PREVIEW / futures_5min / 2018-02-27

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-27.parquet
  size:    268 KB
  rows:    16,045

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
2018-02-27 00:00:00	ES	Futures	3039.41	3039.95	3038.86	3039.13	128.0
2018-02-27 00:05:00	ES	Futures	3038.86	3039.13	3037.77	3038.04	1465.0
2018-02-27 00:10:00	ES	Futures	3038.04	3038.59	3037.77	3038.04	459.0
2018-02-27 00:15:00	ES	Futures	3038.04	3038.86	3037.77	3038.31	583.0
2018-02-27 00:20:00	ES	Futures	3038.59	3038.86	3038.31	3038.86	317.0
2018-02-27 00:25:00	ES	Futures	3038.86	3038.86	3038.04	3038.31	136.0
2018-02-27 00:30:00	ES	Futures	3038.31	3038.59	3037.77	3037.77	409.0
2018-02-27 00:35:00	ES	Futures	3037.77	3038.86	3037.49	3038.59	261.0
2018-02-27 00:40:00	ES	Futures	3038.31	3039.13	3038.04	3038.86	257.0
2018-02-27 00:45:00	ES	Futures	3038.59	3038.86	3038.04	3038.59	345.0
2018-02-27 00:50:00	ES	Futures	3038.59	3038.86	3038.31	3038.86	162.0
2018-02-27 00:55:00	ES	Futures	3038.59	3038.86	3038.31	3038.86	103.0
2018-02-27 01:00:00	ES	Futures	3039.13	3039.13	3038.59	3039.13	183.0
2018-02-27 01:05:00	ES	Futures	3039.13	3039.41	3038.86	3039.13	76.0
2018-02-27 01:10:00	ES	Futures	3039.13	3039.68	3038.31	3038.86	392.0
2018-02-27 01:15:00	ES	Futures	3038.59	3038.59	3037.22	3038.31	769.0
2018-02-27 01:20:00	ES	Futures	3038.31	3038.59	3037.49	3037.49	217.0
2018-02-27 01:25:00	ES	Futures	3037.49	3038.31	3037.22	3037.22	375.0
2018-02-27 01:30:00	ES	Futures	3037.49	3037.49	3035.85	3036.13	1271.0
2018-02-27 01:35:00	ES	Futures	3036.13	3036.4	3035.58	3035.85	527.0
2018-02-27 01:40:00	ES	Futures	3036.13	3036.4	3035.85	3035.85	334.0
2018-02-27 01:45:00	ES	Futures	3036.4	3036.4	3034.49	3035.03	1515.0
2018-02-27 01:50:00	ES	Futures	3035.03	3036.4	3034.76	3035.85	681.0
2018-02-27 01:55:00	ES	Futures	3036.13	3037.49	3036.13	3037.49	622.0
2018-02-27 02:00:00	ES	Futures	3037.49	3037.49	3036.13	3036.4	718.0
2018-02-27 02:05:00	ES	Futures	3036.13	3037.22	3036.13	3036.67	588.0
2018-02-27 02:10:00	ES	Futures	3036.67	3038.31	3036.4	3037.22	762.0
2018-02-27 02:15:00	ES	Futures	3037.22	3038.04	3037.22	3037.22	563.0
2018-02-27 02:20:00	ES	Futures	3036.95	3037.77	3036.95	3037.22	826.0
2018-02-27 02:25:00	ES	Futures	3037.22	3037.77	3036.13	3036.13	1459.0
2018-02-27 02:30:00	ES	Futures	3036.4	3036.67	3035.31	3035.31	1438.0
2018-02-27 02:35:00	ES	Futures	3035.58	3037.22	3035.31	3036.95	960.0
2018-02-27 02:40:00	ES	Futures	3036.67	3038.04	3035.85	3037.77	1463.0
2018-02-27 02:45:00	ES	Futures	3037.77	3038.04	3036.95	3037.49	861.0
2018-02-27 02:50:00	ES	Futures	3037.49	3038.31	3037.49	3037.49	538.0
2018-02-27 02:55:00	ES	Futures	3037.77	3038.04	3037.22	3037.49	519.0
2018-02-27 03:00:00	ES	Futures	3037.49	3044.05	3037.49	3042.96	5022.0
2018-02-27 03:05:00	ES	Futures	3042.96	3043.23	3036.67	3038.59	4283.0
2018-02-27 03:10:00	ES	Futures	3038.59	3039.95	3037.49	3039.68	1306.0
2018-02-27 03:15:00	ES	Futures	3039.41	3039.68	3037.22	3038.04	1160.0
2018-02-27 03:20:00	ES	Futures	3038.04	3038.86	3037.22	3038.31	1277.0
2018-02-27 03:25:00	ES	Futures	3038.31	3041.87	3038.04	3039.95	1407.0
2018-02-27 03:30:00	ES	Futures	3040.23	3040.77	3038.31	3038.59	1644.0
2018-02-27 03:35:00	ES	Futures	3038.59	3039.13	3037.77	3038.59	1498.0
2018-02-27 03:40:00	ES	Futures	3038.59	3038.86	3037.49	3038.04	942.0
2018-02-27 03:45:00	ES	Futures	3038.04	3038.04	3036.67	3036.95	930.0
2018-02-27 03:50:00	ES	Futures	3036.95	3037.49	3036.13	3036.95	1389.0
2018-02-27 03:55:00	ES	Futures	3036.95	3038.04	3036.67	3037.77	781.0
2018-02-27 04:00:00	ES	Futures	3037.77	3039.41	3037.22	3039.41	1963.0
2018-02-27 04:05:00	ES	Futures	3039.13	3039.13	3036.67	3037.22	825.0

> showing 50 of 16,045 rows — these rows as CSV

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