3065.92	758.0
2018-01-18 01:45:00	ES	Futures	3065.92	3066.19	3065.65	3065.65	205.0
2018-01-18 01:50:00	ES	Futures	3065.92	3066.47	3065.65	3065.92	198.0
2018-01-18 01:55:00	ES	Futures	3065.92	3065.92	3065.37	3065.92	337.0
2018-01-18 02:00:00	ES	Futures	3066.19	3067.83	3066.19	3067.56	1585.0
2018-01-18 02:05:00	ES	Futures	3067.83	3067.83	3067.29	3067.56	669.0
2018-01-18 02:10:00	ES	Futures	3067.56	3068.11	3067.56	3067.56	545.0
2018-01-18 02:15:00	ES	Futures	3067.83	3067.83	3067.29	3067.29	477.0
2018-01-18 02:20:00	ES	Futures	3067.56	3067.83	3067.29	3067.56	394.0
2018-01-18 02:25:00	ES	Futures	3067.56	3067.56	3065.92	3066.19	1108.0
2018-01-18 02:30:00	ES	Futures	3066.19	3066.47	3065.37	3066.19	1088.0
2018-01-18 02:35:00	ES	Futures	3066.19	3066.74	3066.19	3066.74	676.0
2018-01-18 02:40:00	ES	Futures	3066.74	3067.56	3066.74	3067.01	687.0
2018-01-18 02:45:00	ES	Futures	3067.01	3067.56	3067.01	3067.56	295.0
2018-01-18 02:50:00	ES	Futures	3067.56	3067.56	3067.01	3067.01	361.0
2018-01-18 02:55:00	ES	Futures	3067.01	3067.01	3066.47	3067.01	611.0
2018-01-18 03:00:00	ES	Futures	3067.01	3068.11	3066.19	3066.19	3794.0
2018-01-18 03:05:00	ES	Futures	3066.19	3066.74	3065.37	3066.47	1286.0
2018-01-18 03:10:00	ES	Futures	3066.74	3067.01	3064.28	3064.28	2109.0
2018-01-18 03:15:00	ES	Futures	3064.28	3064.83	3063.46	3063.73	2231.0
2018-01-18 03:20:00	ES	Futures	3063.46	3064.01	3063.19	3063.73	1209.0
2018-01-18 03:25:00	ES	Futures	3063.73	3064.28	3063.19	3064.01	1505.0
2018-01-18 03:30:00	ES	Futures	3064.01	3064.28	3063.46	3063.46	544.0
2018-01-18 03:35:00	ES	Futures	3063.19	3063.73	3063.19	3063.19	563.0
2018-01-18 03:40:00	ES	Futures	3063.46	3063.73	3063.19	3063.73	827.0
2018-01-18 03:45:00	ES	Futures	3063.46	3063.73	3062.91	3063.19	843.0
2018-01-18 03:50:00	ES	Futures	3063.19	3063.46	3062.91	3063.19	412.0
2018-01-18 03:55:00	ES	Futures	3062.91	3063.19	3062.37	3062.37	1552.0
2018-01-18 04:00:00	ES	Futures	3062.64	3063.46	3062.37	3063.46	1407.0
2018-01-18 04:05:00	ES	Futures	3063.46	3065.1	3063.19	3064.83	1875.0

> showing 50 of 16,487 rows — these rows as CSV

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