PREVIEW / futures_5min / 2018-02-08

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-08.parquet
  size:    308 KB
  rows:    17,068

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
2018-02-08 00:00:00	ES	Futures	2914.22	2914.77	2913.4	2914.5	525.0
2018-02-08 00:05:00	ES	Futures	2914.5	2918.87	2914.22	2918.32	1845.0
2018-02-08 00:10:00	ES	Futures	2918.32	2923.24	2918.32	2922.15	2377.0
2018-02-08 00:15:00	ES	Futures	2921.88	2923.24	2919.96	2922.7	847.0
2018-02-08 00:20:00	ES	Futures	2922.42	2924.34	2922.15	2924.06	1039.0
2018-02-08 00:25:00	ES	Futures	2923.79	2924.34	2921.6	2921.88	880.0
2018-02-08 00:30:00	ES	Futures	2921.88	2922.15	2917.5	2920.51	939.0
2018-02-08 00:35:00	ES	Futures	2920.51	2922.7	2919.96	2922.15	441.0
2018-02-08 00:40:00	ES	Futures	2922.15	2922.42	2919.69	2921.06	281.0
2018-02-08 00:45:00	ES	Futures	2920.78	2921.88	2919.69	2919.96	315.0
2018-02-08 00:50:00	ES	Futures	2919.96	2921.6	2919.69	2920.78	665.0
2018-02-08 00:55:00	ES	Futures	2921.06	2923.24	2920.51	2921.6	501.0
2018-02-08 01:00:00	ES	Futures	2921.6	2922.15	2919.14	2921.06	337.0
2018-02-08 01:05:00	ES	Futures	2921.06	2923.52	2921.06	2922.42	393.0
2018-02-08 01:10:00	ES	Futures	2922.42	2922.97	2920.51	2922.97	272.0
2018-02-08 01:15:00	ES	Futures	2922.7	2923.79	2922.42	2922.97	436.0
2018-02-08 01:20:00	ES	Futures	2922.97	2924.61	2922.97	2923.79	948.0
2018-02-08 01:25:00	ES	Futures	2923.79	2924.06	2921.33	2921.6	794.0
2018-02-08 01:30:00	ES	Futures	2921.06	2924.61	2921.06	2924.34	224.0
2018-02-08 01:35:00	ES	Futures	2924.06	2924.34	2921.06	2923.79	368.0
2018-02-08 01:40:00	ES	Futures	2923.79	2924.34	2922.42	2923.52	265.0
2018-02-08 01:45:00	ES	Futures	2923.79	2924.06	2919.14	2921.33	835.0
2018-02-08 01:50:00	ES	Futures	2921.06	2922.97	2919.69	2922.15	467.0
2018-02-08 01:55:00	ES	Futures	2922.15	2922.15	2919.96	2921.06	321.0
2018-02-08 02:00:00	ES	Futures	2920.78	2923.52	2920.24	2922.15	1265.0
2018-02-08 02:05:00	ES	Futures	2921.88	2924.61	2921.6	2923.24	734.0
2018-02-08 02:10:00	ES	Futures	2923.24	2925.16	2922.7	2922.97	1596.0
2018-02-08 02:15:00	ES	Futures	2922.97	2923.24	2920.24	2921.06	1374.0
2018-02-08 02:20:00	ES	Futures	2921.06	2922.97	2920.78	2922.42	781.0
2018-02-08 02:25:00	ES	Futures	2922.7	2923.52	2921.88	2922.15	626.0
2018-02-08 02:30:00	ES	Futures	2922.15	2923.24	2916.96	2917.5	1512.0
2018-02-08 02:35:00	ES	Futures	2917.23	2919.14	2916.68	2917.5	1112.0
2018-02-08 02:40:00	ES	Futures	2917.23	2921.33	2916.96	2921.33	823.0
2018-02-08 02:45:00	ES	Futures	2921.33	2925.16	2921.06	2925.16	1484.0
2018-02-08 02:50:00	ES	Futures	2925.16	2926.52	2924.88	2925.16	1285.0
2018-02-08 02:55:00	ES	Futures	2925.43	2925.43	2919.69	2921.33	1664.0
2018-02-08 03:00:00	ES	Futures	2921.6	2925.98	2919.42	2925.7	3549.0
2018-02-08 03:05:00	ES	Futures	2925.43	2927.89	2924.88	2927.62	2380.0
2018-02-08 03:10:00	ES	Futures	2927.34	2928.44	2923.79	2926.8	2358.0
2018-02-08 03:15:00	ES	Futures	2926.8	2927.89	2925.16	2927.62	987.0
2018-02-08 03:20:00	ES	Futures	2927.62	2929.26	2927.07	2927.62	1788.0
2018-02-08 03:25:00	ES	Futures	2927.34	2927.89	2925.16	2925.98	1651.0
2018-02-08 03:30:00	ES	Futures	2925.7	2926.8	2921.33	2924.34	1912.0
2018-02-08 03:35:00	ES	Futures	2924.34	2925.16	2920.78	2924.88	1455.0
2018-02-08 03:40:00	ES	Futures	2924.88	2926.25	2923.24	2925.7	1249.0
2018-02-08 03:45:00	ES	Futures	2925.43	2928.16	2925.16	2926.8	1029.0
2018-02-08 03:50:00	ES	Futures	2926.8	2927.07	2922.97	2923.79	1255.0
2018-02-08 03:55:00	ES	Futures	2923.79	2924.06	2920.78	2921.06	1631.0
2018-02-08 04:00:00	ES	Futures	2921.06	2922.42	2918.6	2921.33	2636.0
2018-02-08 04:05:00	ES	Futures	2921.06	2924.88	2921.06	2923.52	1891.0

> showing 50 of 17,068 rows — these rows as CSV

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