PREVIEW / futures_5min / 2018-04-17

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-17.parquet
  size:    247 KB
  rows:    15,851

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
2018-04-17 00:00:00	ES	Futures	2935.94	2935.94	2935.4	2935.4	169.0
2018-04-17 00:05:00	ES	Futures	2935.13	2935.67	2935.13	2935.13	319.0
2018-04-17 00:10:00	ES	Futures	2935.13	2935.67	2935.13	2935.4	197.0
2018-04-17 00:15:00	ES	Futures	2935.13	2935.4	2935.13	2935.13	129.0
2018-04-17 00:20:00	ES	Futures	2935.13	2935.94	2935.13	2935.67	195.0
2018-04-17 00:25:00	ES	Futures	2935.94	2935.94	2935.4	2935.67	240.0
2018-04-17 00:30:00	ES	Futures	2935.67	2935.67	2935.13	2935.4	117.0
2018-04-17 00:35:00	ES	Futures	2935.4	2935.67	2935.13	2935.67	192.0
2018-04-17 00:40:00	ES	Futures	2935.4	2935.94	2935.4	2935.67	175.0
2018-04-17 00:45:00	ES	Futures	2935.67	2935.94	2935.67	2935.94	148.0
2018-04-17 00:50:00	ES	Futures	2935.67	2935.94	2935.4	2935.94	519.0
2018-04-17 00:55:00	ES	Futures	2935.94	2939.22	2935.4	2939.22	2651.0
2018-04-17 01:00:00	ES	Futures	2939.22	2939.49	2938.67	2938.67	683.0
2018-04-17 01:05:00	ES	Futures	2938.67	2939.49	2937.86	2938.4	1051.0
2018-04-17 01:10:00	ES	Futures	2938.67	2938.67	2937.31	2937.31	458.0
2018-04-17 01:15:00	ES	Futures	2937.58	2937.58	2936.76	2937.58	319.0
2018-04-17 01:20:00	ES	Futures	2937.58	2938.13	2937.31	2937.31	278.0
2018-04-17 01:25:00	ES	Futures	2937.58	2937.58	2937.04	2937.31	265.0
2018-04-17 01:30:00	ES	Futures	2937.31	2937.86	2937.04	2937.31	355.0
2018-04-17 01:35:00	ES	Futures	2937.04	2938.13	2937.04	2937.86	545.0
2018-04-17 01:40:00	ES	Futures	2937.86	2939.77	2937.58	2939.49	841.0
2018-04-17 01:45:00	ES	Futures	2939.49	2939.77	2938.95	2939.49	409.0
2018-04-17 01:50:00	ES	Futures	2939.49	2939.77	2938.95	2938.95	674.0
2018-04-17 01:55:00	ES	Futures	2938.95	2940.04	2938.95	2939.77	619.0
2018-04-17 02:00:00	ES	Futures	2939.77	2940.04	2939.22	2939.49	555.0
2018-04-17 02:05:00	ES	Futures	2939.49	2940.58	2939.49	2940.31	1233.0
2018-04-17 02:10:00	ES	Futures	2940.04	2940.31	2938.95	2939.49	960.0
2018-04-17 02:15:00	ES	Futures	2939.49	2940.04	2938.95	2940.04	752.0
2018-04-17 02:20:00	ES	Futures	2940.04	2941.4	2939.77	2940.86	1349.0
2018-04-17 02:25:00	ES	Futures	2940.86	2943.04	2940.86	2942.49	3011.0
2018-04-17 02:30:00	ES	Futures	2942.22	2942.77	2941.68	2941.95	1069.0
2018-04-17 02:35:00	ES	Futures	2941.95	2942.49	2941.4	2942.22	479.0
2018-04-17 02:40:00	ES	Futures	2941.95	2942.22	2940.86	2940.86	649.0
2018-04-17 02:45:00	ES	Futures	2941.13	2941.13	2939.49	2939.77	1606.0
2018-04-17 02:50:00	ES	Futures	2940.04	2940.58	2939.49	2940.04	652.0
2018-04-17 02:55:00	ES	Futures	2940.04	2940.31	2939.77	2940.31	622.0
2018-04-17 03:00:00	ES	Futures	2940.04	2940.86	2938.4	2938.67	2024.0
2018-04-17 03:05:00	ES	Futures	2938.4	2938.95	2937.58	2938.67	1550.0
2018-04-17 03:10:00	ES	Futures	2938.4	2939.49	2938.13	2938.13	1236.0
2018-04-17 03:15:00	ES	Futures	2937.86	2938.13	2936.76	2937.31	1528.0
2018-04-17 03:20:00	ES	Futures	2937.04	2937.58	2935.67	2936.76	1604.0
2018-04-17 03:25:00	ES	Futures	2936.76	2937.58	2935.94	2936.49	1606.0
2018-04-17 03:30:00	ES	Futures	2936.49	2937.31	2935.67	2936.49	1019.0
2018-04-17 03:35:00	ES	Futures	2936.76	2937.58	2936.49	2937.31	1196.0
2018-04-17 03:40:00	ES	Futures	2937.31	2938.67	2937.31	2938.4	784.0
2018-04-17 03:45:00	ES	Futures	2938.4	2939.22	2938.13	2938.67	601.0
2018-04-17 03:50:00	ES	Futures	2938.4	2939.49	2938.4	2939.22	837.0
2018-04-17 03:55:00	ES	Futures	2938.95	2940.58	2938.95	2939.49	1100.0
2018-04-17 04:00:00	ES	Futures	2939.49	2940.04	2938.13	2938.67	1294.0
2018-04-17 04:05:00	ES	Futures	2938.4	2939.22	2937.58	2937.86	802.0

> showing 50 of 15,851 rows — these rows as CSV

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