PREVIEW / futures_5min / 2018-02-18

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-18.parquet
  size:    45 KB
  rows:    2,363

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
2018-02-18 18:00:00	ES	Futures	2989.66	2994.04	2989.12	2993.76	1995.0
2018-02-18 18:05:00	ES	Futures	2994.04	2994.58	2992.12	2992.94	1299.0
2018-02-18 18:10:00	ES	Futures	2993.22	2994.86	2992.94	2994.31	586.0
2018-02-18 18:15:00	ES	Futures	2994.31	2994.58	2993.49	2994.58	178.0
2018-02-18 18:20:00	ES	Futures	2994.58	2996.77	2994.58	2995.68	902.0
2018-02-18 18:25:00	ES	Futures	2995.95	2996.5	2995.4	2995.4	344.0
2018-02-18 18:30:00	ES	Futures	2995.4	2996.22	2994.86	2995.95	258.0
2018-02-18 18:35:00	ES	Futures	2995.95	2995.95	2995.4	2995.95	214.0
2018-02-18 18:40:00	ES	Futures	2995.95	2996.77	2995.68	2996.22	202.0
2018-02-18 18:45:00	ES	Futures	2995.95	2996.22	2995.13	2995.4	229.0
2018-02-18 18:50:00	ES	Futures	2995.13	2995.95	2994.86	2995.68	319.0
2018-02-18 18:55:00	ES	Futures	2995.68	2996.22	2995.4	2995.95	180.0
2018-02-18 19:00:00	ES	Futures	2995.95	2996.5	2994.86	2996.22	652.0
2018-02-18 19:05:00	ES	Futures	2995.95	2997.59	2995.95	2997.32	551.0
2018-02-18 19:10:00	ES	Futures	2997.32	2998.68	2997.04	2998.41	896.0
2018-02-18 19:15:00	ES	Futures	2998.41	2999.5	2998.14	2998.68	1103.0
2018-02-18 19:20:00	ES	Futures	2998.68	2998.96	2997.86	2998.14	532.0
2018-02-18 19:25:00	ES	Futures	2998.14	2998.41	2997.86	2997.86	802.0
2018-02-18 19:30:00	ES	Futures	2998.14	2999.5	2998.14	2998.96	981.0
2018-02-18 19:35:00	ES	Futures	2999.23	2999.23	2998.14	2998.68	189.0
2018-02-18 19:40:00	ES	Futures	2998.68	2999.5	2998.41	2999.23	573.0
2018-02-18 19:45:00	ES	Futures	2999.23	3000.87	2998.96	2999.78	1321.0
2018-02-18 19:50:00	ES	Futures	2999.78	3000.87	2999.78	3000.32	714.0
2018-02-18 19:55:00	ES	Futures	3000.32	3000.32	2999.78	3000.05	324.0
2018-02-18 20:00:00	ES	Futures	3000.05	3000.32	2999.5	2999.5	682.0
2018-02-18 20:05:00	ES	Futures	2999.5	2999.78	2998.96	2998.96	456.0
2018-02-18 20:10:00	ES	Futures	2998.96	2999.78	2998.68	2998.68	435.0
2018-02-18 20:15:00	ES	Futures	2998.96	2998.96	2998.41	2998.68	356.0
2018-02-18 20:20:00	ES	Futures	2998.68	2998.96	2998.41	2998.68	340.0
2018-02-18 20:25:00	ES	Futures	2998.68	2998.96	2998.14	2998.14	223.0
2018-02-18 20:30:00	ES	Futures	2998.41	2998.96	2998.14	2998.68	217.0
2018-02-18 20:35:00	ES	Futures	2998.96	2998.96	2998.68	2998.96	126.0
2018-02-18 20:40:00	ES	Futures	2998.96	3000.6	2998.68	3000.6	742.0
2018-02-18 20:45:00	ES	Futures	3000.6	3000.6	2999.5	2999.78	148.0
2018-02-18 20:50:00	ES	Futures	2999.78	3000.32	2999.5	2999.78	153.0
2018-02-18 20:55:00	ES	Futures	3000.05	3000.05	2999.5	2999.78	94.0
2018-02-18 21:00:00	ES	Futures	2999.78	3000.05	2999.5	2999.5	76.0
2018-02-18 21:05:00	ES	Futures	2999.78	3000.05	2999.5	2999.78	104.0
2018-02-18 21:10:00	ES	Futures	3000.05	3000.32	2999.5	2999.78	164.0
2018-02-18 21:15:00	ES	Futures	2999.78	3000.6	2999.78	3000.6	121.0
2018-02-18 21:20:00	ES	Futures	3000.6	3000.6	2999.78	3000.6	312.0
2018-02-18 21:25:00	ES	Futures	3000.6	3001.42	3000.32	3000.6	511.0
2018-02-18 21:30:00	ES	Futures	3000.6	3000.6	2999.78	3000.32	187.0
2018-02-18 21:35:00	ES	Futures	3000.32	3000.32	2999.78	3000.05	115.0
2018-02-18 21:40:00	ES	Futures	3000.05	3000.6	3000.05	3000.6	107.0
2018-02-18 21:45:00	ES	Futures	3000.87	3000.87	3000.05	3000.05	132.0
2018-02-18 21:50:00	ES	Futures	3000.05	3000.32	2999.78	3000.32	135.0
2018-02-18 21:55:00	ES	Futures	3000.05	3000.32	3000.05	3000.32	50.0
2018-02-18 22:00:00	ES	Futures	3000.05	3000.32	3000.05	3000.05	102.0
2018-02-18 22:05:00	ES	Futures	3000.32	3000.6	3000.05	3000.32	86.0

> showing 50 of 2,363 rows — these rows as CSV

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