PREVIEW / futures_5min / 2018-02-05

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-05.parquet
  size:    329 KB
  rows:    17,332

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
2018-02-05 00:00:00	ES	Futures	3006.61	3007.43	3006.61	3006.88	335.0
2018-02-05 00:05:00	ES	Futures	3006.88	3007.7	3006.88	3007.15	336.0
2018-02-05 00:10:00	ES	Futures	3007.43	3007.97	3006.61	3007.7	659.0
2018-02-05 00:15:00	ES	Futures	3007.7	3008.25	3007.43	3007.97	1095.0
2018-02-05 00:20:00	ES	Futures	3007.97	3008.25	3007.43	3007.43	620.0
2018-02-05 00:25:00	ES	Futures	3007.43	3007.7	3006.61	3006.88	710.0
2018-02-05 00:30:00	ES	Futures	3006.61	3007.7	3006.61	3007.15	303.0
2018-02-05 00:35:00	ES	Futures	3007.43	3007.97	3007.43	3007.7	253.0
2018-02-05 00:40:00	ES	Futures	3007.7	3007.97	3007.15	3007.15	399.0
2018-02-05 00:45:00	ES	Futures	3007.43	3007.97	3006.88	3007.7	291.0
2018-02-05 00:50:00	ES	Futures	3007.7	3008.25	3007.15	3007.7	475.0
2018-02-05 00:55:00	ES	Futures	3007.43	3007.97	3007.43	3007.7	350.0
2018-02-05 01:00:00	ES	Futures	3007.7	3008.25	3007.43	3007.7	626.0
2018-02-05 01:05:00	ES	Futures	3007.7	3007.7	3006.33	3006.61	649.0
2018-02-05 01:10:00	ES	Futures	3006.33	3006.61	3003.87	3006.06	1886.0
2018-02-05 01:15:00	ES	Futures	3006.06	3007.15	3005.79	3006.33	1177.0
2018-02-05 01:20:00	ES	Futures	3006.06	3006.33	3003.6	3005.51	1754.0
2018-02-05 01:25:00	ES	Futures	3005.51	3005.79	3004.42	3004.97	566.0
2018-02-05 01:30:00	ES	Futures	3004.97	3004.97	3003.6	3003.87	1543.0
2018-02-05 01:35:00	ES	Futures	3003.87	3004.15	3002.51	3004.15	1206.0
2018-02-05 01:40:00	ES	Futures	3004.15	3005.24	3003.87	3004.42	332.0
2018-02-05 01:45:00	ES	Futures	3004.42	3005.51	3004.15	3005.51	421.0
2018-02-05 01:50:00	ES	Futures	3005.24	3006.61	3005.24	3006.61	993.0
2018-02-05 01:55:00	ES	Futures	3006.61	3007.7	3006.33	3006.61	1077.0
2018-02-05 02:00:00	ES	Futures	3006.61	3010.16	3006.61	3009.89	2804.0
2018-02-05 02:05:00	ES	Futures	3009.89	3011.53	3009.61	3010.71	2567.0
2018-02-05 02:10:00	ES	Futures	3010.71	3011.25	3010.16	3010.98	1544.0
2018-02-05 02:15:00	ES	Futures	3010.71	3011.25	3010.16	3010.16	1340.0
2018-02-05 02:20:00	ES	Futures	3010.16	3010.98	3007.15	3007.7	1982.0
2018-02-05 02:25:00	ES	Futures	3007.7	3009.89	3006.61	3009.34	2239.0
2018-02-05 02:30:00	ES	Futures	3009.34	3011.53	3009.34	3010.98	2408.0
2018-02-05 02:35:00	ES	Futures	3010.98	3012.07	3009.34	3009.61	2066.0
2018-02-05 02:40:00	ES	Futures	3009.61	3011.25	3008.79	3009.89	2645.0
2018-02-05 02:45:00	ES	Futures	3009.61	3009.61	3006.61	3007.97	2186.0
2018-02-05 02:50:00	ES	Futures	3008.25	3009.07	3006.88	3007.43	1353.0
2018-02-05 02:55:00	ES	Futures	3007.43	3007.97	3006.61	3007.7	3117.0
2018-02-05 03:00:00	ES	Futures	3007.43	3007.7	3000.6	3003.06	9624.0
2018-02-05 03:05:00	ES	Futures	3002.78	3004.42	3002.51	3004.42	3604.0
2018-02-05 03:10:00	ES	Futures	3004.15	3004.42	3002.51	3003.6	2084.0
2018-02-05 03:15:00	ES	Futures	3003.33	3003.87	3002.24	3003.06	2584.0
2018-02-05 03:20:00	ES	Futures	3003.06	3003.6	3002.51	3002.51	1569.0
2018-02-05 03:25:00	ES	Futures	3002.78	3003.33	3002.24	3002.78	1594.0
2018-02-05 03:30:00	ES	Futures	3002.78	3004.42	3001.69	3004.15	2841.0
2018-02-05 03:35:00	ES	Futures	3004.15	3006.33	3003.87	3005.24	3685.0
2018-02-05 03:40:00	ES	Futures	3005.24	3006.61	3004.97	3006.33	1763.0
2018-02-05 03:45:00	ES	Futures	3006.33	3007.97	3004.69	3007.97	2953.0
2018-02-05 03:50:00	ES	Futures	3007.7	3007.7	3004.42	3004.97	2126.0
2018-02-05 03:55:00	ES	Futures	3005.24	3006.88	3004.69	3006.61	2361.0
2018-02-05 04:00:00	ES	Futures	3006.61	3007.43	3006.06	3006.61	1833.0
2018-02-05 04:05:00	ES	Futures	3006.61	3007.43	3005.79	3007.15	1398.0

> showing 50 of 17,332 rows — these rows as CSV

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