PREVIEW / futures_5min / 2018-04-23

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-23.parquet
  size:    258 KB
  rows:    15,701

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
2018-04-23 00:00:00	ES	Futures	2923.39	2924.48	2923.39	2923.94	201.0
2018-04-23 00:05:00	ES	Futures	2923.94	2925.3	2923.94	2925.3	547.0
2018-04-23 00:10:00	ES	Futures	2925.3	2925.85	2924.21	2924.21	636.0
2018-04-23 00:15:00	ES	Futures	2924.48	2924.48	2923.66	2924.21	153.0
2018-04-23 00:20:00	ES	Futures	2924.21	2925.03	2923.94	2924.76	310.0
2018-04-23 00:25:00	ES	Futures	2924.76	2925.03	2924.48	2924.76	80.0
2018-04-23 00:30:00	ES	Futures	2925.03	2925.03	2924.48	2924.48	109.0
2018-04-23 00:35:00	ES	Futures	2924.76	2925.03	2924.48	2924.76	85.0
2018-04-23 00:40:00	ES	Futures	2924.76	2925.03	2924.76	2924.76	33.0
2018-04-23 00:45:00	ES	Futures	2925.03	2925.3	2924.76	2924.76	150.0
2018-04-23 00:50:00	ES	Futures	2924.76	2925.3	2924.48	2925.3	195.0
2018-04-23 00:55:00	ES	Futures	2925.3	2926.39	2925.3	2926.12	1168.0
2018-04-23 01:00:00	ES	Futures	2926.12	2926.67	2925.57	2926.39	609.0
2018-04-23 01:05:00	ES	Futures	2926.39	2926.39	2925.3	2925.3	641.0
2018-04-23 01:10:00	ES	Futures	2925.3	2925.57	2925.03	2925.03	131.0
2018-04-23 01:15:00	ES	Futures	2925.03	2925.57	2925.03	2925.03	256.0
2018-04-23 01:20:00	ES	Futures	2925.03	2925.03	2924.76	2925.03	144.0
2018-04-23 01:25:00	ES	Futures	2924.76	2925.03	2923.94	2924.21	445.0
2018-04-23 01:30:00	ES	Futures	2924.21	2924.76	2924.21	2924.76	324.0
2018-04-23 01:35:00	ES	Futures	2924.76	2924.76	2924.48	2924.48	61.0
2018-04-23 01:40:00	ES	Futures	2924.48	2925.03	2924.48	2924.76	81.0
2018-04-23 01:45:00	ES	Futures	2925.03	2925.3	2924.76	2924.76	216.0
2018-04-23 01:50:00	ES	Futures	2924.76	2925.03	2924.21	2924.76	292.0
2018-04-23 01:55:00	ES	Futures	2925.03	2925.03	2923.66	2923.66	347.0
2018-04-23 02:00:00	ES	Futures	2923.94	2923.94	2923.12	2923.39	764.0
2018-04-23 02:05:00	ES	Futures	2923.39	2923.66	2922.3	2922.85	509.0
2018-04-23 02:10:00	ES	Futures	2923.12	2923.12	2921.75	2922.57	563.0
2018-04-23 02:15:00	ES	Futures	2922.3	2922.57	2920.93	2921.21	425.0
2018-04-23 02:20:00	ES	Futures	2921.21	2921.48	2920.12	2921.21	676.0
2018-04-23 02:25:00	ES	Futures	2921.21	2921.48	2919.84	2920.39	565.0
2018-04-23 02:30:00	ES	Futures	2920.39	2920.39	2919.02	2919.57	795.0
2018-04-23 02:35:00	ES	Futures	2919.84	2920.12	2919.02	2919.57	664.0
2018-04-23 02:40:00	ES	Futures	2919.57	2920.93	2919.57	2920.93	842.0
2018-04-23 02:45:00	ES	Futures	2920.93	2921.21	2920.39	2920.39	312.0
2018-04-23 02:50:00	ES	Futures	2920.66	2920.93	2919.57	2919.57	974.0
2018-04-23 02:55:00	ES	Futures	2919.84	2920.39	2919.02	2920.12	437.0
2018-04-23 03:00:00	ES	Futures	2920.12	2920.93	2918.21	2918.75	1802.0
2018-04-23 03:05:00	ES	Futures	2919.02	2919.84	2917.39	2917.66	1308.0
2018-04-23 03:10:00	ES	Futures	2917.66	2919.3	2917.39	2917.93	975.0
2018-04-23 03:15:00	ES	Futures	2918.21	2918.21	2916.02	2916.84	2490.0
2018-04-23 03:20:00	ES	Futures	2916.84	2917.39	2913.84	2914.11	3435.0
2018-04-23 03:25:00	ES	Futures	2914.11	2914.66	2913.29	2913.84	2151.0
2018-04-23 03:30:00	ES	Futures	2913.84	2915.2	2913.29	2913.29	1324.0
2018-04-23 03:35:00	ES	Futures	2913.57	2914.39	2913.02	2913.29	1088.0
2018-04-23 03:40:00	ES	Futures	2913.02	2914.66	2913.02	2913.84	1118.0
2018-04-23 03:45:00	ES	Futures	2913.84	2915.48	2913.57	2914.66	1032.0
2018-04-23 03:50:00	ES	Futures	2914.66	2915.75	2914.66	2915.2	641.0
2018-04-23 03:55:00	ES	Futures	2915.2	2915.2	2913.84	2914.66	681.0
2018-04-23 04:00:00	ES	Futures	2914.66	2915.2	2914.11	2914.93	1000.0
2018-04-23 04:05:00	ES	Futures	2914.66	2915.75	2913.02	2913.29	1689.0

> showing 50 of 15,701 rows — these rows as CSV

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