PREVIEW / futures_5min / 2018-02-09

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-09.parquet
  size:    271 KB
  rows:    14,070

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
2018-02-09 00:00:00	ES	Futures	2847.53	2847.8	2845.07	2846.16	689.0
2018-02-09 00:05:00	ES	Futures	2845.89	2846.98	2845.07	2846.71	467.0
2018-02-09 00:10:00	ES	Futures	2846.44	2846.44	2841.79	2841.79	1189.0
2018-02-09 00:15:00	ES	Futures	2841.79	2845.62	2839.88	2840.97	1233.0
2018-02-09 00:20:00	ES	Futures	2840.97	2841.52	2834.68	2839.06	2340.0
2018-02-09 00:25:00	ES	Futures	2839.33	2842.88	2838.24	2841.24	639.0
2018-02-09 00:30:00	ES	Futures	2841.52	2843.16	2839.33	2842.34	610.0
2018-02-09 00:35:00	ES	Futures	2842.61	2843.98	2839.06	2839.88	1059.0
2018-02-09 00:40:00	ES	Futures	2840.15	2849.44	2839.88	2846.44	1605.0
2018-02-09 00:45:00	ES	Futures	2846.44	2847.53	2844.52	2844.8	693.0
2018-02-09 00:50:00	ES	Futures	2844.52	2847.8	2843.43	2847.26	805.0
2018-02-09 00:55:00	ES	Futures	2846.98	2849.17	2846.16	2848.08	726.0
2018-02-09 01:00:00	ES	Futures	2848.08	2850.54	2846.16	2848.35	935.0
2018-02-09 01:05:00	ES	Futures	2848.35	2848.62	2845.62	2846.98	633.0
2018-02-09 01:10:00	ES	Futures	2846.98	2847.53	2845.62	2846.71	800.0
2018-02-09 01:15:00	ES	Futures	2846.44	2846.98	2845.34	2846.44	965.0
2018-02-09 01:20:00	ES	Futures	2846.71	2847.53	2845.89	2846.44	601.0
2018-02-09 01:25:00	ES	Futures	2846.71	2846.98	2845.07	2845.07	412.0
2018-02-09 01:30:00	ES	Futures	2844.8	2846.16	2844.8	2845.62	367.0
2018-02-09 01:35:00	ES	Futures	2845.62	2846.16	2844.52	2845.89	483.0
2018-02-09 01:40:00	ES	Futures	2845.89	2846.16	2843.98	2844.8	709.0
2018-02-09 01:45:00	ES	Futures	2844.52	2844.8	2840.15	2840.42	1125.0
2018-02-09 01:50:00	ES	Futures	2840.42	2843.43	2837.14	2841.79	1139.0
2018-02-09 01:55:00	ES	Futures	2841.79	2844.8	2840.7	2842.06	877.0
2018-02-09 02:00:00	ES	Futures	2841.52	2850.81	2840.7	2848.9	2879.0
2018-02-09 02:05:00	ES	Futures	2849.17	2850.26	2846.16	2848.62	1895.0
2018-02-09 02:10:00	ES	Futures	2848.9	2852.45	2848.9	2851.9	2658.0
2018-02-09 02:15:00	ES	Futures	2851.9	2853.54	2851.36	2853.0	1993.0
2018-02-09 02:20:00	ES	Futures	2853.0	2854.91	2852.72	2854.09	2297.0
2018-02-09 02:25:00	ES	Futures	2854.09	2857.1	2853.0	2855.73	3138.0
2018-02-09 02:30:00	ES	Futures	2855.73	2856.28	2851.63	2851.9	2220.0
2018-02-09 02:35:00	ES	Futures	2851.9	2855.73	2851.08	2854.09	2773.0
2018-02-09 02:40:00	ES	Futures	2854.09	2854.91	2850.26	2852.45	1840.0
2018-02-09 02:45:00	ES	Futures	2852.45	2856.82	2850.54	2854.91	1883.0
2018-02-09 02:50:00	ES	Futures	2854.64	2855.18	2853.0	2854.09	1794.0
2018-02-09 02:55:00	ES	Futures	2854.09	2857.92	2853.54	2855.18	2213.0
2018-02-09 03:00:00	ES	Futures	2855.18	2861.2	2854.64	2858.19	7293.0
2018-02-09 03:05:00	ES	Futures	2858.46	2859.83	2854.91	2856.28	4593.0
2018-02-09 03:10:00	ES	Futures	2856.28	2857.92	2853.82	2855.46	3046.0
2018-02-09 03:15:00	ES	Futures	2855.46	2855.73	2852.45	2853.0	3572.0
2018-02-09 03:20:00	ES	Futures	2853.0	2854.36	2852.45	2854.36	3623.0
2018-02-09 03:25:00	ES	Futures	2854.64	2855.73	2854.09	2855.46	2529.0
2018-02-09 03:30:00	ES	Futures	2855.46	2857.64	2854.64	2857.37	4269.0
2018-02-09 03:35:00	ES	Futures	2857.1	2859.01	2856.55	2857.64	4051.0
2018-02-09 03:40:00	ES	Futures	2857.64	2857.92	2854.91	2856.0	2214.0
2018-02-09 03:45:00	ES	Futures	2856.0	2859.01	2855.73	2857.92	3511.0
2018-02-09 03:50:00	ES	Futures	2857.64	2858.74	2857.37	2857.92	2272.0
2018-02-09 03:55:00	ES	Futures	2857.92	2857.92	2855.46	2856.55	2113.0
2018-02-09 04:00:00	ES	Futures	2856.55	2856.82	2854.36	2855.73	1224.0
2018-02-09 04:05:00	ES	Futures	2855.46	2855.73	2853.82	2855.46	1553.0

> showing 50 of 14,070 rows — these rows as CSV

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