PREVIEW / futures_5min / 2018-02-11

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-11.parquet
  size:    60 KB
  rows:    2,950

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
2018-02-11 18:00:00	ES	Futures	2873.5	2877.87	2869.94	2871.31	6320.0
2018-02-11 18:05:00	ES	Futures	2871.58	2874.86	2867.76	2868.85	3462.0
2018-02-11 18:10:00	ES	Futures	2868.85	2871.86	2868.03	2870.22	3308.0
2018-02-11 18:15:00	ES	Futures	2870.49	2874.59	2869.4	2873.5	2269.0
2018-02-11 18:20:00	ES	Futures	2873.77	2875.68	2869.94	2871.04	1940.0
2018-02-11 18:25:00	ES	Futures	2871.31	2872.68	2871.04	2871.86	820.0
2018-02-11 18:30:00	ES	Futures	2872.13	2874.32	2870.49	2871.58	1267.0
2018-02-11 18:35:00	ES	Futures	2871.58	2872.4	2868.85	2872.13	1567.0
2018-02-11 18:40:00	ES	Futures	2872.13	2874.32	2870.76	2874.04	977.0
2018-02-11 18:45:00	ES	Futures	2874.32	2876.78	2873.5	2876.5	1370.0
2018-02-11 18:50:00	ES	Futures	2876.5	2880.33	2875.68	2879.24	2182.0
2018-02-11 18:55:00	ES	Futures	2879.51	2880.33	2878.96	2880.06	1466.0
2018-02-11 19:00:00	ES	Futures	2880.06	2880.33	2877.32	2878.42	2161.0
2018-02-11 19:05:00	ES	Futures	2878.69	2880.06	2878.42	2880.06	952.0
2018-02-11 19:10:00	ES	Futures	2880.06	2882.79	2879.51	2880.33	2626.0
2018-02-11 19:15:00	ES	Futures	2880.33	2882.79	2877.6	2879.78	1908.0
2018-02-11 19:20:00	ES	Futures	2879.78	2879.78	2877.32	2879.24	1176.0
2018-02-11 19:25:00	ES	Futures	2879.51	2879.78	2876.78	2879.24	835.0
2018-02-11 19:30:00	ES	Futures	2879.24	2879.51	2876.23	2876.5	696.0
2018-02-11 19:35:00	ES	Futures	2876.5	2878.96	2875.96	2878.42	1258.0
2018-02-11 19:40:00	ES	Futures	2878.42	2881.15	2878.14	2880.33	1260.0
2018-02-11 19:45:00	ES	Futures	2880.06	2881.42	2878.69	2880.88	1394.0
2018-02-11 19:50:00	ES	Futures	2880.88	2882.24	2880.88	2881.97	966.0
2018-02-11 19:55:00	ES	Futures	2881.97	2883.61	2881.42	2882.52	1554.0
2018-02-11 20:00:00	ES	Futures	2882.52	2884.7	2881.97	2884.16	2053.0
2018-02-11 20:05:00	ES	Futures	2884.43	2885.8	2884.16	2884.43	1426.0
2018-02-11 20:10:00	ES	Futures	2884.16	2884.43	2881.7	2881.97	1260.0
2018-02-11 20:15:00	ES	Futures	2881.97	2883.34	2880.06	2880.6	2071.0
2018-02-11 20:20:00	ES	Futures	2880.88	2880.88	2877.32	2878.69	1739.0
2018-02-11 20:25:00	ES	Futures	2878.42	2879.78	2876.78	2878.69	988.0
2018-02-11 20:30:00	ES	Futures	2878.69	2879.51	2876.78	2877.87	1323.0
2018-02-11 20:35:00	ES	Futures	2877.87	2878.14	2875.96	2877.32	920.0
2018-02-11 20:40:00	ES	Futures	2877.32	2878.96	2877.32	2877.87	872.0
2018-02-11 20:45:00	ES	Futures	2877.6	2880.06	2877.6	2879.78	900.0
2018-02-11 20:50:00	ES	Futures	2879.78	2879.78	2876.23	2877.32	835.0
2018-02-11 20:55:00	ES	Futures	2877.32	2878.42	2875.96	2877.87	793.0
2018-02-11 21:00:00	ES	Futures	2877.6	2878.42	2876.5	2877.05	830.0
2018-02-11 21:05:00	ES	Futures	2877.32	2879.24	2876.5	2877.32	1068.0
2018-02-11 21:10:00	ES	Futures	2877.32	2878.42	2877.05	2877.87	930.0
2018-02-11 21:15:00	ES	Futures	2877.87	2882.24	2877.87	2881.42	1700.0
2018-02-11 21:20:00	ES	Futures	2881.42	2881.7	2879.24	2880.6	551.0
2018-02-11 21:25:00	ES	Futures	2880.33	2881.7	2880.33	2881.15	434.0
2018-02-11 21:30:00	ES	Futures	2881.15	2881.15	2879.51	2879.78	425.0
2018-02-11 21:35:00	ES	Futures	2880.06	2881.15	2879.78	2880.33	358.0
2018-02-11 21:40:00	ES	Futures	2880.6	2880.6	2877.87	2880.33	586.0
2018-02-11 21:45:00	ES	Futures	2880.33	2880.88	2879.24	2879.78	482.0
2018-02-11 21:50:00	ES	Futures	2879.51	2881.7	2878.96	2880.33	633.0
2018-02-11 21:55:00	ES	Futures	2880.6	2881.42	2880.06	2880.88	349.0
2018-02-11 22:00:00	ES	Futures	2880.88	2881.15	2878.69	2879.51	464.0
2018-02-11 22:05:00	ES	Futures	2879.78	2881.15	2879.51	2880.88	282.0

> showing 50 of 2,950 rows — these rows as CSV

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