PREVIEW / futures_5min / 2018-04-16

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-16.parquet
  size:    241 KB
  rows:    15,784

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
2018-04-16 00:00:00	ES	Futures	2908.38	2909.2	2908.38	2909.2	265.0
2018-04-16 00:05:00	ES	Futures	2909.2	2910.02	2909.2	2910.02	365.0
2018-04-16 00:10:00	ES	Futures	2909.75	2910.02	2909.47	2909.75	114.0
2018-04-16 00:15:00	ES	Futures	2910.02	2910.29	2909.75	2909.75	159.0
2018-04-16 00:20:00	ES	Futures	2909.75	2912.2	2909.75	2911.66	861.0
2018-04-16 00:25:00	ES	Futures	2911.66	2915.2	2911.66	2914.39	1871.0
2018-04-16 00:30:00	ES	Futures	2914.39	2914.93	2913.29	2913.29	308.0
2018-04-16 00:35:00	ES	Futures	2913.29	2913.84	2913.02	2913.57	257.0
2018-04-16 00:40:00	ES	Futures	2913.57	2913.84	2912.47	2912.75	203.0
2018-04-16 00:45:00	ES	Futures	2912.75	2913.57	2912.47	2913.29	414.0
2018-04-16 00:50:00	ES	Futures	2913.29	2913.57	2913.02	2913.57	84.0
2018-04-16 00:55:00	ES	Futures	2913.57	2914.11	2913.02	2913.84	232.0
2018-04-16 01:00:00	ES	Futures	2914.11	2914.11	2911.93	2911.93	431.0
2018-04-16 01:05:00	ES	Futures	2911.66	2913.84	2911.66	2913.57	467.0
2018-04-16 01:10:00	ES	Futures	2913.29	2913.57	2912.47	2912.47	238.0
2018-04-16 01:15:00	ES	Futures	2912.47	2913.02	2911.38	2911.38	436.0
2018-04-16 01:20:00	ES	Futures	2911.66	2912.47	2910.56	2911.66	467.0
2018-04-16 01:25:00	ES	Futures	2911.93	2912.2	2911.11	2911.11	294.0
2018-04-16 01:30:00	ES	Futures	2910.84	2911.38	2908.93	2909.2	738.0
2018-04-16 01:35:00	ES	Futures	2909.47	2911.11	2909.47	2910.56	416.0
2018-04-16 01:40:00	ES	Futures	2910.29	2911.11	2910.29	2910.84	162.0
2018-04-16 01:45:00	ES	Futures	2910.84	2911.11	2909.75	2910.84	572.0
2018-04-16 01:50:00	ES	Futures	2910.56	2911.11	2910.29	2910.56	297.0
2018-04-16 01:55:00	ES	Futures	2910.56	2912.2	2910.29	2911.38	513.0
2018-04-16 02:00:00	ES	Futures	2911.66	2913.02	2911.11	2912.47	674.0
2018-04-16 02:05:00	ES	Futures	2912.2	2913.29	2911.93	2913.02	762.0
2018-04-16 02:10:00	ES	Futures	2912.75	2913.02	2911.66	2911.66	388.0
2018-04-16 02:15:00	ES	Futures	2911.66	2912.2	2910.56	2910.84	591.0
2018-04-16 02:20:00	ES	Futures	2910.56	2911.93	2910.56	2911.11	572.0
2018-04-16 02:25:00	ES	Futures	2911.11	2911.66	2910.29	2911.38	872.0
2018-04-16 02:30:00	ES	Futures	2911.38	2913.29	2910.84	2912.2	1105.0
2018-04-16 02:35:00	ES	Futures	2912.2	2912.47	2911.11	2911.38	452.0
2018-04-16 02:40:00	ES	Futures	2911.38	2911.38	2909.75	2909.75	913.0
2018-04-16 02:45:00	ES	Futures	2909.75	2910.84	2908.93	2910.56	754.0
2018-04-16 02:50:00	ES	Futures	2910.56	2911.11	2910.02	2911.11	444.0
2018-04-16 02:55:00	ES	Futures	2910.84	2910.84	2907.84	2908.38	2656.0
2018-04-16 03:00:00	ES	Futures	2908.65	2909.75	2907.84	2908.65	2372.0
2018-04-16 03:05:00	ES	Futures	2908.65	2909.47	2907.56	2909.2	1154.0
2018-04-16 03:10:00	ES	Futures	2909.2	2909.2	2906.2	2906.74	2193.0
2018-04-16 03:15:00	ES	Futures	2906.47	2907.02	2904.56	2906.2	2007.0
2018-04-16 03:20:00	ES	Futures	2905.92	2907.02	2905.11	2907.02	1030.0
2018-04-16 03:25:00	ES	Futures	2907.02	2907.29	2906.47	2907.02	445.0
2018-04-16 03:30:00	ES	Futures	2907.02	2910.56	2907.02	2910.29	1840.0
2018-04-16 03:35:00	ES	Futures	2910.56	2911.11	2909.75	2909.75	1502.0
2018-04-16 03:40:00	ES	Futures	2910.02	2910.29	2908.93	2909.47	1277.0
2018-04-16 03:45:00	ES	Futures	2909.75	2910.84	2908.93	2910.84	610.0
2018-04-16 03:50:00	ES	Futures	2910.84	2911.11	2910.02	2911.11	728.0
2018-04-16 03:55:00	ES	Futures	2910.84	2911.38	2909.75	2910.29	789.0
2018-04-16 04:00:00	ES	Futures	2910.29	2912.75	2910.02	2912.2	1364.0
2018-04-16 04:05:00	ES	Futures	2912.2	2912.75	2911.38	2912.2	634.0

> showing 50 of 15,784 rows — these rows as CSV

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