PREVIEW / futures_5min / 2018-04-06

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-06.parquet
  size:    233 KB
  rows:    13,530

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
2018-04-06 00:00:00	ES	Futures	2873.45	2875.36	2873.45	2875.09	272.0
2018-04-06 00:05:00	ES	Futures	2874.81	2877.54	2873.18	2877.27	1342.0
2018-04-06 00:10:00	ES	Futures	2877.27	2877.27	2876.18	2876.45	702.0
2018-04-06 00:15:00	ES	Futures	2876.45	2877.82	2876.45	2876.72	277.0
2018-04-06 00:20:00	ES	Futures	2876.72	2877.27	2875.9	2876.72	431.0
2018-04-06 00:25:00	ES	Futures	2877.0	2878.36	2876.18	2878.09	453.0
2018-04-06 00:30:00	ES	Futures	2877.82	2878.63	2877.82	2878.63	300.0
2018-04-06 00:35:00	ES	Futures	2878.36	2878.91	2878.36	2878.63	551.0
2018-04-06 00:40:00	ES	Futures	2878.63	2878.91	2877.82	2877.82	171.0
2018-04-06 00:45:00	ES	Futures	2877.82	2878.91	2877.0	2878.36	650.0
2018-04-06 00:50:00	ES	Futures	2878.09	2878.36	2876.45	2877.27	725.0
2018-04-06 00:55:00	ES	Futures	2877.27	2877.27	2876.45	2876.45	272.0
2018-04-06 01:00:00	ES	Futures	2876.72	2879.45	2876.45	2877.0	836.0
2018-04-06 01:05:00	ES	Futures	2877.0	2878.09	2876.45	2876.72	473.0
2018-04-06 01:10:00	ES	Futures	2877.0	2878.36	2876.72	2877.82	277.0
2018-04-06 01:15:00	ES	Futures	2877.82	2878.36	2874.81	2875.9	1041.0
2018-04-06 01:20:00	ES	Futures	2876.18	2876.45	2873.99	2875.09	865.0
2018-04-06 01:25:00	ES	Futures	2875.09	2875.36	2873.45	2874.27	663.0
2018-04-06 01:30:00	ES	Futures	2873.99	2873.99	2870.72	2871.27	1531.0
2018-04-06 01:35:00	ES	Futures	2871.27	2872.36	2870.72	2872.36	993.0
2018-04-06 01:40:00	ES	Futures	2872.08	2873.18	2871.81	2872.9	344.0
2018-04-06 01:45:00	ES	Futures	2872.9	2875.36	2872.08	2872.9	1012.0
2018-04-06 01:50:00	ES	Futures	2873.18	2874.27	2872.9	2873.18	1875.0
2018-04-06 01:55:00	ES	Futures	2873.18	2876.72	2872.9	2876.45	1515.0
2018-04-06 02:00:00	ES	Futures	2876.18	2876.72	2874.81	2876.72	1447.0
2018-04-06 02:05:00	ES	Futures	2876.72	2877.27	2874.81	2874.81	975.0
2018-04-06 02:10:00	ES	Futures	2874.81	2877.27	2873.18	2876.72	1344.0
2018-04-06 02:15:00	ES	Futures	2876.72	2880.0	2876.45	2878.63	2168.0
2018-04-06 02:20:00	ES	Futures	2878.63	2879.73	2876.18	2879.45	1976.0
2018-04-06 02:25:00	ES	Futures	2879.45	2881.09	2877.27	2878.63	2642.0
2018-04-06 02:30:00	ES	Futures	2878.91	2880.82	2878.91	2880.27	1422.0
2018-04-06 02:35:00	ES	Futures	2880.0	2881.09	2879.18	2880.54	1178.0
2018-04-06 02:40:00	ES	Futures	2880.54	2883.55	2879.18	2883.27	2208.0
2018-04-06 02:45:00	ES	Futures	2883.27	2884.64	2882.45	2883.55	2409.0
2018-04-06 02:50:00	ES	Futures	2883.82	2883.82	2882.73	2883.55	800.0
2018-04-06 02:55:00	ES	Futures	2883.55	2884.64	2883.0	2884.09	1135.0
2018-04-06 03:00:00	ES	Futures	2884.09	2884.64	2881.09	2883.82	2594.0
2018-04-06 03:05:00	ES	Futures	2883.55	2886.82	2882.73	2883.27	3106.0
2018-04-06 03:10:00	ES	Futures	2883.55	2884.64	2881.64	2883.82	1576.0
2018-04-06 03:15:00	ES	Futures	2883.82	2883.82	2881.91	2882.45	1960.0
2018-04-06 03:20:00	ES	Futures	2882.73	2886.0	2881.91	2884.91	1906.0
2018-04-06 03:25:00	ES	Futures	2884.91	2885.73	2884.09	2884.64	1795.0
2018-04-06 03:30:00	ES	Futures	2884.64	2884.64	2883.0	2883.55	1138.0
2018-04-06 03:35:00	ES	Futures	2883.55	2886.0	2882.45	2884.37	2438.0
2018-04-06 03:40:00	ES	Futures	2884.37	2885.73	2884.09	2884.91	583.0
2018-04-06 03:45:00	ES	Futures	2884.91	2884.91	2882.73	2883.27	973.0
2018-04-06 03:50:00	ES	Futures	2883.27	2883.82	2881.36	2881.91	1627.0
2018-04-06 03:55:00	ES	Futures	2881.64	2882.73	2881.09	2881.91	1177.0
2018-04-06 04:00:00	ES	Futures	2882.18	2883.55	2881.36	2882.73	2024.0
2018-04-06 04:05:00	ES	Futures	2882.45	2883.0	2879.73	2880.82	1748.0

> showing 50 of 13,530 rows — these rows as CSV

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