PREVIEW / futures_5min / 2018-02-13

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-13.parquet
  size:    260 KB
  rows:    16,122

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
2018-02-13 00:00:00	ES	Futures	2898.1	2898.37	2894.82	2895.09	550.0
2018-02-13 00:05:00	ES	Futures	2894.82	2896.18	2892.63	2895.91	1217.0
2018-02-13 00:10:00	ES	Futures	2895.91	2898.37	2895.36	2896.46	616.0
2018-02-13 00:15:00	ES	Futures	2896.46	2897.82	2894.82	2897.28	630.0
2018-02-13 00:20:00	ES	Futures	2897.55	2898.64	2896.18	2897.82	413.0
2018-02-13 00:25:00	ES	Futures	2897.82	2898.1	2895.09	2895.36	423.0
2018-02-13 00:30:00	ES	Futures	2895.36	2895.64	2894.27	2895.09	752.0
2018-02-13 00:35:00	ES	Futures	2895.09	2895.91	2894.82	2895.36	457.0
2018-02-13 00:40:00	ES	Futures	2895.36	2895.64	2893.72	2895.09	536.0
2018-02-13 00:45:00	ES	Futures	2894.82	2895.91	2893.18	2895.36	793.0
2018-02-13 00:50:00	ES	Futures	2895.36	2895.36	2894.0	2894.27	713.0
2018-02-13 00:55:00	ES	Futures	2894.0	2894.82	2893.45	2893.45	769.0
2018-02-13 01:00:00	ES	Futures	2893.72	2894.82	2892.36	2894.27	1632.0
2018-02-13 01:05:00	ES	Futures	2894.27	2894.82	2893.45	2894.0	620.0
2018-02-13 01:10:00	ES	Futures	2894.27	2895.09	2893.72	2894.0	196.0
2018-02-13 01:15:00	ES	Futures	2893.72	2894.27	2892.36	2892.63	675.0
2018-02-13 01:20:00	ES	Futures	2892.36	2893.18	2892.08	2893.18	568.0
2018-02-13 01:25:00	ES	Futures	2893.18	2895.91	2892.9	2895.91	694.0
2018-02-13 01:30:00	ES	Futures	2895.91	2895.91	2895.09	2895.64	283.0
2018-02-13 01:35:00	ES	Futures	2895.64	2895.91	2895.09	2895.36	159.0
2018-02-13 01:40:00	ES	Futures	2895.64	2895.64	2894.27	2894.54	314.0
2018-02-13 01:45:00	ES	Futures	2894.27	2895.09	2894.27	2894.82	282.0
2018-02-13 01:50:00	ES	Futures	2894.82	2895.36	2894.54	2894.82	412.0
2018-02-13 01:55:00	ES	Futures	2894.82	2895.09	2894.27	2894.54	236.0
2018-02-13 02:00:00	ES	Futures	2894.54	2894.82	2890.17	2890.99	4555.0
2018-02-13 02:05:00	ES	Futures	2891.26	2894.82	2890.44	2894.54	1684.0
2018-02-13 02:10:00	ES	Futures	2894.54	2895.91	2893.72	2895.91	1744.0
2018-02-13 02:15:00	ES	Futures	2895.91	2896.18	2894.82	2895.64	986.0
2018-02-13 02:20:00	ES	Futures	2895.64	2895.64	2893.72	2894.27	631.0
2018-02-13 02:25:00	ES	Futures	2894.27	2895.09	2891.81	2891.81	790.0
2018-02-13 02:30:00	ES	Futures	2892.08	2892.63	2889.08	2890.17	1835.0
2018-02-13 02:35:00	ES	Futures	2890.44	2892.36	2889.9	2890.17	1257.0
2018-02-13 02:40:00	ES	Futures	2890.17	2890.44	2888.8	2889.35	1300.0
2018-02-13 02:45:00	ES	Futures	2889.35	2889.62	2886.07	2888.53	3665.0
2018-02-13 02:50:00	ES	Futures	2888.53	2891.81	2887.98	2889.08	1669.0
2018-02-13 02:55:00	ES	Futures	2889.08	2890.17	2886.34	2887.98	1587.0
2018-02-13 03:00:00	ES	Futures	2887.98	2891.81	2887.16	2891.81	2338.0
2018-02-13 03:05:00	ES	Futures	2891.81	2893.72	2889.35	2890.44	2520.0
2018-02-13 03:10:00	ES	Futures	2890.17	2890.44	2886.89	2887.16	2485.0
2018-02-13 03:15:00	ES	Futures	2887.44	2890.44	2887.16	2888.53	2951.0
2018-02-13 03:20:00	ES	Futures	2888.8	2890.44	2887.44	2889.9	2612.0
2018-02-13 03:25:00	ES	Futures	2889.62	2889.62	2882.24	2882.79	4988.0
2018-02-13 03:30:00	ES	Futures	2883.06	2884.98	2882.79	2884.16	2715.0
2018-02-13 03:35:00	ES	Futures	2884.16	2887.98	2883.61	2885.8	2520.0
2018-02-13 03:40:00	ES	Futures	2885.8	2887.16	2885.25	2886.89	1567.0
2018-02-13 03:45:00	ES	Futures	2886.89	2888.8	2886.62	2887.71	1438.0
2018-02-13 03:50:00	ES	Futures	2887.98	2889.08	2887.98	2888.8	1244.0
2018-02-13 03:55:00	ES	Futures	2888.8	2888.8	2884.7	2885.52	1115.0
2018-02-13 04:00:00	ES	Futures	2885.8	2889.35	2885.52	2888.53	2394.0
2018-02-13 04:05:00	ES	Futures	2888.53	2889.08	2886.34	2887.44	1500.0

> showing 50 of 16,122 rows — these rows as CSV

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