PREVIEW / futures_5min / 2018-03-19

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-19.parquet
  size:    265 KB
  rows:    16,024

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
2018-03-19 00:00:00	ES	Futures	3001.44	3001.72	3000.9	3001.44	239.0
2018-03-19 00:05:00	ES	Futures	3001.72	3002.26	3001.44	3001.72	349.0
2018-03-19 00:10:00	ES	Futures	3001.72	3001.72	3001.17	3001.17	81.0
2018-03-19 00:15:00	ES	Futures	3001.17	3001.44	3000.9	3001.44	95.0
2018-03-19 00:20:00	ES	Futures	3001.72	3001.99	3000.9	3000.9	128.0
2018-03-19 00:25:00	ES	Futures	3001.17	3001.72	3000.9	3001.72	110.0
2018-03-19 00:30:00	ES	Futures	3001.72	3001.72	3000.9	3000.9	144.0
2018-03-19 00:35:00	ES	Futures	3001.17	3001.44	3000.9	3001.44	124.0
2018-03-19 00:40:00	ES	Futures	3001.44	3001.72	3000.9	3001.17	156.0
2018-03-19 00:45:00	ES	Futures	3001.44	3001.72	3001.17	3001.44	99.0
2018-03-19 00:50:00	ES	Futures	3001.72	3001.72	3001.17	3001.17	90.0
2018-03-19 00:55:00	ES	Futures	3001.44	3001.44	3000.9	3000.9	174.0
2018-03-19 01:00:00	ES	Futures	3001.17	3001.17	2998.99	2999.81	1259.0
2018-03-19 01:05:00	ES	Futures	2999.81	2999.81	2997.89	2998.71	1339.0
2018-03-19 01:10:00	ES	Futures	2998.99	2999.53	2998.44	2999.26	494.0
2018-03-19 01:15:00	ES	Futures	2999.26	3000.08	2998.71	2999.53	508.0
2018-03-19 01:20:00	ES	Futures	2999.81	3000.62	2999.53	3000.35	288.0
2018-03-19 01:25:00	ES	Futures	3000.35	3001.72	3000.08	3000.9	512.0
2018-03-19 01:30:00	ES	Futures	3001.17	3001.17	3000.35	3000.62	355.0
2018-03-19 01:35:00	ES	Futures	3000.62	3001.17	3000.35	3001.17	200.0
2018-03-19 01:40:00	ES	Futures	3001.17	3001.17	3000.08	3000.35	257.0
2018-03-19 01:45:00	ES	Futures	3000.35	3000.62	2999.81	3000.08	220.0
2018-03-19 01:50:00	ES	Futures	3000.35	3000.35	2999.26	2999.81	254.0
2018-03-19 01:55:00	ES	Futures	2999.81	3000.08	2998.99	2999.26	309.0
2018-03-19 02:00:00	ES	Futures	2999.26	2999.81	2998.44	2999.53	544.0
2018-03-19 02:05:00	ES	Futures	2999.26	2999.26	2998.71	2998.71	226.0
2018-03-19 02:10:00	ES	Futures	2998.71	2999.81	2998.71	2999.53	270.0
2018-03-19 02:15:00	ES	Futures	2999.53	3000.08	2998.99	3000.08	209.0
2018-03-19 02:20:00	ES	Futures	2999.81	2999.81	2999.26	2999.81	122.0
2018-03-19 02:25:00	ES	Futures	2999.53	2999.81	2999.26	2999.53	101.0
2018-03-19 02:30:00	ES	Futures	2999.53	2999.81	2999.26	2999.53	93.0
2018-03-19 02:35:00	ES	Futures	2999.26	2999.53	2998.71	2999.26	282.0
2018-03-19 02:40:00	ES	Futures	2999.26	2999.53	2998.17	2998.44	493.0
2018-03-19 02:45:00	ES	Futures	2998.44	2998.44	2997.08	2997.35	1043.0
2018-03-19 02:50:00	ES	Futures	2997.62	2997.89	2996.8	2997.35	618.0
2018-03-19 02:55:00	ES	Futures	2997.62	2999.26	2997.35	2998.99	758.0
2018-03-19 03:00:00	ES	Futures	2998.99	2999.53	2998.17	2998.99	815.0
2018-03-19 03:05:00	ES	Futures	2998.99	2998.99	2998.44	2998.99	362.0
2018-03-19 03:10:00	ES	Futures	2998.99	2999.81	2998.99	2999.53	513.0
2018-03-19 03:15:00	ES	Futures	2999.53	2999.53	2998.17	2998.17	449.0
2018-03-19 03:20:00	ES	Futures	2998.44	2998.99	2997.89	2998.71	294.0
2018-03-19 03:25:00	ES	Futures	2998.71	2999.53	2998.44	2998.99	421.0
2018-03-19 03:30:00	ES	Futures	2998.71	2999.53	2998.44	2998.99	406.0
2018-03-19 03:35:00	ES	Futures	2998.99	2999.81	2998.44	2999.26	439.0
2018-03-19 03:40:00	ES	Futures	2999.26	2999.53	2998.71	2999.26	382.0
2018-03-19 03:45:00	ES	Futures	2999.26	3000.9	2998.99	3000.62	548.0
2018-03-19 03:50:00	ES	Futures	3000.9	3000.9	2999.81	2999.81	534.0
2018-03-19 03:55:00	ES	Futures	2999.81	3000.35	2999.26	3000.08	674.0
2018-03-19 04:00:00	ES	Futures	3000.08	3000.62	2999.53	3000.62	1614.0
2018-03-19 04:05:00	ES	Futures	3000.62	3002.26	3000.08	3001.72	1152.0

> showing 50 of 16,024 rows — these rows as CSV

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