PREVIEW / futures_5min / 2018-03-21

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-21.parquet
  size:    263 KB
  rows:    15,835

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
2018-03-21 00:00:00	ES	Futures	2975.79	2975.79	2975.52	2975.52	23.0
2018-03-21 00:05:00	ES	Futures	2975.52	2975.79	2975.24	2975.52	55.0
2018-03-21 00:10:00	ES	Futures	2975.79	2975.79	2975.24	2975.52	61.0
2018-03-21 00:15:00	ES	Futures	2975.52	2975.79	2975.24	2975.52	77.0
2018-03-21 00:20:00	ES	Futures	2975.52	2975.79	2975.24	2975.52	82.0
2018-03-21 00:25:00	ES	Futures	2975.79	2975.79	2975.52	2975.52	40.0
2018-03-21 00:30:00	ES	Futures	2975.52	2976.88	2975.52	2976.88	786.0
2018-03-21 00:35:00	ES	Futures	2976.61	2976.61	2976.34	2976.34	78.0
2018-03-21 00:40:00	ES	Futures	2976.34	2976.61	2976.34	2976.34	11.0
2018-03-21 00:45:00	ES	Futures	2976.61	2976.88	2976.34	2976.61	71.0
2018-03-21 00:50:00	ES	Futures	2976.61	2977.7	2976.61	2977.43	473.0
2018-03-21 00:55:00	ES	Futures	2977.43	2977.43	2976.88	2977.15	126.0
2018-03-21 01:00:00	ES	Futures	2977.15	2977.15	2976.88	2976.88	154.0
2018-03-21 01:05:00	ES	Futures	2976.88	2976.88	2976.61	2976.88	61.0
2018-03-21 01:10:00	ES	Futures	2976.61	2976.88	2976.61	2976.88	94.0
2018-03-21 01:15:00	ES	Futures	2976.61	2976.88	2976.61	2976.61	64.0
2018-03-21 01:20:00	ES	Futures	2976.88	2976.88	2976.61	2976.61	54.0
2018-03-21 01:25:00	ES	Futures	2976.88	2976.88	2976.06	2976.34	112.0
2018-03-21 01:30:00	ES	Futures	2976.34	2976.34	2975.79	2975.79	197.0
2018-03-21 01:35:00	ES	Futures	2975.79	2976.34	2975.79	2976.06	57.0
2018-03-21 01:40:00	ES	Futures	2976.06	2976.34	2975.79	2976.34	144.0
2018-03-21 01:45:00	ES	Futures	2976.06	2976.34	2975.79	2975.79	114.0
2018-03-21 01:50:00	ES	Futures	2975.79	2975.79	2974.7	2974.7	397.0
2018-03-21 01:55:00	ES	Futures	2974.7	2974.97	2974.15	2974.15	238.0
2018-03-21 02:00:00	ES	Futures	2974.42	2975.24	2974.15	2974.7	160.0
2018-03-21 02:05:00	ES	Futures	2974.7	2974.97	2974.15	2974.15	170.0
2018-03-21 02:10:00	ES	Futures	2974.15	2974.42	2974.15	2974.15	296.0
2018-03-21 02:15:00	ES	Futures	2974.15	2974.42	2973.88	2974.42	305.0
2018-03-21 02:20:00	ES	Futures	2974.15	2974.97	2974.15	2974.97	90.0
2018-03-21 02:25:00	ES	Futures	2974.97	2975.24	2974.15	2974.42	97.0
2018-03-21 02:30:00	ES	Futures	2974.42	2974.42	2974.15	2974.15	319.0
2018-03-21 02:35:00	ES	Futures	2974.15	2974.42	2974.15	2974.42	448.0
2018-03-21 02:40:00	ES	Futures	2974.42	2974.42	2974.15	2974.42	111.0
2018-03-21 02:45:00	ES	Futures	2974.42	2974.7	2974.15	2974.42	143.0
2018-03-21 02:50:00	ES	Futures	2974.15	2976.34	2974.15	2975.79	581.0
2018-03-21 02:55:00	ES	Futures	2976.06	2976.88	2975.79	2975.79	454.0
2018-03-21 03:00:00	ES	Futures	2975.79	2976.34	2974.7	2975.52	683.0
2018-03-21 03:05:00	ES	Futures	2975.52	2976.06	2974.97	2974.97	292.0
2018-03-21 03:10:00	ES	Futures	2974.97	2975.52	2974.42	2974.42	341.0
2018-03-21 03:15:00	ES	Futures	2974.7	2974.97	2974.15	2974.7	473.0
2018-03-21 03:20:00	ES	Futures	2974.7	2974.97	2974.15	2974.42	383.0
2018-03-21 03:25:00	ES	Futures	2974.42	2974.42	2972.51	2973.33	1003.0
2018-03-21 03:30:00	ES	Futures	2973.33	2975.79	2973.33	2974.7	1256.0
2018-03-21 03:35:00	ES	Futures	2974.7	2975.52	2974.42	2974.42	475.0
2018-03-21 03:40:00	ES	Futures	2974.42	2974.7	2973.61	2974.42	455.0
2018-03-21 03:45:00	ES	Futures	2974.42	2975.24	2974.42	2974.7	665.0
2018-03-21 03:50:00	ES	Futures	2974.7	2974.7	2973.61	2973.88	685.0
2018-03-21 03:55:00	ES	Futures	2974.15	2974.7	2973.61	2974.7	601.0
2018-03-21 04:00:00	ES	Futures	2974.7	2974.7	2972.79	2973.61	1356.0
2018-03-21 04:05:00	ES	Futures	2973.33	2973.88	2971.97	2972.24	1141.0

> showing 50 of 15,835 rows — these rows as CSV

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