PREVIEW / futures_5min / 2018-02-01

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-01.parquet
  size:    288 KB
  rows:    16,787

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
2018-02-01 00:00:00	ES	Futures	3100.91	3100.91	3100.36	3100.63	223.0
2018-02-01 00:05:00	ES	Futures	3100.63	3100.63	3100.36	3100.63	326.0
2018-02-01 00:10:00	ES	Futures	3100.63	3100.63	3099.81	3100.09	226.0
2018-02-01 00:15:00	ES	Futures	3100.09	3100.36	3099.81	3099.81	274.0
2018-02-01 00:20:00	ES	Futures	3100.09	3100.36	3099.81	3100.09	245.0
2018-02-01 00:25:00	ES	Futures	3099.81	3100.36	3099.81	3100.09	141.0
2018-02-01 00:30:00	ES	Futures	3100.09	3100.09	3099.27	3099.81	443.0
2018-02-01 00:35:00	ES	Futures	3100.09	3100.36	3099.81	3099.81	258.0
2018-02-01 00:40:00	ES	Futures	3099.54	3099.81	3099.27	3099.54	160.0
2018-02-01 00:45:00	ES	Futures	3099.81	3099.81	3098.72	3099.27	1005.0
2018-02-01 00:50:00	ES	Futures	3099.27	3099.54	3098.99	3099.54	1008.0
2018-02-01 00:55:00	ES	Futures	3099.27	3100.09	3099.27	3099.54	388.0
2018-02-01 01:00:00	ES	Futures	3099.54	3099.54	3098.99	3099.54	173.0
2018-02-01 01:05:00	ES	Futures	3099.54	3099.81	3099.27	3099.81	137.0
2018-02-01 01:10:00	ES	Futures	3099.81	3099.81	3099.27	3099.27	280.0
2018-02-01 01:15:00	ES	Futures	3099.27	3099.54	3098.45	3098.45	664.0
2018-02-01 01:20:00	ES	Futures	3098.17	3098.45	3097.9	3097.9	595.0
2018-02-01 01:25:00	ES	Futures	3097.9	3098.17	3097.9	3097.9	65.0
2018-02-01 01:30:00	ES	Futures	3097.9	3098.17	3097.9	3097.9	202.0
2018-02-01 01:35:00	ES	Futures	3097.9	3098.45	3097.9	3098.45	148.0
2018-02-01 01:40:00	ES	Futures	3098.45	3098.45	3097.9	3097.9	138.0
2018-02-01 01:45:00	ES	Futures	3097.9	3098.17	3097.63	3097.9	161.0
2018-02-01 01:50:00	ES	Futures	3097.63	3097.9	3097.63	3097.9	263.0
2018-02-01 01:55:00	ES	Futures	3097.63	3098.17	3097.63	3098.17	126.0
2018-02-01 02:00:00	ES	Futures	3098.17	3099.27	3098.17	3098.99	820.0
2018-02-01 02:05:00	ES	Futures	3099.27	3099.54	3098.99	3099.54	417.0
2018-02-01 02:10:00	ES	Futures	3099.27	3099.27	3098.45	3098.72	878.0
2018-02-01 02:15:00	ES	Futures	3098.72	3098.99	3098.17	3098.45	706.0
2018-02-01 02:20:00	ES	Futures	3098.17	3098.72	3098.17	3098.72	388.0
2018-02-01 02:25:00	ES	Futures	3098.72	3098.72	3097.9	3097.9	784.0
2018-02-01 02:30:00	ES	Futures	3097.9	3098.45	3097.63	3098.17	573.0
2018-02-01 02:35:00	ES	Futures	3098.45	3098.45	3097.63	3097.9	298.0
2018-02-01 02:40:00	ES	Futures	3098.17	3098.45	3097.9	3098.45	488.0
2018-02-01 02:45:00	ES	Futures	3098.72	3098.99	3098.17	3098.45	1055.0
2018-02-01 02:50:00	ES	Futures	3098.72	3098.72	3098.17	3098.17	394.0
2018-02-01 02:55:00	ES	Futures	3098.17	3098.45	3097.9	3098.17	725.0
2018-02-01 03:00:00	ES	Futures	3098.45	3098.45	3097.63	3098.45	1743.0
2018-02-01 03:05:00	ES	Futures	3098.17	3099.27	3098.17	3098.45	1552.0
2018-02-01 03:10:00	ES	Futures	3098.45	3098.99	3097.9	3098.72	1397.0
2018-02-01 03:15:00	ES	Futures	3098.45	3099.27	3098.17	3098.45	842.0
2018-02-01 03:20:00	ES	Futures	3098.45	3098.45	3097.35	3097.9	1489.0
2018-02-01 03:25:00	ES	Futures	3098.17	3098.72	3097.9	3098.17	1295.0
2018-02-01 03:30:00	ES	Futures	3098.17	3100.36	3098.17	3100.09	1937.0
2018-02-01 03:35:00	ES	Futures	3100.36	3100.63	3099.81	3100.36	2181.0
2018-02-01 03:40:00	ES	Futures	3100.36	3100.63	3099.81	3100.09	760.0
2018-02-01 03:45:00	ES	Futures	3100.09	3100.36	3099.81	3100.09	440.0
2018-02-01 03:50:00	ES	Futures	3100.09	3100.36	3098.99	3099.27	746.0
2018-02-01 03:55:00	ES	Futures	3099.27	3099.27	3096.53	3096.53	2247.0
2018-02-01 04:00:00	ES	Futures	3096.81	3097.35	3095.99	3097.35	2356.0
2018-02-01 04:05:00	ES	Futures	3097.35	3097.9	3097.08	3097.35	1076.0

> showing 50 of 16,787 rows — these rows as CSV

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