PREVIEW / futures_5min / 2018-03-07

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-07.parquet
  size:    261 KB
  rows:    15,587

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
2018-03-07 00:00:00	ES	Futures	2947.84	2948.66	2947.02	2947.3	328.0
2018-03-07 00:05:00	ES	Futures	2947.3	2947.3	2945.66	2946.2	461.0
2018-03-07 00:10:00	ES	Futures	2946.2	2946.48	2943.47	2944.02	982.0
2018-03-07 00:15:00	ES	Futures	2944.29	2945.11	2944.02	2944.84	387.0
2018-03-07 00:20:00	ES	Futures	2944.84	2945.11	2944.02	2944.56	174.0
2018-03-07 00:25:00	ES	Futures	2944.29	2944.84	2942.1	2942.65	664.0
2018-03-07 00:30:00	ES	Futures	2942.65	2945.38	2942.65	2944.84	897.0
2018-03-07 00:35:00	ES	Futures	2944.84	2944.84	2942.38	2944.02	557.0
2018-03-07 00:40:00	ES	Futures	2944.02	2944.02	2938.55	2938.55	2126.0
2018-03-07 00:45:00	ES	Futures	2938.82	2939.92	2938.55	2939.92	759.0
2018-03-07 00:50:00	ES	Futures	2939.92	2941.56	2939.37	2940.74	750.0
2018-03-07 00:55:00	ES	Futures	2940.46	2942.92	2940.46	2942.65	634.0
2018-03-07 01:00:00	ES	Futures	2942.65	2944.84	2942.1	2942.65	1039.0
2018-03-07 01:05:00	ES	Futures	2942.92	2943.2	2939.92	2939.92	933.0
2018-03-07 01:10:00	ES	Futures	2939.92	2941.01	2939.37	2940.19	729.0
2018-03-07 01:15:00	ES	Futures	2940.46	2941.28	2939.64	2940.46	421.0
2018-03-07 01:20:00	ES	Futures	2940.46	2941.01	2939.1	2939.37	419.0
2018-03-07 01:25:00	ES	Futures	2939.92	2939.92	2939.1	2939.1	401.0
2018-03-07 01:30:00	ES	Futures	2939.1	2939.37	2937.73	2937.73	1140.0
2018-03-07 01:35:00	ES	Futures	2937.73	2938.28	2935.27	2936.64	2224.0
2018-03-07 01:40:00	ES	Futures	2936.64	2939.37	2936.64	2939.37	985.0
2018-03-07 01:45:00	ES	Futures	2939.1	2943.74	2939.1	2943.2	1283.0
2018-03-07 01:50:00	ES	Futures	2943.2	2945.11	2942.92	2944.29	1168.0
2018-03-07 01:55:00	ES	Futures	2944.29	2946.48	2943.2	2944.84	713.0
2018-03-07 02:00:00	ES	Futures	2945.11	2945.66	2941.83	2945.11	2354.0
2018-03-07 02:05:00	ES	Futures	2944.84	2948.66	2943.47	2947.3	2461.0
2018-03-07 02:10:00	ES	Futures	2947.02	2948.39	2945.93	2947.84	1280.0
2018-03-07 02:15:00	ES	Futures	2947.84	2948.94	2947.3	2947.3	983.0
2018-03-07 02:20:00	ES	Futures	2947.57	2947.84	2942.92	2945.38	1978.0
2018-03-07 02:25:00	ES	Futures	2945.38	2947.02	2944.84	2946.48	1062.0
2018-03-07 02:30:00	ES	Futures	2946.48	2948.39	2945.66	2946.48	1656.0
2018-03-07 02:35:00	ES	Futures	2946.75	2950.85	2946.48	2950.03	2818.0
2018-03-07 02:40:00	ES	Futures	2949.76	2950.58	2948.66	2948.94	1640.0
2018-03-07 02:45:00	ES	Futures	2948.94	2950.58	2948.66	2949.21	943.0
2018-03-07 02:50:00	ES	Futures	2949.21	2953.86	2948.39	2953.31	2402.0
2018-03-07 02:55:00	ES	Futures	2953.58	2953.86	2952.49	2953.04	1924.0
2018-03-07 03:00:00	ES	Futures	2953.04	2954.95	2952.49	2954.13	3218.0
2018-03-07 03:05:00	ES	Futures	2953.86	2954.68	2952.76	2952.76	1968.0
2018-03-07 03:10:00	ES	Futures	2952.76	2953.04	2950.03	2951.12	2277.0
2018-03-07 03:15:00	ES	Futures	2950.85	2956.32	2950.85	2956.32	2814.0
2018-03-07 03:20:00	ES	Futures	2956.32	2956.86	2954.95	2955.5	2377.0
2018-03-07 03:25:00	ES	Futures	2955.5	2955.77	2954.13	2955.5	1205.0
2018-03-07 03:30:00	ES	Futures	2955.5	2955.77	2952.22	2952.76	1261.0
2018-03-07 03:35:00	ES	Futures	2952.49	2952.49	2950.03	2950.85	2005.0
2018-03-07 03:40:00	ES	Futures	2950.85	2953.04	2950.58	2953.04	1244.0
2018-03-07 03:45:00	ES	Futures	2953.04	2953.86	2952.49	2953.58	953.0
2018-03-07 03:50:00	ES	Futures	2953.58	2953.58	2950.85	2951.4	1726.0
2018-03-07 03:55:00	ES	Futures	2951.4	2951.94	2950.03	2951.12	1822.0
2018-03-07 04:00:00	ES	Futures	2951.12	2952.76	2950.58	2951.4	795.0
2018-03-07 04:05:00	ES	Futures	2951.4	2952.22	2950.85	2951.12	733.0

> showing 50 of 15,587 rows — these rows as CSV

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