PREVIEW / futures_5min / 2018-03-01

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-01.parquet
  size:    295 KB
  rows:    16,536

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
2018-03-01 00:00:00	ES	Futures	2962.06	2962.88	2961.24	2961.24	250.0
2018-03-01 00:05:00	ES	Futures	2961.24	2961.78	2960.96	2961.78	267.0
2018-03-01 00:10:00	ES	Futures	2961.78	2961.78	2959.87	2959.87	511.0
2018-03-01 00:15:00	ES	Futures	2959.6	2960.42	2959.6	2959.87	287.0
2018-03-01 00:20:00	ES	Futures	2959.87	2960.14	2957.68	2957.96	754.0
2018-03-01 00:25:00	ES	Futures	2958.23	2959.05	2956.59	2959.05	1180.0
2018-03-01 00:30:00	ES	Futures	2959.32	2959.32	2957.68	2958.78	535.0
2018-03-01 00:35:00	ES	Futures	2958.5	2958.78	2958.23	2958.78	349.0
2018-03-01 00:40:00	ES	Futures	2958.5	2958.5	2956.86	2957.41	414.0
2018-03-01 00:45:00	ES	Futures	2957.41	2958.78	2957.14	2958.5	471.0
2018-03-01 00:50:00	ES	Futures	2958.23	2959.87	2957.96	2959.6	335.0
2018-03-01 00:55:00	ES	Futures	2959.6	2960.96	2959.32	2960.42	389.0
2018-03-01 01:00:00	ES	Futures	2960.42	2961.24	2958.5	2959.87	996.0
2018-03-01 01:05:00	ES	Futures	2959.87	2960.69	2959.32	2960.14	324.0
2018-03-01 01:10:00	ES	Futures	2960.42	2963.7	2960.42	2960.96	1011.0
2018-03-01 01:15:00	ES	Futures	2960.69	2961.78	2960.42	2961.78	359.0
2018-03-01 01:20:00	ES	Futures	2961.78	2962.88	2960.69	2962.33	281.0
2018-03-01 01:25:00	ES	Futures	2962.6	2963.7	2962.33	2963.7	519.0
2018-03-01 01:30:00	ES	Futures	2963.7	2963.97	2962.88	2963.15	339.0
2018-03-01 01:35:00	ES	Futures	2962.88	2964.52	2962.6	2964.24	645.0
2018-03-01 01:40:00	ES	Futures	2964.52	2964.52	2963.42	2964.24	285.0
2018-03-01 01:45:00	ES	Futures	2963.97	2964.52	2963.7	2964.52	172.0
2018-03-01 01:50:00	ES	Futures	2964.52	2965.88	2963.97	2965.88	756.0
2018-03-01 01:55:00	ES	Futures	2966.16	2967.52	2965.88	2966.7	891.0
2018-03-01 02:00:00	ES	Futures	2966.7	2970.53	2966.43	2969.98	3745.0
2018-03-01 02:05:00	ES	Futures	2969.98	2973.26	2969.98	2971.9	3314.0
2018-03-01 02:10:00	ES	Futures	2971.62	2971.9	2970.26	2971.08	1259.0
2018-03-01 02:15:00	ES	Futures	2971.35	2973.54	2970.8	2971.62	1409.0
2018-03-01 02:20:00	ES	Futures	2971.62	2972.99	2970.53	2972.99	1068.0
2018-03-01 02:25:00	ES	Futures	2972.99	2974.9	2971.08	2972.99	2055.0
2018-03-01 02:30:00	ES	Futures	2972.99	2974.63	2971.9	2973.26	1853.0
2018-03-01 02:35:00	ES	Futures	2973.26	2973.26	2970.8	2971.35	778.0
2018-03-01 02:40:00	ES	Futures	2971.35	2973.81	2971.35	2973.26	904.0
2018-03-01 02:45:00	ES	Futures	2973.54	2974.9	2972.72	2974.08	2082.0
2018-03-01 02:50:00	ES	Futures	2974.36	2974.9	2973.26	2974.36	1444.0
2018-03-01 02:55:00	ES	Futures	2974.08	2974.36	2972.17	2972.44	676.0
2018-03-01 03:00:00	ES	Futures	2972.17	2973.81	2971.08	2972.72	2628.0
2018-03-01 03:05:00	ES	Futures	2972.99	2974.36	2972.72	2973.81	2243.0
2018-03-01 03:10:00	ES	Futures	2974.08	2974.9	2973.54	2974.36	1751.0
2018-03-01 03:15:00	ES	Futures	2974.08	2974.08	2971.62	2971.9	1339.0
2018-03-01 03:20:00	ES	Futures	2971.62	2973.81	2971.08	2972.72	994.0
2018-03-01 03:25:00	ES	Futures	2972.99	2973.26	2971.9	2972.44	1155.0
2018-03-01 03:30:00	ES	Futures	2972.72	2973.81	2971.62	2973.81	898.0
2018-03-01 03:35:00	ES	Futures	2973.54	2975.18	2973.26	2974.9	2336.0
2018-03-01 03:40:00	ES	Futures	2975.18	2976.54	2974.63	2976.0	2005.0
2018-03-01 03:45:00	ES	Futures	2976.0	2976.27	2974.36	2974.9	679.0
2018-03-01 03:50:00	ES	Futures	2974.63	2975.72	2972.17	2975.45	1950.0
2018-03-01 03:55:00	ES	Futures	2975.18	2975.45	2973.26	2973.54	1143.0
2018-03-01 04:00:00	ES	Futures	2973.54	2973.54	2968.89	2969.71	2681.0
2018-03-01 04:05:00	ES	Futures	2969.71	2970.26	2967.25	2968.89	2377.0

> showing 50 of 16,536 rows — these rows as CSV

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