PREVIEW / futures_5min / 2018-01-21

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-21.parquet
  size:    52 KB
  rows:    2,895

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
2018-01-21 18:00:00	ES	Futures	3065.65	3069.47	3063.46	3067.56	7496.0
2018-01-21 18:05:00	ES	Futures	3067.83	3069.75	3067.56	3068.93	1700.0
2018-01-21 18:10:00	ES	Futures	3068.93	3071.11	3068.65	3070.84	1415.0
2018-01-21 18:15:00	ES	Futures	3070.84	3071.39	3070.29	3070.57	1641.0
2018-01-21 18:20:00	ES	Futures	3070.84	3071.11	3070.02	3071.11	765.0
2018-01-21 18:25:00	ES	Futures	3071.11	3071.11	3069.47	3069.47	593.0
2018-01-21 18:30:00	ES	Futures	3069.47	3069.75	3068.93	3069.47	420.0
2018-01-21 18:35:00	ES	Futures	3069.47	3069.47	3068.11	3069.2	682.0
2018-01-21 18:40:00	ES	Futures	3069.2	3069.2	3068.11	3068.38	277.0
2018-01-21 18:45:00	ES	Futures	3068.38	3068.93	3068.11	3068.93	241.0
2018-01-21 18:50:00	ES	Futures	3068.93	3069.47	3068.11	3068.65	508.0
2018-01-21 18:55:00	ES	Futures	3068.38	3069.47	3068.38	3069.47	314.0
2018-01-21 19:00:00	ES	Futures	3069.47	3069.47	3068.38	3068.93	842.0
2018-01-21 19:05:00	ES	Futures	3068.93	3068.93	3068.11	3068.65	474.0
2018-01-21 19:10:00	ES	Futures	3068.65	3068.93	3067.83	3068.11	734.0
2018-01-21 19:15:00	ES	Futures	3068.11	3070.02	3067.83	3068.93	1000.0
2018-01-21 19:20:00	ES	Futures	3068.93	3070.29	3068.93	3070.02	680.0
2018-01-21 19:25:00	ES	Futures	3070.02	3070.02	3069.47	3069.75	313.0
2018-01-21 19:30:00	ES	Futures	3069.75	3070.02	3069.75	3069.75	120.0
2018-01-21 19:35:00	ES	Futures	3070.02	3070.02	3068.93	3069.2	449.0
2018-01-21 19:40:00	ES	Futures	3069.2	3069.47	3068.65	3068.65	213.0
2018-01-21 19:45:00	ES	Futures	3068.93	3068.93	3068.65	3068.65	391.0
2018-01-21 19:50:00	ES	Futures	3068.65	3070.29	3068.11	3070.29	786.0
2018-01-21 19:55:00	ES	Futures	3070.02	3070.02	3069.2	3069.75	496.0
2018-01-21 20:00:00	ES	Futures	3069.47	3069.75	3068.38	3068.38	570.0
2018-01-21 20:05:00	ES	Futures	3068.65	3068.93	3068.38	3068.65	173.0
2018-01-21 20:10:00	ES	Futures	3068.93	3070.29	3068.93	3070.29	494.0
2018-01-21 20:15:00	ES	Futures	3070.29	3070.84	3068.93	3068.93	1082.0
2018-01-21 20:20:00	ES	Futures	3069.2	3069.47	3068.93	3068.93	513.0
2018-01-21 20:25:00	ES	Futures	3069.2	3070.02	3068.93	3070.02	561.0
2018-01-21 20:30:00	ES	Futures	3069.75	3069.75	3068.65	3069.47	827.0
2018-01-21 20:35:00	ES	Futures	3069.2	3069.75	3068.38	3069.75	594.0
2018-01-21 20:40:00	ES	Futures	3069.47	3070.29	3069.47	3070.02	416.0
2018-01-21 20:45:00	ES	Futures	3070.02	3070.29	3069.75	3070.02	729.0
2018-01-21 20:50:00	ES	Futures	3070.02	3070.84	3070.02	3070.57	453.0
2018-01-21 20:55:00	ES	Futures	3070.84	3071.11	3070.57	3070.84	567.0
2018-01-21 21:00:00	ES	Futures	3070.84	3071.93	3070.57	3071.93	762.0
2018-01-21 21:05:00	ES	Futures	3071.93	3072.48	3071.11	3071.11	1211.0
2018-01-21 21:10:00	ES	Futures	3071.39	3072.21	3071.39	3071.93	638.0
2018-01-21 21:15:00	ES	Futures	3071.93	3072.75	3070.84	3071.11	1267.0
2018-01-21 21:20:00	ES	Futures	3071.11	3071.93	3070.84	3071.11	569.0
2018-01-21 21:25:00	ES	Futures	3071.39	3071.39	3070.57	3070.57	385.0
2018-01-21 21:30:00	ES	Futures	3070.57	3070.84	3069.75	3070.02	476.0
2018-01-21 21:35:00	ES	Futures	3070.29	3070.57	3070.02	3070.02	245.0
2018-01-21 21:40:00	ES	Futures	3070.02	3070.84	3070.02	3070.57	200.0
2018-01-21 21:45:00	ES	Futures	3070.57	3071.11	3070.57	3071.11	294.0
2018-01-21 21:50:00	ES	Futures	3071.11	3071.11	3070.57	3070.84	79.0
2018-01-21 21:55:00	ES	Futures	3070.57	3070.84	3070.29	3070.29	119.0
2018-01-21 22:00:00	ES	Futures	3070.29	3070.29	3069.75	3070.02	258.0
2018-01-21 22:05:00	ES	Futures	3070.29	3070.29	3069.47	3069.47	248.0

> showing 50 of 2,895 rows — these rows as CSV

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