PREVIEW / futures_5min / 2018-03-20

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-20.parquet
  size:    246 KB
  rows:    15,752

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
2018-03-20 00:00:00	ES	Futures	2971.97	2973.33	2971.42	2973.06	450.0
2018-03-20 00:05:00	ES	Futures	2973.06	2973.06	2972.24	2972.79	372.0
2018-03-20 00:10:00	ES	Futures	2972.51	2973.06	2972.24	2972.79	446.0
2018-03-20 00:15:00	ES	Futures	2972.79	2973.33	2972.51	2972.79	320.0
2018-03-20 00:20:00	ES	Futures	2972.79	2974.42	2972.51	2974.42	1039.0
2018-03-20 00:25:00	ES	Futures	2974.15	2974.42	2973.88	2973.88	317.0
2018-03-20 00:30:00	ES	Futures	2974.15	2974.7	2973.61	2974.7	320.0
2018-03-20 00:35:00	ES	Futures	2974.7	2975.79	2974.42	2974.97	691.0
2018-03-20 00:40:00	ES	Futures	2975.24	2975.79	2974.7	2975.24	300.0
2018-03-20 00:45:00	ES	Futures	2975.24	2976.88	2974.42	2974.7	1222.0
2018-03-20 00:50:00	ES	Futures	2974.7	2975.52	2974.42	2974.97	258.0
2018-03-20 00:55:00	ES	Futures	2974.97	2974.97	2973.88	2974.15	232.0
2018-03-20 01:00:00	ES	Futures	2973.88	2974.42	2973.33	2973.61	341.0
2018-03-20 01:05:00	ES	Futures	2973.88	2974.97	2973.61	2974.42	245.0
2018-03-20 01:10:00	ES	Futures	2974.42	2974.97	2973.88	2973.88	159.0
2018-03-20 01:15:00	ES	Futures	2974.15	2974.7	2973.61	2974.15	238.0
2018-03-20 01:20:00	ES	Futures	2974.42	2975.24	2974.15	2974.7	311.0
2018-03-20 01:25:00	ES	Futures	2974.42	2975.24	2974.42	2975.24	349.0
2018-03-20 01:30:00	ES	Futures	2974.97	2975.24	2974.15	2974.7	287.0
2018-03-20 01:35:00	ES	Futures	2974.7	2976.06	2974.42	2976.06	418.0
2018-03-20 01:40:00	ES	Futures	2976.06	2976.61	2975.79	2976.06	657.0
2018-03-20 01:45:00	ES	Futures	2975.79	2977.15	2975.79	2976.88	604.0
2018-03-20 01:50:00	ES	Futures	2976.61	2977.15	2976.06	2976.61	607.0
2018-03-20 01:55:00	ES	Futures	2976.88	2977.15	2976.34	2977.15	548.0
2018-03-20 02:00:00	ES	Futures	2976.88	2976.88	2975.52	2976.61	915.0
2018-03-20 02:05:00	ES	Futures	2976.34	2976.88	2974.97	2976.88	587.0
2018-03-20 02:10:00	ES	Futures	2976.61	2977.7	2975.79	2977.15	739.0
2018-03-20 02:15:00	ES	Futures	2976.88	2977.43	2975.79	2977.15	1226.0
2018-03-20 02:20:00	ES	Futures	2977.15	2977.43	2976.06	2976.34	796.0
2018-03-20 02:25:00	ES	Futures	2976.06	2977.15	2976.06	2977.15	303.0
2018-03-20 02:30:00	ES	Futures	2977.15	2977.43	2976.61	2976.88	398.0
2018-03-20 02:35:00	ES	Futures	2976.61	2976.88	2976.34	2976.61	288.0
2018-03-20 02:40:00	ES	Futures	2976.34	2978.25	2976.34	2977.97	950.0
2018-03-20 02:45:00	ES	Futures	2977.7	2978.52	2977.43	2977.7	727.0
2018-03-20 02:50:00	ES	Futures	2977.7	2977.97	2976.88	2977.43	284.0
2018-03-20 02:55:00	ES	Futures	2977.7	2977.7	2976.06	2976.61	384.0
2018-03-20 03:00:00	ES	Futures	2976.61	2977.15	2975.52	2976.06	950.0
2018-03-20 03:05:00	ES	Futures	2976.34	2976.61	2975.24	2975.52	556.0
2018-03-20 03:10:00	ES	Futures	2975.52	2976.34	2974.7	2976.34	736.0
2018-03-20 03:15:00	ES	Futures	2976.34	2976.88	2974.97	2975.24	1208.0
2018-03-20 03:20:00	ES	Futures	2975.52	2976.61	2975.52	2976.06	591.0
2018-03-20 03:25:00	ES	Futures	2976.06	2976.61	2975.24	2975.79	911.0
2018-03-20 03:30:00	ES	Futures	2976.06	2977.15	2975.24	2976.06	822.0
2018-03-20 03:35:00	ES	Futures	2975.79	2976.34	2975.24	2975.79	661.0
2018-03-20 03:40:00	ES	Futures	2975.79	2976.34	2975.52	2975.52	541.0
2018-03-20 03:45:00	ES	Futures	2975.52	2975.52	2973.61	2973.61	1512.0
2018-03-20 03:50:00	ES	Futures	2973.61	2974.15	2972.79	2974.15	946.0
2018-03-20 03:55:00	ES	Futures	2973.88	2973.88	2972.51	2972.51	544.0
2018-03-20 04:00:00	ES	Futures	2972.51	2974.15	2970.33	2971.42	2910.0
2018-03-20 04:05:00	ES	Futures	2971.42	2973.33	2971.15	2973.33	1494.0

> showing 50 of 15,752 rows — these rows as CSV

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