PREVIEW / futures_5min / 2018-01-24

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-24.parquet
  size:    281 KB
  rows:    16,403

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
2018-01-24 00:00:00	ES	Futures	3104.19	3104.46	3103.91	3104.46	551.0
2018-01-24 00:05:00	ES	Futures	3104.46	3104.46	3103.64	3103.91	312.0
2018-01-24 00:10:00	ES	Futures	3103.64	3104.19	3103.64	3104.19	296.0
2018-01-24 00:15:00	ES	Futures	3103.91	3104.73	3103.64	3104.46	626.0
2018-01-24 00:20:00	ES	Futures	3104.46	3105.01	3104.46	3104.46	508.0
2018-01-24 00:25:00	ES	Futures	3104.73	3104.73	3104.19	3104.46	245.0
2018-01-24 00:30:00	ES	Futures	3104.46	3104.73	3103.91	3104.73	291.0
2018-01-24 00:35:00	ES	Futures	3104.73	3104.73	3104.46	3104.46	147.0
2018-01-24 00:40:00	ES	Futures	3104.73	3104.73	3104.19	3104.46	199.0
2018-01-24 00:45:00	ES	Futures	3104.73	3104.73	3103.91	3104.19	202.0
2018-01-24 00:50:00	ES	Futures	3104.19	3104.19	3103.91	3104.19	149.0
2018-01-24 00:55:00	ES	Futures	3103.91	3104.19	3103.64	3103.91	269.0
2018-01-24 01:00:00	ES	Futures	3103.64	3103.91	3103.64	3103.64	286.0
2018-01-24 01:05:00	ES	Futures	3103.64	3103.91	3103.09	3103.64	605.0
2018-01-24 01:10:00	ES	Futures	3103.91	3103.91	3103.64	3103.91	152.0
2018-01-24 01:15:00	ES	Futures	3104.19	3104.19	3103.64	3103.64	172.0
2018-01-24 01:20:00	ES	Futures	3103.64	3103.91	3103.64	3103.91	87.0
2018-01-24 01:25:00	ES	Futures	3103.91	3103.91	3103.64	3103.64	44.0
2018-01-24 01:30:00	ES	Futures	3103.91	3104.19	3103.64	3104.19	98.0
2018-01-24 01:35:00	ES	Futures	3104.19	3104.19	3103.91	3103.91	37.0
2018-01-24 01:40:00	ES	Futures	3104.19	3105.01	3103.91	3104.73	712.0
2018-01-24 01:45:00	ES	Futures	3104.73	3106.65	3104.73	3106.1	1493.0
2018-01-24 01:50:00	ES	Futures	3106.1	3107.19	3106.1	3107.19	1063.0
2018-01-24 01:55:00	ES	Futures	3106.92	3107.74	3106.92	3107.19	985.0
2018-01-24 02:00:00	ES	Futures	3107.19	3107.19	3106.65	3106.92	532.0
2018-01-24 02:05:00	ES	Futures	3106.92	3107.47	3106.92	3107.19	598.0
2018-01-24 02:10:00	ES	Futures	3107.19	3108.01	3107.19	3107.74	648.0
2018-01-24 02:15:00	ES	Futures	3107.74	3107.74	3107.19	3107.74	497.0
2018-01-24 02:20:00	ES	Futures	3107.74	3107.74	3106.65	3106.65	407.0
2018-01-24 02:25:00	ES	Futures	3106.65	3106.92	3106.37	3106.65	432.0
2018-01-24 02:30:00	ES	Futures	3106.92	3107.19	3106.65	3106.92	281.0
2018-01-24 02:35:00	ES	Futures	3106.65	3106.65	3106.37	3106.37	116.0
2018-01-24 02:40:00	ES	Futures	3106.65	3106.65	3106.1	3106.37	518.0
2018-01-24 02:45:00	ES	Futures	3106.37	3106.65	3106.37	3106.37	43.0
2018-01-24 02:50:00	ES	Futures	3106.37	3106.65	3106.37	3106.65	322.0
2018-01-24 02:55:00	ES	Futures	3106.65	3106.92	3106.37	3106.65	421.0
2018-01-24 03:00:00	ES	Futures	3106.92	3107.74	3106.65	3106.92	1605.0
2018-01-24 03:05:00	ES	Futures	3107.19	3107.74	3106.92	3107.19	1247.0
2018-01-24 03:10:00	ES	Futures	3107.19	3107.47	3106.65	3107.47	757.0
2018-01-24 03:15:00	ES	Futures	3107.74	3108.29	3107.47	3108.01	1350.0
2018-01-24 03:20:00	ES	Futures	3107.74	3108.01	3107.47	3107.74	766.0
2018-01-24 03:25:00	ES	Futures	3107.74	3108.29	3107.74	3108.01	311.0
2018-01-24 03:30:00	ES	Futures	3108.01	3108.83	3108.01	3108.83	1239.0
2018-01-24 03:35:00	ES	Futures	3108.83	3110.75	3108.83	3109.93	2890.0
2018-01-24 03:40:00	ES	Futures	3110.2	3110.2	3109.38	3109.65	1096.0
2018-01-24 03:45:00	ES	Futures	3109.93	3109.93	3109.11	3109.38	1040.0
2018-01-24 03:50:00	ES	Futures	3109.38	3109.93	3109.11	3109.38	1093.0
2018-01-24 03:55:00	ES	Futures	3109.38	3109.38	3108.83	3109.11	382.0
2018-01-24 04:00:00	ES	Futures	3109.11	3109.11	3108.01	3108.83	1080.0
2018-01-24 04:05:00	ES	Futures	3108.56	3109.38	3108.56	3108.83	526.0

> showing 50 of 16,403 rows — these rows as CSV

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