PREVIEW / futures_5min / 2018-02-21

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-21.parquet
  size:    269 KB
  rows:    16,012

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
2018-02-21 00:00:00	ES	Futures	2961.24	2962.33	2961.24	2962.06	667.0
2018-02-21 00:05:00	ES	Futures	2962.33	2962.33	2960.96	2961.24	469.0
2018-02-21 00:10:00	ES	Futures	2961.24	2961.78	2960.42	2961.78	438.0
2018-02-21 00:15:00	ES	Futures	2961.78	2962.33	2961.78	2962.33	267.0
2018-02-21 00:20:00	ES	Futures	2962.06	2962.33	2961.24	2961.51	218.0
2018-02-21 00:25:00	ES	Futures	2961.51	2963.7	2961.51	2963.7	675.0
2018-02-21 00:30:00	ES	Futures	2963.7	2963.7	2962.06	2963.15	355.0
2018-02-21 00:35:00	ES	Futures	2963.15	2963.15	2962.33	2963.15	252.0
2018-02-21 00:40:00	ES	Futures	2962.88	2964.79	2962.6	2964.79	517.0
2018-02-21 00:45:00	ES	Futures	2964.79	2964.79	2963.42	2963.42	254.0
2018-02-21 00:50:00	ES	Futures	2963.7	2964.24	2963.42	2963.97	122.0
2018-02-21 00:55:00	ES	Futures	2964.24	2964.52	2963.7	2964.52	200.0
2018-02-21 01:00:00	ES	Futures	2964.79	2965.88	2964.52	2965.34	583.0
2018-02-21 01:05:00	ES	Futures	2965.06	2965.88	2964.79	2965.61	356.0
2018-02-21 01:10:00	ES	Futures	2965.61	2966.7	2965.34	2966.7	494.0
2018-02-21 01:15:00	ES	Futures	2966.7	2967.8	2966.43	2966.7	928.0
2018-02-21 01:20:00	ES	Futures	2966.7	2967.52	2966.43	2966.98	392.0
2018-02-21 01:25:00	ES	Futures	2966.98	2967.25	2966.43	2966.98	275.0
2018-02-21 01:30:00	ES	Futures	2966.98	2967.25	2966.7	2967.25	373.0
2018-02-21 01:35:00	ES	Futures	2966.98	2968.62	2966.16	2966.16	1051.0
2018-02-21 01:40:00	ES	Futures	2966.43	2966.43	2965.34	2966.16	359.0
2018-02-21 01:45:00	ES	Futures	2966.16	2966.7	2964.79	2965.61	700.0
2018-02-21 01:50:00	ES	Futures	2965.61	2969.44	2965.61	2968.07	813.0
2018-02-21 01:55:00	ES	Futures	2968.07	2968.62	2967.8	2968.34	420.0
2018-02-21 02:00:00	ES	Futures	2968.34	2971.08	2968.34	2970.53	1486.0
2018-02-21 02:05:00	ES	Futures	2970.8	2972.44	2969.98	2971.35	1320.0
2018-02-21 02:10:00	ES	Futures	2971.62	2972.17	2971.08	2971.08	658.0
2018-02-21 02:15:00	ES	Futures	2971.08	2971.62	2970.26	2970.53	742.0
2018-02-21 02:20:00	ES	Futures	2970.53	2972.17	2970.53	2971.62	713.0
2018-02-21 02:25:00	ES	Futures	2971.9	2972.17	2969.98	2970.26	571.0
2018-02-21 02:30:00	ES	Futures	2970.53	2971.08	2969.16	2969.44	1137.0
2018-02-21 02:35:00	ES	Futures	2969.44	2971.62	2968.07	2971.08	1105.0
2018-02-21 02:40:00	ES	Futures	2971.08	2972.17	2970.8	2971.9	493.0
2018-02-21 02:45:00	ES	Futures	2971.9	2971.9	2970.53	2971.08	331.0
2018-02-21 02:50:00	ES	Futures	2971.35	2972.44	2970.26	2970.26	830.0
2018-02-21 02:55:00	ES	Futures	2969.98	2969.98	2966.7	2966.98	2064.0
2018-02-21 03:00:00	ES	Futures	2967.25	2969.71	2965.61	2967.8	2017.0
2018-02-21 03:05:00	ES	Futures	2967.52	2967.52	2964.52	2965.34	2303.0
2018-02-21 03:10:00	ES	Futures	2965.34	2966.43	2963.15	2963.42	3113.0
2018-02-21 03:15:00	ES	Futures	2963.15	2963.97	2961.24	2961.78	2191.0
2018-02-21 03:20:00	ES	Futures	2961.51	2965.88	2961.24	2965.88	1559.0
2018-02-21 03:25:00	ES	Futures	2965.88	2966.16	2963.97	2963.97	588.0
2018-02-21 03:30:00	ES	Futures	2963.97	2966.43	2962.88	2963.15	1199.0
2018-02-21 03:35:00	ES	Futures	2963.15	2963.15	2960.96	2961.51	1191.0
2018-02-21 03:40:00	ES	Futures	2961.51	2964.52	2961.24	2963.97	1140.0
2018-02-21 03:45:00	ES	Futures	2963.97	2964.24	2960.14	2960.42	1139.0
2018-02-21 03:50:00	ES	Futures	2960.69	2962.06	2960.42	2960.96	749.0
2018-02-21 03:55:00	ES	Futures	2960.69	2962.88	2960.69	2962.88	570.0
2018-02-21 04:00:00	ES	Futures	2962.6	2963.15	2959.05	2960.14	1570.0
2018-02-21 04:05:00	ES	Futures	2959.87	2962.33	2959.87	2960.69	806.0

> showing 50 of 16,012 rows — these rows as CSV

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