PREVIEW / futures_5min / 2018-04-04

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-04.parquet
  size:    291 KB
  rows:    16,499

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
2018-04-04 00:00:00	ES	Futures	2843.97	2845.07	2843.43	2845.07	548.0
2018-04-04 00:05:00	ES	Futures	2845.07	2845.07	2844.52	2845.07	177.0
2018-04-04 00:10:00	ES	Futures	2845.07	2845.07	2843.97	2844.25	222.0
2018-04-04 00:15:00	ES	Futures	2844.25	2844.79	2844.25	2844.52	85.0
2018-04-04 00:20:00	ES	Futures	2844.52	2844.79	2843.97	2844.25	102.0
2018-04-04 00:25:00	ES	Futures	2844.25	2844.52	2843.97	2844.52	99.0
2018-04-04 00:30:00	ES	Futures	2844.52	2845.34	2844.52	2845.07	266.0
2018-04-04 00:35:00	ES	Futures	2845.34	2845.89	2845.07	2845.07	270.0
2018-04-04 00:40:00	ES	Futures	2845.07	2845.89	2844.79	2845.61	139.0
2018-04-04 00:45:00	ES	Futures	2845.61	2845.61	2844.79	2844.79	91.0
2018-04-04 00:50:00	ES	Futures	2845.07	2845.61	2844.79	2845.34	78.0
2018-04-04 00:55:00	ES	Futures	2845.61	2846.43	2845.61	2846.16	272.0
2018-04-04 01:00:00	ES	Futures	2846.16	2846.43	2845.34	2845.61	371.0
2018-04-04 01:05:00	ES	Futures	2845.61	2845.89	2844.52	2844.52	321.0
2018-04-04 01:10:00	ES	Futures	2844.52	2845.61	2844.25	2845.34	481.0
2018-04-04 01:15:00	ES	Futures	2845.61	2845.89	2844.25	2844.52	239.0
2018-04-04 01:20:00	ES	Futures	2844.25	2844.52	2843.7	2843.7	400.0
2018-04-04 01:25:00	ES	Futures	2843.97	2844.25	2842.61	2842.61	497.0
2018-04-04 01:30:00	ES	Futures	2842.88	2842.88	2839.88	2840.43	1893.0
2018-04-04 01:35:00	ES	Futures	2840.7	2842.06	2840.43	2841.79	691.0
2018-04-04 01:40:00	ES	Futures	2841.52	2843.7	2841.52	2843.43	696.0
2018-04-04 01:45:00	ES	Futures	2843.16	2843.7	2842.06	2842.34	325.0
2018-04-04 01:50:00	ES	Futures	2842.34	2844.25	2842.34	2843.7	595.0
2018-04-04 01:55:00	ES	Futures	2843.97	2844.79	2843.16	2843.43	582.0
2018-04-04 02:00:00	ES	Futures	2843.43	2844.25	2841.79	2843.97	875.0
2018-04-04 02:05:00	ES	Futures	2843.7	2844.25	2843.43	2844.25	958.0
2018-04-04 02:10:00	ES	Futures	2844.25	2844.79	2842.88	2843.43	681.0
2018-04-04 02:15:00	ES	Futures	2843.43	2843.7	2841.52	2842.34	1085.0
2018-04-04 02:20:00	ES	Futures	2842.61	2842.88	2841.79	2842.06	475.0
2018-04-04 02:25:00	ES	Futures	2842.06	2842.61	2841.79	2842.06	825.0
2018-04-04 02:30:00	ES	Futures	2842.34	2842.34	2840.15	2840.43	974.0
2018-04-04 02:35:00	ES	Futures	2840.7	2841.79	2839.88	2840.15	998.0
2018-04-04 02:40:00	ES	Futures	2839.88	2841.52	2839.88	2841.25	1348.0
2018-04-04 02:45:00	ES	Futures	2841.25	2841.79	2839.61	2840.15	994.0
2018-04-04 02:50:00	ES	Futures	2839.88	2840.97	2838.52	2840.15	1534.0
2018-04-04 02:55:00	ES	Futures	2839.88	2840.15	2838.79	2839.88	620.0
2018-04-04 03:00:00	ES	Futures	2839.88	2841.52	2838.52	2839.34	2414.0
2018-04-04 03:05:00	ES	Futures	2839.34	2839.34	2836.06	2838.52	4266.0
2018-04-04 03:10:00	ES	Futures	2838.24	2838.52	2837.15	2837.42	1404.0
2018-04-04 03:15:00	ES	Futures	2837.15	2837.7	2835.24	2835.24	2315.0
2018-04-04 03:20:00	ES	Futures	2835.24	2836.88	2834.97	2835.24	1936.0
2018-04-04 03:25:00	ES	Futures	2835.24	2836.06	2833.88	2835.24	1488.0
2018-04-04 03:30:00	ES	Futures	2835.24	2836.06	2834.97	2835.79	1154.0
2018-04-04 03:35:00	ES	Futures	2835.79	2836.88	2835.24	2835.79	1365.0
2018-04-04 03:40:00	ES	Futures	2836.06	2836.33	2831.42	2831.97	3843.0
2018-04-04 03:45:00	ES	Futures	2831.97	2833.88	2827.87	2828.15	5817.0
2018-04-04 03:50:00	ES	Futures	2828.42	2830.06	2822.42	2822.69	9006.0
2018-04-04 03:55:00	ES	Futures	2822.42	2824.6	2820.23	2822.42	6072.0
2018-04-04 04:00:00	ES	Futures	2822.69	2823.78	2818.59	2819.41	4946.0
2018-04-04 04:05:00	ES	Futures	2819.41	2820.78	2813.95	2815.32	8995.0

> showing 50 of 16,499 rows — these rows as CSV

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