PREVIEW / futures_5min / 2018-03-26

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-26.parquet
  size:    269 KB
  rows:    16,094

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
2018-03-26 00:00:00	ES	Futures	2851.62	2851.89	2849.98	2851.62	496.0
2018-03-26 00:05:00	ES	Futures	2851.34	2852.43	2851.34	2851.62	832.0
2018-03-26 00:10:00	ES	Futures	2851.34	2851.34	2850.25	2850.25	302.0
2018-03-26 00:15:00	ES	Futures	2850.25	2850.52	2849.16	2850.25	446.0
2018-03-26 00:20:00	ES	Futures	2850.25	2850.52	2849.16	2849.71	236.0
2018-03-26 00:25:00	ES	Futures	2849.71	2851.07	2849.71	2851.07	143.0
2018-03-26 00:30:00	ES	Futures	2850.8	2851.34	2849.98	2851.34	200.0
2018-03-26 00:35:00	ES	Futures	2851.07	2851.34	2850.52	2850.8	177.0
2018-03-26 00:40:00	ES	Futures	2850.8	2851.07	2849.71	2850.25	262.0
2018-03-26 00:45:00	ES	Futures	2849.98	2850.8	2849.98	2850.8	173.0
2018-03-26 00:50:00	ES	Futures	2850.8	2850.8	2849.71	2850.8	163.0
2018-03-26 00:55:00	ES	Futures	2850.8	2851.07	2849.71	2850.25	251.0
2018-03-26 01:00:00	ES	Futures	2850.25	2851.62	2850.25	2851.62	341.0
2018-03-26 01:05:00	ES	Futures	2851.89	2851.89	2850.52	2851.62	424.0
2018-03-26 01:10:00	ES	Futures	2851.34	2851.34	2850.52	2851.07	268.0
2018-03-26 01:15:00	ES	Futures	2851.07	2853.25	2851.07	2852.43	552.0
2018-03-26 01:20:00	ES	Futures	2852.43	2854.35	2852.43	2853.8	797.0
2018-03-26 01:25:00	ES	Futures	2854.07	2858.98	2853.8	2857.62	5078.0
2018-03-26 01:30:00	ES	Futures	2857.62	2858.44	2857.07	2858.44	808.0
2018-03-26 01:35:00	ES	Futures	2858.17	2859.8	2858.17	2859.53	1346.0
2018-03-26 01:40:00	ES	Futures	2859.26	2859.53	2857.62	2858.17	905.0
2018-03-26 01:45:00	ES	Futures	2858.17	2858.17	2857.62	2858.17	388.0
2018-03-26 01:50:00	ES	Futures	2857.89	2858.17	2855.16	2855.98	1031.0
2018-03-26 01:55:00	ES	Futures	2855.98	2856.8	2854.89	2855.71	978.0
2018-03-26 02:00:00	ES	Futures	2855.71	2858.17	2855.16	2857.35	2123.0
2018-03-26 02:05:00	ES	Futures	2857.35	2858.98	2855.71	2858.44	1547.0
2018-03-26 02:10:00	ES	Futures	2858.17	2858.44	2856.26	2856.8	1513.0
2018-03-26 02:15:00	ES	Futures	2856.53	2856.8	2855.44	2855.98	959.0
2018-03-26 02:20:00	ES	Futures	2855.98	2858.17	2855.71	2857.62	856.0
2018-03-26 02:25:00	ES	Futures	2857.35	2859.8	2856.8	2859.8	1110.0
2018-03-26 02:30:00	ES	Futures	2859.8	2860.08	2858.44	2859.26	1647.0
2018-03-26 02:35:00	ES	Futures	2858.98	2860.9	2857.62	2860.9	2163.0
2018-03-26 02:40:00	ES	Futures	2860.62	2861.44	2858.98	2861.17	1699.0
2018-03-26 02:45:00	ES	Futures	2861.17	2864.72	2860.9	2864.17	4511.0
2018-03-26 02:50:00	ES	Futures	2864.44	2864.72	2862.53	2862.81	1688.0
2018-03-26 02:55:00	ES	Futures	2862.81	2864.72	2862.81	2864.17	2273.0
2018-03-26 03:00:00	ES	Futures	2863.9	2864.17	2861.17	2862.81	3334.0
2018-03-26 03:05:00	ES	Futures	2862.81	2863.9	2861.71	2862.81	2405.0
2018-03-26 03:10:00	ES	Futures	2862.81	2863.9	2861.71	2862.81	3036.0
2018-03-26 03:15:00	ES	Futures	2863.08	2863.9	2861.17	2863.62	2032.0
2018-03-26 03:20:00	ES	Futures	2863.62	2864.99	2863.08	2864.17	1902.0
2018-03-26 03:25:00	ES	Futures	2863.9	2864.17	2860.35	2860.62	2189.0
2018-03-26 03:30:00	ES	Futures	2860.62	2863.62	2860.35	2863.35	2726.0
2018-03-26 03:35:00	ES	Futures	2863.08	2863.9	2862.26	2863.08	1871.0
2018-03-26 03:40:00	ES	Futures	2863.08	2867.44	2861.44	2866.35	4571.0
2018-03-26 03:45:00	ES	Futures	2866.63	2866.9	2865.26	2866.35	1942.0
2018-03-26 03:50:00	ES	Futures	2866.35	2866.63	2864.72	2864.99	2287.0
2018-03-26 03:55:00	ES	Futures	2865.26	2865.81	2863.9	2865.53	979.0
2018-03-26 04:00:00	ES	Futures	2865.53	2866.63	2864.72	2865.81	2333.0
2018-03-26 04:05:00	ES	Futures	2865.81	2867.72	2865.81	2867.17	1538.0

> showing 50 of 16,094 rows — these rows as CSV

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