PREVIEW / futures_5min / 2018-02-25

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-25.parquet
  size:    58 KB
  rows:    2,810

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
2018-02-25 18:00:00	ES	Futures	3008.25	3010.98	3005.79	3009.61	4657.0
2018-02-25 18:05:00	ES	Futures	3009.89	3010.43	3008.79	3009.07	856.0
2018-02-25 18:10:00	ES	Futures	3009.07	3009.61	3007.97	3009.34	524.0
2018-02-25 18:15:00	ES	Futures	3009.34	3009.61	3008.79	3008.79	320.0
2018-02-25 18:20:00	ES	Futures	3009.07	3010.71	3008.79	3010.43	642.0
2018-02-25 18:25:00	ES	Futures	3010.43	3010.71	3010.16	3010.43	447.0
2018-02-25 18:30:00	ES	Futures	3010.16	3010.43	3009.34	3009.34	422.0
2018-02-25 18:35:00	ES	Futures	3009.34	3010.98	3009.34	3010.43	802.0
2018-02-25 18:40:00	ES	Futures	3010.43	3011.8	3010.16	3011.25	1665.0
2018-02-25 18:45:00	ES	Futures	3010.98	3010.98	3009.61	3010.16	503.0
2018-02-25 18:50:00	ES	Futures	3010.16	3010.43	3008.79	3009.34	466.0
2018-02-25 18:55:00	ES	Futures	3009.34	3009.34	3008.52	3009.07	362.0
2018-02-25 19:00:00	ES	Futures	3008.79	3009.07	3007.7	3008.79	716.0
2018-02-25 19:05:00	ES	Futures	3008.79	3009.61	3008.25	3008.25	795.0
2018-02-25 19:10:00	ES	Futures	3008.25	3008.25	3004.69	3006.06	1834.0
2018-02-25 19:15:00	ES	Futures	3006.06	3007.15	3005.51	3006.61	786.0
2018-02-25 19:20:00	ES	Futures	3006.61	3006.61	3005.79	3006.33	640.0
2018-02-25 19:25:00	ES	Futures	3006.06	3006.88	3005.51	3005.51	614.0
2018-02-25 19:30:00	ES	Futures	3005.79	3005.79	3004.69	3005.51	697.0
2018-02-25 19:35:00	ES	Futures	3005.51	3006.06	3004.69	3005.79	465.0
2018-02-25 19:40:00	ES	Futures	3005.79	3006.06	3004.69	3004.69	403.0
2018-02-25 19:45:00	ES	Futures	3004.97	3004.97	3003.33	3003.87	948.0
2018-02-25 19:50:00	ES	Futures	3003.87	3004.97	3003.33	3003.6	947.0
2018-02-25 19:55:00	ES	Futures	3003.33	3003.6	2998.41	3001.69	3546.0
2018-02-25 20:00:00	ES	Futures	3001.42	3002.78	3001.42	3002.51	745.0
2018-02-25 20:05:00	ES	Futures	3002.78	3003.06	3001.42	3001.69	377.0
2018-02-25 20:10:00	ES	Futures	3001.69	3003.06	3001.69	3001.96	484.0
2018-02-25 20:15:00	ES	Futures	3002.24	3004.97	3001.96	3004.69	785.0
2018-02-25 20:20:00	ES	Futures	3004.69	3005.51	3004.15	3004.97	582.0
2018-02-25 20:25:00	ES	Futures	3004.97	3005.24	3004.15	3004.42	430.0
2018-02-25 20:30:00	ES	Futures	3004.42	3005.51	3004.15	3004.97	468.0
2018-02-25 20:35:00	ES	Futures	3004.97	3005.24	3004.15	3004.15	267.0
2018-02-25 20:40:00	ES	Futures	3004.42	3004.42	3002.51	3002.51	508.0
2018-02-25 20:45:00	ES	Futures	3002.78	3003.06	3000.87	3002.24	949.0
2018-02-25 20:50:00	ES	Futures	3001.96	3001.96	3000.05	3001.14	1112.0
2018-02-25 20:55:00	ES	Futures	3001.14	3002.24	3000.32	3002.24	572.0
2018-02-25 21:00:00	ES	Futures	3002.24	3003.06	3001.42	3001.69	470.0
2018-02-25 21:05:00	ES	Futures	3001.69	3002.78	3000.6	3000.6	463.0
2018-02-25 21:10:00	ES	Futures	3000.6	3001.96	2999.5	3001.69	873.0
2018-02-25 21:15:00	ES	Futures	3001.69	3002.24	3001.14	3002.24	273.0
2018-02-25 21:20:00	ES	Futures	3002.24	3003.6	3002.24	3003.6	449.0
2018-02-25 21:25:00	ES	Futures	3003.6	3004.15	3003.33	3003.87	292.0
2018-02-25 21:30:00	ES	Futures	3003.87	3004.69	3003.6	3004.69	338.0
2018-02-25 21:35:00	ES	Futures	3004.42	3005.51	3004.15	3005.51	324.0
2018-02-25 21:40:00	ES	Futures	3005.24	3005.51	3004.15	3004.69	250.0
2018-02-25 21:45:00	ES	Futures	3004.69	3004.97	3003.06	3003.33	499.0
2018-02-25 21:50:00	ES	Futures	3003.33	3004.15	3003.33	3003.87	165.0
2018-02-25 21:55:00	ES	Futures	3003.87	3004.15	3003.33	3003.87	139.0
2018-02-25 22:00:00	ES	Futures	3003.6	3004.97	3003.6	3004.69	328.0
2018-02-25 22:05:00	ES	Futures	3004.97	3005.24	3004.69	3005.24	327.0

> showing 50 of 2,810 rows — these rows as CSV

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