PREVIEW / futures_5min / 2018-02-26

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-26.parquet
  size:    253 KB
  rows:    15,998

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
2018-02-26 00:00:00	ES	Futures	3006.88	3007.7	3006.61	3007.7	551.0
2018-02-26 00:05:00	ES	Futures	3007.43	3007.7	3007.15	3007.43	240.0
2018-02-26 00:10:00	ES	Futures	3007.15	3007.43	3006.88	3006.88	129.0
2018-02-26 00:15:00	ES	Futures	3006.88	3006.88	3006.33	3006.61	456.0
2018-02-26 00:20:00	ES	Futures	3006.61	3006.88	3006.33	3006.61	65.0
2018-02-26 00:25:00	ES	Futures	3006.61	3007.15	3006.61	3007.15	191.0
2018-02-26 00:30:00	ES	Futures	3007.15	3008.25	3006.88	3008.25	296.0
2018-02-26 00:35:00	ES	Futures	3007.97	3008.79	3007.7	3007.97	358.0
2018-02-26 00:40:00	ES	Futures	3008.25	3009.07	3007.43	3009.07	352.0
2018-02-26 00:45:00	ES	Futures	3008.79	3009.07	3008.25	3008.79	602.0
2018-02-26 00:50:00	ES	Futures	3008.79	3009.07	3008.79	3009.07	57.0
2018-02-26 00:55:00	ES	Futures	3009.07	3009.34	3008.79	3009.07	358.0
2018-02-26 01:00:00	ES	Futures	3008.79	3009.34	3008.79	3009.34	1264.0
2018-02-26 01:05:00	ES	Futures	3009.07	3009.34	3009.07	3009.34	408.0
2018-02-26 01:10:00	ES	Futures	3009.34	3010.43	3008.79	3010.43	696.0
2018-02-26 01:15:00	ES	Futures	3010.43	3010.71	3009.89	3010.43	490.0
2018-02-26 01:20:00	ES	Futures	3010.71	3010.71	3009.89	3009.89	400.0
2018-02-26 01:25:00	ES	Futures	3010.16	3010.71	3009.89	3010.16	512.0
2018-02-26 01:30:00	ES	Futures	3010.43	3010.71	3010.16	3010.43	238.0
2018-02-26 01:35:00	ES	Futures	3010.43	3010.71	3010.16	3010.71	220.0
2018-02-26 01:40:00	ES	Futures	3010.71	3011.25	3010.71	3010.71	500.0
2018-02-26 01:45:00	ES	Futures	3010.43	3010.43	3009.34	3009.34	467.0
2018-02-26 01:50:00	ES	Futures	3009.61	3009.89	3009.34	3009.61	84.0
2018-02-26 01:55:00	ES	Futures	3009.61	3009.61	3009.07	3009.07	211.0
2018-02-26 02:00:00	ES	Futures	3009.34	3009.34	3008.25	3008.52	692.0
2018-02-26 02:05:00	ES	Futures	3008.52	3008.52	3006.88	3007.15	1019.0
2018-02-26 02:10:00	ES	Futures	3007.15	3008.25	3006.88	3008.25	768.0
2018-02-26 02:15:00	ES	Futures	3008.52	3009.07	3007.43	3008.52	821.0
2018-02-26 02:20:00	ES	Futures	3008.79	3010.43	3008.25	3010.16	1206.0
2018-02-26 02:25:00	ES	Futures	3010.16	3010.43	3008.25	3008.79	963.0
2018-02-26 02:30:00	ES	Futures	3008.79	3009.89	3008.25	3009.89	823.0
2018-02-26 02:35:00	ES	Futures	3009.61	3011.25	3009.34	3010.98	1560.0
2018-02-26 02:40:00	ES	Futures	3010.98	3011.53	3009.61	3010.43	1710.0
2018-02-26 02:45:00	ES	Futures	3010.98	3010.98	3009.61	3010.71	1144.0
2018-02-26 02:50:00	ES	Futures	3010.71	3010.71	3007.15	3008.52	1754.0
2018-02-26 02:55:00	ES	Futures	3008.52	3009.34	3007.97	3009.34	907.0
2018-02-26 03:00:00	ES	Futures	3009.34	3011.25	3007.97	3010.98	2067.0
2018-02-26 03:05:00	ES	Futures	3010.98	3011.53	3010.16	3010.98	1816.0
2018-02-26 03:10:00	ES	Futures	3010.98	3013.44	3010.98	3012.89	3835.0
2018-02-26 03:15:00	ES	Futures	3012.89	3013.17	3012.35	3012.89	1209.0
2018-02-26 03:20:00	ES	Futures	3013.17	3016.45	3012.62	3016.17	3730.0
2018-02-26 03:25:00	ES	Futures	3016.17	3016.17	3014.26	3015.08	1237.0
2018-02-26 03:30:00	ES	Futures	3015.08	3015.9	3014.81	3015.35	1183.0
2018-02-26 03:35:00	ES	Futures	3015.08	3015.63	3014.26	3014.53	1372.0
2018-02-26 03:40:00	ES	Futures	3014.81	3015.08	3013.17	3013.17	1069.0
2018-02-26 03:45:00	ES	Futures	3013.44	3015.9	3013.44	3015.63	1682.0
2018-02-26 03:50:00	ES	Futures	3015.63	3016.99	3015.08	3015.63	2365.0
2018-02-26 03:55:00	ES	Futures	3015.63	3017.81	3015.63	3017.27	2876.0
2018-02-26 04:00:00	ES	Futures	3017.54	3018.91	3017.27	3018.36	2432.0
2018-02-26 04:05:00	ES	Futures	3018.09	3019.18	3018.09	3018.09	2024.0

> showing 50 of 15,998 rows — these rows as CSV

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