PREVIEW / futures_5min / 2018-04-20

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-20.parquet
  size:    223 KB
  rows:    13,187

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
2018-04-20 00:00:00	ES	Futures	2940.86	2941.68	2940.58	2941.4	197.0
2018-04-20 00:05:00	ES	Futures	2941.4	2941.95	2941.13	2941.68	96.0
2018-04-20 00:10:00	ES	Futures	2941.68	2941.95	2941.68	2941.68	127.0
2018-04-20 00:15:00	ES	Futures	2941.68	2941.95	2941.68	2941.68	67.0
2018-04-20 00:20:00	ES	Futures	2941.68	2942.22	2941.4	2941.68	155.0
2018-04-20 00:25:00	ES	Futures	2941.95	2942.22	2941.4	2942.22	104.0
2018-04-20 00:30:00	ES	Futures	2941.95	2942.77	2941.95	2942.49	162.0
2018-04-20 00:35:00	ES	Futures	2942.77	2942.77	2942.22	2942.49	94.0
2018-04-20 00:40:00	ES	Futures	2942.22	2942.77	2942.22	2942.22	96.0
2018-04-20 00:45:00	ES	Futures	2942.22	2942.77	2942.22	2942.77	225.0
2018-04-20 00:50:00	ES	Futures	2942.77	2943.04	2942.22	2942.77	175.0
2018-04-20 00:55:00	ES	Futures	2942.77	2943.31	2942.77	2943.31	242.0
2018-04-20 01:00:00	ES	Futures	2943.59	2943.59	2942.49	2942.49	356.0
2018-04-20 01:05:00	ES	Futures	2942.22	2942.49	2941.13	2941.4	408.0
2018-04-20 01:10:00	ES	Futures	2941.13	2941.4	2940.31	2940.58	478.0
2018-04-20 01:15:00	ES	Futures	2940.86	2941.13	2940.04	2940.31	362.0
2018-04-20 01:20:00	ES	Futures	2940.31	2941.4	2940.04	2941.4	418.0
2018-04-20 01:25:00	ES	Futures	2941.13	2941.13	2940.31	2940.58	148.0
2018-04-20 01:30:00	ES	Futures	2940.58	2941.13	2940.31	2941.13	146.0
2018-04-20 01:35:00	ES	Futures	2941.13	2941.4	2940.86	2940.86	232.0
2018-04-20 01:40:00	ES	Futures	2940.86	2940.86	2940.58	2940.58	46.0
2018-04-20 01:45:00	ES	Futures	2940.86	2941.68	2940.58	2941.4	262.0
2018-04-20 01:50:00	ES	Futures	2941.4	2941.4	2940.58	2940.86	148.0
2018-04-20 01:55:00	ES	Futures	2940.86	2940.86	2939.49	2940.04	523.0
2018-04-20 02:00:00	ES	Futures	2940.04	2940.86	2938.95	2938.95	756.0
2018-04-20 02:05:00	ES	Futures	2938.95	2939.49	2937.58	2937.58	829.0
2018-04-20 02:10:00	ES	Futures	2937.58	2938.95	2937.58	2938.67	560.0
2018-04-20 02:15:00	ES	Futures	2938.67	2938.67	2937.58	2937.86	381.0
2018-04-20 02:20:00	ES	Futures	2937.86	2938.13	2937.04	2937.31	496.0
2018-04-20 02:25:00	ES	Futures	2937.58	2938.13	2937.31	2937.86	337.0
2018-04-20 02:30:00	ES	Futures	2937.58	2938.95	2937.31	2938.67	601.0
2018-04-20 02:35:00	ES	Futures	2938.4	2939.22	2938.13	2938.95	306.0
2018-04-20 02:40:00	ES	Futures	2938.95	2939.22	2938.4	2938.67	586.0
2018-04-20 02:45:00	ES	Futures	2938.95	2938.95	2937.04	2937.58	486.0
2018-04-20 02:50:00	ES	Futures	2937.58	2938.4	2937.04	2937.31	434.0
2018-04-20 02:55:00	ES	Futures	2937.58	2938.4	2937.31	2937.86	254.0
2018-04-20 03:00:00	ES	Futures	2938.13	2938.4	2937.04	2938.13	920.0
2018-04-20 03:05:00	ES	Futures	2938.13	2938.95	2935.67	2935.67	1304.0
2018-04-20 03:10:00	ES	Futures	2935.67	2936.22	2934.03	2934.85	2261.0
2018-04-20 03:15:00	ES	Futures	2935.13	2935.67	2934.85	2935.13	1511.0
2018-04-20 03:20:00	ES	Futures	2935.4	2935.67	2934.85	2935.4	674.0
2018-04-20 03:25:00	ES	Futures	2935.13	2935.13	2933.49	2933.76	1308.0
2018-04-20 03:30:00	ES	Futures	2933.76	2933.76	2932.94	2933.22	1084.0
2018-04-20 03:35:00	ES	Futures	2932.94	2932.94	2929.94	2931.03	2490.0
2018-04-20 03:40:00	ES	Futures	2931.03	2931.03	2929.12	2929.39	1588.0
2018-04-20 03:45:00	ES	Futures	2929.39	2931.58	2929.39	2931.03	1371.0
2018-04-20 03:50:00	ES	Futures	2931.31	2931.31	2928.58	2929.39	1835.0
2018-04-20 03:55:00	ES	Futures	2929.12	2931.03	2929.12	2930.76	1654.0
2018-04-20 04:00:00	ES	Futures	2930.76	2933.49	2930.76	2932.67	1859.0
2018-04-20 04:05:00	ES	Futures	2932.94	2935.67	2932.94	2935.67	3419.0

> showing 50 of 13,187 rows — these rows as CSV

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