PREVIEW / futures_5min / 2018-01-23

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-23.parquet
  size:    260 KB
  rows:    16,256

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
2018-01-23 00:00:00	ES	Futures	3102.82	3103.37	3102.82	3103.37	325.0
2018-01-23 00:05:00	ES	Futures	3103.09	3103.37	3102.82	3103.09	295.0
2018-01-23 00:10:00	ES	Futures	3103.09	3103.64	3103.09	3103.64	530.0
2018-01-23 00:15:00	ES	Futures	3103.37	3104.19	3103.09	3104.19	505.0
2018-01-23 00:20:00	ES	Futures	3103.91	3104.19	3103.64	3103.64	390.0
2018-01-23 00:25:00	ES	Futures	3103.64	3104.73	3103.64	3104.73	1131.0
2018-01-23 00:30:00	ES	Futures	3104.46	3104.73	3103.91	3104.19	588.0
2018-01-23 00:35:00	ES	Futures	3104.19	3104.46	3103.09	3103.64	730.0
2018-01-23 00:40:00	ES	Futures	3103.91	3104.19	3103.64	3104.19	323.0
2018-01-23 00:45:00	ES	Futures	3104.19	3104.19	3103.64	3104.19	170.0
2018-01-23 00:50:00	ES	Futures	3104.19	3104.46	3104.19	3104.46	308.0
2018-01-23 00:55:00	ES	Futures	3104.46	3104.46	3103.91	3103.91	394.0
2018-01-23 01:00:00	ES	Futures	3103.91	3104.46	3103.64	3104.19	513.0
2018-01-23 01:05:00	ES	Futures	3104.19	3104.73	3103.91	3104.19	653.0
2018-01-23 01:10:00	ES	Futures	3104.19	3104.73	3103.91	3104.46	610.0
2018-01-23 01:15:00	ES	Futures	3104.46	3105.28	3103.91	3105.28	1379.0
2018-01-23 01:20:00	ES	Futures	3105.28	3105.28	3104.46	3104.46	339.0
2018-01-23 01:25:00	ES	Futures	3104.73	3105.01	3104.46	3105.01	178.0
2018-01-23 01:30:00	ES	Futures	3105.01	3105.55	3104.73	3105.28	612.0
2018-01-23 01:35:00	ES	Futures	3105.28	3105.28	3104.46	3105.01	566.0
2018-01-23 01:40:00	ES	Futures	3104.73	3105.01	3104.46	3104.46	258.0
2018-01-23 01:45:00	ES	Futures	3104.73	3104.73	3103.91	3104.19	577.0
2018-01-23 01:50:00	ES	Futures	3104.19	3104.46	3103.91	3104.19	298.0
2018-01-23 01:55:00	ES	Futures	3104.46	3104.46	3103.91	3104.19	331.0
2018-01-23 02:00:00	ES	Futures	3104.19	3104.46	3104.19	3104.19	1699.0
2018-01-23 02:05:00	ES	Futures	3104.19	3105.28	3104.19	3105.01	1165.0
2018-01-23 02:10:00	ES	Futures	3105.01	3105.28	3104.73	3104.73	359.0
2018-01-23 02:15:00	ES	Futures	3104.46	3104.73	3104.46	3104.46	453.0
2018-01-23 02:20:00	ES	Futures	3104.46	3104.73	3104.19	3104.73	173.0
2018-01-23 02:25:00	ES	Futures	3104.73	3104.73	3104.46	3104.46	409.0
2018-01-23 02:30:00	ES	Futures	3104.46	3104.46	3104.19	3104.46	696.0
2018-01-23 02:35:00	ES	Futures	3104.73	3105.01	3104.46	3104.73	170.0
2018-01-23 02:40:00	ES	Futures	3104.73	3105.01	3104.73	3104.73	141.0
2018-01-23 02:45:00	ES	Futures	3105.01	3105.01	3104.73	3104.73	643.0
2018-01-23 02:50:00	ES	Futures	3105.01	3107.19	3105.01	3106.92	2895.0
2018-01-23 02:55:00	ES	Futures	3107.19	3107.19	3105.28	3105.28	1988.0
2018-01-23 03:00:00	ES	Futures	3105.55	3105.55	3104.46	3105.28	2643.0
2018-01-23 03:05:00	ES	Futures	3105.01	3105.28	3103.91	3104.46	2659.0
2018-01-23 03:10:00	ES	Futures	3104.46	3105.01	3104.19	3104.73	1762.0
2018-01-23 03:15:00	ES	Futures	3104.73	3105.55	3104.73	3105.01	2594.0
2018-01-23 03:20:00	ES	Futures	3105.01	3105.83	3104.73	3105.83	1625.0
2018-01-23 03:25:00	ES	Futures	3105.55	3105.83	3105.28	3105.28	1177.0
2018-01-23 03:30:00	ES	Futures	3105.28	3105.55	3104.46	3104.46	2175.0
2018-01-23 03:35:00	ES	Futures	3104.73	3105.55	3104.19	3105.55	1928.0
2018-01-23 03:40:00	ES	Futures	3105.55	3105.55	3104.73	3104.73	595.0
2018-01-23 03:45:00	ES	Futures	3105.01	3105.55	3104.73	3105.55	956.0
2018-01-23 03:50:00	ES	Futures	3105.55	3106.1	3105.55	3106.1	979.0
2018-01-23 03:55:00	ES	Futures	3105.83	3106.1	3105.55	3105.55	679.0
2018-01-23 04:00:00	ES	Futures	3105.55	3105.83	3105.55	3105.55	487.0
2018-01-23 04:05:00	ES	Futures	3105.83	3106.1	3105.55	3105.83	1881.0

> showing 50 of 16,256 rows — these rows as CSV

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