PREVIEW / futures_5min / 2018-01-29

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-29.parquet
  size:    265 KB
  rows:    16,415

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
2018-01-29 00:00:00	ES	Futures	3142.18	3142.45	3141.91	3142.45	125.0
2018-01-29 00:05:00	ES	Futures	3142.18	3142.45	3142.18	3142.45	320.0
2018-01-29 00:10:00	ES	Futures	3142.18	3142.45	3142.18	3142.45	96.0
2018-01-29 00:15:00	ES	Futures	3142.18	3142.45	3142.18	3142.18	175.0
2018-01-29 00:20:00	ES	Futures	3142.18	3142.45	3141.91	3142.18	265.0
2018-01-29 00:25:00	ES	Futures	3142.18	3142.18	3141.63	3141.63	470.0
2018-01-29 00:30:00	ES	Futures	3141.91	3141.91	3140.81	3141.09	925.0
2018-01-29 00:35:00	ES	Futures	3141.36	3141.63	3139.72	3139.72	1979.0
2018-01-29 00:40:00	ES	Futures	3139.72	3141.36	3139.72	3140.54	903.0
2018-01-29 00:45:00	ES	Futures	3140.81	3140.81	3140.27	3140.54	296.0
2018-01-29 00:50:00	ES	Futures	3140.54	3140.81	3139.99	3139.99	334.0
2018-01-29 00:55:00	ES	Futures	3139.99	3140.54	3139.72	3140.54	314.0
2018-01-29 01:00:00	ES	Futures	3140.54	3140.81	3139.72	3140.27	497.0
2018-01-29 01:05:00	ES	Futures	3140.27	3140.54	3139.99	3140.27	484.0
2018-01-29 01:10:00	ES	Futures	3139.99	3140.54	3139.72	3140.54	283.0
2018-01-29 01:15:00	ES	Futures	3140.27	3140.27	3139.72	3139.99	376.0
2018-01-29 01:20:00	ES	Futures	3139.72	3140.27	3139.45	3140.27	623.0
2018-01-29 01:25:00	ES	Futures	3140.27	3140.81	3140.27	3140.54	420.0
2018-01-29 01:30:00	ES	Futures	3140.54	3140.54	3140.27	3140.54	193.0
2018-01-29 01:35:00	ES	Futures	3140.54	3141.09	3140.27	3141.09	372.0
2018-01-29 01:40:00	ES	Futures	3140.81	3141.09	3140.27	3141.09	235.0
2018-01-29 01:45:00	ES	Futures	3141.09	3141.91	3141.09	3141.91	313.0
2018-01-29 01:50:00	ES	Futures	3141.63	3142.18	3141.63	3141.91	189.0
2018-01-29 01:55:00	ES	Futures	3141.91	3142.18	3141.63	3141.63	330.0
2018-01-29 02:00:00	ES	Futures	3141.63	3142.18	3141.09	3141.63	1333.0
2018-01-29 02:05:00	ES	Futures	3141.63	3142.18	3141.63	3141.63	366.0
2018-01-29 02:10:00	ES	Futures	3141.91	3141.91	3141.36	3141.63	640.0
2018-01-29 02:15:00	ES	Futures	3141.63	3142.18	3141.63	3142.18	710.0
2018-01-29 02:20:00	ES	Futures	3142.18	3143.0	3142.18	3142.73	1089.0
2018-01-29 02:25:00	ES	Futures	3142.73	3142.73	3142.45	3142.73	682.0
2018-01-29 02:30:00	ES	Futures	3142.73	3143.0	3142.45	3142.73	409.0
2018-01-29 02:35:00	ES	Futures	3142.45	3142.73	3142.18	3142.45	595.0
2018-01-29 02:40:00	ES	Futures	3142.45	3142.73	3142.18	3142.45	799.0
2018-01-29 02:45:00	ES	Futures	3142.45	3143.0	3142.18	3142.45	664.0
2018-01-29 02:50:00	ES	Futures	3142.18	3142.18	3141.63	3141.91	1374.0
2018-01-29 02:55:00	ES	Futures	3141.91	3141.91	3141.63	3141.63	714.0
2018-01-29 03:00:00	ES	Futures	3141.36	3141.63	3138.9	3139.72	4948.0
2018-01-29 03:05:00	ES	Futures	3139.45	3139.72	3138.35	3138.9	1980.0
2018-01-29 03:10:00	ES	Futures	3138.9	3139.17	3137.81	3138.08	2495.0
2018-01-29 03:15:00	ES	Futures	3137.81	3139.45	3137.81	3138.9	1297.0
2018-01-29 03:20:00	ES	Futures	3138.9	3139.17	3138.08	3138.63	961.0
2018-01-29 03:25:00	ES	Futures	3138.63	3139.17	3138.08	3138.9	1272.0
2018-01-29 03:30:00	ES	Futures	3139.17	3139.72	3138.9	3139.45	588.0
2018-01-29 03:35:00	ES	Futures	3139.72	3139.72	3138.63	3138.9	1467.0
2018-01-29 03:40:00	ES	Futures	3138.9	3138.9	3136.71	3136.99	2481.0
2018-01-29 03:45:00	ES	Futures	3136.99	3136.99	3136.17	3136.44	2128.0
2018-01-29 03:50:00	ES	Futures	3136.44	3136.99	3136.17	3136.71	1516.0
2018-01-29 03:55:00	ES	Futures	3136.71	3136.71	3135.62	3135.62	1724.0
2018-01-29 04:00:00	ES	Futures	3135.89	3137.26	3135.62	3136.99	2545.0
2018-01-29 04:05:00	ES	Futures	3136.99	3137.53	3136.99	3137.26	1465.0

> showing 50 of 16,415 rows — these rows as CSV

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