PREVIEW / futures_5min / 2018-03-27

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-27.parquet
  size:    273 KB
  rows:    16,141

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
2018-03-27 00:00:00	ES	Futures	2915.75	2916.57	2915.48	2916.02	456.0
2018-03-27 00:05:00	ES	Futures	2915.75	2916.57	2915.75	2916.3	293.0
2018-03-27 00:10:00	ES	Futures	2916.57	2918.21	2916.3	2916.3	1111.0
2018-03-27 00:15:00	ES	Futures	2916.3	2916.3	2915.75	2916.3	312.0
2018-03-27 00:20:00	ES	Futures	2916.3	2916.3	2915.2	2915.48	216.0
2018-03-27 00:25:00	ES	Futures	2915.48	2915.75	2914.66	2914.66	303.0
2018-03-27 00:30:00	ES	Futures	2914.93	2914.93	2913.02	2913.29	524.0
2018-03-27 00:35:00	ES	Futures	2913.29	2914.39	2912.75	2914.11	412.0
2018-03-27 00:40:00	ES	Futures	2914.11	2914.39	2913.02	2913.02	163.0
2018-03-27 00:45:00	ES	Futures	2913.02	2915.2	2913.02	2915.2	149.0
2018-03-27 00:50:00	ES	Futures	2914.93	2915.75	2914.39	2914.39	239.0
2018-03-27 00:55:00	ES	Futures	2914.39	2914.66	2913.02	2913.57	279.0
2018-03-27 01:00:00	ES	Futures	2913.57	2913.57	2912.2	2912.47	545.0
2018-03-27 01:05:00	ES	Futures	2912.47	2913.57	2912.2	2913.57	261.0
2018-03-27 01:10:00	ES	Futures	2913.29	2914.11	2913.02	2913.57	279.0
2018-03-27 01:15:00	ES	Futures	2913.84	2914.66	2913.29	2914.66	153.0
2018-03-27 01:20:00	ES	Futures	2914.66	2914.93	2914.11	2914.66	397.0
2018-03-27 01:25:00	ES	Futures	2914.39	2915.2	2914.11	2915.2	494.0
2018-03-27 01:30:00	ES	Futures	2915.2	2916.84	2915.2	2916.3	467.0
2018-03-27 01:35:00	ES	Futures	2916.3	2916.57	2915.2	2915.48	237.0
2018-03-27 01:40:00	ES	Futures	2915.75	2917.39	2915.75	2917.11	362.0
2018-03-27 01:45:00	ES	Futures	2916.84	2917.66	2916.3	2916.57	441.0
2018-03-27 01:50:00	ES	Futures	2916.57	2916.57	2914.93	2916.02	505.0
2018-03-27 01:55:00	ES	Futures	2916.02	2916.84	2915.2	2916.57	870.0
2018-03-27 02:00:00	ES	Futures	2916.57	2917.11	2914.66	2915.48	1920.0
2018-03-27 02:05:00	ES	Futures	2915.48	2916.3	2914.66	2916.02	667.0
2018-03-27 02:10:00	ES	Futures	2916.02	2916.3	2914.66	2915.2	635.0
2018-03-27 02:15:00	ES	Futures	2915.2	2916.57	2915.2	2915.48	691.0
2018-03-27 02:20:00	ES	Futures	2915.48	2916.57	2914.66	2916.02	497.0
2018-03-27 02:25:00	ES	Futures	2916.02	2916.57	2915.75	2916.3	594.0
2018-03-27 02:30:00	ES	Futures	2916.02	2916.3	2915.48	2916.3	852.0
2018-03-27 02:35:00	ES	Futures	2916.3	2920.12	2916.02	2920.12	3478.0
2018-03-27 02:40:00	ES	Futures	2920.12	2921.21	2919.57	2920.12	2170.0
2018-03-27 02:45:00	ES	Futures	2920.12	2921.75	2919.3	2921.75	1639.0
2018-03-27 02:50:00	ES	Futures	2921.75	2922.03	2920.93	2922.03	1507.0
2018-03-27 02:55:00	ES	Futures	2922.03	2922.85	2920.39	2922.03	1834.0
2018-03-27 03:00:00	ES	Futures	2922.03	2922.3	2919.3	2919.84	2601.0
2018-03-27 03:05:00	ES	Futures	2920.12	2922.57	2919.57	2921.48	2252.0
2018-03-27 03:10:00	ES	Futures	2921.48	2923.12	2921.48	2923.12	1679.0
2018-03-27 03:15:00	ES	Futures	2923.12	2923.94	2921.48	2922.3	3090.0
2018-03-27 03:20:00	ES	Futures	2922.03	2922.3	2920.39	2920.66	2072.0
2018-03-27 03:25:00	ES	Futures	2920.66	2921.21	2919.3	2920.66	1955.0
2018-03-27 03:30:00	ES	Futures	2920.39	2920.93	2917.39	2919.57	2642.0
2018-03-27 03:35:00	ES	Futures	2919.57	2919.84	2917.66	2919.3	1843.0
2018-03-27 03:40:00	ES	Futures	2919.3	2919.84	2917.66	2917.66	1171.0
2018-03-27 03:45:00	ES	Futures	2917.66	2918.48	2916.02	2916.57	2176.0
2018-03-27 03:50:00	ES	Futures	2916.57	2917.93	2915.48	2917.93	1815.0
2018-03-27 03:55:00	ES	Futures	2917.93	2918.21	2917.11	2917.93	1054.0
2018-03-27 04:00:00	ES	Futures	2917.93	2917.93	2915.2	2915.2	2003.0
2018-03-27 04:05:00	ES	Futures	2915.48	2917.11	2914.66	2914.93	2261.0

> showing 50 of 16,141 rows — these rows as CSV

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