PREVIEW / futures_5min / 2018-03-29

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-29.parquet
  size:    231 KB
  rows:    13,390

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
2018-03-29 00:00:00	ES	Futures	2844.25	2845.61	2844.25	2844.52	475.0
2018-03-29 00:05:00	ES	Futures	2844.52	2844.52	2843.43	2844.25	417.0
2018-03-29 00:10:00	ES	Futures	2843.97	2843.97	2842.34	2842.61	367.0
2018-03-29 00:15:00	ES	Futures	2842.88	2844.25	2842.61	2843.7	259.0
2018-03-29 00:20:00	ES	Futures	2843.7	2844.52	2843.7	2843.97	194.0
2018-03-29 00:25:00	ES	Futures	2843.97	2844.25	2843.43	2843.43	103.0
2018-03-29 00:30:00	ES	Futures	2843.43	2843.97	2842.61	2842.61	313.0
2018-03-29 00:35:00	ES	Futures	2842.88	2844.52	2842.88	2843.43	194.0
2018-03-29 00:40:00	ES	Futures	2843.43	2843.97	2843.43	2843.7	117.0
2018-03-29 00:45:00	ES	Futures	2843.7	2843.97	2842.61	2842.88	315.0
2018-03-29 00:50:00	ES	Futures	2842.61	2843.43	2841.52	2842.06	347.0
2018-03-29 00:55:00	ES	Futures	2842.06	2842.88	2841.25	2841.79	215.0
2018-03-29 01:00:00	ES	Futures	2841.79	2842.06	2840.97	2841.52	370.0
2018-03-29 01:05:00	ES	Futures	2841.79	2843.16	2840.97	2843.16	474.0
2018-03-29 01:10:00	ES	Futures	2843.16	2843.43	2842.06	2842.06	252.0
2018-03-29 01:15:00	ES	Futures	2842.06	2842.61	2841.79	2842.06	228.0
2018-03-29 01:20:00	ES	Futures	2842.06	2842.88	2840.97	2841.25	287.0
2018-03-29 01:25:00	ES	Futures	2841.25	2841.25	2839.88	2840.7	436.0
2018-03-29 01:30:00	ES	Futures	2840.97	2843.7	2840.7	2843.43	463.0
2018-03-29 01:35:00	ES	Futures	2843.43	2846.43	2843.16	2846.16	912.0
2018-03-29 01:40:00	ES	Futures	2846.16	2847.8	2845.61	2847.52	1086.0
2018-03-29 01:45:00	ES	Futures	2847.25	2848.61	2847.25	2847.8	925.0
2018-03-29 01:50:00	ES	Futures	2847.8	2848.34	2846.16	2846.43	526.0
2018-03-29 01:55:00	ES	Futures	2846.16	2849.16	2845.89	2848.61	1188.0
2018-03-29 02:00:00	ES	Futures	2848.61	2848.89	2845.34	2845.34	1249.0
2018-03-29 02:05:00	ES	Futures	2845.61	2848.34	2845.61	2847.25	870.0
2018-03-29 02:10:00	ES	Futures	2847.25	2848.89	2846.43	2848.89	964.0
2018-03-29 02:15:00	ES	Futures	2848.89	2850.25	2848.34	2849.71	2205.0
2018-03-29 02:20:00	ES	Futures	2849.71	2849.71	2847.8	2848.89	745.0
2018-03-29 02:25:00	ES	Futures	2848.89	2849.16	2847.8	2848.89	601.0
2018-03-29 02:30:00	ES	Futures	2848.89	2851.34	2848.89	2850.25	1639.0
2018-03-29 02:35:00	ES	Futures	2850.25	2852.71	2849.98	2852.43	1513.0
2018-03-29 02:40:00	ES	Futures	2852.16	2853.53	2851.07	2851.89	1463.0
2018-03-29 02:45:00	ES	Futures	2851.89	2853.53	2851.07	2853.25	1106.0
2018-03-29 02:50:00	ES	Futures	2852.98	2853.25	2852.43	2852.98	948.0
2018-03-29 02:55:00	ES	Futures	2852.98	2853.8	2852.16	2853.8	1154.0
2018-03-29 03:00:00	ES	Futures	2853.53	2853.53	2849.16	2850.8	3281.0
2018-03-29 03:05:00	ES	Futures	2850.8	2851.89	2848.61	2849.71	3117.0
2018-03-29 03:10:00	ES	Futures	2849.71	2851.07	2848.89	2850.8	1515.0
2018-03-29 03:15:00	ES	Futures	2851.07	2851.07	2847.52	2849.16	1385.0
2018-03-29 03:20:00	ES	Futures	2848.89	2848.89	2846.98	2847.52	1207.0
2018-03-29 03:25:00	ES	Futures	2847.52	2849.98	2845.89	2849.98	1786.0
2018-03-29 03:30:00	ES	Futures	2849.71	2849.71	2847.52	2849.43	1075.0
2018-03-29 03:35:00	ES	Futures	2849.43	2851.89	2848.61	2850.8	1896.0
2018-03-29 03:40:00	ES	Futures	2851.07	2851.34	2850.25	2850.52	1086.0
2018-03-29 03:45:00	ES	Futures	2850.52	2851.89	2849.16	2851.89	1191.0
2018-03-29 03:50:00	ES	Futures	2852.16	2853.25	2851.34	2852.16	1398.0
2018-03-29 03:55:00	ES	Futures	2852.16	2853.8	2851.34	2852.16	1501.0
2018-03-29 04:00:00	ES	Futures	2851.89	2852.16	2848.89	2849.71	1207.0
2018-03-29 04:05:00	ES	Futures	2849.43	2851.07	2848.61	2849.98	671.0

> showing 50 of 13,390 rows — these rows as CSV

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