PREVIEW / futures_5min / 2018-01-31

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-31.parquet
  size:    273 KB
  rows:    16,933

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
2018-01-31 00:00:00	ES	Futures	3097.08	3097.63	3096.81	3097.63	199.0
2018-01-31 00:05:00	ES	Futures	3097.63	3097.9	3095.71	3095.71	510.0
2018-01-31 00:10:00	ES	Futures	3095.99	3096.53	3095.71	3095.99	514.0
2018-01-31 00:15:00	ES	Futures	3095.99	3096.26	3094.07	3094.62	1324.0
2018-01-31 00:20:00	ES	Futures	3094.62	3095.17	3091.89	3092.16	1722.0
2018-01-31 00:25:00	ES	Futures	3092.16	3093.53	3091.89	3091.89	1113.0
2018-01-31 00:30:00	ES	Futures	3091.89	3092.16	3090.52	3091.61	1366.0
2018-01-31 00:35:00	ES	Futures	3091.34	3091.61	3090.52	3090.79	804.0
2018-01-31 00:40:00	ES	Futures	3090.79	3092.16	3089.97	3090.25	852.0
2018-01-31 00:45:00	ES	Futures	3090.25	3091.89	3090.25	3091.61	560.0
2018-01-31 00:50:00	ES	Futures	3091.61	3091.61	3089.97	3091.07	667.0
2018-01-31 00:55:00	ES	Futures	3091.34	3091.34	3089.97	3089.97	781.0
2018-01-31 01:00:00	ES	Futures	3090.25	3090.79	3088.88	3090.25	1384.0
2018-01-31 01:05:00	ES	Futures	3090.25	3091.89	3090.25	3091.34	423.0
2018-01-31 01:10:00	ES	Futures	3091.61	3091.89	3090.25	3090.79	502.0
2018-01-31 01:15:00	ES	Futures	3090.79	3090.79	3090.25	3090.79	641.0
2018-01-31 01:20:00	ES	Futures	3090.79	3091.07	3090.25	3090.52	254.0
2018-01-31 01:25:00	ES	Futures	3090.79	3091.07	3090.52	3090.79	205.0
2018-01-31 01:30:00	ES	Futures	3090.79	3091.61	3090.79	3091.61	286.0
2018-01-31 01:35:00	ES	Futures	3091.61	3092.16	3091.61	3091.89	497.0
2018-01-31 01:40:00	ES	Futures	3092.16	3093.25	3091.89	3092.98	685.0
2018-01-31 01:45:00	ES	Futures	3092.98	3092.98	3092.16	3092.98	238.0
2018-01-31 01:50:00	ES	Futures	3092.71	3092.98	3092.16	3092.43	201.0
2018-01-31 01:55:00	ES	Futures	3092.16	3092.71	3092.16	3092.71	104.0
2018-01-31 02:00:00	ES	Futures	3092.43	3094.07	3091.89	3093.53	1441.0
2018-01-31 02:05:00	ES	Futures	3093.53	3093.8	3093.25	3093.53	576.0
2018-01-31 02:10:00	ES	Futures	3093.25	3094.07	3092.98	3093.25	600.0
2018-01-31 02:15:00	ES	Futures	3093.53	3095.44	3093.53	3095.44	1321.0
2018-01-31 02:20:00	ES	Futures	3095.17	3095.71	3095.17	3095.44	1230.0
2018-01-31 02:25:00	ES	Futures	3095.44	3096.26	3094.89	3095.44	1609.0
2018-01-31 02:30:00	ES	Futures	3095.44	3097.63	3095.44	3096.81	1466.0
2018-01-31 02:35:00	ES	Futures	3096.53	3097.08	3096.53	3096.53	947.0
2018-01-31 02:40:00	ES	Futures	3096.81	3098.17	3096.53	3097.63	1519.0
2018-01-31 02:45:00	ES	Futures	3097.35	3097.9	3096.26	3096.53	1580.0
2018-01-31 02:50:00	ES	Futures	3096.26	3097.35	3095.71	3097.35	1888.0
2018-01-31 02:55:00	ES	Futures	3097.35	3097.35	3095.99	3097.08	1050.0
2018-01-31 03:00:00	ES	Futures	3097.35	3098.17	3095.99	3098.17	2528.0
2018-01-31 03:05:00	ES	Futures	3098.17	3098.72	3097.63	3097.9	3004.0
2018-01-31 03:10:00	ES	Futures	3097.9	3098.45	3097.08	3098.17	1845.0
2018-01-31 03:15:00	ES	Futures	3098.17	3098.99	3097.9	3098.45	1175.0
2018-01-31 03:20:00	ES	Futures	3098.45	3098.99	3098.45	3098.99	647.0
2018-01-31 03:25:00	ES	Futures	3098.72	3099.54	3098.45	3098.99	1086.0
2018-01-31 03:30:00	ES	Futures	3098.99	3099.54	3098.72	3099.54	1597.0
2018-01-31 03:35:00	ES	Futures	3099.27	3101.18	3099.27	3100.91	2562.0
2018-01-31 03:40:00	ES	Futures	3100.91	3101.45	3100.63	3101.18	1516.0
2018-01-31 03:45:00	ES	Futures	3101.45	3101.45	3099.81	3100.09	2009.0
2018-01-31 03:50:00	ES	Futures	3100.09	3100.36	3099.27	3100.09	1353.0
2018-01-31 03:55:00	ES	Futures	3100.09	3100.36	3098.99	3099.27	1009.0
2018-01-31 04:00:00	ES	Futures	3099.27	3099.81	3098.72	3098.72	1362.0
2018-01-31 04:05:00	ES	Futures	3098.72	3099.27	3098.17	3099.27	2060.0

> showing 50 of 16,933 rows — these rows as CSV

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