PREVIEW / futures_5min / 2018-04-13

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-13.parquet
  size:    205 KB
  rows:    13,000

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
2018-04-13 00:00:00	ES	Futures	2899.65	2899.92	2899.1	2899.38	123.0
2018-04-13 00:05:00	ES	Futures	2899.38	2900.19	2899.1	2899.65	185.0
2018-04-13 00:10:00	ES	Futures	2899.65	2900.19	2899.38	2899.92	211.0
2018-04-13 00:15:00	ES	Futures	2899.92	2900.19	2899.65	2900.19	83.0
2018-04-13 00:20:00	ES	Futures	2900.19	2900.19	2899.65	2899.65	94.0
2018-04-13 00:25:00	ES	Futures	2899.65	2899.92	2899.65	2899.92	94.0
2018-04-13 00:30:00	ES	Futures	2899.92	2900.47	2899.92	2900.47	75.0
2018-04-13 00:35:00	ES	Futures	2900.47	2900.47	2899.65	2899.92	88.0
2018-04-13 00:40:00	ES	Futures	2899.92	2900.19	2899.65	2900.19	103.0
2018-04-13 00:45:00	ES	Futures	2899.92	2901.01	2899.92	2900.74	212.0
2018-04-13 00:50:00	ES	Futures	2901.01	2901.01	2900.74	2901.01	150.0
2018-04-13 00:55:00	ES	Futures	2901.29	2901.83	2900.74	2901.01	267.0
2018-04-13 01:00:00	ES	Futures	2901.29	2902.1	2900.74	2900.74	273.0
2018-04-13 01:05:00	ES	Futures	2901.01	2902.1	2901.01	2901.83	153.0
2018-04-13 01:10:00	ES	Futures	2902.1	2903.74	2901.83	2903.74	815.0
2018-04-13 01:15:00	ES	Futures	2903.47	2903.74	2902.92	2902.92	366.0
2018-04-13 01:20:00	ES	Futures	2902.92	2903.74	2902.92	2903.47	336.0
2018-04-13 01:25:00	ES	Futures	2903.47	2903.74	2902.92	2902.92	251.0
2018-04-13 01:30:00	ES	Futures	2902.65	2903.47	2902.65	2902.92	193.0
2018-04-13 01:35:00	ES	Futures	2903.2	2904.83	2903.2	2904.56	922.0
2018-04-13 01:40:00	ES	Futures	2904.56	2904.83	2904.01	2904.29	288.0
2018-04-13 01:45:00	ES	Futures	2904.29	2904.29	2903.74	2904.29	210.0
2018-04-13 01:50:00	ES	Futures	2904.01	2904.83	2904.01	2904.56	267.0
2018-04-13 01:55:00	ES	Futures	2904.56	2904.83	2904.29	2904.56	362.0
2018-04-13 02:00:00	ES	Futures	2904.56	2906.74	2904.56	2905.38	1168.0
2018-04-13 02:05:00	ES	Futures	2905.38	2906.74	2905.11	2906.2	712.0
2018-04-13 02:10:00	ES	Futures	2906.2	2907.84	2905.92	2907.56	1165.0
2018-04-13 02:15:00	ES	Futures	2907.29	2908.11	2907.29	2908.11	833.0
2018-04-13 02:20:00	ES	Futures	2907.84	2908.11	2907.29	2907.56	613.0
2018-04-13 02:25:00	ES	Futures	2907.84	2908.38	2907.56	2908.11	509.0
2018-04-13 02:30:00	ES	Futures	2908.11	2908.38	2906.74	2907.02	764.0
2018-04-13 02:35:00	ES	Futures	2907.02	2907.84	2907.02	2907.02	270.0
2018-04-13 02:40:00	ES	Futures	2907.29	2908.93	2907.29	2908.93	518.0
2018-04-13 02:45:00	ES	Futures	2908.65	2910.29	2908.38	2910.29	1441.0
2018-04-13 02:50:00	ES	Futures	2910.02	2911.66	2909.2	2911.66	1727.0
2018-04-13 02:55:00	ES	Futures	2911.38	2912.47	2910.29	2911.93	1478.0
2018-04-13 03:00:00	ES	Futures	2912.2	2912.2	2908.93	2910.02	1701.0
2018-04-13 03:05:00	ES	Futures	2910.02	2910.29	2908.65	2909.2	632.0
2018-04-13 03:10:00	ES	Futures	2909.47	2909.75	2908.38	2909.2	569.0
2018-04-13 03:15:00	ES	Futures	2909.2	2910.29	2908.65	2909.2	955.0
2018-04-13 03:20:00	ES	Futures	2909.2	2909.75	2907.02	2907.02	894.0
2018-04-13 03:25:00	ES	Futures	2907.02	2908.11	2906.74	2907.29	800.0
2018-04-13 03:30:00	ES	Futures	2907.02	2907.84	2905.92	2906.47	1215.0
2018-04-13 03:35:00	ES	Futures	2906.2	2907.56	2906.2	2907.02	473.0
2018-04-13 03:40:00	ES	Futures	2907.29	2908.93	2906.74	2908.65	1226.0
2018-04-13 03:45:00	ES	Futures	2908.38	2908.93	2906.74	2908.11	1552.0
2018-04-13 03:50:00	ES	Futures	2908.11	2909.75	2907.84	2908.93	806.0
2018-04-13 03:55:00	ES	Futures	2909.2	2910.84	2908.93	2910.84	619.0
2018-04-13 04:00:00	ES	Futures	2910.56	2910.84	2908.93	2909.2	1298.0
2018-04-13 04:05:00	ES	Futures	2908.93	2910.29	2908.93	2910.02	784.0

> showing 50 of 13,000 rows — these rows as CSV

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