PREVIEW / futures_5min / 2018-02-20

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-20.parquet
  size:    260 KB
  rows:    15,950

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
2018-02-20 00:00:00	ES	Futures	2986.38	2986.66	2984.47	2984.47	385.0
2018-02-20 00:05:00	ES	Futures	2984.2	2984.74	2983.92	2984.2	221.0
2018-02-20 00:10:00	ES	Futures	2984.47	2985.56	2984.47	2985.29	224.0
2018-02-20 00:15:00	ES	Futures	2985.56	2985.56	2984.2	2984.47	132.0
2018-02-20 00:20:00	ES	Futures	2985.02	2985.29	2984.2	2984.47	225.0
2018-02-20 00:25:00	ES	Futures	2984.2	2984.74	2983.65	2984.2	212.0
2018-02-20 00:30:00	ES	Futures	2984.47	2984.47	2983.92	2984.47	131.0
2018-02-20 00:35:00	ES	Futures	2984.47	2984.47	2983.65	2983.92	102.0
2018-02-20 00:40:00	ES	Futures	2984.2	2984.2	2982.28	2982.56	487.0
2018-02-20 00:45:00	ES	Futures	2982.56	2983.38	2982.28	2983.38	213.0
2018-02-20 00:50:00	ES	Futures	2983.1	2983.38	2982.56	2982.83	117.0
2018-02-20 00:55:00	ES	Futures	2983.1	2984.47	2982.83	2984.47	370.0
2018-02-20 01:00:00	ES	Futures	2984.2	2985.56	2983.92	2985.29	288.0
2018-02-20 01:05:00	ES	Futures	2985.56	2985.56	2984.74	2984.74	92.0
2018-02-20 01:10:00	ES	Futures	2984.74	2985.29	2984.74	2985.02	96.0
2018-02-20 01:15:00	ES	Futures	2985.02	2985.29	2984.47	2984.74	237.0
2018-02-20 01:20:00	ES	Futures	2984.74	2984.74	2984.2	2984.2	341.0
2018-02-20 01:25:00	ES	Futures	2984.2	2984.47	2983.92	2984.2	158.0
2018-02-20 01:30:00	ES	Futures	2984.2	2984.2	2983.65	2984.2	141.0
2018-02-20 01:35:00	ES	Futures	2984.2	2984.74	2984.2	2984.74	185.0
2018-02-20 01:40:00	ES	Futures	2984.74	2984.74	2984.2	2984.2	179.0
2018-02-20 01:45:00	ES	Futures	2983.92	2983.92	2983.1	2983.38	198.0
2018-02-20 01:50:00	ES	Futures	2983.38	2984.2	2983.38	2984.2	139.0
2018-02-20 01:55:00	ES	Futures	2984.2	2984.47	2983.92	2984.2	115.0
2018-02-20 02:00:00	ES	Futures	2984.2	2986.38	2984.2	2985.29	1501.0
2018-02-20 02:05:00	ES	Futures	2985.29	2986.11	2985.29	2985.56	540.0
2018-02-20 02:10:00	ES	Futures	2985.84	2985.84	2984.2	2984.2	1380.0
2018-02-20 02:15:00	ES	Futures	2983.92	2984.74	2983.38	2984.47	496.0
2018-02-20 02:20:00	ES	Futures	2984.47	2984.74	2982.01	2982.83	1042.0
2018-02-20 02:25:00	ES	Futures	2982.83	2983.1	2981.19	2981.46	888.0
2018-02-20 02:30:00	ES	Futures	2981.46	2982.83	2980.92	2981.46	800.0
2018-02-20 02:35:00	ES	Futures	2981.46	2983.38	2981.46	2982.56	557.0
2018-02-20 02:40:00	ES	Futures	2982.56	2982.56	2980.64	2980.64	640.0
2018-02-20 02:45:00	ES	Futures	2980.64	2980.92	2979.55	2980.1	708.0
2018-02-20 02:50:00	ES	Futures	2980.1	2980.92	2979.82	2980.1	417.0
2018-02-20 02:55:00	ES	Futures	2980.1	2980.37	2978.18	2979.0	1033.0
2018-02-20 03:00:00	ES	Futures	2978.73	2982.83	2978.73	2979.82	2269.0
2018-02-20 03:05:00	ES	Futures	2979.82	2980.64	2978.46	2979.28	1367.0
2018-02-20 03:10:00	ES	Futures	2979.0	2980.92	2979.0	2980.37	1109.0
2018-02-20 03:15:00	ES	Futures	2980.1	2980.1	2976.54	2977.91	1632.0
2018-02-20 03:20:00	ES	Futures	2977.91	2978.18	2977.09	2977.91	746.0
2018-02-20 03:25:00	ES	Futures	2977.91	2979.82	2977.64	2979.82	1003.0
2018-02-20 03:30:00	ES	Futures	2979.55	2980.64	2977.09	2977.09	1285.0
2018-02-20 03:35:00	ES	Futures	2977.09	2977.91	2976.54	2976.54	1247.0
2018-02-20 03:40:00	ES	Futures	2976.54	2977.64	2976.54	2977.09	1018.0
2018-02-20 03:45:00	ES	Futures	2977.09	2977.64	2976.27	2976.27	568.0
2018-02-20 03:50:00	ES	Futures	2976.27	2976.54	2975.18	2975.72	1488.0
2018-02-20 03:55:00	ES	Futures	2975.72	2979.0	2975.72	2979.0	1153.0
2018-02-20 04:00:00	ES	Futures	2979.0	2979.28	2976.82	2977.09	1249.0
2018-02-20 04:05:00	ES	Futures	2977.09	2977.91	2976.82	2977.91	536.0

> showing 50 of 15,950 rows — these rows as CSV

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