PREVIEW / futures_5min / 2018-03-22

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-22.parquet
  size:    294 KB
  rows:    16,520

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
2018-03-22 00:00:00	ES	Futures	2967.6	2968.15	2967.6	2967.88	181.0
2018-03-22 00:05:00	ES	Futures	2967.88	2968.69	2967.88	2968.69	120.0
2018-03-22 00:10:00	ES	Futures	2968.69	2968.69	2968.15	2968.15	49.0
2018-03-22 00:15:00	ES	Futures	2968.42	2969.51	2968.42	2969.24	281.0
2018-03-22 00:20:00	ES	Futures	2969.51	2969.51	2968.97	2968.97	204.0
2018-03-22 00:25:00	ES	Futures	2968.69	2968.97	2968.15	2968.69	109.0
2018-03-22 00:30:00	ES	Futures	2968.69	2968.69	2968.15	2968.69	132.0
2018-03-22 00:35:00	ES	Futures	2968.42	2968.69	2968.42	2968.42	57.0
2018-03-22 00:40:00	ES	Futures	2968.42	2968.97	2968.42	2968.69	56.0
2018-03-22 00:45:00	ES	Futures	2968.42	2968.69	2968.15	2968.15	97.0
2018-03-22 00:50:00	ES	Futures	2968.15	2968.97	2968.15	2968.97	110.0
2018-03-22 00:55:00	ES	Futures	2968.97	2968.97	2968.69	2968.69	110.0
2018-03-22 01:00:00	ES	Futures	2968.69	2970.6	2968.15	2970.33	641.0
2018-03-22 01:05:00	ES	Futures	2970.33	2970.88	2969.79	2970.6	365.0
2018-03-22 01:10:00	ES	Futures	2970.6	2970.88	2969.79	2970.06	194.0
2018-03-22 01:15:00	ES	Futures	2970.06	2970.6	2969.79	2970.06	278.0
2018-03-22 01:20:00	ES	Futures	2970.06	2970.33	2969.79	2970.33	210.0
2018-03-22 01:25:00	ES	Futures	2970.33	2970.6	2970.06	2970.06	189.0
2018-03-22 01:30:00	ES	Futures	2970.06	2970.88	2970.06	2970.88	174.0
2018-03-22 01:35:00	ES	Futures	2970.88	2971.97	2970.6	2971.7	534.0
2018-03-22 01:40:00	ES	Futures	2971.7	2973.06	2971.42	2972.79	403.0
2018-03-22 01:45:00	ES	Futures	2972.79	2972.79	2971.7	2971.97	172.0
2018-03-22 01:50:00	ES	Futures	2971.7	2972.51	2971.42	2971.7	314.0
2018-03-22 01:55:00	ES	Futures	2971.7	2971.7	2970.33	2970.88	269.0
2018-03-22 02:00:00	ES	Futures	2971.15	2972.24	2971.15	2971.7	344.0
2018-03-22 02:05:00	ES	Futures	2971.7	2972.24	2971.42	2972.24	174.0
2018-03-22 02:10:00	ES	Futures	2972.24	2972.24	2971.15	2971.15	119.0
2018-03-22 02:15:00	ES	Futures	2971.42	2971.7	2970.6	2970.6	328.0
2018-03-22 02:20:00	ES	Futures	2970.33	2970.88	2970.06	2970.33	338.0
2018-03-22 02:25:00	ES	Futures	2970.33	2970.88	2968.42	2968.97	954.0
2018-03-22 02:30:00	ES	Futures	2968.69	2969.51	2968.69	2968.97	175.0
2018-03-22 02:35:00	ES	Futures	2968.97	2968.97	2967.6	2967.88	356.0
2018-03-22 02:40:00	ES	Futures	2968.15	2968.15	2966.24	2967.33	671.0
2018-03-22 02:45:00	ES	Futures	2967.06	2967.88	2966.24	2967.88	256.0
2018-03-22 02:50:00	ES	Futures	2967.88	2967.88	2966.51	2966.51	162.0
2018-03-22 02:55:00	ES	Futures	2966.51	2966.51	2965.15	2965.69	909.0
2018-03-22 03:00:00	ES	Futures	2965.42	2965.69	2963.78	2964.6	1548.0
2018-03-22 03:05:00	ES	Futures	2964.33	2964.33	2962.42	2963.24	1308.0
2018-03-22 03:10:00	ES	Futures	2963.24	2964.6	2962.69	2962.96	1030.0
2018-03-22 03:15:00	ES	Futures	2962.96	2963.24	2961.6	2961.6	1565.0
2018-03-22 03:20:00	ES	Futures	2961.6	2962.69	2961.05	2961.6	1275.0
2018-03-22 03:25:00	ES	Futures	2961.87	2962.42	2959.96	2960.23	1461.0
2018-03-22 03:30:00	ES	Futures	2959.96	2961.33	2958.05	2958.87	2318.0
2018-03-22 03:35:00	ES	Futures	2958.6	2958.6	2954.5	2955.59	3782.0
2018-03-22 03:40:00	ES	Futures	2955.59	2956.14	2950.41	2950.95	4596.0
2018-03-22 03:45:00	ES	Futures	2950.68	2953.68	2950.14	2953.14	3196.0
2018-03-22 03:50:00	ES	Futures	2952.87	2952.87	2947.95	2949.59	5157.0
2018-03-22 03:55:00	ES	Futures	2949.59	2949.86	2944.95	2947.41	6227.0
2018-03-22 04:00:00	ES	Futures	2947.68	2948.5	2945.5	2947.95	3386.0
2018-03-22 04:05:00	ES	Futures	2947.68	2951.77	2947.13	2950.95	2992.0

> showing 50 of 16,520 rows — these rows as CSV

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