PREVIEW / futures_5min / 2018-03-08

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-08.parquet
  size:    263 KB
  rows:    15,852

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
2018-03-08 00:00:00	ES	Futures	2979.0	2979.55	2978.18	2978.18	413.0
2018-03-08 00:05:00	ES	Futures	2978.18	2978.73	2977.36	2978.73	424.0
2018-03-08 00:10:00	ES	Futures	2978.73	2978.73	2978.18	2978.18	112.0
2018-03-08 00:15:00	ES	Futures	2978.46	2979.0	2977.64	2977.91	407.0
2018-03-08 00:20:00	ES	Futures	2977.91	2978.18	2977.64	2977.64	240.0
2018-03-08 00:25:00	ES	Futures	2977.64	2977.91	2975.72	2976.27	450.0
2018-03-08 00:30:00	ES	Futures	2976.54	2976.82	2976.0	2976.27	339.0
2018-03-08 00:35:00	ES	Futures	2976.27	2976.82	2975.72	2976.0	177.0
2018-03-08 00:40:00	ES	Futures	2976.27	2976.54	2976.0	2976.27	221.0
2018-03-08 00:45:00	ES	Futures	2976.27	2976.82	2976.0	2976.54	153.0
2018-03-08 00:50:00	ES	Futures	2976.54	2977.09	2976.27	2976.82	329.0
2018-03-08 00:55:00	ES	Futures	2976.82	2977.09	2976.27	2976.54	113.0
2018-03-08 01:00:00	ES	Futures	2976.54	2976.82	2975.72	2975.72	249.0
2018-03-08 01:05:00	ES	Futures	2976.0	2977.09	2976.0	2976.82	253.0
2018-03-08 01:10:00	ES	Futures	2976.82	2977.91	2976.82	2977.36	328.0
2018-03-08 01:15:00	ES	Futures	2977.64	2978.46	2977.09	2978.46	414.0
2018-03-08 01:20:00	ES	Futures	2978.46	2978.73	2977.91	2978.18	82.0
2018-03-08 01:25:00	ES	Futures	2977.91	2978.18	2977.64	2977.91	106.0
2018-03-08 01:30:00	ES	Futures	2977.91	2978.18	2977.36	2977.36	150.0
2018-03-08 01:35:00	ES	Futures	2977.64	2978.46	2977.36	2978.46	99.0
2018-03-08 01:40:00	ES	Futures	2978.46	2978.46	2978.18	2978.18	71.0
2018-03-08 01:45:00	ES	Futures	2978.46	2980.37	2978.18	2980.37	400.0
2018-03-08 01:50:00	ES	Futures	2980.1	2980.64	2979.28	2979.82	369.0
2018-03-08 01:55:00	ES	Futures	2979.82	2980.1	2979.0	2979.55	194.0
2018-03-08 02:00:00	ES	Futures	2979.28	2982.28	2979.0	2980.92	1794.0
2018-03-08 02:05:00	ES	Futures	2980.92	2982.83	2980.92	2982.01	1434.0
2018-03-08 02:10:00	ES	Futures	2982.28	2983.65	2981.74	2982.56	1640.0
2018-03-08 02:15:00	ES	Futures	2982.56	2982.56	2981.46	2982.01	464.0
2018-03-08 02:20:00	ES	Futures	2982.01	2982.56	2980.64	2981.46	695.0
2018-03-08 02:25:00	ES	Futures	2981.46	2981.74	2980.64	2980.64	449.0
2018-03-08 02:30:00	ES	Futures	2980.92	2982.56	2980.37	2982.28	519.0
2018-03-08 02:35:00	ES	Futures	2982.01	2982.01	2980.92	2981.46	410.0
2018-03-08 02:40:00	ES	Futures	2981.46	2981.46	2979.82	2980.37	529.0
2018-03-08 02:45:00	ES	Futures	2980.37	2980.92	2978.73	2980.92	929.0
2018-03-08 02:50:00	ES	Futures	2980.92	2981.19	2980.1	2980.1	510.0
2018-03-08 02:55:00	ES	Futures	2979.82	2980.92	2979.55	2979.55	447.0
2018-03-08 03:00:00	ES	Futures	2979.55	2980.1	2977.36	2978.18	2509.0
2018-03-08 03:05:00	ES	Futures	2978.46	2980.1	2978.18	2978.46	1344.0
2018-03-08 03:10:00	ES	Futures	2978.73	2979.28	2978.18	2978.18	764.0
2018-03-08 03:15:00	ES	Futures	2978.18	2978.46	2976.27	2977.64	1475.0
2018-03-08 03:20:00	ES	Futures	2977.64	2978.18	2975.72	2975.72	1019.0
2018-03-08 03:25:00	ES	Futures	2976.0	2976.27	2974.9	2975.72	1091.0
2018-03-08 03:30:00	ES	Futures	2976.0	2977.09	2975.18	2975.72	766.0
2018-03-08 03:35:00	ES	Futures	2975.72	2977.64	2975.18	2977.64	971.0
2018-03-08 03:40:00	ES	Futures	2977.64	2978.46	2976.54	2977.36	632.0
2018-03-08 03:45:00	ES	Futures	2977.64	2978.46	2977.09	2977.09	498.0
2018-03-08 03:50:00	ES	Futures	2977.09	2977.36	2976.27	2976.82	486.0
2018-03-08 03:55:00	ES	Futures	2976.54	2976.54	2974.63	2976.0	1155.0
2018-03-08 04:00:00	ES	Futures	2976.27	2976.54	2974.9	2975.18	506.0
2018-03-08 04:05:00	ES	Futures	2975.45	2976.82	2975.18	2976.82	371.0

> showing 50 of 15,852 rows — these rows as CSV

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