PREVIEW / futures_5min / 2018-03-09

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-09.parquet
  size:    221 KB
  rows:    13,007

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
2018-03-09 00:00:00	ES	Futures	2993.49	2993.49	2991.85	2991.85	352.0
2018-03-09 00:05:00	ES	Futures	2992.12	2992.67	2991.85	2992.12	237.0
2018-03-09 00:10:00	ES	Futures	2992.12	2992.4	2991.03	2991.85	295.0
2018-03-09 00:15:00	ES	Futures	2991.85	2992.12	2991.03	2991.85	239.0
2018-03-09 00:20:00	ES	Futures	2991.85	2993.76	2991.58	2991.85	578.0
2018-03-09 00:25:00	ES	Futures	2992.12	2992.67	2991.85	2992.67	221.0
2018-03-09 00:30:00	ES	Futures	2992.67	2993.76	2992.4	2993.22	140.0
2018-03-09 00:35:00	ES	Futures	2993.22	2994.31	2993.22	2993.22	408.0
2018-03-09 00:40:00	ES	Futures	2993.49	2993.76	2993.22	2993.22	160.0
2018-03-09 00:45:00	ES	Futures	2992.94	2993.22	2992.4	2993.22	84.0
2018-03-09 00:50:00	ES	Futures	2993.22	2993.22	2992.4	2992.67	126.0
2018-03-09 00:55:00	ES	Futures	2992.94	2993.76	2992.94	2993.49	206.0
2018-03-09 01:00:00	ES	Futures	2993.49	2994.04	2992.94	2993.49	287.0
2018-03-09 01:05:00	ES	Futures	2993.49	2994.31	2993.22	2994.31	166.0
2018-03-09 01:10:00	ES	Futures	2994.04	2994.31	2993.76	2994.31	85.0
2018-03-09 01:15:00	ES	Futures	2994.31	2994.58	2994.04	2994.58	174.0
2018-03-09 01:20:00	ES	Futures	2994.86	2995.13	2994.31	2994.58	236.0
2018-03-09 01:25:00	ES	Futures	2994.58	2995.68	2994.58	2995.4	151.0
2018-03-09 01:30:00	ES	Futures	2995.4	2995.4	2994.04	2994.04	123.0
2018-03-09 01:35:00	ES	Futures	2994.31	2994.58	2994.04	2994.04	114.0
2018-03-09 01:40:00	ES	Futures	2994.04	2994.04	2992.67	2993.76	244.0
2018-03-09 01:45:00	ES	Futures	2993.76	2994.86	2993.49	2994.31	101.0
2018-03-09 01:50:00	ES	Futures	2994.31	2994.31	2992.94	2993.49	154.0
2018-03-09 01:55:00	ES	Futures	2993.22	2993.76	2993.22	2993.76	44.0
2018-03-09 02:00:00	ES	Futures	2993.76	2993.76	2991.3	2991.3	857.0
2018-03-09 02:05:00	ES	Futures	2991.58	2992.67	2991.58	2992.12	209.0
2018-03-09 02:10:00	ES	Futures	2992.12	2992.12	2991.03	2991.85	196.0
2018-03-09 02:15:00	ES	Futures	2991.85	2992.12	2990.76	2991.58	506.0
2018-03-09 02:20:00	ES	Futures	2991.85	2993.22	2991.85	2992.4	194.0
2018-03-09 02:25:00	ES	Futures	2992.4	2992.67	2992.12	2992.12	185.0
2018-03-09 02:30:00	ES	Futures	2992.12	2992.4	2991.58	2992.4	164.0
2018-03-09 02:35:00	ES	Futures	2992.4	2993.22	2992.12	2992.12	152.0
2018-03-09 02:40:00	ES	Futures	2992.12	2993.76	2992.12	2993.22	341.0
2018-03-09 02:45:00	ES	Futures	2993.22	2993.22	2992.94	2993.22	235.0
2018-03-09 02:50:00	ES	Futures	2992.94	2993.22	2991.03	2991.3	615.0
2018-03-09 02:55:00	ES	Futures	2991.3	2992.4	2990.48	2992.12	391.0
2018-03-09 03:00:00	ES	Futures	2992.4	2994.31	2990.48	2994.04	1046.0
2018-03-09 03:05:00	ES	Futures	2994.31	2994.86	2992.94	2993.22	709.0
2018-03-09 03:10:00	ES	Futures	2992.94	2994.58	2992.4	2993.49	463.0
2018-03-09 03:15:00	ES	Futures	2993.49	2994.31	2992.4	2993.49	717.0
2018-03-09 03:20:00	ES	Futures	2994.04	2994.58	2993.76	2994.04	544.0
2018-03-09 03:25:00	ES	Futures	2994.04	2994.04	2992.12	2992.67	805.0
2018-03-09 03:30:00	ES	Futures	2992.94	2993.22	2992.12	2993.22	353.0
2018-03-09 03:35:00	ES	Futures	2993.22	2993.76	2992.12	2993.76	571.0
2018-03-09 03:40:00	ES	Futures	2993.76	2994.04	2993.49	2993.49	427.0
2018-03-09 03:45:00	ES	Futures	2993.22	2995.4	2992.94	2994.58	1064.0
2018-03-09 03:50:00	ES	Futures	2994.31	2996.5	2994.31	2996.22	976.0
2018-03-09 03:55:00	ES	Futures	2996.22	2996.5	2994.58	2995.13	730.0
2018-03-09 04:00:00	ES	Futures	2994.86	2995.68	2994.58	2994.86	392.0
2018-03-09 04:05:00	ES	Futures	2995.13	2995.13	2992.12	2992.94	659.0

> showing 50 of 13,007 rows — these rows as CSV

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