PREVIEW / futures_5min / 2018-03-05

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-05.parquet
  size:    270 KB
  rows:    15,644

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
2018-03-05 00:00:00	ES	Futures	2921.6	2924.34	2921.6	2923.79	755.0
2018-03-05 00:05:00	ES	Futures	2924.06	2925.43	2923.52	2924.88	459.0
2018-03-05 00:10:00	ES	Futures	2925.16	2925.16	2924.34	2924.88	574.0
2018-03-05 00:15:00	ES	Futures	2924.88	2924.88	2923.52	2924.06	370.0
2018-03-05 00:20:00	ES	Futures	2924.34	2924.61	2923.79	2924.61	179.0
2018-03-05 00:25:00	ES	Futures	2924.61	2924.61	2922.7	2923.52	359.0
2018-03-05 00:30:00	ES	Futures	2923.24	2924.06	2922.97	2923.52	211.0
2018-03-05 00:35:00	ES	Futures	2923.52	2926.25	2923.52	2925.7	653.0
2018-03-05 00:40:00	ES	Futures	2925.98	2927.07	2925.43	2926.8	479.0
2018-03-05 00:45:00	ES	Futures	2926.52	2927.34	2925.7	2926.25	611.0
2018-03-05 00:50:00	ES	Futures	2925.98	2926.52	2925.43	2926.25	302.0
2018-03-05 00:55:00	ES	Futures	2926.52	2926.52	2924.61	2924.88	498.0
2018-03-05 01:00:00	ES	Futures	2924.88	2925.43	2923.52	2925.16	513.0
2018-03-05 01:05:00	ES	Futures	2925.16	2925.43	2924.34	2924.34	191.0
2018-03-05 01:10:00	ES	Futures	2924.34	2924.34	2921.88	2921.88	857.0
2018-03-05 01:15:00	ES	Futures	2922.15	2922.97	2921.6	2922.97	399.0
2018-03-05 01:20:00	ES	Futures	2922.97	2923.79	2922.7	2923.52	221.0
2018-03-05 01:25:00	ES	Futures	2923.79	2924.88	2923.52	2924.34	230.0
2018-03-05 01:30:00	ES	Futures	2924.34	2924.61	2923.52	2924.06	262.0
2018-03-05 01:35:00	ES	Futures	2923.79	2924.88	2923.52	2924.61	104.0
2018-03-05 01:40:00	ES	Futures	2924.61	2925.16	2924.06	2924.34	407.0
2018-03-05 01:45:00	ES	Futures	2924.34	2924.34	2921.88	2922.7	501.0
2018-03-05 01:50:00	ES	Futures	2922.42	2922.97	2922.15	2922.7	245.0
2018-03-05 01:55:00	ES	Futures	2922.42	2923.24	2921.88	2922.42	550.0
2018-03-05 02:00:00	ES	Futures	2922.42	2922.7	2919.42	2922.42	2163.0
2018-03-05 02:05:00	ES	Futures	2922.42	2924.06	2921.6	2922.15	1192.0
2018-03-05 02:10:00	ES	Futures	2922.15	2922.15	2920.51	2921.06	989.0
2018-03-05 02:15:00	ES	Futures	2920.78	2922.42	2919.96	2920.78	1796.0
2018-03-05 02:20:00	ES	Futures	2920.78	2920.78	2917.23	2918.32	3812.0
2018-03-05 02:25:00	ES	Futures	2918.05	2919.42	2916.96	2916.96	1598.0
2018-03-05 02:30:00	ES	Futures	2916.96	2918.6	2916.14	2917.5	1756.0
2018-03-05 02:35:00	ES	Futures	2917.5	2919.69	2916.41	2918.32	1797.0
2018-03-05 02:40:00	ES	Futures	2918.32	2918.32	2912.31	2913.13	5143.0
2018-03-05 02:45:00	ES	Futures	2913.13	2915.86	2912.86	2915.32	1730.0
2018-03-05 02:50:00	ES	Futures	2915.32	2916.68	2913.13	2913.68	1655.0
2018-03-05 02:55:00	ES	Futures	2913.68	2917.23	2913.68	2915.86	1474.0
2018-03-05 03:00:00	ES	Futures	2915.59	2919.42	2913.68	2919.14	4393.0
2018-03-05 03:05:00	ES	Futures	2918.87	2920.51	2918.32	2919.42	2221.0
2018-03-05 03:10:00	ES	Futures	2919.69	2922.97	2919.14	2921.33	3057.0
2018-03-05 03:15:00	ES	Futures	2921.06	2927.62	2919.96	2927.34	4851.0
2018-03-05 03:20:00	ES	Futures	2927.07	2929.53	2925.7	2927.89	3682.0
2018-03-05 03:25:00	ES	Futures	2928.16	2928.16	2925.7	2926.8	1614.0
2018-03-05 03:30:00	ES	Futures	2927.07	2928.71	2925.98	2926.8	1839.0
2018-03-05 03:35:00	ES	Futures	2926.8	2927.34	2924.88	2926.8	1811.0
2018-03-05 03:40:00	ES	Futures	2926.8	2932.81	2926.8	2932.26	3561.0
2018-03-05 03:45:00	ES	Futures	2931.99	2935.0	2931.72	2933.63	2841.0
2018-03-05 03:50:00	ES	Futures	2933.36	2936.09	2931.99	2935.27	2826.0
2018-03-05 03:55:00	ES	Futures	2935.27	2935.54	2932.54	2933.36	1849.0
2018-03-05 04:00:00	ES	Futures	2933.36	2935.54	2930.9	2931.17	3186.0
2018-03-05 04:05:00	ES	Futures	2930.9	2933.08	2930.35	2930.9	1880.0

> showing 50 of 15,644 rows — these rows as CSV

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