PREVIEW / futures_5min / 2018-04-02

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-02.parquet
  size:    214 KB
  rows:    12,744

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
2018-04-02 00:00:00	ES	Futures	2879.45	2880.0	2878.63	2878.63	430.0
2018-04-02 00:05:00	ES	Futures	2878.91	2878.91	2877.54	2878.09	458.0
2018-04-02 00:10:00	ES	Futures	2878.09	2878.09	2875.9	2877.0	554.0
2018-04-02 00:15:00	ES	Futures	2877.0	2879.18	2877.0	2878.63	320.0
2018-04-02 00:20:00	ES	Futures	2878.63	2878.91	2877.54	2878.91	289.0
2018-04-02 00:25:00	ES	Futures	2878.91	2879.18	2877.54	2878.36	246.0
2018-04-02 00:30:00	ES	Futures	2878.63	2879.73	2878.36	2878.63	347.0
2018-04-02 00:35:00	ES	Futures	2878.63	2878.63	2877.27	2878.09	446.0
2018-04-02 00:40:00	ES	Futures	2878.09	2878.63	2878.09	2878.36	184.0
2018-04-02 00:45:00	ES	Futures	2878.36	2879.45	2878.09	2878.36	278.0
2018-04-02 00:50:00	ES	Futures	2878.63	2879.18	2878.63	2879.18	56.0
2018-04-02 00:55:00	ES	Futures	2879.18	2879.45	2878.63	2879.18	249.0
2018-04-02 01:00:00	ES	Futures	2879.18	2879.45	2878.63	2879.18	184.0
2018-04-02 01:05:00	ES	Futures	2879.45	2880.27	2879.18	2880.27	181.0
2018-04-02 01:10:00	ES	Futures	2880.0	2881.64	2879.73	2880.54	659.0
2018-04-02 01:15:00	ES	Futures	2880.27	2880.54	2880.0	2880.0	99.0
2018-04-02 01:20:00	ES	Futures	2879.73	2880.54	2879.73	2880.54	209.0
2018-04-02 01:25:00	ES	Futures	2880.54	2880.82	2880.27	2880.54	86.0
2018-04-02 01:30:00	ES	Futures	2880.54	2880.82	2880.27	2880.54	85.0
2018-04-02 01:35:00	ES	Futures	2880.54	2881.36	2880.54	2880.54	255.0
2018-04-02 01:40:00	ES	Futures	2880.82	2880.82	2879.18	2879.73	550.0
2018-04-02 01:45:00	ES	Futures	2879.73	2879.73	2878.09	2878.09	422.0
2018-04-02 01:50:00	ES	Futures	2878.09	2878.36	2877.27	2877.54	240.0
2018-04-02 01:55:00	ES	Futures	2877.27	2877.54	2876.45	2877.27	429.0
2018-04-02 02:00:00	ES	Futures	2877.0	2877.27	2875.9	2875.9	389.0
2018-04-02 02:05:00	ES	Futures	2875.9	2877.27	2875.9	2876.72	798.0
2018-04-02 02:10:00	ES	Futures	2876.72	2877.0	2875.63	2876.72	411.0
2018-04-02 02:15:00	ES	Futures	2877.0	2877.27	2875.9	2876.72	267.0
2018-04-02 02:20:00	ES	Futures	2876.72	2877.54	2876.45	2877.0	140.0
2018-04-02 02:25:00	ES	Futures	2876.72	2877.27	2876.45	2876.72	82.0
2018-04-02 02:30:00	ES	Futures	2877.0	2877.0	2876.18	2876.18	94.0
2018-04-02 02:35:00	ES	Futures	2876.18	2877.0	2876.18	2876.72	104.0
2018-04-02 02:40:00	ES	Futures	2876.72	2877.0	2876.18	2876.45	74.0
2018-04-02 02:45:00	ES	Futures	2876.45	2876.72	2875.63	2875.63	197.0
2018-04-02 02:50:00	ES	Futures	2875.63	2875.63	2874.54	2875.09	527.0
2018-04-02 02:55:00	ES	Futures	2875.09	2875.36	2873.45	2874.81	662.0
2018-04-02 03:00:00	ES	Futures	2874.54	2876.72	2874.27	2876.72	495.0
2018-04-02 03:05:00	ES	Futures	2876.72	2876.72	2875.9	2876.18	192.0
2018-04-02 03:10:00	ES	Futures	2876.45	2876.72	2874.81	2875.09	187.0
2018-04-02 03:15:00	ES	Futures	2875.09	2875.36	2874.27	2875.36	225.0
2018-04-02 03:20:00	ES	Futures	2875.36	2875.36	2873.99	2873.99	199.0
2018-04-02 03:25:00	ES	Futures	2874.27	2874.81	2873.18	2873.18	257.0
2018-04-02 03:30:00	ES	Futures	2873.45	2874.81	2873.45	2874.54	342.0
2018-04-02 03:35:00	ES	Futures	2874.54	2875.9	2874.54	2875.63	227.0
2018-04-02 03:40:00	ES	Futures	2875.36	2875.63	2875.09	2875.36	217.0
2018-04-02 03:45:00	ES	Futures	2875.09	2876.18	2874.54	2876.18	236.0
2018-04-02 03:50:00	ES	Futures	2876.18	2877.0	2875.63	2876.18	396.0
2018-04-02 03:55:00	ES	Futures	2876.18	2877.0	2876.18	2876.72	186.0
2018-04-02 04:00:00	ES	Futures	2877.0	2877.0	2875.63	2876.18	421.0
2018-04-02 04:05:00	ES	Futures	2876.18	2876.72	2875.9	2876.18	214.0

> showing 50 of 12,744 rows — these rows as CSV

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