PREVIEW / futures_5min / 2018-03-14

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-14.parquet
  size:    247 KB
  rows:    15,326

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
2018-03-14 00:00:00	ES	Futures	3019.45	3020.27	3019.18	3020.27	184.0
2018-03-14 00:05:00	ES	Futures	3020.27	3020.27	3018.91	3018.91	138.0
2018-03-14 00:10:00	ES	Futures	3018.91	3020.27	3018.91	3020.27	401.0
2018-03-14 00:15:00	ES	Futures	3020.27	3022.18	3020.27	3021.36	474.0
2018-03-14 00:20:00	ES	Futures	3021.36	3021.91	3021.36	3021.91	213.0
2018-03-14 00:25:00	ES	Futures	3021.91	3023.0	3021.91	3023.0	382.0
2018-03-14 00:30:00	ES	Futures	3023.0	3023.0	3021.91	3021.91	195.0
2018-03-14 00:35:00	ES	Futures	3021.91	3022.46	3021.64	3022.18	175.0
2018-03-14 00:40:00	ES	Futures	3021.91	3022.46	3021.91	3022.46	158.0
2018-03-14 00:45:00	ES	Futures	3022.18	3023.0	3022.18	3023.0	108.0
2018-03-14 00:50:00	ES	Futures	3022.73	3023.0	3021.91	3022.18	114.0
2018-03-14 00:55:00	ES	Futures	3022.18	3022.73	3021.64	3021.91	216.0
2018-03-14 01:00:00	ES	Futures	3022.18	3023.0	3022.18	3022.18	300.0
2018-03-14 01:05:00	ES	Futures	3022.46	3022.46	3021.09	3021.36	225.0
2018-03-14 01:10:00	ES	Futures	3021.36	3021.64	3021.09	3021.36	190.0
2018-03-14 01:15:00	ES	Futures	3021.36	3021.64	3021.09	3021.09	146.0
2018-03-14 01:20:00	ES	Futures	3021.36	3021.64	3020.82	3020.82	172.0
2018-03-14 01:25:00	ES	Futures	3020.82	3021.36	3020.82	3021.09	145.0
2018-03-14 01:30:00	ES	Futures	3021.09	3021.09	3020.0	3020.55	199.0
2018-03-14 01:35:00	ES	Futures	3020.55	3021.91	3020.55	3021.64	294.0
2018-03-14 01:40:00	ES	Futures	3021.36	3022.18	3021.36	3022.18	274.0
2018-03-14 01:45:00	ES	Futures	3022.18	3022.73	3021.64	3022.18	356.0
2018-03-14 01:50:00	ES	Futures	3022.18	3022.18	3021.36	3022.18	160.0
2018-03-14 01:55:00	ES	Futures	3022.18	3022.18	3021.09	3021.64	139.0
2018-03-14 02:00:00	ES	Futures	3021.91	3022.73	3021.64	3022.46	437.0
2018-03-14 02:05:00	ES	Futures	3022.18	3022.73	3022.18	3022.46	225.0
2018-03-14 02:10:00	ES	Futures	3022.46	3023.82	3022.46	3023.55	263.0
2018-03-14 02:15:00	ES	Futures	3023.55	3023.82	3023.0	3023.28	427.0
2018-03-14 02:20:00	ES	Futures	3023.28	3023.28	3022.73	3023.0	123.0
2018-03-14 02:25:00	ES	Futures	3022.73	3023.0	3022.18	3022.46	127.0
2018-03-14 02:30:00	ES	Futures	3022.46	3022.46	3021.91	3021.91	60.0
2018-03-14 02:35:00	ES	Futures	3021.91	3021.91	3021.64	3021.91	36.0
2018-03-14 02:40:00	ES	Futures	3021.91	3022.73	3021.91	3022.73	111.0
2018-03-14 02:45:00	ES	Futures	3022.73	3023.0	3021.91	3022.46	248.0
2018-03-14 02:50:00	ES	Futures	3022.18	3022.18	3021.36	3021.64	305.0
2018-03-14 02:55:00	ES	Futures	3021.64	3023.55	3021.64	3023.0	581.0
2018-03-14 03:00:00	ES	Futures	3023.0	3025.46	3023.0	3025.19	2162.0
2018-03-14 03:05:00	ES	Futures	3025.46	3026.28	3024.64	3024.64	997.0
2018-03-14 03:10:00	ES	Futures	3024.37	3024.64	3023.55	3024.64	514.0
2018-03-14 03:15:00	ES	Futures	3024.37	3024.64	3024.09	3024.37	293.0
2018-03-14 03:20:00	ES	Futures	3024.37	3025.46	3024.37	3025.19	309.0
2018-03-14 03:25:00	ES	Futures	3024.91	3025.73	3024.37	3025.19	354.0
2018-03-14 03:30:00	ES	Futures	3024.91	3027.64	3024.91	3027.1	1825.0
2018-03-14 03:35:00	ES	Futures	3026.82	3027.91	3026.55	3026.55	910.0
2018-03-14 03:40:00	ES	Futures	3026.55	3027.37	3026.28	3027.37	790.0
2018-03-14 03:45:00	ES	Futures	3027.37	3029.28	3027.37	3028.46	1063.0
2018-03-14 03:50:00	ES	Futures	3028.73	3031.19	3028.73	3031.19	1411.0
2018-03-14 03:55:00	ES	Futures	3030.92	3032.83	3030.1	3032.83	2031.0
2018-03-14 04:00:00	ES	Futures	3032.55	3033.37	3030.64	3032.28	2868.0
2018-03-14 04:05:00	ES	Futures	3032.28	3035.01	3031.74	3032.01	2610.0

> showing 50 of 15,326 rows — these rows as CSV

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