PREVIEW / futures_5min / 2018-03-11

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-11.parquet
  size:    43 KB
  rows:    2,326

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
2018-03-11 18:00:00	ES	Futures	3043.78	3046.79	3043.23	3046.51	1209.0
2018-03-11 18:05:00	ES	Futures	3046.51	3048.43	3046.51	3047.33	876.0
2018-03-11 18:10:00	ES	Futures	3047.33	3048.43	3047.33	3048.43	253.0
2018-03-11 18:15:00	ES	Futures	3048.43	3049.25	3048.43	3048.7	176.0
2018-03-11 18:20:00	ES	Futures	3048.97	3048.97	3048.15	3048.43	200.0
2018-03-11 18:25:00	ES	Futures	3048.7	3048.97	3048.43	3048.97	81.0
2018-03-11 18:30:00	ES	Futures	3048.97	3049.79	3048.97	3049.25	256.0
2018-03-11 18:35:00	ES	Futures	3048.97	3049.79	3048.7	3049.79	288.0
2018-03-11 18:40:00	ES	Futures	3049.79	3050.34	3049.52	3050.07	422.0
2018-03-11 18:45:00	ES	Futures	3050.34	3051.98	3049.79	3051.43	768.0
2018-03-11 18:50:00	ES	Futures	3051.43	3052.53	3051.16	3052.53	789.0
2018-03-11 18:55:00	ES	Futures	3052.25	3052.53	3051.43	3051.98	466.0
2018-03-11 19:00:00	ES	Futures	3052.25	3054.17	3052.25	3053.62	601.0
2018-03-11 19:05:00	ES	Futures	3053.89	3053.89	3053.07	3053.62	260.0
2018-03-11 19:10:00	ES	Futures	3053.35	3054.17	3052.8	3052.8	195.0
2018-03-11 19:15:00	ES	Futures	3052.8	3053.07	3052.53	3052.8	168.0
2018-03-11 19:20:00	ES	Futures	3052.8	3053.07	3052.53	3052.8	192.0
2018-03-11 19:25:00	ES	Futures	3052.53	3052.8	3052.25	3052.25	139.0
2018-03-11 19:30:00	ES	Futures	3052.53	3053.07	3052.25	3052.8	217.0
2018-03-11 19:35:00	ES	Futures	3052.8	3053.35	3052.53	3052.8	204.0
2018-03-11 19:40:00	ES	Futures	3053.07	3053.07	3051.43	3051.43	634.0
2018-03-11 19:45:00	ES	Futures	3051.43	3051.98	3051.16	3051.43	684.0
2018-03-11 19:50:00	ES	Futures	3051.43	3051.43	3050.89	3051.43	197.0
2018-03-11 19:55:00	ES	Futures	3051.16	3051.71	3050.61	3051.43	341.0
2018-03-11 20:00:00	ES	Futures	3051.71	3051.71	3050.34	3050.61	779.0
2018-03-11 20:05:00	ES	Futures	3050.61	3050.89	3049.52	3050.07	723.0
2018-03-11 20:10:00	ES	Futures	3050.34	3050.61	3049.79	3049.79	432.0
2018-03-11 20:15:00	ES	Futures	3049.79	3050.34	3049.52	3050.34	660.0
2018-03-11 20:20:00	ES	Futures	3050.34	3052.8	3050.34	3052.8	700.0
2018-03-11 20:25:00	ES	Futures	3053.07	3053.07	3051.98	3052.53	317.0
2018-03-11 20:30:00	ES	Futures	3052.53	3054.44	3052.53	3053.62	379.0
2018-03-11 20:35:00	ES	Futures	3053.35	3054.71	3053.35	3054.44	318.0
2018-03-11 20:40:00	ES	Futures	3054.44	3054.71	3052.53	3052.8	562.0
2018-03-11 20:45:00	ES	Futures	3052.8	3053.35	3052.53	3052.8	211.0
2018-03-11 20:50:00	ES	Futures	3052.8	3053.62	3052.8	3053.35	311.0
2018-03-11 20:55:00	ES	Futures	3053.35	3053.62	3052.8	3052.8	98.0
2018-03-11 21:00:00	ES	Futures	3053.07	3053.62	3053.07	3053.35	247.0
2018-03-11 21:05:00	ES	Futures	3053.07	3053.07	3051.98	3052.25	277.0
2018-03-11 21:10:00	ES	Futures	3052.53	3053.35	3052.25	3053.07	342.0
2018-03-11 21:15:00	ES	Futures	3053.35	3054.44	3053.35	3054.44	391.0
2018-03-11 21:20:00	ES	Futures	3054.44	3054.44	3052.53	3053.07	372.0
2018-03-11 21:25:00	ES	Futures	3052.8	3053.62	3052.53	3052.53	228.0
2018-03-11 21:30:00	ES	Futures	3052.8	3052.8	3051.71	3052.25	732.0
2018-03-11 21:35:00	ES	Futures	3051.98	3052.25	3050.89	3051.43	976.0
2018-03-11 21:40:00	ES	Futures	3051.43	3051.71	3050.34	3051.43	831.0
2018-03-11 21:45:00	ES	Futures	3051.43	3052.53	3051.43	3052.53	395.0
2018-03-11 21:50:00	ES	Futures	3052.53	3052.8	3050.61	3051.16	418.0
2018-03-11 21:55:00	ES	Futures	3050.89	3051.98	3050.89	3051.71	490.0
2018-03-11 22:00:00	ES	Futures	3051.71	3051.98	3050.89	3051.16	605.0
2018-03-11 22:05:00	ES	Futures	3051.43	3051.43	3050.89	3050.89	168.0

> showing 50 of 2,326 rows — these rows as CSV

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