PREVIEW / futures_5min / 2018-02-22

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-22.parquet
  size:    260 KB
  rows:    15,901

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
2018-02-22 00:00:00	ES	Futures	2939.64	2941.01	2938.28	2940.74	1194.0
2018-02-22 00:05:00	ES	Futures	2940.74	2942.92	2940.46	2942.92	1119.0
2018-02-22 00:10:00	ES	Futures	2942.92	2942.92	2941.28	2942.1	385.0
2018-02-22 00:15:00	ES	Futures	2941.83	2942.38	2941.01	2942.38	292.0
2018-02-22 00:20:00	ES	Futures	2942.38	2942.65	2941.56	2941.83	342.0
2018-02-22 00:25:00	ES	Futures	2941.83	2942.1	2939.92	2940.74	978.0
2018-02-22 00:30:00	ES	Futures	2940.74	2942.1	2940.74	2941.56	484.0
2018-02-22 00:35:00	ES	Futures	2941.28	2942.38	2941.28	2941.83	338.0
2018-02-22 00:40:00	ES	Futures	2941.83	2942.92	2941.83	2942.92	482.0
2018-02-22 00:45:00	ES	Futures	2942.65	2942.92	2942.1	2942.1	394.0
2018-02-22 00:50:00	ES	Futures	2942.38	2942.65	2941.83	2942.1	357.0
2018-02-22 00:55:00	ES	Futures	2942.38	2942.65	2942.1	2942.1	470.0
2018-02-22 01:00:00	ES	Futures	2942.1	2942.38	2942.1	2942.1	517.0
2018-02-22 01:05:00	ES	Futures	2942.1	2942.38	2940.74	2941.56	585.0
2018-02-22 01:10:00	ES	Futures	2941.28	2941.83	2940.46	2941.56	541.0
2018-02-22 01:15:00	ES	Futures	2941.83	2942.65	2941.83	2942.65	290.0
2018-02-22 01:20:00	ES	Futures	2942.65	2943.47	2942.38	2943.2	270.0
2018-02-22 01:25:00	ES	Futures	2943.2	2943.74	2942.92	2942.92	523.0
2018-02-22 01:30:00	ES	Futures	2943.2	2943.74	2943.2	2943.47	161.0
2018-02-22 01:35:00	ES	Futures	2943.47	2943.74	2942.65	2942.65	350.0
2018-02-22 01:40:00	ES	Futures	2942.65	2943.74	2942.1	2943.74	384.0
2018-02-22 01:45:00	ES	Futures	2943.2	2943.47	2941.56	2941.56	283.0
2018-02-22 01:50:00	ES	Futures	2941.56	2942.1	2941.01	2941.28	345.0
2018-02-22 01:55:00	ES	Futures	2941.28	2942.92	2941.28	2942.38	463.0
2018-02-22 02:00:00	ES	Futures	2942.1	2944.84	2941.28	2944.29	1748.0
2018-02-22 02:05:00	ES	Futures	2944.29	2944.56	2943.74	2944.02	942.0
2018-02-22 02:10:00	ES	Futures	2944.02	2944.02	2941.56	2942.1	1073.0
2018-02-22 02:15:00	ES	Futures	2942.38	2942.38	2941.28	2942.1	694.0
2018-02-22 02:20:00	ES	Futures	2942.38	2942.38	2941.28	2941.56	1211.0
2018-02-22 02:25:00	ES	Futures	2941.56	2941.83	2941.01	2941.01	692.0
2018-02-22 02:30:00	ES	Futures	2941.01	2941.01	2938.0	2939.1	2011.0
2018-02-22 02:35:00	ES	Futures	2939.1	2943.74	2939.1	2943.74	1682.0
2018-02-22 02:40:00	ES	Futures	2943.74	2943.74	2942.1	2942.38	1254.0
2018-02-22 02:45:00	ES	Futures	2942.38	2943.47	2942.1	2943.47	634.0
2018-02-22 02:50:00	ES	Futures	2943.47	2944.02	2942.38	2943.2	893.0
2018-02-22 02:55:00	ES	Futures	2942.92	2944.29	2942.65	2943.74	755.0
2018-02-22 03:00:00	ES	Futures	2943.74	2944.84	2939.1	2940.46	4045.0
2018-02-22 03:05:00	ES	Futures	2940.46	2943.47	2940.19	2941.83	2543.0
2018-02-22 03:10:00	ES	Futures	2941.83	2942.92	2940.74	2942.38	2126.0
2018-02-22 03:15:00	ES	Futures	2942.1	2944.84	2941.83	2944.29	1398.0
2018-02-22 03:20:00	ES	Futures	2944.29	2946.75	2944.02	2946.48	3079.0
2018-02-22 03:25:00	ES	Futures	2946.48	2947.3	2946.2	2947.02	1871.0
2018-02-22 03:30:00	ES	Futures	2947.02	2948.12	2946.48	2947.02	1799.0
2018-02-22 03:35:00	ES	Futures	2947.02	2947.57	2945.93	2946.48	858.0
2018-02-22 03:40:00	ES	Futures	2946.48	2947.57	2945.66	2947.57	1723.0
2018-02-22 03:45:00	ES	Futures	2947.57	2948.39	2946.75	2947.02	993.0
2018-02-22 03:50:00	ES	Futures	2946.75	2947.02	2944.84	2945.38	1288.0
2018-02-22 03:55:00	ES	Futures	2945.38	2946.48	2942.1	2942.65	2135.0
2018-02-22 04:00:00	ES	Futures	2942.65	2943.2	2939.1	2941.01	4878.0
2018-02-22 04:05:00	ES	Futures	2941.01	2943.74	2940.74	2943.2	2223.0

> showing 50 of 15,901 rows — these rows as CSV

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