PREVIEW / futures_5min / 2018-03-06

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-06.parquet
  size:    266 KB
  rows:    15,762

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
2018-03-06 00:00:00	ES	Futures	2971.62	2971.9	2970.8	2971.08	245.0
2018-03-06 00:05:00	ES	Futures	2971.08	2971.9	2970.8	2971.62	161.0
2018-03-06 00:10:00	ES	Futures	2971.62	2972.44	2971.35	2972.44	188.0
2018-03-06 00:15:00	ES	Futures	2972.72	2972.72	2971.9	2972.17	75.0
2018-03-06 00:20:00	ES	Futures	2972.44	2973.54	2972.17	2972.99	306.0
2018-03-06 00:25:00	ES	Futures	2972.99	2972.99	2971.9	2972.72	365.0
2018-03-06 00:30:00	ES	Futures	2972.72	2972.99	2972.17	2972.99	367.0
2018-03-06 00:35:00	ES	Futures	2972.99	2973.81	2972.99	2973.54	195.0
2018-03-06 00:40:00	ES	Futures	2973.26	2973.54	2972.44	2973.26	382.0
2018-03-06 00:45:00	ES	Futures	2973.26	2973.81	2973.26	2973.26	273.0
2018-03-06 00:50:00	ES	Futures	2973.54	2974.36	2973.54	2973.81	224.0
2018-03-06 00:55:00	ES	Futures	2973.81	2974.36	2973.81	2973.81	129.0
2018-03-06 01:00:00	ES	Futures	2973.81	2973.81	2972.17	2972.99	421.0
2018-03-06 01:05:00	ES	Futures	2972.99	2975.72	2972.99	2975.72	527.0
2018-03-06 01:10:00	ES	Futures	2975.45	2976.27	2975.18	2975.72	503.0
2018-03-06 01:15:00	ES	Futures	2976.0	2976.0	2975.72	2976.0	203.0
2018-03-06 01:20:00	ES	Futures	2975.72	2976.0	2975.18	2975.72	153.0
2018-03-06 01:25:00	ES	Futures	2976.0	2976.82	2975.45	2975.72	620.0
2018-03-06 01:30:00	ES	Futures	2975.72	2976.27	2975.45	2976.27	137.0
2018-03-06 01:35:00	ES	Futures	2976.27	2976.27	2975.45	2976.0	167.0
2018-03-06 01:40:00	ES	Futures	2976.27	2976.82	2976.27	2976.82	181.0
2018-03-06 01:45:00	ES	Futures	2976.54	2977.64	2976.54	2977.36	514.0
2018-03-06 01:50:00	ES	Futures	2977.36	2977.64	2977.09	2977.09	263.0
2018-03-06 01:55:00	ES	Futures	2977.09	2978.18	2977.09	2978.18	475.0
2018-03-06 02:00:00	ES	Futures	2977.91	2979.82	2977.91	2979.28	1122.0
2018-03-06 02:05:00	ES	Futures	2979.28	2979.28	2975.45	2976.82	1374.0
2018-03-06 02:10:00	ES	Futures	2976.82	2978.18	2976.27	2977.64	432.0
2018-03-06 02:15:00	ES	Futures	2977.64	2977.91	2975.72	2977.09	858.0
2018-03-06 02:20:00	ES	Futures	2976.82	2977.36	2976.0	2976.54	747.0
2018-03-06 02:25:00	ES	Futures	2976.54	2978.46	2976.0	2978.18	1115.0
2018-03-06 02:30:00	ES	Futures	2978.18	2979.55	2977.09	2979.55	1400.0
2018-03-06 02:35:00	ES	Futures	2979.55	2979.55	2978.18	2979.28	718.0
2018-03-06 02:40:00	ES	Futures	2979.28	2979.28	2977.91	2978.73	740.0
2018-03-06 02:45:00	ES	Futures	2979.0	2979.82	2978.18	2978.18	504.0
2018-03-06 02:50:00	ES	Futures	2978.18	2980.92	2977.91	2980.37	1349.0
2018-03-06 02:55:00	ES	Futures	2980.37	2981.74	2978.18	2980.92	3672.0
2018-03-06 03:00:00	ES	Futures	2980.92	2981.19	2978.46	2979.82	2156.0
2018-03-06 03:05:00	ES	Futures	2980.1	2980.1	2977.91	2979.28	1464.0
2018-03-06 03:10:00	ES	Futures	2979.28	2980.37	2978.18	2978.46	1605.0
2018-03-06 03:15:00	ES	Futures	2978.73	2978.73	2977.09	2977.36	1556.0
2018-03-06 03:20:00	ES	Futures	2977.36	2978.73	2976.82	2978.73	1224.0
2018-03-06 03:25:00	ES	Futures	2978.73	2979.55	2977.91	2978.73	946.0
2018-03-06 03:30:00	ES	Futures	2978.73	2980.64	2978.46	2978.46	1432.0
2018-03-06 03:35:00	ES	Futures	2978.46	2979.55	2977.91	2978.18	812.0
2018-03-06 03:40:00	ES	Futures	2978.18	2978.18	2975.45	2975.72	1129.0
2018-03-06 03:45:00	ES	Futures	2975.72	2977.64	2975.72	2976.82	677.0
2018-03-06 03:50:00	ES	Futures	2976.82	2977.09	2975.45	2977.09	732.0
2018-03-06 03:55:00	ES	Futures	2977.09	2977.64	2976.54	2977.36	402.0
2018-03-06 04:00:00	ES	Futures	2977.36	2979.28	2977.09	2979.0	1276.0
2018-03-06 04:05:00	ES	Futures	2979.0	2979.55	2978.18	2978.18	671.0

> showing 50 of 15,762 rows — these rows as CSV

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