PREVIEW / futures_5min / 2018-03-02

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-02.parquet
  size:    244 KB
  rows:    13,474

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
2018-03-02 00:00:00	ES	Futures	2925.16	2927.34	2924.88	2926.8	435.0
2018-03-02 00:05:00	ES	Futures	2926.8	2927.07	2925.16	2926.8	781.0
2018-03-02 00:10:00	ES	Futures	2926.8	2927.07	2923.79	2924.88	768.0
2018-03-02 00:15:00	ES	Futures	2924.88	2926.25	2924.61	2925.16	411.0
2018-03-02 00:20:00	ES	Futures	2925.16	2926.52	2925.16	2925.7	263.0
2018-03-02 00:25:00	ES	Futures	2925.98	2926.8	2925.43	2926.52	272.0
2018-03-02 00:30:00	ES	Futures	2926.25	2926.52	2924.61	2924.88	619.0
2018-03-02 00:35:00	ES	Futures	2925.16	2925.98	2924.61	2925.7	318.0
2018-03-02 00:40:00	ES	Futures	2925.7	2926.52	2925.43	2926.52	310.0
2018-03-02 00:45:00	ES	Futures	2926.52	2927.07	2925.98	2926.25	252.0
2018-03-02 00:50:00	ES	Futures	2926.25	2926.8	2923.24	2923.52	615.0
2018-03-02 00:55:00	ES	Futures	2923.52	2924.88	2922.42	2924.88	733.0
2018-03-02 01:00:00	ES	Futures	2924.88	2925.16	2924.06	2924.34	640.0
2018-03-02 01:05:00	ES	Futures	2924.06	2926.52	2924.06	2925.7	740.0
2018-03-02 01:10:00	ES	Futures	2925.7	2927.62	2925.43	2926.8	921.0
2018-03-02 01:15:00	ES	Futures	2926.8	2927.34	2925.43	2927.34	510.0
2018-03-02 01:20:00	ES	Futures	2927.34	2928.98	2927.07	2928.16	1264.0
2018-03-02 01:25:00	ES	Futures	2928.16	2928.16	2927.07	2927.07	250.0
2018-03-02 01:30:00	ES	Futures	2927.07	2927.89	2926.8	2927.62	422.0
2018-03-02 01:35:00	ES	Futures	2927.34	2927.62	2926.8	2927.07	329.0
2018-03-02 01:40:00	ES	Futures	2927.34	2927.62	2927.07	2927.62	465.0
2018-03-02 01:45:00	ES	Futures	2927.62	2928.71	2926.8	2927.89	1131.0
2018-03-02 01:50:00	ES	Futures	2927.89	2928.71	2927.62	2928.71	552.0
2018-03-02 01:55:00	ES	Futures	2928.71	2929.53	2928.16	2929.26	291.0
2018-03-02 02:00:00	ES	Futures	2929.26	2932.54	2928.44	2930.62	2462.0
2018-03-02 02:05:00	ES	Futures	2930.9	2931.17	2928.44	2930.35	1964.0
2018-03-02 02:10:00	ES	Futures	2930.62	2931.72	2930.35	2931.17	914.0
2018-03-02 02:15:00	ES	Futures	2931.17	2931.44	2929.8	2930.62	867.0
2018-03-02 02:20:00	ES	Futures	2930.62	2930.62	2928.44	2929.26	659.0
2018-03-02 02:25:00	ES	Futures	2929.26	2929.53	2927.62	2927.89	593.0
2018-03-02 02:30:00	ES	Futures	2927.89	2928.44	2925.43	2925.98	1931.0
2018-03-02 02:35:00	ES	Futures	2925.98	2927.89	2925.43	2927.34	1125.0
2018-03-02 02:40:00	ES	Futures	2927.07	2927.62	2926.52	2927.62	439.0
2018-03-02 02:45:00	ES	Futures	2927.62	2927.89	2926.52	2927.62	880.0
2018-03-02 02:50:00	ES	Futures	2927.62	2928.16	2926.52	2927.07	713.0
2018-03-02 02:55:00	ES	Futures	2927.07	2927.07	2922.97	2924.34	2123.0
2018-03-02 03:00:00	ES	Futures	2924.34	2928.98	2922.42	2924.06	4145.0
2018-03-02 03:05:00	ES	Futures	2924.06	2927.62	2924.06	2925.98	3144.0
2018-03-02 03:10:00	ES	Futures	2925.7	2929.53	2925.43	2929.26	2279.0
2018-03-02 03:15:00	ES	Futures	2929.26	2930.9	2928.71	2930.35	1326.0
2018-03-02 03:20:00	ES	Futures	2930.35	2935.0	2930.08	2932.81	3843.0
2018-03-02 03:25:00	ES	Futures	2932.81	2933.08	2930.08	2932.54	1683.0
2018-03-02 03:30:00	ES	Futures	2932.26	2932.54	2931.17	2931.99	1154.0
2018-03-02 03:35:00	ES	Futures	2931.99	2933.9	2931.99	2932.81	2149.0
2018-03-02 03:40:00	ES	Futures	2932.81	2932.81	2929.53	2929.53	1473.0
2018-03-02 03:45:00	ES	Futures	2929.53	2929.53	2927.62	2927.89	1681.0
2018-03-02 03:50:00	ES	Futures	2927.89	2928.71	2926.52	2927.89	1612.0
2018-03-02 03:55:00	ES	Futures	2927.89	2928.71	2924.06	2924.61	2534.0
2018-03-02 04:00:00	ES	Futures	2924.61	2926.25	2922.97	2923.52	2207.0
2018-03-02 04:05:00	ES	Futures	2923.24	2925.16	2922.7	2923.79	1791.0

> showing 50 of 13,474 rows — these rows as CSV

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