PREVIEW / futures_5min / 2018-01-26

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-26.parquet
  size:    229 KB
  rows:    13,407

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
2018-01-26 00:00:00	ES	Futures	3111.57	3111.84	3111.57	3111.57	227.0
2018-01-26 00:05:00	ES	Futures	3111.57	3111.84	3111.29	3111.57	331.0
2018-01-26 00:10:00	ES	Futures	3111.57	3111.57	3111.29	3111.57	383.0
2018-01-26 00:15:00	ES	Futures	3111.57	3111.84	3111.29	3111.29	125.0
2018-01-26 00:20:00	ES	Futures	3111.57	3111.84	3111.57	3111.57	130.0
2018-01-26 00:25:00	ES	Futures	3111.29	3111.29	3111.02	3111.02	73.0
2018-01-26 00:30:00	ES	Futures	3111.02	3111.29	3110.47	3110.47	382.0
2018-01-26 00:35:00	ES	Futures	3110.47	3110.75	3110.2	3110.2	213.0
2018-01-26 00:40:00	ES	Futures	3110.2	3110.75	3110.2	3110.47	623.0
2018-01-26 00:45:00	ES	Futures	3110.2	3110.75	3110.2	3110.47	94.0
2018-01-26 00:50:00	ES	Futures	3110.47	3110.75	3110.2	3110.2	238.0
2018-01-26 00:55:00	ES	Futures	3110.2	3110.47	3109.93	3110.47	139.0
2018-01-26 01:00:00	ES	Futures	3110.47	3110.75	3110.2	3110.47	330.0
2018-01-26 01:05:00	ES	Futures	3110.75	3111.29	3110.47	3111.29	185.0
2018-01-26 01:10:00	ES	Futures	3111.29	3111.29	3110.75	3111.02	222.0
2018-01-26 01:15:00	ES	Futures	3111.02	3111.02	3110.2	3111.02	149.0
2018-01-26 01:20:00	ES	Futures	3111.02	3111.02	3110.75	3110.75	40.0
2018-01-26 01:25:00	ES	Futures	3111.02	3111.29	3110.47	3110.75	240.0
2018-01-26 01:30:00	ES	Futures	3111.02	3111.02	3110.2	3110.75	445.0
2018-01-26 01:35:00	ES	Futures	3110.47	3110.47	3109.93	3109.93	699.0
2018-01-26 01:40:00	ES	Futures	3109.93	3110.47	3109.65	3110.2	884.0
2018-01-26 01:45:00	ES	Futures	3110.2	3110.2	3109.65	3109.65	728.0
2018-01-26 01:50:00	ES	Futures	3109.65	3110.2	3109.65	3109.93	686.0
2018-01-26 01:55:00	ES	Futures	3109.65	3109.93	3109.65	3109.93	214.0
2018-01-26 02:00:00	ES	Futures	3109.93	3110.47	3109.65	3109.93	825.0
2018-01-26 02:05:00	ES	Futures	3110.2	3110.47	3109.65	3110.47	451.0
2018-01-26 02:10:00	ES	Futures	3110.47	3111.02	3110.47	3110.47	779.0
2018-01-26 02:15:00	ES	Futures	3110.47	3111.29	3110.2	3110.75	776.0
2018-01-26 02:20:00	ES	Futures	3110.75	3111.02	3110.47	3111.02	669.0
2018-01-26 02:25:00	ES	Futures	3110.75	3111.02	3109.93	3110.47	682.0
2018-01-26 02:30:00	ES	Futures	3110.2	3110.47	3109.65	3109.65	530.0
2018-01-26 02:35:00	ES	Futures	3109.65	3110.47	3109.65	3110.47	1015.0
2018-01-26 02:40:00	ES	Futures	3110.75	3111.02	3110.47	3110.75	534.0
2018-01-26 02:45:00	ES	Futures	3110.75	3111.57	3110.75	3111.29	656.0
2018-01-26 02:50:00	ES	Futures	3111.29	3112.11	3111.02	3111.84	1419.0
2018-01-26 02:55:00	ES	Futures	3111.84	3111.84	3111.57	3111.84	510.0
2018-01-26 03:00:00	ES	Futures	3111.57	3111.84	3110.75	3111.29	1676.0
2018-01-26 03:05:00	ES	Futures	3111.57	3111.84	3110.75	3110.75	1031.0
2018-01-26 03:10:00	ES	Futures	3110.75	3111.57	3110.75	3111.57	1052.0
2018-01-26 03:15:00	ES	Futures	3111.57	3112.11	3111.02	3111.84	1374.0
2018-01-26 03:20:00	ES	Futures	3112.11	3112.11	3111.02	3111.29	621.0
2018-01-26 03:25:00	ES	Futures	3111.57	3111.84	3111.02	3111.29	580.0
2018-01-26 03:30:00	ES	Futures	3111.29	3111.57	3111.02	3111.29	623.0
2018-01-26 03:35:00	ES	Futures	3111.29	3111.57	3111.02	3111.29	381.0
2018-01-26 03:40:00	ES	Futures	3111.29	3111.84	3111.02	3111.84	719.0
2018-01-26 03:45:00	ES	Futures	3111.84	3111.84	3110.75	3111.29	1674.0
2018-01-26 03:50:00	ES	Futures	3111.57	3111.84	3110.75	3111.02	653.0
2018-01-26 03:55:00	ES	Futures	3111.02	3111.57	3110.75	3111.57	781.0
2018-01-26 04:00:00	ES	Futures	3111.57	3111.57	3111.02	3111.29	360.0
2018-01-26 04:05:00	ES	Futures	3111.29	3111.29	3110.47	3110.75	507.0

> showing 50 of 13,407 rows — these rows as CSV

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