PREVIEW / futures_5min / 2018-03-18

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-18.parquet
  size:    52 KB
  rows:    2,782

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
2018-03-18 18:00:00	ES	Futures	3008.81	3009.08	3004.72	3005.81	3281.0
2018-03-18 18:05:00	ES	Futures	3005.81	3006.36	3004.99	3005.54	1061.0
2018-03-18 18:10:00	ES	Futures	3005.54	3005.81	3004.17	3004.99	851.0
2018-03-18 18:15:00	ES	Futures	3004.99	3006.08	3004.99	3006.08	493.0
2018-03-18 18:20:00	ES	Futures	3006.08	3006.36	3005.54	3005.81	499.0
2018-03-18 18:25:00	ES	Futures	3005.81	3006.08	3004.72	3004.72	407.0
2018-03-18 18:30:00	ES	Futures	3004.72	3004.99	3003.63	3004.44	838.0
2018-03-18 18:35:00	ES	Futures	3004.72	3004.72	3003.08	3003.9	530.0
2018-03-18 18:40:00	ES	Futures	3003.63	3004.99	3003.35	3004.99	454.0
2018-03-18 18:45:00	ES	Futures	3004.72	3004.99	3004.17	3004.99	543.0
2018-03-18 18:50:00	ES	Futures	3004.99	3006.63	3004.99	3006.08	1051.0
2018-03-18 18:55:00	ES	Futures	3006.08	3006.63	3005.26	3005.54	365.0
2018-03-18 19:00:00	ES	Futures	3005.54	3006.08	3004.99	3005.81	379.0
2018-03-18 19:05:00	ES	Futures	3005.81	3006.9	3005.54	3005.81	249.0
2018-03-18 19:10:00	ES	Futures	3005.81	3006.9	3005.54	3006.63	331.0
2018-03-18 19:15:00	ES	Futures	3006.9	3007.17	3006.36	3006.63	245.0
2018-03-18 19:20:00	ES	Futures	3006.63	3006.63	3006.08	3006.63	162.0
2018-03-18 19:25:00	ES	Futures	3006.36	3006.63	3006.36	3006.36	55.0
2018-03-18 19:30:00	ES	Futures	3006.63	3006.9	3006.36	3006.63	99.0
2018-03-18 19:35:00	ES	Futures	3006.63	3006.9	3006.08	3006.08	91.0
2018-03-18 19:40:00	ES	Futures	3006.08	3006.36	3005.26	3005.26	197.0
2018-03-18 19:45:00	ES	Futures	3005.54	3005.81	3004.72	3004.72	314.0
2018-03-18 19:50:00	ES	Futures	3005.26	3006.08	3005.26	3006.08	251.0
2018-03-18 19:55:00	ES	Futures	3006.08	3007.17	3005.54	3005.81	491.0
2018-03-18 20:00:00	ES	Futures	3006.08	3007.45	3005.54	3007.17	744.0
2018-03-18 20:05:00	ES	Futures	3007.17	3008.54	3006.63	3008.27	1728.0
2018-03-18 20:10:00	ES	Futures	3008.27	3008.54	3007.72	3007.99	674.0
2018-03-18 20:15:00	ES	Futures	3007.99	3008.27	3007.45	3007.99	413.0
2018-03-18 20:20:00	ES	Futures	3007.72	3008.54	3007.72	3008.54	313.0
2018-03-18 20:25:00	ES	Futures	3008.54	3008.54	3006.9	3007.17	531.0
2018-03-18 20:30:00	ES	Futures	3007.17	3007.45	3006.36	3006.36	344.0
2018-03-18 20:35:00	ES	Futures	3006.36	3007.17	3006.36	3006.9	260.0
2018-03-18 20:40:00	ES	Futures	3006.9	3007.17	3006.36	3006.63	166.0
2018-03-18 20:45:00	ES	Futures	3006.9	3006.9	3004.72	3005.26	609.0
2018-03-18 20:50:00	ES	Futures	3005.26	3005.54	3004.44	3004.99	543.0
2018-03-18 20:55:00	ES	Futures	3005.26	3005.54	3002.81	3003.63	1525.0
2018-03-18 21:00:00	ES	Futures	3003.35	3003.63	2998.99	3000.08	3465.0
2018-03-18 21:05:00	ES	Futures	3000.08	3000.9	2997.89	2998.71	1758.0
2018-03-18 21:10:00	ES	Futures	2998.44	2999.81	2998.17	2998.71	1164.0
2018-03-18 21:15:00	ES	Futures	2998.71	2999.81	2997.62	2999.53	1080.0
2018-03-18 21:20:00	ES	Futures	2999.53	3000.62	2999.26	3000.08	1399.0
2018-03-18 21:25:00	ES	Futures	3000.35	3000.62	2998.71	2999.53	905.0
2018-03-18 21:30:00	ES	Futures	2999.53	3000.35	2998.17	2999.26	1199.0
2018-03-18 21:35:00	ES	Futures	2999.26	3001.72	2998.99	3001.44	1612.0
2018-03-18 21:40:00	ES	Futures	3001.44	3001.72	3000.35	3001.17	667.0
2018-03-18 21:45:00	ES	Futures	3001.44	3001.72	2999.81	3000.08	1034.0
2018-03-18 21:50:00	ES	Futures	3000.08	3000.62	2999.81	3000.62	401.0
2018-03-18 21:55:00	ES	Futures	3000.62	3001.44	3000.35	3000.62	459.0
2018-03-18 22:00:00	ES	Futures	3000.62	3002.81	3000.62	3002.26	1208.0
2018-03-18 22:05:00	ES	Futures	3002.53	3002.53	3001.17	3001.72	568.0

> showing 50 of 2,782 rows — these rows as CSV

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