PREVIEW / futures_5min / 2018-03-12

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-12.parquet
  size:    210 KB
  rows:    14,105

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
2018-03-12 00:00:00	ES	Futures	3055.26	3055.53	3054.99	3054.99	105.0
2018-03-12 00:05:00	ES	Futures	3054.99	3055.81	3054.99	3055.53	230.0
2018-03-12 00:10:00	ES	Futures	3055.53	3055.53	3054.71	3055.26	190.0
2018-03-12 00:15:00	ES	Futures	3055.26	3056.9	3054.99	3056.9	152.0
2018-03-12 00:20:00	ES	Futures	3056.9	3057.99	3055.26	3055.81	924.0
2018-03-12 00:25:00	ES	Futures	3055.53	3055.53	3054.99	3054.99	235.0
2018-03-12 00:30:00	ES	Futures	3054.99	3055.26	3052.53	3053.07	849.0
2018-03-12 00:35:00	ES	Futures	3053.07	3053.62	3052.25	3052.8	644.0
2018-03-12 00:40:00	ES	Futures	3053.07	3053.35	3051.71	3051.98	441.0
2018-03-12 00:45:00	ES	Futures	3051.71	3053.89	3051.71	3053.62	450.0
2018-03-12 00:50:00	ES	Futures	3053.89	3054.17	3053.35	3053.89	281.0
2018-03-12 00:55:00	ES	Futures	3053.89	3054.44	3053.62	3054.44	161.0
2018-03-12 01:00:00	ES	Futures	3054.44	3055.26	3054.44	3054.71	325.0
2018-03-12 01:05:00	ES	Futures	3054.71	3056.35	3054.44	3055.26	365.0
2018-03-12 01:10:00	ES	Futures	3055.53	3056.35	3055.26	3055.53	333.0
2018-03-12 01:15:00	ES	Futures	3055.81	3056.08	3054.17	3054.44	371.0
2018-03-12 01:20:00	ES	Futures	3054.44	3055.26	3053.89	3054.99	252.0
2018-03-12 01:25:00	ES	Futures	3054.99	3054.99	3053.89	3053.89	129.0
2018-03-12 01:30:00	ES	Futures	3054.17	3055.26	3053.35	3055.26	363.0
2018-03-12 01:35:00	ES	Futures	3055.26	3055.26	3054.71	3054.99	103.0
2018-03-12 01:40:00	ES	Futures	3054.99	3056.35	3054.99	3055.81	223.0
2018-03-12 01:45:00	ES	Futures	3056.08	3056.63	3055.81	3056.35	295.0
2018-03-12 01:50:00	ES	Futures	3056.35	3056.63	3056.35	3056.63	188.0
2018-03-12 01:55:00	ES	Futures	3056.63	3056.9	3056.08	3056.9	480.0
2018-03-12 02:00:00	ES	Futures	3056.9	3057.45	3056.08	3056.35	262.0
2018-03-12 02:05:00	ES	Futures	3056.35	3057.45	3056.35	3057.45	392.0
2018-03-12 02:10:00	ES	Futures	3057.45	3058.54	3056.63	3058.54	485.0
2018-03-12 02:15:00	ES	Futures	3058.54	3058.81	3057.45	3057.45	393.0
2018-03-12 02:20:00	ES	Futures	3057.72	3058.54	3057.72	3058.54	153.0
2018-03-12 02:25:00	ES	Futures	3058.54	3060.18	3058.54	3059.63	879.0
2018-03-12 02:30:00	ES	Futures	3059.91	3060.18	3058.81	3059.36	480.0
2018-03-12 02:35:00	ES	Futures	3059.36	3060.18	3059.09	3059.36	423.0
2018-03-12 02:40:00	ES	Futures	3059.63	3060.45	3059.09	3060.18	671.0
2018-03-12 02:45:00	ES	Futures	3060.45	3061.0	3059.63	3059.91	599.0
2018-03-12 02:50:00	ES	Futures	3060.18	3061.0	3060.18	3060.45	444.0
2018-03-12 02:55:00	ES	Futures	3060.45	3060.73	3059.63	3059.91	531.0
2018-03-12 03:00:00	ES	Futures	3059.91	3060.45	3058.54	3060.18	837.0
2018-03-12 03:05:00	ES	Futures	3060.18	3060.73	3059.09	3059.09	281.0
2018-03-12 03:10:00	ES	Futures	3059.09	3060.18	3059.09	3059.63	183.0
2018-03-12 03:15:00	ES	Futures	3059.63	3060.45	3059.36	3060.18	232.0
2018-03-12 03:20:00	ES	Futures	3060.18	3061.27	3060.18	3060.45	654.0
2018-03-12 03:25:00	ES	Futures	3060.45	3060.73	3059.91	3060.45	443.0
2018-03-12 03:30:00	ES	Futures	3060.73	3061.27	3060.73	3061.27	580.0
2018-03-12 03:35:00	ES	Futures	3061.27	3061.55	3060.73	3061.27	672.0
2018-03-12 03:40:00	ES	Futures	3061.27	3061.82	3060.45	3060.73	921.0
2018-03-12 03:45:00	ES	Futures	3060.73	3061.55	3060.73	3061.0	278.0
2018-03-12 03:50:00	ES	Futures	3060.73	3061.27	3060.45	3060.73	249.0
2018-03-12 03:55:00	ES	Futures	3060.45	3060.73	3060.45	3060.73	344.0
2018-03-12 04:00:00	ES	Futures	3060.45	3060.73	3057.45	3057.45	1859.0
2018-03-12 04:05:00	ES	Futures	3057.45	3059.36	3056.9	3058.54	1486.0

> showing 50 of 14,105 rows — these rows as CSV

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