PREVIEW / futures_5min / 2018-04-25

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-25.parquet
  size:    253 KB
  rows:    15,905

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
2018-04-25 00:00:00	ES	Futures	2873.72	2873.99	2873.45	2873.72	188.0
2018-04-25 00:05:00	ES	Futures	2873.72	2873.99	2873.18	2873.72	273.0
2018-04-25 00:10:00	ES	Futures	2873.99	2874.27	2873.72	2874.27	390.0
2018-04-25 00:15:00	ES	Futures	2874.27	2874.54	2873.45	2873.45	332.0
2018-04-25 00:20:00	ES	Futures	2873.45	2873.72	2872.63	2873.45	356.0
2018-04-25 00:25:00	ES	Futures	2873.45	2873.72	2873.18	2873.45	94.0
2018-04-25 00:30:00	ES	Futures	2873.45	2874.54	2873.45	2874.54	574.0
2018-04-25 00:35:00	ES	Futures	2874.54	2874.81	2873.45	2873.72	263.0
2018-04-25 00:40:00	ES	Futures	2873.45	2873.72	2872.9	2872.9	206.0
2018-04-25 00:45:00	ES	Futures	2872.9	2872.9	2871.54	2871.81	744.0
2018-04-25 00:50:00	ES	Futures	2871.81	2872.9	2871.54	2872.36	346.0
2018-04-25 00:55:00	ES	Futures	2872.36	2873.18	2871.81	2871.81	244.0
2018-04-25 01:00:00	ES	Futures	2871.81	2873.45	2870.72	2873.18	585.0
2018-04-25 01:05:00	ES	Futures	2873.18	2873.18	2872.08	2872.36	324.0
2018-04-25 01:10:00	ES	Futures	2872.36	2872.63	2871.81	2872.63	218.0
2018-04-25 01:15:00	ES	Futures	2872.63	2872.9	2872.08	2872.08	252.0
2018-04-25 01:20:00	ES	Futures	2872.08	2872.36	2871.54	2872.08	355.0
2018-04-25 01:25:00	ES	Futures	2872.08	2872.36	2871.54	2871.81	126.0
2018-04-25 01:30:00	ES	Futures	2871.81	2871.81	2870.99	2870.99	335.0
2018-04-25 01:35:00	ES	Futures	2871.27	2871.27	2868.26	2868.81	632.0
2018-04-25 01:40:00	ES	Futures	2868.54	2869.08	2867.72	2867.99	661.0
2018-04-25 01:45:00	ES	Futures	2867.99	2867.99	2866.9	2867.17	374.0
2018-04-25 01:50:00	ES	Futures	2866.9	2869.08	2866.9	2869.08	553.0
2018-04-25 01:55:00	ES	Futures	2869.08	2869.9	2868.81	2869.08	471.0
2018-04-25 02:00:00	ES	Futures	2869.36	2871.81	2868.81	2870.99	2512.0
2018-04-25 02:05:00	ES	Futures	2870.72	2871.27	2870.17	2871.27	1094.0
2018-04-25 02:10:00	ES	Futures	2871.54	2871.54	2870.17	2870.45	698.0
2018-04-25 02:15:00	ES	Futures	2870.72	2872.36	2870.17	2871.54	1052.0
2018-04-25 02:20:00	ES	Futures	2871.81	2872.9	2871.81	2872.63	630.0
2018-04-25 02:25:00	ES	Futures	2872.63	2872.9	2871.54	2872.63	858.0
2018-04-25 02:30:00	ES	Futures	2872.63	2872.9	2871.54	2871.54	553.0
2018-04-25 02:35:00	ES	Futures	2871.54	2873.18	2871.27	2873.18	714.0
2018-04-25 02:40:00	ES	Futures	2872.63	2873.18	2871.54	2871.81	550.0
2018-04-25 02:45:00	ES	Futures	2871.81	2871.81	2869.63	2870.17	1215.0
2018-04-25 02:50:00	ES	Futures	2870.17	2870.99	2869.63	2870.72	576.0
2018-04-25 02:55:00	ES	Futures	2870.72	2870.72	2869.36	2870.45	830.0
2018-04-25 03:00:00	ES	Futures	2870.72	2871.54	2868.26	2870.45	2661.0
2018-04-25 03:05:00	ES	Futures	2870.45	2870.45	2867.72	2869.63	2239.0
2018-04-25 03:10:00	ES	Futures	2869.63	2871.27	2869.08	2870.99	824.0
2018-04-25 03:15:00	ES	Futures	2870.99	2872.08	2870.45	2871.81	987.0
2018-04-25 03:20:00	ES	Futures	2871.81	2872.63	2871.54	2872.08	948.0
2018-04-25 03:25:00	ES	Futures	2872.36	2872.36	2871.54	2871.81	609.0
2018-04-25 03:30:00	ES	Futures	2871.81	2875.36	2871.81	2875.09	2250.0
2018-04-25 03:35:00	ES	Futures	2875.36	2878.09	2875.09	2877.54	3357.0
2018-04-25 03:40:00	ES	Futures	2877.54	2878.63	2877.0	2878.09	2052.0
2018-04-25 03:45:00	ES	Futures	2878.09	2878.36	2877.0	2877.27	813.0
2018-04-25 03:50:00	ES	Futures	2877.27	2877.54	2876.45	2876.45	819.0
2018-04-25 03:55:00	ES	Futures	2876.45	2877.0	2874.81	2874.81	1646.0
2018-04-25 04:00:00	ES	Futures	2874.54	2874.81	2872.08	2872.9	3252.0
2018-04-25 04:05:00	ES	Futures	2872.9	2872.9	2870.45	2870.72	1705.0

> showing 50 of 15,905 rows — these rows as CSV

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