PREVIEW / futures_5min / 2018-03-04

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-04.parquet
  size:    56 KB
  rows:    2,781

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
2018-03-04 18:00:00	ES	Futures	2933.63	2934.72	2928.16	2934.45	6455.0
2018-03-04 18:05:00	ES	Futures	2934.45	2935.54	2931.99	2933.36	1849.0
2018-03-04 18:10:00	ES	Futures	2933.36	2934.72	2932.26	2933.63	1401.0
2018-03-04 18:15:00	ES	Futures	2933.9	2934.18	2931.17	2931.17	1695.0
2018-03-04 18:20:00	ES	Futures	2931.17	2931.44	2925.7	2925.7	3200.0
2018-03-04 18:25:00	ES	Futures	2925.98	2927.89	2923.79	2927.62	2496.0
2018-03-04 18:30:00	ES	Futures	2927.62	2929.8	2927.34	2929.8	1538.0
2018-03-04 18:35:00	ES	Futures	2929.53	2931.99	2929.53	2931.17	1338.0
2018-03-04 18:40:00	ES	Futures	2931.17	2931.99	2930.35	2931.17	800.0
2018-03-04 18:45:00	ES	Futures	2931.44	2931.99	2930.08	2930.62	940.0
2018-03-04 18:50:00	ES	Futures	2930.62	2934.18	2930.08	2933.63	1607.0
2018-03-04 18:55:00	ES	Futures	2933.63	2933.63	2930.9	2931.44	1010.0
2018-03-04 19:00:00	ES	Futures	2931.44	2938.55	2931.44	2937.46	2531.0
2018-03-04 19:05:00	ES	Futures	2937.73	2938.82	2936.91	2937.46	1480.0
2018-03-04 19:10:00	ES	Futures	2937.73	2938.82	2935.54	2938.55	1378.0
2018-03-04 19:15:00	ES	Futures	2938.82	2939.37	2936.91	2938.82	1008.0
2018-03-04 19:20:00	ES	Futures	2938.82	2940.19	2937.73	2938.55	1236.0
2018-03-04 19:25:00	ES	Futures	2938.55	2938.55	2936.91	2937.18	458.0
2018-03-04 19:30:00	ES	Futures	2937.18	2937.73	2936.36	2937.46	461.0
2018-03-04 19:35:00	ES	Futures	2937.73	2939.1	2935.54	2936.36	998.0
2018-03-04 19:40:00	ES	Futures	2936.36	2937.18	2935.54	2935.82	557.0
2018-03-04 19:45:00	ES	Futures	2935.82	2935.82	2934.45	2934.72	827.0
2018-03-04 19:50:00	ES	Futures	2935.0	2936.36	2935.0	2935.27	416.0
2018-03-04 19:55:00	ES	Futures	2935.27	2935.82	2933.63	2933.9	640.0
2018-03-04 20:00:00	ES	Futures	2933.9	2935.0	2933.08	2933.36	790.0
2018-03-04 20:05:00	ES	Futures	2933.08	2933.9	2932.26	2932.81	640.0
2018-03-04 20:10:00	ES	Futures	2932.81	2933.08	2931.17	2931.44	1355.0
2018-03-04 20:15:00	ES	Futures	2931.44	2935.0	2930.35	2934.18	1255.0
2018-03-04 20:20:00	ES	Futures	2934.45	2935.54	2933.63	2934.45	710.0
2018-03-04 20:25:00	ES	Futures	2934.45	2935.0	2933.36	2934.18	394.0
2018-03-04 20:30:00	ES	Futures	2934.18	2938.55	2934.18	2938.28	1679.0
2018-03-04 20:35:00	ES	Futures	2938.28	2938.55	2936.91	2937.46	652.0
2018-03-04 20:40:00	ES	Futures	2937.46	2938.28	2936.91	2937.46	677.0
2018-03-04 20:45:00	ES	Futures	2937.73	2939.92	2937.73	2937.73	1057.0
2018-03-04 20:50:00	ES	Futures	2937.73	2937.73	2934.45	2935.27	1054.0
2018-03-04 20:55:00	ES	Futures	2935.27	2935.27	2932.54	2932.54	678.0
2018-03-04 21:00:00	ES	Futures	2932.26	2933.08	2930.62	2933.08	1271.0
2018-03-04 21:05:00	ES	Futures	2933.08	2933.36	2930.9	2930.9	835.0
2018-03-04 21:10:00	ES	Futures	2930.9	2932.54	2930.62	2932.26	465.0
2018-03-04 21:15:00	ES	Futures	2932.26	2932.81	2931.44	2931.72	765.0
2018-03-04 21:20:00	ES	Futures	2931.99	2931.99	2928.44	2928.98	1187.0
2018-03-04 21:25:00	ES	Futures	2929.26	2931.72	2928.71	2930.62	595.0
2018-03-04 21:30:00	ES	Futures	2930.62	2930.62	2929.26	2930.08	616.0
2018-03-04 21:35:00	ES	Futures	2930.35	2931.17	2927.62	2927.89	1105.0
2018-03-04 21:40:00	ES	Futures	2927.89	2928.98	2925.98	2926.25	1243.0
2018-03-04 21:45:00	ES	Futures	2926.25	2927.34	2925.43	2927.34	1318.0
2018-03-04 21:50:00	ES	Futures	2927.34	2928.44	2926.52	2928.16	732.0
2018-03-04 21:55:00	ES	Futures	2928.16	2928.71	2927.34	2927.34	550.0
2018-03-04 22:00:00	ES	Futures	2927.62	2927.62	2925.98	2926.25	874.0
2018-03-04 22:05:00	ES	Futures	2926.25	2927.89	2925.16	2927.34	716.0

> showing 50 of 2,781 rows — these rows as CSV

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