PREVIEW / futures_5min / 2018-04-24

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-24.parquet
  size:    261 KB
  rows:    15,832

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
2018-04-24 00:00:00	ES	Futures	2922.85	2923.94	2922.85	2923.39	317.0
2018-04-24 00:05:00	ES	Futures	2923.39	2923.39	2922.57	2922.85	171.0
2018-04-24 00:10:00	ES	Futures	2923.12	2923.39	2922.57	2922.57	229.0
2018-04-24 00:15:00	ES	Futures	2922.85	2923.12	2922.57	2922.85	93.0
2018-04-24 00:20:00	ES	Futures	2922.85	2923.12	2922.85	2923.12	66.0
2018-04-24 00:25:00	ES	Futures	2923.12	2923.12	2922.57	2922.85	173.0
2018-04-24 00:30:00	ES	Futures	2922.85	2923.12	2922.3	2922.57	140.0
2018-04-24 00:35:00	ES	Futures	2922.57	2922.57	2922.3	2922.57	94.0
2018-04-24 00:40:00	ES	Futures	2922.3	2922.85	2922.3	2922.85	72.0
2018-04-24 00:45:00	ES	Futures	2922.85	2922.85	2922.57	2922.85	132.0
2018-04-24 00:50:00	ES	Futures	2922.85	2923.12	2922.57	2922.85	257.0
2018-04-24 00:55:00	ES	Futures	2922.57	2922.85	2922.57	2922.57	47.0
2018-04-24 01:00:00	ES	Futures	2922.57	2922.85	2922.57	2922.57	71.0
2018-04-24 01:05:00	ES	Futures	2922.85	2922.85	2922.3	2922.3	97.0
2018-04-24 01:10:00	ES	Futures	2922.3	2923.12	2922.3	2922.85	250.0
2018-04-24 01:15:00	ES	Futures	2922.85	2923.12	2922.57	2922.85	109.0
2018-04-24 01:20:00	ES	Futures	2922.85	2923.66	2922.85	2923.39	153.0
2018-04-24 01:25:00	ES	Futures	2923.39	2923.94	2923.12	2923.12	166.0
2018-04-24 01:30:00	ES	Futures	2923.39	2923.94	2923.12	2923.94	398.0
2018-04-24 01:35:00	ES	Futures	2923.94	2924.21	2923.66	2923.94	149.0
2018-04-24 01:40:00	ES	Futures	2923.94	2925.03	2923.94	2924.76	377.0
2018-04-24 01:45:00	ES	Futures	2924.48	2925.3	2924.48	2924.76	360.0
2018-04-24 01:50:00	ES	Futures	2925.03	2925.3	2924.76	2925.03	303.0
2018-04-24 01:55:00	ES	Futures	2925.03	2925.03	2923.66	2923.66	591.0
2018-04-24 02:00:00	ES	Futures	2923.66	2924.48	2922.85	2923.94	917.0
2018-04-24 02:05:00	ES	Futures	2923.94	2923.94	2922.85	2923.12	629.0
2018-04-24 02:10:00	ES	Futures	2923.12	2923.12	2922.03	2922.3	820.0
2018-04-24 02:15:00	ES	Futures	2922.3	2922.85	2922.03	2922.03	589.0
2018-04-24 02:20:00	ES	Futures	2922.03	2922.85	2922.03	2922.3	133.0
2018-04-24 02:25:00	ES	Futures	2922.57	2922.85	2922.3	2922.85	147.0
2018-04-24 02:30:00	ES	Futures	2922.57	2922.57	2921.21	2921.48	1184.0
2018-04-24 02:35:00	ES	Futures	2921.48	2922.03	2920.93	2921.75	366.0
2018-04-24 02:40:00	ES	Futures	2921.75	2921.75	2921.21	2921.48	185.0
2018-04-24 02:45:00	ES	Futures	2921.21	2921.75	2921.21	2921.21	280.0
2018-04-24 02:50:00	ES	Futures	2921.21	2921.48	2920.93	2921.21	423.0
2018-04-24 02:55:00	ES	Futures	2921.21	2921.75	2920.93	2921.21	477.0
2018-04-24 03:00:00	ES	Futures	2921.48	2922.03	2920.12	2920.39	1483.0
2018-04-24 03:05:00	ES	Futures	2920.12	2920.12	2919.3	2919.57	875.0
2018-04-24 03:10:00	ES	Futures	2919.84	2920.66	2919.02	2920.39	1154.0
2018-04-24 03:15:00	ES	Futures	2920.39	2922.85	2920.12	2922.57	1342.0
2018-04-24 03:20:00	ES	Futures	2922.85	2923.39	2922.57	2923.12	1029.0
2018-04-24 03:25:00	ES	Futures	2923.12	2923.94	2922.57	2922.85	878.0
2018-04-24 03:30:00	ES	Futures	2922.85	2923.66	2921.75	2922.3	593.0
2018-04-24 03:35:00	ES	Futures	2922.3	2923.12	2922.03	2922.3	569.0
2018-04-24 03:40:00	ES	Futures	2922.3	2923.12	2921.75	2922.85	498.0
2018-04-24 03:45:00	ES	Futures	2922.85	2923.94	2922.57	2923.94	597.0
2018-04-24 03:50:00	ES	Futures	2923.94	2925.3	2923.12	2924.76	1379.0
2018-04-24 03:55:00	ES	Futures	2924.48	2925.57	2924.48	2925.03	1199.0
2018-04-24 04:00:00	ES	Futures	2925.03	2925.57	2923.94	2924.21	1789.0
2018-04-24 04:05:00	ES	Futures	2924.21	2925.3	2923.94	2925.3	992.0

> showing 50 of 15,832 rows — these rows as CSV

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