PREVIEW / futures_5min / 2018-04-05

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-05.parquet
  size:    264 KB
  rows:    16,377

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
2018-04-05 00:00:00	ES	Futures	2902.1	2902.65	2902.1	2902.38	361.0
2018-04-05 00:05:00	ES	Futures	2902.38	2902.65	2901.56	2902.38	317.0
2018-04-05 00:10:00	ES	Futures	2902.1	2902.38	2901.29	2901.29	238.0
2018-04-05 00:15:00	ES	Futures	2901.29	2902.65	2901.29	2902.38	327.0
2018-04-05 00:20:00	ES	Futures	2902.38	2903.74	2902.38	2903.74	1199.0
2018-04-05 00:25:00	ES	Futures	2903.47	2903.74	2903.2	2903.47	246.0
2018-04-05 00:30:00	ES	Futures	2903.47	2903.74	2902.92	2902.92	319.0
2018-04-05 00:35:00	ES	Futures	2902.92	2903.2	2902.1	2902.38	274.0
2018-04-05 00:40:00	ES	Futures	2902.38	2903.47	2902.38	2903.47	264.0
2018-04-05 00:45:00	ES	Futures	2903.2	2903.74	2902.1	2902.1	405.0
2018-04-05 00:50:00	ES	Futures	2902.1	2902.92	2902.1	2902.92	204.0
2018-04-05 00:55:00	ES	Futures	2902.92	2903.74	2902.92	2903.2	369.0
2018-04-05 01:00:00	ES	Futures	2903.2	2903.47	2902.38	2902.65	423.0
2018-04-05 01:05:00	ES	Futures	2902.65	2902.92	2902.38	2902.65	181.0
2018-04-05 01:10:00	ES	Futures	2902.92	2902.92	2901.56	2901.56	204.0
2018-04-05 01:15:00	ES	Futures	2901.56	2902.1	2901.56	2901.56	342.0
2018-04-05 01:20:00	ES	Futures	2901.56	2902.1	2901.01	2901.29	310.0
2018-04-05 01:25:00	ES	Futures	2901.29	2902.38	2901.01	2902.1	307.0
2018-04-05 01:30:00	ES	Futures	2902.1	2902.65	2901.56	2902.38	172.0
2018-04-05 01:35:00	ES	Futures	2902.38	2902.65	2896.65	2898.01	2202.0
2018-04-05 01:40:00	ES	Futures	2897.74	2897.74	2896.37	2897.46	624.0
2018-04-05 01:45:00	ES	Futures	2897.46	2899.1	2897.46	2898.56	265.0
2018-04-05 01:50:00	ES	Futures	2898.83	2899.92	2898.28	2899.38	812.0
2018-04-05 01:55:00	ES	Futures	2899.38	2900.47	2898.56	2898.83	558.0
2018-04-05 02:00:00	ES	Futures	2898.83	2899.1	2896.37	2896.37	1631.0
2018-04-05 02:05:00	ES	Futures	2896.65	2899.92	2896.37	2898.83	1548.0
2018-04-05 02:10:00	ES	Futures	2898.83	2899.38	2896.92	2899.38	811.0
2018-04-05 02:15:00	ES	Futures	2899.1	2901.01	2898.56	2898.83	1150.0
2018-04-05 02:20:00	ES	Futures	2898.56	2900.74	2898.56	2900.47	888.0
2018-04-05 02:25:00	ES	Futures	2900.19	2902.65	2899.65	2902.1	1124.0
2018-04-05 02:30:00	ES	Futures	2901.83	2902.92	2899.65	2902.65	868.0
2018-04-05 02:35:00	ES	Futures	2902.38	2903.74	2902.38	2903.2	1669.0
2018-04-05 02:40:00	ES	Futures	2903.2	2903.2	2901.56	2902.65	832.0
2018-04-05 02:45:00	ES	Futures	2902.38	2902.65	2901.01	2901.83	1195.0
2018-04-05 02:50:00	ES	Futures	2902.1	2904.83	2902.1	2904.29	1228.0
2018-04-05 02:55:00	ES	Futures	2904.29	2904.56	2902.65	2902.65	714.0
2018-04-05 03:00:00	ES	Futures	2902.65	2902.92	2899.65	2900.74	3469.0
2018-04-05 03:05:00	ES	Futures	2900.74	2904.83	2900.19	2903.2	4037.0
2018-04-05 03:10:00	ES	Futures	2903.2	2904.56	2902.38	2904.01	2551.0
2018-04-05 03:15:00	ES	Futures	2904.29	2904.83	2903.2	2904.56	2173.0
2018-04-05 03:20:00	ES	Futures	2904.29	2911.38	2904.29	2908.11	9187.0
2018-04-05 03:25:00	ES	Futures	2908.11	2908.38	2906.47	2907.02	1267.0
2018-04-05 03:30:00	ES	Futures	2906.74	2910.29	2906.74	2910.02	2801.0
2018-04-05 03:35:00	ES	Futures	2910.02	2910.84	2907.29	2907.29	1638.0
2018-04-05 03:40:00	ES	Futures	2907.29	2909.47	2907.29	2908.38	1924.0
2018-04-05 03:45:00	ES	Futures	2908.38	2910.84	2907.84	2909.47	2010.0
2018-04-05 03:50:00	ES	Futures	2909.47	2910.56	2908.38	2910.29	2250.0
2018-04-05 03:55:00	ES	Futures	2910.56	2910.56	2906.2	2907.02	2379.0
2018-04-05 04:00:00	ES	Futures	2907.02	2907.84	2905.11	2905.65	2263.0
2018-04-05 04:05:00	ES	Futures	2905.92	2906.2	2904.56	2904.83	1341.0

> showing 50 of 16,377 rows — these rows as CSV

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