PREVIEW / futures_5min / 2018-04-03

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-03.parquet
  size:    261 KB
  rows:    16,297

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
2018-04-03 00:00:00	ES	Futures	2822.14	2822.42	2821.6	2822.14	203.0
2018-04-03 00:05:00	ES	Futures	2822.14	2822.69	2821.87	2821.87	179.0
2018-04-03 00:10:00	ES	Futures	2821.87	2822.69	2821.87	2821.87	282.0
2018-04-03 00:15:00	ES	Futures	2821.87	2821.87	2821.05	2821.87	261.0
2018-04-03 00:20:00	ES	Futures	2821.87	2822.14	2821.6	2821.6	234.0
2018-04-03 00:25:00	ES	Futures	2821.6	2822.42	2821.6	2822.42	550.0
2018-04-03 00:30:00	ES	Futures	2822.42	2822.69	2822.14	2822.14	215.0
2018-04-03 00:35:00	ES	Futures	2821.87	2822.14	2821.6	2821.6	162.0
2018-04-03 00:40:00	ES	Futures	2821.87	2822.42	2821.6	2822.14	291.0
2018-04-03 00:45:00	ES	Futures	2821.87	2822.42	2821.6	2821.87	107.0
2018-04-03 00:50:00	ES	Futures	2821.87	2822.69	2821.6	2822.42	203.0
2018-04-03 00:55:00	ES	Futures	2822.42	2822.69	2822.14	2822.42	157.0
2018-04-03 01:00:00	ES	Futures	2822.42	2823.23	2822.14	2822.42	723.0
2018-04-03 01:05:00	ES	Futures	2822.42	2822.42	2821.32	2821.32	373.0
2018-04-03 01:10:00	ES	Futures	2821.32	2821.87	2821.05	2821.32	318.0
2018-04-03 01:15:00	ES	Futures	2821.32	2821.6	2820.5	2820.5	391.0
2018-04-03 01:20:00	ES	Futures	2820.5	2820.78	2818.87	2818.87	1042.0
2018-04-03 01:25:00	ES	Futures	2818.87	2819.69	2817.78	2818.32	1023.0
2018-04-03 01:30:00	ES	Futures	2818.05	2818.32	2815.32	2816.14	2376.0
2018-04-03 01:35:00	ES	Futures	2816.14	2817.5	2816.14	2816.68	574.0
2018-04-03 01:40:00	ES	Futures	2816.68	2817.23	2815.87	2816.41	889.0
2018-04-03 01:45:00	ES	Futures	2816.41	2819.14	2816.14	2817.5	1547.0
2018-04-03 01:50:00	ES	Futures	2817.5	2817.78	2815.87	2816.14	1151.0
2018-04-03 01:55:00	ES	Futures	2816.14	2816.96	2815.59	2816.14	1123.0
2018-04-03 02:00:00	ES	Futures	2816.14	2819.14	2816.14	2818.87	1813.0
2018-04-03 02:05:00	ES	Futures	2818.87	2819.41	2817.5	2819.14	879.0
2018-04-03 02:10:00	ES	Futures	2819.14	2820.5	2818.05	2820.5	1283.0
2018-04-03 02:15:00	ES	Futures	2820.5	2821.32	2819.96	2820.78	1287.0
2018-04-03 02:20:00	ES	Futures	2820.78	2821.05	2818.87	2819.41	1764.0
2018-04-03 02:25:00	ES	Futures	2819.14	2821.32	2818.59	2821.32	1008.0
2018-04-03 02:30:00	ES	Futures	2821.32	2821.6	2820.23	2820.5	1502.0
2018-04-03 02:35:00	ES	Futures	2820.78	2821.6	2820.23	2821.05	945.0
2018-04-03 02:40:00	ES	Futures	2821.05	2822.42	2821.05	2821.87	807.0
2018-04-03 02:45:00	ES	Futures	2821.87	2823.51	2821.6	2822.69	1386.0
2018-04-03 02:50:00	ES	Futures	2822.69	2823.23	2821.87	2822.69	1290.0
2018-04-03 02:55:00	ES	Futures	2822.42	2822.96	2821.32	2822.69	1296.0
2018-04-03 03:00:00	ES	Futures	2822.96	2824.05	2821.87	2823.51	2124.0
2018-04-03 03:05:00	ES	Futures	2823.51	2825.96	2823.23	2825.14	5516.0
2018-04-03 03:10:00	ES	Futures	2825.42	2826.51	2824.87	2825.69	3096.0
2018-04-03 03:15:00	ES	Futures	2825.69	2825.69	2824.33	2824.87	1675.0
2018-04-03 03:20:00	ES	Futures	2824.6	2826.24	2824.6	2825.42	1682.0
2018-04-03 03:25:00	ES	Futures	2825.14	2826.24	2825.14	2825.42	932.0
2018-04-03 03:30:00	ES	Futures	2825.42	2825.69	2823.78	2825.42	1545.0
2018-04-03 03:35:00	ES	Futures	2825.14	2825.69	2824.6	2824.87	954.0
2018-04-03 03:40:00	ES	Futures	2825.14	2825.96	2824.05	2824.33	1029.0
2018-04-03 03:45:00	ES	Futures	2824.33	2824.6	2821.87	2822.69	1687.0
2018-04-03 03:50:00	ES	Futures	2822.69	2823.78	2822.69	2823.23	793.0
2018-04-03 03:55:00	ES	Futures	2822.96	2823.51	2821.87	2821.87	960.0
2018-04-03 04:00:00	ES	Futures	2821.87	2822.42	2820.23	2822.42	2696.0
2018-04-03 04:05:00	ES	Futures	2822.42	2823.23	2820.23	2822.42	2353.0

> showing 50 of 16,297 rows — these rows as CSV

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