PREVIEW / futures_5min / 2018-03-23

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-23.parquet
  size:    245 KB
  rows:    13,711

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
2018-03-23 00:00:00	ES	Futures	2868.54	2868.81	2867.72	2867.99	798.0
2018-03-23 00:05:00	ES	Futures	2867.99	2868.26	2867.17	2867.44	844.0
2018-03-23 00:10:00	ES	Futures	2867.17	2869.36	2866.9	2869.08	602.0
2018-03-23 00:15:00	ES	Futures	2869.36	2869.63	2868.26	2869.08	458.0
2018-03-23 00:20:00	ES	Futures	2868.81	2869.63	2868.54	2869.08	317.0
2018-03-23 00:25:00	ES	Futures	2869.08	2869.36	2867.99	2868.26	339.0
2018-03-23 00:30:00	ES	Futures	2868.26	2869.63	2868.26	2869.36	392.0
2018-03-23 00:35:00	ES	Futures	2869.08	2869.36	2868.54	2868.54	373.0
2018-03-23 00:40:00	ES	Futures	2868.54	2868.81	2867.44	2867.72	640.0
2018-03-23 00:45:00	ES	Futures	2867.99	2868.54	2867.44	2867.99	503.0
2018-03-23 00:50:00	ES	Futures	2867.99	2869.36	2867.44	2869.08	301.0
2018-03-23 00:55:00	ES	Futures	2869.08	2870.17	2868.54	2868.81	386.0
2018-03-23 01:00:00	ES	Futures	2869.08	2870.17	2867.17	2867.44	770.0
2018-03-23 01:05:00	ES	Futures	2867.44	2869.08	2867.17	2868.81	384.0
2018-03-23 01:10:00	ES	Futures	2869.08	2869.08	2867.17	2867.72	299.0
2018-03-23 01:15:00	ES	Futures	2867.44	2868.81	2867.17	2868.26	412.0
2018-03-23 01:20:00	ES	Futures	2868.26	2868.26	2866.63	2866.63	735.0
2018-03-23 01:25:00	ES	Futures	2866.63	2867.17	2866.08	2866.35	617.0
2018-03-23 01:30:00	ES	Futures	2866.35	2867.44	2865.53	2865.81	835.0
2018-03-23 01:35:00	ES	Futures	2865.53	2866.08	2864.99	2865.81	577.0
2018-03-23 01:40:00	ES	Futures	2865.81	2866.35	2864.72	2866.08	737.0
2018-03-23 01:45:00	ES	Futures	2865.81	2867.17	2865.81	2865.81	545.0
2018-03-23 01:50:00	ES	Futures	2865.81	2865.81	2863.9	2864.17	1190.0
2018-03-23 01:55:00	ES	Futures	2864.17	2865.53	2863.35	2865.26	821.0
2018-03-23 02:00:00	ES	Futures	2865.26	2870.17	2864.44	2869.08	1829.0
2018-03-23 02:05:00	ES	Futures	2868.81	2869.08	2866.08	2866.63	1108.0
2018-03-23 02:10:00	ES	Futures	2866.9	2868.26	2864.99	2865.53	460.0
2018-03-23 02:15:00	ES	Futures	2865.53	2865.81	2863.35	2864.44	1269.0
2018-03-23 02:20:00	ES	Futures	2864.17	2866.9	2862.81	2866.63	1194.0
2018-03-23 02:25:00	ES	Futures	2866.63	2867.72	2865.53	2866.08	482.0
2018-03-23 02:30:00	ES	Futures	2866.35	2868.54	2866.08	2867.44	819.0
2018-03-23 02:35:00	ES	Futures	2867.17	2869.36	2867.17	2868.54	808.0
2018-03-23 02:40:00	ES	Futures	2868.54	2868.81	2866.63	2867.72	750.0
2018-03-23 02:45:00	ES	Futures	2867.44	2867.44	2866.35	2867.17	284.0
2018-03-23 02:50:00	ES	Futures	2867.17	2872.08	2866.9	2871.54	1623.0
2018-03-23 02:55:00	ES	Futures	2871.81	2871.81	2870.17	2871.27	893.0
2018-03-23 03:00:00	ES	Futures	2871.54	2878.63	2871.27	2875.36	6240.0
2018-03-23 03:05:00	ES	Futures	2875.09	2876.45	2873.72	2875.36	1673.0
2018-03-23 03:10:00	ES	Futures	2875.36	2876.18	2872.9	2874.54	1785.0
2018-03-23 03:15:00	ES	Futures	2874.54	2877.0	2872.36	2875.09	2011.0
2018-03-23 03:20:00	ES	Futures	2875.36	2876.72	2874.54	2876.72	1195.0
2018-03-23 03:25:00	ES	Futures	2876.45	2877.82	2874.81	2877.27	1317.0
2018-03-23 03:30:00	ES	Futures	2877.27	2878.63	2876.18	2878.09	1921.0
2018-03-23 03:35:00	ES	Futures	2878.09	2879.18	2877.54	2878.63	1343.0
2018-03-23 03:40:00	ES	Futures	2878.36	2881.64	2878.09	2880.0	2721.0
2018-03-23 03:45:00	ES	Futures	2880.27	2883.55	2880.0	2883.27	3777.0
2018-03-23 03:50:00	ES	Futures	2882.73	2884.37	2880.82	2884.09	2749.0
2018-03-23 03:55:00	ES	Futures	2883.82	2885.46	2882.45	2884.37	1917.0
2018-03-23 04:00:00	ES	Futures	2884.37	2886.28	2883.0	2884.91	4384.0
2018-03-23 04:05:00	ES	Futures	2884.91	2886.28	2882.45	2884.64	3038.0

> showing 50 of 13,711 rows — these rows as CSV

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