PREVIEW / futures_5min / 2018-03-25

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-25.parquet
  size:    59 KB
  rows:    2,878

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
2018-03-25 18:00:00	ES	Futures	2832.79	2836.88	2830.06	2835.51	8755.0
2018-03-25 18:05:00	ES	Futures	2835.51	2839.34	2834.42	2836.33	3828.0
2018-03-25 18:10:00	ES	Futures	2836.33	2840.15	2834.42	2839.88	2387.0
2018-03-25 18:15:00	ES	Futures	2839.88	2841.25	2838.24	2841.25	1405.0
2018-03-25 18:20:00	ES	Futures	2841.25	2843.43	2838.79	2839.06	2050.0
2018-03-25 18:25:00	ES	Futures	2839.06	2840.43	2835.79	2836.06	1648.0
2018-03-25 18:30:00	ES	Futures	2836.33	2837.15	2835.24	2835.51	1400.0
2018-03-25 18:35:00	ES	Futures	2835.51	2835.79	2831.42	2833.06	1808.0
2018-03-25 18:40:00	ES	Futures	2833.06	2833.33	2828.96	2830.33	2851.0
2018-03-25 18:45:00	ES	Futures	2830.33	2831.42	2829.78	2830.88	638.0
2018-03-25 18:50:00	ES	Futures	2830.88	2830.88	2828.42	2829.78	1310.0
2018-03-25 18:55:00	ES	Futures	2829.78	2834.42	2829.24	2832.24	1771.0
2018-03-25 19:00:00	ES	Futures	2832.24	2834.42	2831.97	2833.06	742.0
2018-03-25 19:05:00	ES	Futures	2833.06	2835.79	2833.06	2834.15	1152.0
2018-03-25 19:10:00	ES	Futures	2834.15	2838.24	2833.6	2837.7	1697.0
2018-03-25 19:15:00	ES	Futures	2837.97	2839.06	2835.24	2836.61	1600.0
2018-03-25 19:20:00	ES	Futures	2836.61	2837.42	2834.7	2836.61	935.0
2018-03-25 19:25:00	ES	Futures	2836.33	2840.15	2836.06	2839.61	1738.0
2018-03-25 19:30:00	ES	Futures	2839.88	2841.79	2837.42	2839.88	1522.0
2018-03-25 19:35:00	ES	Futures	2839.88	2840.15	2837.42	2838.52	681.0
2018-03-25 19:40:00	ES	Futures	2838.79	2842.34	2838.24	2841.52	907.0
2018-03-25 19:45:00	ES	Futures	2841.79	2842.06	2839.34	2840.15	1066.0
2018-03-25 19:50:00	ES	Futures	2840.15	2841.25	2839.06	2839.88	642.0
2018-03-25 19:55:00	ES	Futures	2839.88	2844.79	2839.34	2843.43	2279.0
2018-03-25 20:00:00	ES	Futures	2842.88	2845.61	2840.7	2840.7	2862.0
2018-03-25 20:05:00	ES	Futures	2840.7	2844.25	2840.15	2842.61	1713.0
2018-03-25 20:10:00	ES	Futures	2842.61	2844.25	2842.34	2843.97	955.0
2018-03-25 20:15:00	ES	Futures	2843.97	2843.97	2841.25	2841.79	1053.0
2018-03-25 20:20:00	ES	Futures	2842.06	2845.61	2841.52	2844.79	1439.0
2018-03-25 20:25:00	ES	Futures	2844.52	2845.34	2842.61	2842.61	1177.0
2018-03-25 20:30:00	ES	Futures	2842.61	2843.16	2840.43	2841.52	1147.0
2018-03-25 20:35:00	ES	Futures	2841.52	2844.52	2840.97	2843.97	948.0
2018-03-25 20:40:00	ES	Futures	2843.7	2846.7	2842.34	2845.34	1816.0
2018-03-25 20:45:00	ES	Futures	2845.61	2846.98	2845.07	2846.43	1297.0
2018-03-25 20:50:00	ES	Futures	2846.43	2847.25	2845.34	2845.89	1537.0
2018-03-25 20:55:00	ES	Futures	2846.16	2848.34	2844.79	2847.52	1844.0
2018-03-25 21:00:00	ES	Futures	2847.52	2848.07	2846.98	2847.8	896.0
2018-03-25 21:05:00	ES	Futures	2847.52	2847.8	2846.98	2847.25	667.0
2018-03-25 21:10:00	ES	Futures	2847.25	2847.52	2845.61	2845.89	1008.0
2018-03-25 21:15:00	ES	Futures	2846.16	2851.34	2845.89	2851.07	3248.0
2018-03-25 21:20:00	ES	Futures	2850.8	2851.34	2847.25	2848.61	2566.0
2018-03-25 21:25:00	ES	Futures	2848.61	2848.89	2847.52	2847.52	862.0
2018-03-25 21:30:00	ES	Futures	2847.8	2850.52	2847.8	2848.89	1340.0
2018-03-25 21:35:00	ES	Futures	2849.16	2849.43	2847.52	2849.16	1506.0
2018-03-25 21:40:00	ES	Futures	2849.16	2851.34	2849.16	2850.8	1301.0
2018-03-25 21:45:00	ES	Futures	2850.52	2850.52	2848.61	2849.43	946.0
2018-03-25 21:50:00	ES	Futures	2849.43	2852.98	2849.16	2852.43	1629.0
2018-03-25 21:55:00	ES	Futures	2852.43	2854.07	2852.16	2853.8	2160.0
2018-03-25 22:00:00	ES	Futures	2854.07	2854.07	2852.16	2852.71	1349.0
2018-03-25 22:05:00	ES	Futures	2852.43	2852.71	2851.07	2851.07	736.0

> showing 50 of 2,878 rows — these rows as CSV

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