PREVIEW / futures_5min / 2018-02-12

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-12.parquet
  size:    262 KB
  rows:    16,176

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
2018-02-12 00:00:00	ES	Futures	2880.6	2880.6	2879.78	2879.78	417.0
2018-02-12 00:05:00	ES	Futures	2880.06	2880.33	2879.24	2879.24	381.0
2018-02-12 00:10:00	ES	Futures	2878.96	2879.78	2878.69	2878.69	518.0
2018-02-12 00:15:00	ES	Futures	2878.96	2879.51	2878.69	2878.96	644.0
2018-02-12 00:20:00	ES	Futures	2878.96	2880.88	2878.69	2880.88	542.0
2018-02-12 00:25:00	ES	Futures	2881.15	2881.15	2880.06	2880.6	523.0
2018-02-12 00:30:00	ES	Futures	2880.6	2882.52	2880.33	2882.24	608.0
2018-02-12 00:35:00	ES	Futures	2882.52	2882.52	2881.7	2882.24	502.0
2018-02-12 00:40:00	ES	Futures	2881.97	2882.24	2881.15	2881.15	171.0
2018-02-12 00:45:00	ES	Futures	2881.15	2882.24	2880.88	2882.24	323.0
2018-02-12 00:50:00	ES	Futures	2882.24	2883.06	2881.97	2883.06	337.0
2018-02-12 00:55:00	ES	Futures	2882.79	2883.88	2882.79	2883.06	680.0
2018-02-12 01:00:00	ES	Futures	2883.34	2883.34	2881.97	2882.79	483.0
2018-02-12 01:05:00	ES	Futures	2882.79	2883.88	2882.24	2882.52	563.0
2018-02-12 01:10:00	ES	Futures	2882.52	2882.79	2881.7	2882.52	347.0
2018-02-12 01:15:00	ES	Futures	2882.79	2883.61	2882.52	2883.06	426.0
2018-02-12 01:20:00	ES	Futures	2883.06	2883.88	2883.06	2883.88	272.0
2018-02-12 01:25:00	ES	Futures	2883.88	2884.16	2881.42	2881.42	760.0
2018-02-12 01:30:00	ES	Futures	2881.42	2881.7	2880.33	2880.6	428.0
2018-02-12 01:35:00	ES	Futures	2880.88	2881.42	2878.96	2880.33	1196.0
2018-02-12 01:40:00	ES	Futures	2880.06	2880.88	2879.78	2879.78	274.0
2018-02-12 01:45:00	ES	Futures	2880.06	2881.15	2879.51	2879.51	252.0
2018-02-12 01:50:00	ES	Futures	2879.51	2881.42	2879.51	2880.88	423.0
2018-02-12 01:55:00	ES	Futures	2880.88	2881.7	2880.33	2881.7	745.0
2018-02-12 02:00:00	ES	Futures	2881.7	2881.7	2878.69	2881.42	2117.0
2018-02-12 02:05:00	ES	Futures	2881.42	2882.24	2880.88	2881.15	799.0
2018-02-12 02:10:00	ES	Futures	2881.42	2881.97	2880.33	2880.88	1264.0
2018-02-12 02:15:00	ES	Futures	2880.88	2881.15	2878.96	2879.78	1392.0
2018-02-12 02:20:00	ES	Futures	2879.78	2881.42	2879.51	2880.88	859.0
2018-02-12 02:25:00	ES	Futures	2880.88	2882.52	2880.33	2881.7	975.0
2018-02-12 02:30:00	ES	Futures	2881.97	2883.06	2880.88	2881.97	859.0
2018-02-12 02:35:00	ES	Futures	2882.24	2882.52	2880.06	2880.33	925.0
2018-02-12 02:40:00	ES	Futures	2880.33	2880.88	2879.24	2880.33	894.0
2018-02-12 02:45:00	ES	Futures	2880.33	2881.97	2880.06	2881.42	1712.0
2018-02-12 02:50:00	ES	Futures	2881.42	2881.97	2880.33	2881.7	629.0
2018-02-12 02:55:00	ES	Futures	2881.97	2882.24	2880.33	2881.42	841.0
2018-02-12 03:00:00	ES	Futures	2881.42	2881.7	2875.96	2876.78	4192.0
2018-02-12 03:05:00	ES	Futures	2877.05	2879.24	2875.68	2879.24	2700.0
2018-02-12 03:10:00	ES	Futures	2879.24	2881.7	2878.42	2881.15	2331.0
2018-02-12 03:15:00	ES	Futures	2881.15	2882.24	2880.33	2880.88	2158.0
2018-02-12 03:20:00	ES	Futures	2881.15	2882.79	2880.88	2882.79	1718.0
2018-02-12 03:25:00	ES	Futures	2882.79	2883.61	2881.42	2882.79	2630.0
2018-02-12 03:30:00	ES	Futures	2882.52	2883.61	2882.24	2883.34	1221.0
2018-02-12 03:35:00	ES	Futures	2883.34	2883.88	2881.97	2883.61	2960.0
2018-02-12 03:40:00	ES	Futures	2883.61	2895.36	2883.34	2894.0	9795.0
2018-02-12 03:45:00	ES	Futures	2894.0	2896.18	2893.45	2895.36	3916.0
2018-02-12 03:50:00	ES	Futures	2895.36	2896.46	2894.27	2895.09	3735.0
2018-02-12 03:55:00	ES	Futures	2894.82	2895.09	2893.72	2894.54	2277.0
2018-02-12 04:00:00	ES	Futures	2894.54	2901.92	2894.27	2900.83	6286.0
2018-02-12 04:05:00	ES	Futures	2900.83	2902.74	2900.28	2902.47	4730.0

> showing 50 of 16,176 rows — these rows as CSV

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