PREVIEW / futures_5min / 2018-02-15

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-15.parquet
  size:    269 KB
  rows:    16,210

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
2018-02-15 00:00:00	ES	Futures	2961.24	2961.51	2960.14	2960.42	266.0
2018-02-15 00:05:00	ES	Futures	2960.14	2960.69	2960.14	2960.42	168.0
2018-02-15 00:10:00	ES	Futures	2960.42	2960.69	2959.32	2959.6	291.0
2018-02-15 00:15:00	ES	Futures	2959.6	2959.87	2959.05	2959.32	323.0
2018-02-15 00:20:00	ES	Futures	2959.32	2959.87	2959.05	2959.87	489.0
2018-02-15 00:25:00	ES	Futures	2959.87	2960.14	2959.32	2959.87	164.0
2018-02-15 00:30:00	ES	Futures	2959.6	2959.6	2957.68	2958.5	557.0
2018-02-15 00:35:00	ES	Futures	2958.5	2959.32	2958.23	2959.32	97.0
2018-02-15 00:40:00	ES	Futures	2959.05	2959.6	2958.5	2959.32	191.0
2018-02-15 00:45:00	ES	Futures	2959.6	2959.6	2959.05	2959.32	61.0
2018-02-15 00:50:00	ES	Futures	2959.32	2960.69	2959.05	2960.42	226.0
2018-02-15 00:55:00	ES	Futures	2960.42	2960.69	2959.6	2959.6	287.0
2018-02-15 01:00:00	ES	Futures	2959.87	2960.42	2959.05	2959.05	265.0
2018-02-15 01:05:00	ES	Futures	2959.32	2959.87	2957.96	2959.32	542.0
2018-02-15 01:10:00	ES	Futures	2959.32	2959.87	2959.05	2959.32	140.0
2018-02-15 01:15:00	ES	Futures	2959.32	2960.14	2959.05	2959.6	243.0
2018-02-15 01:20:00	ES	Futures	2959.87	2960.14	2959.32	2959.6	165.0
2018-02-15 01:25:00	ES	Futures	2959.6	2959.87	2958.78	2959.6	216.0
2018-02-15 01:30:00	ES	Futures	2959.32	2960.14	2959.32	2959.87	66.0
2018-02-15 01:35:00	ES	Futures	2959.87	2960.42	2959.6	2960.14	82.0
2018-02-15 01:40:00	ES	Futures	2960.14	2960.14	2958.78	2959.32	263.0
2018-02-15 01:45:00	ES	Futures	2959.32	2959.32	2958.78	2958.78	101.0
2018-02-15 01:50:00	ES	Futures	2959.05	2959.05	2958.5	2959.05	299.0
2018-02-15 01:55:00	ES	Futures	2959.05	2959.87	2958.23	2958.78	1213.0
2018-02-15 02:00:00	ES	Futures	2958.5	2960.42	2958.23	2959.87	1126.0
2018-02-15 02:05:00	ES	Futures	2959.87	2961.51	2959.87	2960.96	878.0
2018-02-15 02:10:00	ES	Futures	2960.96	2961.51	2960.42	2961.24	474.0
2018-02-15 02:15:00	ES	Futures	2961.24	2964.52	2960.96	2963.97	2392.0
2018-02-15 02:20:00	ES	Futures	2963.97	2963.97	2961.51	2962.88	2058.0
2018-02-15 02:25:00	ES	Futures	2962.88	2964.79	2962.88	2963.97	955.0
2018-02-15 02:30:00	ES	Futures	2963.97	2964.24	2960.14	2960.96	2799.0
2018-02-15 02:35:00	ES	Futures	2960.96	2960.96	2958.78	2959.87	4908.0
2018-02-15 02:40:00	ES	Futures	2960.14	2960.96	2959.87	2960.14	731.0
2018-02-15 02:45:00	ES	Futures	2960.14	2960.96	2959.05	2959.87	1245.0
2018-02-15 02:50:00	ES	Futures	2959.6	2961.24	2959.05	2960.96	1506.0
2018-02-15 02:55:00	ES	Futures	2960.96	2963.15	2960.69	2962.88	895.0
2018-02-15 03:00:00	ES	Futures	2963.15	2965.06	2960.42	2962.6	4344.0
2018-02-15 03:05:00	ES	Futures	2962.6	2964.24	2962.33	2963.42	2159.0
2018-02-15 03:10:00	ES	Futures	2963.42	2963.97	2962.33	2963.7	2067.0
2018-02-15 03:15:00	ES	Futures	2963.7	2967.25	2963.7	2965.34	3975.0
2018-02-15 03:20:00	ES	Futures	2965.61	2967.8	2965.34	2967.52	3771.0
2018-02-15 03:25:00	ES	Futures	2967.52	2968.34	2966.98	2967.8	2884.0
2018-02-15 03:30:00	ES	Futures	2967.8	2968.89	2965.61	2968.07	4174.0
2018-02-15 03:35:00	ES	Futures	2968.07	2969.44	2967.8	2968.89	2402.0
2018-02-15 03:40:00	ES	Futures	2968.89	2970.26	2968.89	2969.16	2396.0
2018-02-15 03:45:00	ES	Futures	2968.89	2969.44	2968.62	2969.44	3919.0
2018-02-15 03:50:00	ES	Futures	2969.44	2969.44	2967.52	2968.07	2682.0
2018-02-15 03:55:00	ES	Futures	2968.34	2969.71	2968.07	2968.07	1508.0
2018-02-15 04:00:00	ES	Futures	2968.07	2968.89	2966.7	2967.25	1152.0
2018-02-15 04:05:00	ES	Futures	2967.25	2968.07	2966.98	2967.52	808.0

> showing 50 of 16,210 rows — these rows as CSV

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