PREVIEW / futures_5min / 2018-03-16

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-16.parquet
  size:    204 KB
  rows:    12,874

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
2018-03-16 00:00:00	ES	Futures	3003.63	3004.44	3003.35	3004.17	310.0
2018-03-16 00:05:00	ES	Futures	3003.9	3005.81	3003.9	3005.26	866.0
2018-03-16 00:10:00	ES	Futures	3005.26	3005.54	3004.44	3004.72	521.0
2018-03-16 00:15:00	ES	Futures	3004.72	3004.99	3004.44	3004.72	160.0
2018-03-16 00:20:00	ES	Futures	3004.72	3004.99	3004.17	3004.99	193.0
2018-03-16 00:25:00	ES	Futures	3004.72	3005.54	3004.72	3005.26	168.0
2018-03-16 00:30:00	ES	Futures	3005.26	3005.54	3004.72	3004.99	95.0
2018-03-16 00:35:00	ES	Futures	3004.99	3005.26	3004.72	3004.99	87.0
2018-03-16 00:40:00	ES	Futures	3004.72	3005.54	3004.44	3005.54	183.0
2018-03-16 00:45:00	ES	Futures	3005.26	3005.81	3004.99	3004.99	196.0
2018-03-16 00:50:00	ES	Futures	3004.99	3005.54	3004.72	3005.54	157.0
2018-03-16 00:55:00	ES	Futures	3005.26	3005.81	3004.99	3005.54	155.0
2018-03-16 01:00:00	ES	Futures	3005.54	3006.9	3005.54	3006.63	313.0
2018-03-16 01:05:00	ES	Futures	3006.63	3007.17	3006.08	3006.9	394.0
2018-03-16 01:10:00	ES	Futures	3006.9	3007.45	3006.36	3006.63	826.0
2018-03-16 01:15:00	ES	Futures	3006.63	3007.99	3006.63	3007.45	428.0
2018-03-16 01:20:00	ES	Futures	3007.72	3008.27	3007.17	3007.45	252.0
2018-03-16 01:25:00	ES	Futures	3007.17	3007.99	3006.9	3007.45	315.0
2018-03-16 01:30:00	ES	Futures	3007.72	3008.27	3007.72	3007.99	218.0
2018-03-16 01:35:00	ES	Futures	3007.99	3007.99	3007.45	3007.45	290.0
2018-03-16 01:40:00	ES	Futures	3007.45	3007.99	3007.45	3007.99	160.0
2018-03-16 01:45:00	ES	Futures	3007.99	3009.36	3007.99	3009.36	561.0
2018-03-16 01:50:00	ES	Futures	3009.36	3010.18	3009.08	3009.08	883.0
2018-03-16 01:55:00	ES	Futures	3009.36	3009.63	3007.99	3008.27	449.0
2018-03-16 02:00:00	ES	Futures	3008.27	3008.27	3006.63	3006.9	639.0
2018-03-16 02:05:00	ES	Futures	3006.63	3007.45	3006.36	3006.9	313.0
2018-03-16 02:10:00	ES	Futures	3006.9	3007.17	3006.63	3007.17	139.0
2018-03-16 02:15:00	ES	Futures	3006.9	3007.17	3006.08	3006.36	253.0
2018-03-16 02:20:00	ES	Futures	3006.36	3006.9	3006.36	3006.9	90.0
2018-03-16 02:25:00	ES	Futures	3006.9	3007.45	3006.63	3007.17	149.0
2018-03-16 02:30:00	ES	Futures	3006.9	3007.17	3006.36	3006.63	190.0
2018-03-16 02:35:00	ES	Futures	3006.63	3006.9	3006.36	3006.9	163.0
2018-03-16 02:40:00	ES	Futures	3006.9	3006.9	3005.54	3005.81	322.0
2018-03-16 02:45:00	ES	Futures	3005.54	3006.63	3005.54	3006.36	306.0
2018-03-16 02:50:00	ES	Futures	3006.36	3006.63	3005.81	3006.08	166.0
2018-03-16 02:55:00	ES	Futures	3006.08	3006.08	3005.54	3005.81	93.0
2018-03-16 03:00:00	ES	Futures	3005.54	3005.81	3004.17	3005.26	757.0
2018-03-16 03:05:00	ES	Futures	3005.54	3005.54	3004.72	3004.99	256.0
2018-03-16 03:10:00	ES	Futures	3004.99	3005.26	3004.72	3004.99	249.0
2018-03-16 03:15:00	ES	Futures	3004.72	3005.26	3004.72	3005.26	274.0
2018-03-16 03:20:00	ES	Futures	3005.26	3006.08	3004.99	3005.54	391.0
2018-03-16 03:25:00	ES	Futures	3005.54	3006.36	3005.26	3006.08	445.0
2018-03-16 03:30:00	ES	Futures	3005.81	3006.08	3005.26	3005.26	500.0
2018-03-16 03:35:00	ES	Futures	3004.99	3005.26	3004.44	3004.44	513.0
2018-03-16 03:40:00	ES	Futures	3004.44	3004.99	3003.63	3003.9	427.0
2018-03-16 03:45:00	ES	Futures	3003.9	3004.44	3003.08	3003.9	1005.0
2018-03-16 03:50:00	ES	Futures	3004.17	3004.44	3003.35	3003.9	481.0
2018-03-16 03:55:00	ES	Futures	3003.9	3003.9	3002.26	3002.81	1269.0
2018-03-16 04:00:00	ES	Futures	3002.81	3003.9	3002.53	3003.35	757.0
2018-03-16 04:05:00	ES	Futures	3003.35	3004.99	3003.08	3004.44	1627.0

> showing 50 of 12,874 rows — these rows as CSV

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