PREVIEW / futures_5min / 2018-02-06

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-06.parquet
  size:    324 KB
  rows:    17,252

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
2018-02-06 00:00:00	ES	Futures	2788.77	2789.86	2781.39	2785.21	3372.0
2018-02-06 00:05:00	ES	Futures	2785.21	2807.63	2784.94	2804.35	8723.0
2018-02-06 00:10:00	ES	Futures	2804.89	2812.82	2802.43	2811.73	6101.0
2018-02-06 00:15:00	ES	Futures	2811.45	2812.27	2798.88	2806.26	4776.0
2018-02-06 00:20:00	ES	Futures	2806.26	2810.91	2804.35	2806.53	2355.0
2018-02-06 00:25:00	ES	Futures	2807.08	2816.37	2806.26	2812.82	4288.0
2018-02-06 00:30:00	ES	Futures	2812.55	2819.38	2810.63	2817.74	5921.0
2018-02-06 00:35:00	ES	Futures	2817.47	2820.47	2815.55	2819.93	5369.0
2018-02-06 00:40:00	ES	Futures	2819.65	2836.87	2818.29	2836.6	11122.0
2018-02-06 00:45:00	ES	Futures	2836.6	2837.14	2822.39	2833.04	8686.0
2018-02-06 00:50:00	ES	Futures	2832.77	2836.05	2826.49	2828.4	6338.0
2018-02-06 00:55:00	ES	Futures	2827.31	2831.68	2818.56	2831.13	4948.0
2018-02-06 01:00:00	ES	Futures	2831.13	2836.05	2827.58	2836.05	3009.0
2018-02-06 01:05:00	ES	Futures	2835.78	2838.24	2822.39	2825.94	4895.0
2018-02-06 01:10:00	ES	Futures	2825.39	2830.04	2822.93	2828.13	2735.0
2018-02-06 01:15:00	ES	Futures	2828.4	2828.4	2813.91	2815.28	5058.0
2018-02-06 01:20:00	ES	Futures	2815.28	2821.84	2814.46	2820.2	2756.0
2018-02-06 01:25:00	ES	Futures	2820.2	2825.67	2819.11	2824.3	3032.0
2018-02-06 01:30:00	ES	Futures	2824.57	2829.22	2822.66	2825.67	3081.0
2018-02-06 01:35:00	ES	Futures	2825.94	2837.96	2825.67	2831.95	4291.0
2018-02-06 01:40:00	ES	Futures	2831.41	2833.86	2823.75	2831.68	4086.0
2018-02-06 01:45:00	ES	Futures	2831.68	2832.22	2826.49	2828.13	1794.0
2018-02-06 01:50:00	ES	Futures	2828.67	2831.13	2823.75	2829.22	2148.0
2018-02-06 01:55:00	ES	Futures	2829.22	2831.13	2824.03	2824.85	1723.0
2018-02-06 02:00:00	ES	Futures	2824.3	2842.06	2824.03	2838.78	8886.0
2018-02-06 02:05:00	ES	Futures	2838.78	2857.1	2838.51	2853.82	12949.0
2018-02-06 02:10:00	ES	Futures	2853.82	2860.38	2845.89	2849.99	9757.0
2018-02-06 02:15:00	ES	Futures	2849.72	2850.26	2837.96	2841.24	5820.0
2018-02-06 02:20:00	ES	Futures	2841.24	2846.16	2839.06	2845.89	5961.0
2018-02-06 02:25:00	ES	Futures	2845.89	2849.99	2841.52	2843.16	4473.0
2018-02-06 02:30:00	ES	Futures	2843.16	2854.64	2841.52	2854.64	6132.0
2018-02-06 02:35:00	ES	Futures	2854.64	2856.82	2849.17	2849.72	9561.0
2018-02-06 02:40:00	ES	Futures	2849.72	2849.72	2834.41	2837.42	6438.0
2018-02-06 02:45:00	ES	Futures	2837.42	2840.15	2821.57	2829.49	8197.0
2018-02-06 02:50:00	ES	Futures	2829.22	2841.52	2827.85	2839.88	6801.0
2018-02-06 02:55:00	ES	Futures	2840.15	2846.44	2838.51	2844.25	4872.0
2018-02-06 03:00:00	ES	Futures	2844.25	2846.44	2838.24	2845.89	9780.0
2018-02-06 03:05:00	ES	Futures	2846.16	2868.3	2845.89	2867.48	16446.0
2018-02-06 03:10:00	ES	Futures	2867.21	2869.94	2857.1	2859.28	9851.0
2018-02-06 03:15:00	ES	Futures	2859.28	2874.04	2859.28	2872.68	6971.0
2018-02-06 03:20:00	ES	Futures	2872.68	2877.6	2867.21	2875.14	12989.0
2018-02-06 03:25:00	ES	Futures	2875.68	2877.05	2869.94	2872.95	6516.0
2018-02-06 03:30:00	ES	Futures	2872.95	2877.6	2871.31	2872.95	7107.0
2018-02-06 03:35:00	ES	Futures	2873.22	2882.52	2872.95	2882.52	7669.0
2018-02-06 03:40:00	ES	Futures	2882.52	2884.43	2876.78	2879.24	8479.0
2018-02-06 03:45:00	ES	Futures	2879.24	2882.52	2873.22	2881.15	5976.0
2018-02-06 03:50:00	ES	Futures	2880.88	2886.89	2878.42	2886.34	9959.0
2018-02-06 03:55:00	ES	Futures	2886.34	2887.98	2884.43	2885.25	7654.0
2018-02-06 04:00:00	ES	Futures	2884.98	2886.34	2879.51	2882.24	8640.0
2018-02-06 04:05:00	ES	Futures	2882.24	2888.53	2880.33	2887.98	8121.0

> showing 50 of 17,252 rows — these rows as CSV

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