PREVIEW / futures_5min / 2018-01-25

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-25.parquet
  size:    284 KB
  rows:    16,571

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
2018-01-25 00:00:00	ES	Futures	3103.37	3103.64	3102.55	3103.37	766.0
2018-01-25 00:05:00	ES	Futures	3103.64	3103.91	3103.09	3103.09	370.0
2018-01-25 00:10:00	ES	Futures	3103.37	3103.91	3103.09	3103.64	427.0
2018-01-25 00:15:00	ES	Futures	3103.64	3103.91	3103.64	3103.91	366.0
2018-01-25 00:20:00	ES	Futures	3103.91	3104.73	3103.91	3104.19	645.0
2018-01-25 00:25:00	ES	Futures	3104.46	3104.73	3103.91	3103.91	249.0
2018-01-25 00:30:00	ES	Futures	3103.91	3104.46	3103.91	3104.46	92.0
2018-01-25 00:35:00	ES	Futures	3104.46	3104.73	3104.46	3104.46	169.0
2018-01-25 00:40:00	ES	Futures	3104.46	3104.46	3104.19	3104.19	44.0
2018-01-25 00:45:00	ES	Futures	3104.46	3104.46	3104.19	3104.19	126.0
2018-01-25 00:50:00	ES	Futures	3104.19	3104.73	3104.19	3104.46	189.0
2018-01-25 00:55:00	ES	Futures	3104.46	3105.01	3104.46	3104.73	212.0
2018-01-25 01:00:00	ES	Futures	3105.01	3105.01	3104.73	3104.73	185.0
2018-01-25 01:05:00	ES	Futures	3104.46	3105.01	3103.91	3103.91	374.0
2018-01-25 01:10:00	ES	Futures	3103.91	3104.46	3103.91	3104.19	82.0
2018-01-25 01:15:00	ES	Futures	3104.46	3104.73	3104.19	3104.19	102.0
2018-01-25 01:20:00	ES	Futures	3104.19	3104.73	3104.19	3104.46	115.0
2018-01-25 01:25:00	ES	Futures	3104.46	3104.73	3104.46	3104.46	162.0
2018-01-25 01:30:00	ES	Futures	3104.46	3104.73	3103.91	3104.19	161.0
2018-01-25 01:35:00	ES	Futures	3103.91	3104.19	3103.91	3104.19	43.0
2018-01-25 01:40:00	ES	Futures	3104.46	3104.46	3103.91	3104.19	163.0
2018-01-25 01:45:00	ES	Futures	3104.46	3105.01	3104.19	3104.46	172.0
2018-01-25 01:50:00	ES	Futures	3104.46	3104.73	3104.19	3104.46	261.0
2018-01-25 01:55:00	ES	Futures	3104.73	3105.01	3104.19	3104.19	412.0
2018-01-25 02:00:00	ES	Futures	3104.19	3105.28	3104.19	3105.28	581.0
2018-01-25 02:05:00	ES	Futures	3105.28	3105.55	3104.73	3104.73	346.0
2018-01-25 02:10:00	ES	Futures	3105.01	3106.1	3105.01	3105.55	856.0
2018-01-25 02:15:00	ES	Futures	3105.55	3105.83	3105.01	3105.28	912.0
2018-01-25 02:20:00	ES	Futures	3105.01	3105.55	3104.46	3105.28	898.0
2018-01-25 02:25:00	ES	Futures	3105.28	3106.1	3104.46	3104.73	1651.0
2018-01-25 02:30:00	ES	Futures	3104.73	3105.01	3104.19	3104.19	904.0
2018-01-25 02:35:00	ES	Futures	3104.19	3104.46	3103.37	3103.37	734.0
2018-01-25 02:40:00	ES	Futures	3103.09	3103.64	3103.09	3103.37	1516.0
2018-01-25 02:45:00	ES	Futures	3103.64	3103.64	3102.82	3102.82	842.0
2018-01-25 02:50:00	ES	Futures	3103.09	3103.37	3102.27	3102.55	1257.0
2018-01-25 02:55:00	ES	Futures	3102.27	3102.55	3100.91	3102.0	1622.0
2018-01-25 03:00:00	ES	Futures	3102.0	3102.27	3100.91	3102.0	2240.0
2018-01-25 03:05:00	ES	Futures	3102.27	3103.37	3102.0	3102.82	1595.0
2018-01-25 03:10:00	ES	Futures	3102.82	3102.82	3101.45	3101.73	1599.0
2018-01-25 03:15:00	ES	Futures	3101.73	3102.55	3101.45	3102.55	1053.0
2018-01-25 03:20:00	ES	Futures	3102.55	3104.46	3102.55	3103.91	3018.0
2018-01-25 03:25:00	ES	Futures	3104.19	3105.01	3104.19	3104.73	1017.0
2018-01-25 03:30:00	ES	Futures	3104.73	3105.83	3104.73	3105.55	1331.0
2018-01-25 03:35:00	ES	Futures	3105.55	3106.37	3105.28	3106.1	1505.0
2018-01-25 03:40:00	ES	Futures	3106.1	3106.1	3105.55	3105.83	790.0
2018-01-25 03:45:00	ES	Futures	3106.1	3106.37	3105.83	3105.83	751.0
2018-01-25 03:50:00	ES	Futures	3105.83	3106.37	3105.55	3106.1	769.0
2018-01-25 03:55:00	ES	Futures	3106.1	3107.47	3106.1	3106.65	1199.0
2018-01-25 04:00:00	ES	Futures	3106.37	3106.92	3106.1	3106.37	1518.0
2018-01-25 04:05:00	ES	Futures	3106.37	3106.65	3106.1	3106.1	511.0

> showing 50 of 16,571 rows — these rows as CSV

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