PREVIEW / futures_5min / 2018-01-28

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-28.parquet
  size:    59 KB
  rows:    2,938

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
2018-01-28 18:00:00	ES	Futures	3142.45	3143.55	3141.63	3143.0	5127.0
2018-01-28 18:05:00	ES	Futures	3143.0	3143.55	3141.91	3142.45	1351.0
2018-01-28 18:10:00	ES	Futures	3142.45	3143.27	3142.45	3142.73	782.0
2018-01-28 18:15:00	ES	Futures	3143.0	3143.82	3142.73	3143.55	1322.0
2018-01-28 18:20:00	ES	Futures	3143.55	3144.37	3143.27	3144.09	603.0
2018-01-28 18:25:00	ES	Futures	3144.37	3145.19	3144.09	3144.09	1344.0
2018-01-28 18:30:00	ES	Futures	3144.09	3144.64	3143.82	3144.37	812.0
2018-01-28 18:35:00	ES	Futures	3144.37	3145.19	3144.09	3145.19	649.0
2018-01-28 18:40:00	ES	Futures	3144.91	3145.73	3144.91	3144.91	869.0
2018-01-28 18:45:00	ES	Futures	3144.91	3145.46	3144.64	3145.19	501.0
2018-01-28 18:50:00	ES	Futures	3145.19	3145.19	3144.64	3144.91	343.0
2018-01-28 18:55:00	ES	Futures	3144.91	3145.46	3144.64	3145.19	672.0
2018-01-28 19:00:00	ES	Futures	3145.46	3145.46	3144.37	3144.37	673.0
2018-01-28 19:05:00	ES	Futures	3144.37	3144.91	3144.09	3144.37	990.0
2018-01-28 19:10:00	ES	Futures	3144.64	3144.91	3144.37	3144.37	608.0
2018-01-28 19:15:00	ES	Futures	3144.37	3144.91	3144.09	3144.64	972.0
2018-01-28 19:20:00	ES	Futures	3144.91	3144.91	3144.37	3144.64	459.0
2018-01-28 19:25:00	ES	Futures	3144.64	3144.91	3144.09	3144.37	651.0
2018-01-28 19:30:00	ES	Futures	3144.37	3145.46	3144.37	3144.91	1575.0
2018-01-28 19:35:00	ES	Futures	3144.91	3146.01	3144.91	3146.01	632.0
2018-01-28 19:40:00	ES	Futures	3146.01	3146.01	3145.46	3145.73	975.0
2018-01-28 19:45:00	ES	Futures	3145.73	3146.28	3145.46	3146.28	1128.0
2018-01-28 19:50:00	ES	Futures	3146.01	3146.28	3145.73	3146.01	530.0
2018-01-28 19:55:00	ES	Futures	3146.01	3146.83	3146.01	3146.28	1114.0
2018-01-28 20:00:00	ES	Futures	3146.01	3146.55	3146.01	3146.55	296.0
2018-01-28 20:05:00	ES	Futures	3146.28	3146.55	3146.28	3146.55	404.0
2018-01-28 20:10:00	ES	Futures	3146.28	3147.1	3146.01	3146.83	943.0
2018-01-28 20:15:00	ES	Futures	3146.55	3146.83	3145.73	3146.01	1450.0
2018-01-28 20:20:00	ES	Futures	3146.01	3146.55	3145.73	3146.01	792.0
2018-01-28 20:25:00	ES	Futures	3146.01	3146.55	3146.01	3146.55	399.0
2018-01-28 20:30:00	ES	Futures	3146.28	3147.1	3146.28	3146.83	580.0
2018-01-28 20:35:00	ES	Futures	3146.83	3147.1	3146.55	3146.55	401.0
2018-01-28 20:40:00	ES	Futures	3146.55	3146.55	3146.01	3146.28	407.0
2018-01-28 20:45:00	ES	Futures	3146.01	3146.55	3146.01	3146.55	446.0
2018-01-28 20:50:00	ES	Futures	3146.28	3146.55	3146.01	3146.28	160.0
2018-01-28 20:55:00	ES	Futures	3146.28	3146.55	3146.01	3146.55	405.0
2018-01-28 21:00:00	ES	Futures	3146.28	3146.55	3146.28	3146.28	216.0
2018-01-28 21:05:00	ES	Futures	3146.28	3146.55	3146.28	3146.55	269.0
2018-01-28 21:10:00	ES	Futures	3146.55	3146.55	3146.28	3146.28	63.0
2018-01-28 21:15:00	ES	Futures	3146.55	3146.55	3146.01	3146.28	210.0
2018-01-28 21:20:00	ES	Futures	3146.28	3146.28	3145.19	3145.73	723.0
2018-01-28 21:25:00	ES	Futures	3145.46	3145.73	3145.46	3145.73	89.0
2018-01-28 21:30:00	ES	Futures	3145.46	3145.73	3145.19	3145.46	785.0
2018-01-28 21:35:00	ES	Futures	3145.46	3146.28	3145.19	3145.19	1051.0
2018-01-28 21:40:00	ES	Futures	3145.46	3146.01	3145.19	3146.01	590.0
2018-01-28 21:45:00	ES	Futures	3145.73	3146.01	3145.73	3146.01	467.0
2018-01-28 21:50:00	ES	Futures	3146.01	3146.01	3145.73	3146.01	37.0
2018-01-28 21:55:00	ES	Futures	3145.73	3145.73	3145.19	3145.46	251.0
2018-01-28 22:00:00	ES	Futures	3145.46	3145.46	3145.19	3145.19	61.0
2018-01-28 22:05:00	ES	Futures	3144.91	3145.19	3144.37	3144.64	1044.0

> showing 50 of 2,938 rows — these rows as CSV

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