PREVIEW / futures_5min / 2018-01-30

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-30.parquet
  size:    278 KB
  rows:    16,905

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
2018-01-30 00:00:00	ES	Futures	3104.19	3105.01	3103.09	3103.64	1497.0
2018-01-30 00:05:00	ES	Futures	3103.64	3103.64	3101.45	3102.55	1251.0
2018-01-30 00:10:00	ES	Futures	3102.82	3105.55	3102.82	3104.19	1378.0
2018-01-30 00:15:00	ES	Futures	3104.46	3104.73	3103.64	3104.73	646.0
2018-01-30 00:20:00	ES	Futures	3104.73	3104.73	3103.37	3103.91	694.0
2018-01-30 00:25:00	ES	Futures	3104.19	3104.19	3102.27	3102.82	931.0
2018-01-30 00:30:00	ES	Futures	3102.55	3103.37	3102.55	3103.37	1073.0
2018-01-30 00:35:00	ES	Futures	3103.37	3103.64	3102.0	3102.82	951.0
2018-01-30 00:40:00	ES	Futures	3103.09	3103.64	3102.27	3102.82	999.0
2018-01-30 00:45:00	ES	Futures	3102.82	3102.82	3102.0	3102.27	739.0
2018-01-30 00:50:00	ES	Futures	3102.27	3102.82	3101.73	3101.73	1074.0
2018-01-30 00:55:00	ES	Futures	3101.73	3102.55	3101.45	3102.27	1075.0
2018-01-30 01:00:00	ES	Futures	3102.27	3104.73	3102.27	3104.46	1020.0
2018-01-30 01:05:00	ES	Futures	3104.46	3104.73	3103.91	3104.19	368.0
2018-01-30 01:10:00	ES	Futures	3104.19	3104.73	3103.91	3104.46	290.0
2018-01-30 01:15:00	ES	Futures	3104.46	3104.73	3103.09	3104.19	599.0
2018-01-30 01:20:00	ES	Futures	3104.46	3105.28	3104.19	3104.73	716.0
2018-01-30 01:25:00	ES	Futures	3104.73	3105.01	3104.46	3104.46	161.0
2018-01-30 01:30:00	ES	Futures	3104.73	3106.37	3104.46	3106.1	606.0
2018-01-30 01:35:00	ES	Futures	3106.1	3106.65	3106.1	3106.37	262.0
2018-01-30 01:40:00	ES	Futures	3106.65	3106.65	3106.1	3106.65	316.0
2018-01-30 01:45:00	ES	Futures	3106.65	3107.74	3106.1	3107.19	1117.0
2018-01-30 01:50:00	ES	Futures	3107.19	3108.29	3106.37	3108.01	746.0
2018-01-30 01:55:00	ES	Futures	3108.29	3109.38	3107.47	3109.11	1140.0
2018-01-30 02:00:00	ES	Futures	3109.38	3110.2	3108.29	3108.29	2190.0
2018-01-30 02:05:00	ES	Futures	3108.29	3108.83	3108.01	3108.56	1003.0
2018-01-30 02:10:00	ES	Futures	3108.56	3109.93	3108.56	3109.38	1432.0
2018-01-30 02:15:00	ES	Futures	3109.11	3109.38	3104.46	3104.46	1924.0
2018-01-30 02:20:00	ES	Futures	3104.46	3106.1	3104.46	3105.28	1283.0
2018-01-30 02:25:00	ES	Futures	3105.28	3105.55	3102.55	3105.55	2246.0
2018-01-30 02:30:00	ES	Futures	3105.55	3106.65	3103.91	3104.73	1472.0
2018-01-30 02:35:00	ES	Futures	3104.46	3105.83	3104.46	3105.28	568.0
2018-01-30 02:40:00	ES	Futures	3105.55	3107.47	3105.55	3106.65	1229.0
2018-01-30 02:45:00	ES	Futures	3106.65	3106.65	3105.83	3106.1	558.0
2018-01-30 02:50:00	ES	Futures	3106.37	3107.74	3105.28	3105.28	835.0
2018-01-30 02:55:00	ES	Futures	3105.55	3105.55	3102.27	3104.19	3121.0
2018-01-30 03:00:00	ES	Futures	3104.46	3107.47	3104.19	3106.92	2777.0
2018-01-30 03:05:00	ES	Futures	3106.92	3109.11	3106.92	3109.11	3329.0
2018-01-30 03:10:00	ES	Futures	3109.11	3110.75	3108.83	3110.75	2335.0
2018-01-30 03:15:00	ES	Futures	3110.75	3110.75	3108.29	3108.29	2049.0
2018-01-30 03:20:00	ES	Futures	3108.56	3108.56	3104.19	3106.92	4236.0
2018-01-30 03:25:00	ES	Futures	3107.19	3109.11	3105.83	3108.56	2358.0
2018-01-30 03:30:00	ES	Futures	3108.56	3109.38	3108.56	3108.83	1339.0
2018-01-30 03:35:00	ES	Futures	3109.11	3109.38	3107.19	3108.01	1477.0
2018-01-30 03:40:00	ES	Futures	3108.01	3108.56	3106.37	3108.01	1575.0
2018-01-30 03:45:00	ES	Futures	3108.01	3109.11	3106.92	3107.74	1630.0
2018-01-30 03:50:00	ES	Futures	3107.74	3108.29	3106.1	3107.74	2399.0
2018-01-30 03:55:00	ES	Futures	3108.01	3108.01	3106.37	3106.65	925.0
2018-01-30 04:00:00	ES	Futures	3106.65	3107.74	3105.28	3107.47	1941.0
2018-01-30 04:05:00	ES	Futures	3107.47	3109.93	3107.19	3107.74	2871.0

> showing 50 of 16,905 rows — these rows as CSV

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