PREVIEW / futures_5min / 2018-04-15

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-15.parquet
  size:    55 KB
  rows:    2,810

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
2018-04-15 18:00:00	ES	Futures	2918.21	2922.85	2916.57	2920.39	10702.0
2018-04-15 18:05:00	ES	Futures	2920.12	2920.93	2917.66	2919.3	1619.0
2018-04-15 18:10:00	ES	Futures	2919.02	2919.84	2917.11	2918.21	1270.0
2018-04-15 18:15:00	ES	Futures	2917.93	2921.21	2917.66	2919.84	2103.0
2018-04-15 18:20:00	ES	Futures	2919.57	2920.66	2919.3	2920.66	694.0
2018-04-15 18:25:00	ES	Futures	2920.39	2922.3	2920.12	2922.03	1195.0
2018-04-15 18:30:00	ES	Futures	2922.03	2922.3	2920.12	2920.39	658.0
2018-04-15 18:35:00	ES	Futures	2920.66	2921.48	2919.57	2920.66	553.0
2018-04-15 18:40:00	ES	Futures	2920.39	2920.66	2919.57	2919.57	159.0
2018-04-15 18:45:00	ES	Futures	2919.57	2920.12	2919.57	2919.84	218.0
2018-04-15 18:50:00	ES	Futures	2919.84	2920.12	2919.57	2919.84	411.0
2018-04-15 18:55:00	ES	Futures	2919.57	2920.66	2919.57	2919.84	444.0
2018-04-15 19:00:00	ES	Futures	2919.84	2920.93	2919.57	2920.66	457.0
2018-04-15 19:05:00	ES	Futures	2920.66	2920.93	2919.57	2919.57	462.0
2018-04-15 19:10:00	ES	Futures	2919.57	2920.12	2919.02	2919.02	708.0
2018-04-15 19:15:00	ES	Futures	2919.02	2919.57	2919.02	2919.02	328.0
2018-04-15 19:20:00	ES	Futures	2919.02	2919.02	2917.93	2918.48	1233.0
2018-04-15 19:25:00	ES	Futures	2918.48	2920.12	2917.93	2919.3	739.0
2018-04-15 19:30:00	ES	Futures	2919.3	2919.57	2918.75	2918.75	252.0
2018-04-15 19:35:00	ES	Futures	2918.75	2919.02	2917.93	2919.02	316.0
2018-04-15 19:40:00	ES	Futures	2918.75	2918.75	2918.21	2918.21	316.0
2018-04-15 19:45:00	ES	Futures	2918.21	2919.02	2918.21	2918.48	184.0
2018-04-15 19:50:00	ES	Futures	2918.48	2919.3	2918.21	2919.02	385.0
2018-04-15 19:55:00	ES	Futures	2918.75	2919.02	2918.75	2918.75	243.0
2018-04-15 20:00:00	ES	Futures	2918.75	2919.02	2917.93	2918.75	923.0
2018-04-15 20:05:00	ES	Futures	2918.48	2919.02	2917.93	2918.21	767.0
2018-04-15 20:10:00	ES	Futures	2918.21	2918.21	2915.2	2915.75	2083.0
2018-04-15 20:15:00	ES	Futures	2915.48	2916.84	2914.66	2914.93	1154.0
2018-04-15 20:20:00	ES	Futures	2914.93	2915.48	2914.66	2914.93	1083.0
2018-04-15 20:25:00	ES	Futures	2914.93	2915.48	2914.66	2915.48	990.0
2018-04-15 20:30:00	ES	Futures	2915.48	2916.02	2914.66	2915.2	804.0
2018-04-15 20:35:00	ES	Futures	2915.2	2915.48	2914.66	2915.48	469.0
2018-04-15 20:40:00	ES	Futures	2915.48	2917.66	2915.48	2917.39	1206.0
2018-04-15 20:45:00	ES	Futures	2917.39	2917.66	2916.57	2916.57	302.0
2018-04-15 20:50:00	ES	Futures	2916.84	2917.93	2916.3	2917.93	421.0
2018-04-15 20:55:00	ES	Futures	2917.93	2917.93	2917.11	2917.11	239.0
2018-04-15 21:00:00	ES	Futures	2917.11	2917.39	2916.3	2916.57	278.0
2018-04-15 21:05:00	ES	Futures	2916.57	2917.11	2916.02	2917.11	293.0
2018-04-15 21:10:00	ES	Futures	2916.84	2917.39	2916.57	2917.11	312.0
2018-04-15 21:15:00	ES	Futures	2917.11	2917.11	2915.48	2915.48	484.0
2018-04-15 21:20:00	ES	Futures	2915.2	2916.02	2914.66	2915.2	663.0
2018-04-15 21:25:00	ES	Futures	2915.2	2916.02	2914.93	2915.75	433.0
2018-04-15 21:30:00	ES	Futures	2915.75	2915.75	2913.29	2913.57	1643.0
2018-04-15 21:35:00	ES	Futures	2913.84	2914.39	2911.93	2912.2	1216.0
2018-04-15 21:40:00	ES	Futures	2911.93	2912.47	2910.84	2911.93	1810.0
2018-04-15 21:45:00	ES	Futures	2911.66	2913.02	2910.84	2911.93	919.0
2018-04-15 21:50:00	ES	Futures	2911.66	2913.57	2911.38	2913.02	829.0
2018-04-15 21:55:00	ES	Futures	2913.29	2913.57	2911.38	2911.93	976.0
2018-04-15 22:00:00	ES	Futures	2911.93	2913.84	2911.66	2913.57	389.0
2018-04-15 22:05:00	ES	Futures	2913.57	2913.57	2911.11	2911.11	705.0

> showing 50 of 2,810 rows — these rows as CSV

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