PREVIEW / futures_5min / 2018-04-18

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-18.parquet
  size:    248 KB
  rows:    15,872

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
2018-04-18 00:00:00	ES	Futures	2960.23	2960.78	2960.23	2960.51	146.0
2018-04-18 00:05:00	ES	Futures	2960.51	2960.51	2960.23	2960.51	102.0
2018-04-18 00:10:00	ES	Futures	2960.23	2960.51	2959.96	2960.23	84.0
2018-04-18 00:15:00	ES	Futures	2960.23	2960.51	2959.96	2960.23	135.0
2018-04-18 00:20:00	ES	Futures	2960.23	2960.51	2959.96	2959.96	65.0
2018-04-18 00:25:00	ES	Futures	2959.96	2960.23	2959.96	2959.96	121.0
2018-04-18 00:30:00	ES	Futures	2960.23	2960.51	2959.96	2960.23	167.0
2018-04-18 00:35:00	ES	Futures	2960.23	2960.23	2959.96	2960.23	74.0
2018-04-18 00:40:00	ES	Futures	2960.23	2960.23	2959.96	2959.96	40.0
2018-04-18 00:45:00	ES	Futures	2959.96	2960.51	2959.96	2960.51	100.0
2018-04-18 00:50:00	ES	Futures	2960.51	2960.78	2960.23	2960.51	195.0
2018-04-18 00:55:00	ES	Futures	2960.51	2960.78	2960.51	2960.51	126.0
2018-04-18 01:00:00	ES	Futures	2960.51	2960.78	2960.23	2960.78	200.0
2018-04-18 01:05:00	ES	Futures	2960.78	2961.05	2960.51	2960.51	175.0
2018-04-18 01:10:00	ES	Futures	2960.51	2961.6	2960.51	2961.33	359.0
2018-04-18 01:15:00	ES	Futures	2961.33	2962.96	2961.33	2962.42	1230.0
2018-04-18 01:20:00	ES	Futures	2962.42	2962.42	2961.6	2961.87	252.0
2018-04-18 01:25:00	ES	Futures	2961.87	2962.14	2960.78	2961.05	592.0
2018-04-18 01:30:00	ES	Futures	2961.33	2962.42	2961.05	2961.33	430.0
2018-04-18 01:35:00	ES	Futures	2961.05	2961.87	2960.78	2961.6	710.0
2018-04-18 01:40:00	ES	Futures	2961.6	2962.14	2961.33	2961.6	338.0
2018-04-18 01:45:00	ES	Futures	2961.6	2962.14	2961.33	2961.6	245.0
2018-04-18 01:50:00	ES	Futures	2961.87	2961.87	2960.23	2960.78	544.0
2018-04-18 01:55:00	ES	Futures	2960.78	2960.78	2959.96	2960.23	562.0
2018-04-18 02:00:00	ES	Futures	2960.23	2960.51	2959.14	2959.96	857.0
2018-04-18 02:05:00	ES	Futures	2960.23	2960.51	2960.23	2960.51	290.0
2018-04-18 02:10:00	ES	Futures	2960.23	2961.05	2959.96	2961.05	197.0
2018-04-18 02:15:00	ES	Futures	2961.05	2961.05	2960.23	2960.23	351.0
2018-04-18 02:20:00	ES	Futures	2960.23	2960.51	2958.87	2959.41	512.0
2018-04-18 02:25:00	ES	Futures	2959.14	2959.69	2958.87	2959.41	296.0
2018-04-18 02:30:00	ES	Futures	2959.41	2959.41	2958.32	2958.87	652.0
2018-04-18 02:35:00	ES	Futures	2958.87	2959.41	2958.6	2959.14	287.0
2018-04-18 02:40:00	ES	Futures	2958.87	2960.23	2958.87	2959.69	349.0
2018-04-18 02:45:00	ES	Futures	2959.41	2959.41	2957.78	2958.32	323.0
2018-04-18 02:50:00	ES	Futures	2958.6	2958.87	2958.05	2958.6	294.0
2018-04-18 02:55:00	ES	Futures	2958.6	2958.6	2956.96	2956.96	593.0
2018-04-18 03:00:00	ES	Futures	2956.96	2959.41	2956.69	2958.87	1542.0
2018-04-18 03:05:00	ES	Futures	2958.87	2959.69	2958.05	2958.05	737.0
2018-04-18 03:10:00	ES	Futures	2958.32	2958.6	2956.96	2957.5	1146.0
2018-04-18 03:15:00	ES	Futures	2957.5	2958.32	2956.96	2958.05	719.0
2018-04-18 03:20:00	ES	Futures	2957.78	2958.32	2957.78	2958.32	265.0
2018-04-18 03:25:00	ES	Futures	2958.05	2958.87	2957.5	2958.6	843.0
2018-04-18 03:30:00	ES	Futures	2958.87	2959.69	2958.6	2959.41	758.0
2018-04-18 03:35:00	ES	Futures	2959.41	2959.96	2959.14	2959.69	513.0
2018-04-18 03:40:00	ES	Futures	2959.69	2960.78	2959.41	2960.23	825.0
2018-04-18 03:45:00	ES	Futures	2959.96	2960.23	2959.41	2960.23	506.0
2018-04-18 03:50:00	ES	Futures	2960.23	2960.78	2959.41	2959.96	1003.0
2018-04-18 03:55:00	ES	Futures	2959.96	2959.96	2959.69	2959.96	340.0
2018-04-18 04:00:00	ES	Futures	2959.96	2961.05	2959.69	2960.78	611.0
2018-04-18 04:05:00	ES	Futures	2961.05	2961.6	2960.78	2961.05	869.0

> showing 50 of 15,872 rows — these rows as CSV

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