PREVIEW / futures_5min / 2018-02-04

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-04.parquet
  size:    61 KB
  rows:    3,071

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
2018-02-04 18:00:00	ES	Futures	3014.26	3014.26	2992.94	3001.69	21605.0
2018-02-04 18:05:00	ES	Futures	3001.42	3001.96	2991.58	2992.4	10243.0
2018-02-04 18:10:00	ES	Futures	2992.4	2994.86	2988.02	2994.31	14204.0
2018-02-04 18:15:00	ES	Futures	2994.31	2995.4	2991.85	2995.13	4794.0
2018-02-04 18:20:00	ES	Futures	2995.13	2998.68	2993.76	2996.5	4869.0
2018-02-04 18:25:00	ES	Futures	2996.77	2997.04	2993.76	2995.4	3264.0
2018-02-04 18:30:00	ES	Futures	2995.4	2995.68	2992.94	2993.49	2869.0
2018-02-04 18:35:00	ES	Futures	2993.49	2995.4	2992.94	2994.04	976.0
2018-02-04 18:40:00	ES	Futures	2994.04	2996.77	2993.22	2995.95	2398.0
2018-02-04 18:45:00	ES	Futures	2995.95	2997.86	2995.95	2996.77	2026.0
2018-02-04 18:50:00	ES	Futures	2997.04	2998.14	2996.22	2997.86	1556.0
2018-02-04 18:55:00	ES	Futures	2997.86	2998.41	2996.22	2996.5	1487.0
2018-02-04 19:00:00	ES	Futures	2996.77	2998.41	2996.22	2996.5	1927.0
2018-02-04 19:05:00	ES	Futures	2996.5	2997.59	2995.13	2995.68	3212.0
2018-02-04 19:10:00	ES	Futures	2995.68	2995.95	2992.67	2994.04	3766.0
2018-02-04 19:15:00	ES	Futures	2994.04	2994.58	2993.22	2994.31	1423.0
2018-02-04 19:20:00	ES	Futures	2994.31	3001.69	2994.31	3001.14	5734.0
2018-02-04 19:25:00	ES	Futures	3001.14	3001.69	3000.6	3001.69	1402.0
2018-02-04 19:30:00	ES	Futures	3001.69	3003.6	3000.87	3003.06	3196.0
2018-02-04 19:35:00	ES	Futures	3002.78	3003.33	2998.14	2999.23	2950.0
2018-02-04 19:40:00	ES	Futures	2998.96	3002.24	2996.5	3001.14	2585.0
2018-02-04 19:45:00	ES	Futures	3001.14	3001.42	2999.23	3000.32	584.0
2018-02-04 19:50:00	ES	Futures	3000.6	3000.6	2997.32	2997.32	1312.0
2018-02-04 19:55:00	ES	Futures	2997.32	2998.41	2995.4	2998.41	1527.0
2018-02-04 20:00:00	ES	Futures	2998.41	2998.68	2996.5	2997.04	791.0
2018-02-04 20:05:00	ES	Futures	2997.04	2997.86	2994.31	2997.59	1962.0
2018-02-04 20:10:00	ES	Futures	2997.59	2997.86	2995.68	2995.68	564.0
2018-02-04 20:15:00	ES	Futures	2995.68	2997.32	2994.04	2997.32	2429.0
2018-02-04 20:20:00	ES	Futures	2997.32	2998.96	2996.22	2996.22	1558.0
2018-02-04 20:25:00	ES	Futures	2996.5	2997.32	2995.68	2997.04	1073.0
2018-02-04 20:30:00	ES	Futures	2997.04	3000.6	2996.77	3000.32	2087.0
2018-02-04 20:35:00	ES	Futures	3000.6	3002.24	3000.05	3001.96	2989.0
2018-02-04 20:40:00	ES	Futures	3001.96	3003.87	3001.69	3002.51	2483.0
2018-02-04 20:45:00	ES	Futures	3002.51	3004.97	3002.24	3004.42	2477.0
2018-02-04 20:50:00	ES	Futures	3004.42	3004.97	3000.32	3001.42	2885.0
2018-02-04 20:55:00	ES	Futures	3001.69	3003.06	3001.14	3002.51	1942.0
2018-02-04 21:00:00	ES	Futures	3002.24	3002.24	3000.05	3001.69	1526.0
2018-02-04 21:05:00	ES	Futures	3001.69	3001.96	2998.68	2999.5	1523.0
2018-02-04 21:10:00	ES	Futures	2999.5	3001.42	2999.23	3000.32	1763.0
2018-02-04 21:15:00	ES	Futures	3000.32	3000.87	2999.5	3000.32	989.0
2018-02-04 21:20:00	ES	Futures	3000.32	3000.6	2999.5	3000.05	472.0
2018-02-04 21:25:00	ES	Futures	3000.05	3000.6	3000.05	3000.6	270.0
2018-02-04 21:30:00	ES	Futures	3000.6	3000.87	3000.05	3000.6	706.0
2018-02-04 21:35:00	ES	Futures	3000.6	3000.6	2997.59	2999.5	1436.0
2018-02-04 21:40:00	ES	Futures	2999.5	2999.5	2997.86	2998.14	839.0
2018-02-04 21:45:00	ES	Futures	2998.14	2999.5	2998.14	2999.5	524.0
2018-02-04 21:50:00	ES	Futures	2999.23	2999.78	2998.68	2998.96	629.0
2018-02-04 21:55:00	ES	Futures	2998.96	2999.5	2998.68	2999.23	375.0
2018-02-04 22:00:00	ES	Futures	2998.96	3000.6	2998.96	3000.6	616.0
2018-02-04 22:05:00	ES	Futures	3000.6	3001.42	3000.05	3000.6	1144.0

> showing 50 of 3,071 rows — these rows as CSV

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