PREVIEW / futures_5min / 2018-02-28

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-28.parquet
  size:    267 KB
  rows:    16,116

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
2018-02-28 00:00:00	ES	Futures	2999.5	3000.6	2999.5	3000.6	243.0
2018-02-28 00:05:00	ES	Futures	3000.6	3001.96	3000.6	3000.6	442.0
2018-02-28 00:10:00	ES	Futures	3000.87	3002.51	3000.6	3002.24	847.0
2018-02-28 00:15:00	ES	Futures	3002.24	3002.24	3001.42	3001.42	350.0
2018-02-28 00:20:00	ES	Futures	3001.14	3001.69	3000.6	3001.14	332.0
2018-02-28 00:25:00	ES	Futures	3001.42	3001.69	3000.87	3001.69	196.0
2018-02-28 00:30:00	ES	Futures	3001.96	3002.24	2998.96	3000.87	566.0
2018-02-28 00:35:00	ES	Futures	3000.6	3001.42	3000.32	3000.87	370.0
2018-02-28 00:40:00	ES	Futures	3000.87	3001.14	3000.32	3000.87	109.0
2018-02-28 00:45:00	ES	Futures	3000.87	3001.69	3000.32	3001.14	314.0
2018-02-28 00:50:00	ES	Futures	3001.14	3001.14	3000.32	3001.14	299.0
2018-02-28 00:55:00	ES	Futures	3001.42	3001.69	3000.6	3001.14	742.0
2018-02-28 01:00:00	ES	Futures	3001.14	3001.42	3000.87	3001.14	390.0
2018-02-28 01:05:00	ES	Futures	3000.87	3001.42	2999.78	3000.05	870.0
2018-02-28 01:10:00	ES	Futures	2999.78	3000.32	2999.23	3000.05	913.0
2018-02-28 01:15:00	ES	Futures	3000.05	3000.87	3000.05	3000.87	260.0
2018-02-28 01:20:00	ES	Futures	3000.87	3001.69	3000.6	3001.42	435.0
2018-02-28 01:25:00	ES	Futures	3001.14	3001.69	3001.14	3001.14	206.0
2018-02-28 01:30:00	ES	Futures	3001.14	3003.33	3001.14	3002.78	881.0
2018-02-28 01:35:00	ES	Futures	3003.06	3003.06	3001.69	3001.69	489.0
2018-02-28 01:40:00	ES	Futures	3001.69	3002.24	3001.42	3002.24	158.0
2018-02-28 01:45:00	ES	Futures	3002.24	3002.24	3001.42	3001.69	314.0
2018-02-28 01:50:00	ES	Futures	3001.69	3001.96	3001.14	3001.14	146.0
2018-02-28 01:55:00	ES	Futures	3001.42	3001.69	3001.14	3001.42	126.0
2018-02-28 02:00:00	ES	Futures	3001.42	3003.6	3001.14	3003.33	1813.0
2018-02-28 02:05:00	ES	Futures	3003.6	3004.42	3002.78	3004.15	1850.0
2018-02-28 02:10:00	ES	Futures	3003.87	3004.15	3002.51	3002.51	790.0
2018-02-28 02:15:00	ES	Futures	3002.51	3003.06	3002.24	3003.06	501.0
2018-02-28 02:20:00	ES	Futures	3003.06	3004.42	3003.06	3003.87	734.0
2018-02-28 02:25:00	ES	Futures	3003.87	3004.15	3003.06	3003.33	658.0
2018-02-28 02:30:00	ES	Futures	3003.33	3003.87	3002.24	3002.51	1044.0
2018-02-28 02:35:00	ES	Futures	3002.51	3003.06	2998.96	2998.96	2831.0
2018-02-28 02:40:00	ES	Futures	2998.96	3001.96	2998.96	3001.14	1053.0
2018-02-28 02:45:00	ES	Futures	3001.14	3003.33	3000.6	3001.96	1349.0
2018-02-28 02:50:00	ES	Futures	3001.96	3003.06	3001.14	3002.78	521.0
2018-02-28 02:55:00	ES	Futures	3002.51	3004.42	3001.69	3004.15	831.0
2018-02-28 03:00:00	ES	Futures	3004.15	3005.79	3003.87	3005.79	2466.0
2018-02-28 03:05:00	ES	Futures	3005.79	3007.97	3004.97	3005.79	4756.0
2018-02-28 03:10:00	ES	Futures	3005.79	3008.79	3004.69	3008.52	2241.0
2018-02-28 03:15:00	ES	Futures	3008.25	3008.79	3006.06	3006.06	1288.0
2018-02-28 03:20:00	ES	Futures	3006.06	3007.15	3005.79	3006.88	834.0
2018-02-28 03:25:00	ES	Futures	3006.88	3006.88	3005.24	3006.06	958.0
2018-02-28 03:30:00	ES	Futures	3005.79	3007.97	3005.79	3007.97	1733.0
2018-02-28 03:35:00	ES	Futures	3007.97	3009.34	3007.97	3008.79	1572.0
2018-02-28 03:40:00	ES	Futures	3008.79	3010.98	3007.7	3010.71	1573.0
2018-02-28 03:45:00	ES	Futures	3010.43	3010.98	3008.25	3009.07	1345.0
2018-02-28 03:50:00	ES	Futures	3008.79	3009.07	3007.97	3008.25	976.0
2018-02-28 03:55:00	ES	Futures	3008.25	3008.52	3007.15	3007.15	1218.0
2018-02-28 04:00:00	ES	Futures	3006.88	3008.79	3006.61	3007.7	1519.0
2018-02-28 04:05:00	ES	Futures	3007.7	3010.16	3007.43	3009.61	1479.0

> showing 50 of 16,116 rows — these rows as CSV

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