PREVIEW / futures_5min / 2018-02-19

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-19.parquet
  size:    176 KB
  rows:    11,265

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
2018-02-19 00:00:00	ES	Futures	3002.51	3003.33	3002.51	3002.78	306.0
2018-02-19 00:05:00	ES	Futures	3002.78	3002.78	3002.51	3002.51	62.0
2018-02-19 00:10:00	ES	Futures	3002.78	3003.06	3001.69	3001.96	355.0
2018-02-19 00:15:00	ES	Futures	3001.96	3002.51	3001.96	3002.51	186.0
2018-02-19 00:20:00	ES	Futures	3002.24	3002.51	3001.69	3002.24	157.0
2018-02-19 00:25:00	ES	Futures	3002.24	3002.78	3001.96	3002.24	118.0
2018-02-19 00:30:00	ES	Futures	3002.24	3002.51	3001.69	3001.69	196.0
2018-02-19 00:35:00	ES	Futures	3001.69	3001.96	3001.42	3001.96	202.0
2018-02-19 00:40:00	ES	Futures	3001.69	3002.24	3001.69	3001.69	130.0
2018-02-19 00:45:00	ES	Futures	3001.96	3002.24	3001.69	3001.69	44.0
2018-02-19 00:50:00	ES	Futures	3001.96	3003.06	3001.69	3002.51	191.0
2018-02-19 00:55:00	ES	Futures	3002.51	3002.78	3002.24	3002.78	51.0
2018-02-19 01:00:00	ES	Futures	3002.78	3002.78	3001.69	3001.69	68.0
2018-02-19 01:05:00	ES	Futures	3001.96	3002.24	3001.69	3001.96	147.0
2018-02-19 01:10:00	ES	Futures	3002.24	3002.24	3001.69	3001.96	34.0
2018-02-19 01:15:00	ES	Futures	3001.69	3001.96	3001.69	3001.96	55.0
2018-02-19 01:20:00	ES	Futures	3001.69	3001.96	3000.87	3000.87	382.0
2018-02-19 01:25:00	ES	Futures	3000.87	3001.14	3000.32	3000.32	514.0
2018-02-19 01:30:00	ES	Futures	3000.32	3000.87	3000.32	3000.87	238.0
2018-02-19 01:35:00	ES	Futures	3000.87	3000.87	3000.05	3000.05	219.0
2018-02-19 01:40:00	ES	Futures	2999.78	3000.32	2999.78	3000.05	120.0
2018-02-19 01:45:00	ES	Futures	3000.32	3000.87	3000.05	3000.87	109.0
2018-02-19 01:50:00	ES	Futures	3000.87	3001.42	3000.87	3001.14	130.0
2018-02-19 01:55:00	ES	Futures	3001.14	3001.42	3000.6	3000.87	211.0
2018-02-19 02:00:00	ES	Futures	3000.87	3001.69	3000.87	3000.87	411.0
2018-02-19 02:05:00	ES	Futures	3000.87	3001.69	3000.32	3001.42	434.0
2018-02-19 02:10:00	ES	Futures	3001.42	3001.69	3001.14	3001.14	44.0
2018-02-19 02:15:00	ES	Futures	3001.14	3001.69	3001.14	3001.42	262.0
2018-02-19 02:20:00	ES	Futures	3001.42	3001.69	3001.14	3001.42	196.0
2018-02-19 02:25:00	ES	Futures	3001.42	3001.69	3001.14	3001.14	153.0
2018-02-19 02:30:00	ES	Futures	3001.42	3001.42	3000.87	3001.14	321.0
2018-02-19 02:35:00	ES	Futures	3001.14	3001.69	3000.87	3001.69	130.0
2018-02-19 02:40:00	ES	Futures	3001.42	3001.69	3000.87	3001.14	230.0
2018-02-19 02:45:00	ES	Futures	3001.14	3001.42	3000.6	3001.14	311.0
2018-02-19 02:50:00	ES	Futures	3001.14	3001.14	3000.6	3000.6	225.0
2018-02-19 02:55:00	ES	Futures	3000.87	3001.14	2999.5	2999.78	810.0
2018-02-19 03:00:00	ES	Futures	2999.78	2999.78	2997.32	2998.14	1702.0
2018-02-19 03:05:00	ES	Futures	2998.14	2998.41	2997.04	2998.14	1316.0
2018-02-19 03:10:00	ES	Futures	2998.14	2998.14	2996.77	2997.86	626.0
2018-02-19 03:15:00	ES	Futures	2997.86	2999.23	2997.86	2998.68	484.0
2018-02-19 03:20:00	ES	Futures	2998.96	2999.78	2998.96	2999.23	434.0
2018-02-19 03:25:00	ES	Futures	2999.23	2999.78	2999.23	2999.5	318.0
2018-02-19 03:30:00	ES	Futures	2999.5	3000.32	2998.14	2998.96	886.0
2018-02-19 03:35:00	ES	Futures	2998.96	2999.78	2998.41	2999.5	936.0
2018-02-19 03:40:00	ES	Futures	2999.5	2999.5	2998.14	2998.41	723.0
2018-02-19 03:45:00	ES	Futures	2998.41	2998.68	2997.59	2998.14	543.0
2018-02-19 03:50:00	ES	Futures	2998.14	2998.41	2996.77	2997.04	519.0
2018-02-19 03:55:00	ES	Futures	2997.04	2997.04	2995.4	2995.68	805.0
2018-02-19 04:00:00	ES	Futures	2995.68	2996.77	2995.68	2995.95	442.0
2018-02-19 04:05:00	ES	Futures	2995.95	2996.22	2993.49	2994.31	974.0

> showing 50 of 11,265 rows — these rows as CSV

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