PREVIEW / futures_5min / 2018-01-19

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-19.parquet
  size:    212 KB
  rows:    13,265

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
2018-01-19 00:00:00	ES	Futures	3054.44	3054.71	3053.89	3054.71	906.0
2018-01-19 00:05:00	ES	Futures	3054.71	3054.71	3054.17	3054.44	322.0
2018-01-19 00:10:00	ES	Futures	3054.44	3054.99	3054.44	3054.99	253.0
2018-01-19 00:15:00	ES	Futures	3054.99	3055.26	3054.71	3054.99	95.0
2018-01-19 00:20:00	ES	Futures	3054.99	3055.81	3054.99	3055.81	223.0
2018-01-19 00:25:00	ES	Futures	3055.81	3055.81	3055.53	3055.53	458.0
2018-01-19 00:30:00	ES	Futures	3055.81	3055.81	3055.26	3055.53	192.0
2018-01-19 00:35:00	ES	Futures	3055.53	3055.53	3054.99	3055.26	193.0
2018-01-19 00:40:00	ES	Futures	3055.53	3055.53	3055.26	3055.53	191.0
2018-01-19 00:45:00	ES	Futures	3055.26	3055.53	3055.26	3055.26	24.0
2018-01-19 00:50:00	ES	Futures	3055.53	3055.53	3054.99	3055.26	190.0
2018-01-19 00:55:00	ES	Futures	3055.26	3055.53	3054.99	3055.26	273.0
2018-01-19 01:00:00	ES	Futures	3055.26	3056.35	3055.26	3055.53	553.0
2018-01-19 01:05:00	ES	Futures	3055.53	3056.08	3054.99	3055.26	1030.0
2018-01-19 01:10:00	ES	Futures	3055.26	3055.26	3054.44	3054.71	253.0
2018-01-19 01:15:00	ES	Futures	3054.99	3054.99	3054.71	3054.99	215.0
2018-01-19 01:20:00	ES	Futures	3055.26	3055.26	3054.71	3054.99	304.0
2018-01-19 01:25:00	ES	Futures	3054.99	3055.26	3054.44	3054.44	270.0
2018-01-19 01:30:00	ES	Futures	3054.71	3055.26	3054.44	3055.26	101.0
2018-01-19 01:35:00	ES	Futures	3055.26	3055.26	3054.44	3054.71	174.0
2018-01-19 01:40:00	ES	Futures	3054.71	3054.99	3054.44	3054.44	201.0
2018-01-19 01:45:00	ES	Futures	3054.71	3054.71	3054.17	3054.44	223.0
2018-01-19 01:50:00	ES	Futures	3054.71	3054.99	3054.71	3054.99	246.0
2018-01-19 01:55:00	ES	Futures	3054.99	3055.26	3054.99	3054.99	106.0
2018-01-19 02:00:00	ES	Futures	3055.26	3055.81	3055.26	3055.53	469.0
2018-01-19 02:05:00	ES	Futures	3055.81	3055.81	3055.26	3055.26	399.0
2018-01-19 02:10:00	ES	Futures	3055.26	3055.81	3055.26	3055.26	900.0
2018-01-19 02:15:00	ES	Futures	3055.53	3055.81	3054.99	3054.99	521.0
2018-01-19 02:20:00	ES	Futures	3055.26	3055.26	3054.17	3054.44	736.0
2018-01-19 02:25:00	ES	Futures	3054.44	3054.99	3054.17	3054.71	545.0
2018-01-19 02:30:00	ES	Futures	3054.99	3055.81	3054.71	3055.53	537.0
2018-01-19 02:35:00	ES	Futures	3055.53	3056.63	3055.53	3056.08	1287.0
2018-01-19 02:40:00	ES	Futures	3056.08	3056.08	3055.53	3056.08	282.0
2018-01-19 02:45:00	ES	Futures	3056.08	3056.35	3055.53	3055.81	903.0
2018-01-19 02:50:00	ES	Futures	3055.81	3056.08	3055.53	3055.81	438.0
2018-01-19 02:55:00	ES	Futures	3055.81	3056.63	3055.81	3056.08	622.0
2018-01-19 03:00:00	ES	Futures	3055.81	3057.99	3055.81	3057.99	2620.0
2018-01-19 03:05:00	ES	Futures	3057.72	3058.54	3057.72	3058.27	2361.0
2018-01-19 03:10:00	ES	Futures	3058.27	3058.54	3057.17	3057.17	1515.0
2018-01-19 03:15:00	ES	Futures	3057.45	3057.45	3056.9	3057.17	736.0
2018-01-19 03:20:00	ES	Futures	3057.17	3058.27	3056.9	3058.27	1176.0
2018-01-19 03:25:00	ES	Futures	3057.99	3059.09	3057.99	3058.81	1269.0
2018-01-19 03:30:00	ES	Futures	3058.81	3059.09	3058.27	3058.54	645.0
2018-01-19 03:35:00	ES	Futures	3058.54	3058.81	3058.27	3058.54	1026.0
2018-01-19 03:40:00	ES	Futures	3058.54	3059.09	3058.27	3058.81	695.0
2018-01-19 03:45:00	ES	Futures	3058.81	3059.36	3058.54	3058.81	1048.0
2018-01-19 03:50:00	ES	Futures	3058.81	3059.63	3057.99	3059.63	1227.0
2018-01-19 03:55:00	ES	Futures	3059.63	3060.18	3059.09	3060.18	2424.0
2018-01-19 04:00:00	ES	Futures	3060.18	3061.27	3059.91	3060.73	3483.0
2018-01-19 04:05:00	ES	Futures	3060.73	3062.91	3060.45	3062.91	3053.0

> showing 50 of 13,265 rows — these rows as CSV

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