PREVIEW / futures_5min / 2018-04-09

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-09.parquet
  size:    262 KB
  rows:    16,344

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
2018-04-09 00:00:00	ES	Futures	2863.9	2864.44	2863.9	2864.17	162.0
2018-04-09 00:05:00	ES	Futures	2863.9	2864.72	2863.62	2863.9	214.0
2018-04-09 00:10:00	ES	Futures	2863.9	2864.44	2863.9	2864.17	110.0
2018-04-09 00:15:00	ES	Futures	2864.17	2864.17	2862.53	2863.08	370.0
2018-04-09 00:20:00	ES	Futures	2863.35	2864.17	2863.35	2863.9	235.0
2018-04-09 00:25:00	ES	Futures	2863.62	2863.9	2862.81	2863.08	250.0
2018-04-09 00:30:00	ES	Futures	2863.08	2863.35	2862.53	2862.81	204.0
2018-04-09 00:35:00	ES	Futures	2862.81	2863.35	2862.53	2863.08	204.0
2018-04-09 00:40:00	ES	Futures	2862.81	2863.08	2862.53	2862.53	113.0
2018-04-09 00:45:00	ES	Futures	2862.53	2862.81	2861.71	2861.99	392.0
2018-04-09 00:50:00	ES	Futures	2861.99	2862.53	2861.71	2862.53	170.0
2018-04-09 00:55:00	ES	Futures	2862.53	2862.81	2862.26	2862.53	390.0
2018-04-09 01:00:00	ES	Futures	2862.53	2862.53	2861.17	2862.26	398.0
2018-04-09 01:05:00	ES	Futures	2862.26	2863.62	2862.26	2862.53	319.0
2018-04-09 01:10:00	ES	Futures	2862.53	2862.81	2861.99	2862.26	142.0
2018-04-09 01:15:00	ES	Futures	2862.26	2862.26	2860.9	2861.44	249.0
2018-04-09 01:20:00	ES	Futures	2861.17	2861.44	2860.35	2860.9	298.0
2018-04-09 01:25:00	ES	Futures	2860.9	2861.44	2859.53	2860.35	543.0
2018-04-09 01:30:00	ES	Futures	2860.62	2861.71	2859.8	2860.9	336.0
2018-04-09 01:35:00	ES	Futures	2860.9	2861.17	2859.53	2860.62	423.0
2018-04-09 01:40:00	ES	Futures	2860.62	2861.71	2860.08	2861.71	363.0
2018-04-09 01:45:00	ES	Futures	2861.71	2862.81	2861.71	2862.26	450.0
2018-04-09 01:50:00	ES	Futures	2862.26	2862.53	2861.17	2861.71	586.0
2018-04-09 01:55:00	ES	Futures	2861.71	2861.71	2859.53	2859.8	799.0
2018-04-09 02:00:00	ES	Futures	2859.53	2862.81	2859.53	2861.17	1009.0
2018-04-09 02:05:00	ES	Futures	2861.17	2862.81	2860.9	2862.26	841.0
2018-04-09 02:10:00	ES	Futures	2862.26	2862.26	2861.44	2861.44	671.0
2018-04-09 02:15:00	ES	Futures	2861.71	2866.08	2861.71	2864.44	2539.0
2018-04-09 02:20:00	ES	Futures	2864.44	2865.81	2863.08	2863.62	1282.0
2018-04-09 02:25:00	ES	Futures	2863.62	2866.35	2863.62	2864.44	1593.0
2018-04-09 02:30:00	ES	Futures	2864.72	2865.81	2864.44	2865.26	423.0
2018-04-09 02:35:00	ES	Futures	2864.99	2864.99	2863.62	2864.44	480.0
2018-04-09 02:40:00	ES	Futures	2864.17	2864.72	2862.81	2863.62	708.0
2018-04-09 02:45:00	ES	Futures	2863.62	2864.99	2863.35	2864.44	835.0
2018-04-09 02:50:00	ES	Futures	2864.44	2864.99	2863.9	2864.44	358.0
2018-04-09 02:55:00	ES	Futures	2864.44	2866.08	2864.17	2865.53	847.0
2018-04-09 03:00:00	ES	Futures	2865.26	2866.08	2861.44	2862.53	6679.0
2018-04-09 03:05:00	ES	Futures	2862.53	2863.62	2858.71	2859.53	3123.0
2018-04-09 03:10:00	ES	Futures	2859.53	2859.53	2854.89	2856.26	4298.0
2018-04-09 03:15:00	ES	Futures	2856.53	2858.71	2855.98	2856.8	1872.0
2018-04-09 03:20:00	ES	Futures	2856.8	2861.99	2856.8	2860.08	2914.0
2018-04-09 03:25:00	ES	Futures	2859.8	2863.08	2859.8	2862.53	2259.0
2018-04-09 03:30:00	ES	Futures	2862.26	2865.26	2862.26	2864.99	2381.0
2018-04-09 03:35:00	ES	Futures	2865.26	2865.53	2863.35	2864.44	2210.0
2018-04-09 03:40:00	ES	Futures	2864.44	2864.44	2863.08	2863.08	1307.0
2018-04-09 03:45:00	ES	Futures	2863.35	2863.9	2861.71	2862.81	1166.0
2018-04-09 03:50:00	ES	Futures	2863.08	2864.17	2862.81	2863.62	762.0
2018-04-09 03:55:00	ES	Futures	2863.62	2864.44	2863.35	2863.35	564.0
2018-04-09 04:00:00	ES	Futures	2863.35	2864.72	2862.53	2862.81	914.0
2018-04-09 04:05:00	ES	Futures	2862.81	2863.35	2861.99	2862.81	789.0

> showing 50 of 16,344 rows — these rows as CSV

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