PREVIEW / futures_5min / 2018-04-29

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-29.parquet
  size:    42 KB
  rows:    2,419

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
2018-04-29 18:30:00	ES	Futures	2915.2	2924.76	2914.93	2921.21	3752.0
2018-04-29 18:35:00	ES	Futures	2921.21	2922.3	2920.66	2920.93	829.0
2018-04-29 18:40:00	ES	Futures	2921.21	2921.21	2919.84	2920.93	408.0
2018-04-29 18:45:00	ES	Futures	2920.93	2921.21	2920.12	2920.39	352.0
2018-04-29 18:50:00	ES	Futures	2920.39	2920.39	2919.3	2920.12	393.0
2018-04-29 18:55:00	ES	Futures	2920.12	2920.66	2919.3	2920.39	386.0
2018-04-29 19:00:00	ES	Futures	2920.39	2920.66	2919.57	2919.57	174.0
2018-04-29 19:05:00	ES	Futures	2919.84	2920.12	2919.3	2919.3	149.0
2018-04-29 19:10:00	ES	Futures	2919.3	2919.3	2918.21	2918.75	420.0
2018-04-29 19:15:00	ES	Futures	2918.48	2919.3	2918.21	2918.75	144.0
2018-04-29 19:20:00	ES	Futures	2918.75	2918.75	2918.21	2918.21	226.0
2018-04-29 19:25:00	ES	Futures	2918.21	2918.48	2918.21	2918.48	182.0
2018-04-29 19:30:00	ES	Futures	2918.21	2918.48	2917.93	2918.21	393.0
2018-04-29 19:35:00	ES	Futures	2917.93	2918.21	2917.66	2917.66	450.0
2018-04-29 19:40:00	ES	Futures	2917.66	2917.93	2914.66	2914.93	1444.0
2018-04-29 19:45:00	ES	Futures	2915.2	2917.39	2915.2	2917.39	1193.0
2018-04-29 19:50:00	ES	Futures	2917.11	2918.48	2916.84	2918.48	868.0
2018-04-29 19:55:00	ES	Futures	2918.48	2918.75	2917.93	2917.93	374.0
2018-04-29 20:00:00	ES	Futures	2918.21	2918.75	2917.66	2918.75	564.0
2018-04-29 20:05:00	ES	Futures	2918.75	2919.84	2918.48	2919.02	813.0
2018-04-29 20:10:00	ES	Futures	2919.02	2919.3	2919.02	2919.3	125.0
2018-04-29 20:15:00	ES	Futures	2919.3	2919.57	2918.48	2919.02	343.0
2018-04-29 20:20:00	ES	Futures	2918.75	2919.02	2918.75	2919.02	157.0
2018-04-29 20:25:00	ES	Futures	2919.02	2919.02	2918.75	2918.75	124.0
2018-04-29 20:30:00	ES	Futures	2919.02	2919.57	2918.21	2918.48	350.0
2018-04-29 20:35:00	ES	Futures	2918.48	2918.48	2917.39	2917.93	442.0
2018-04-29 20:40:00	ES	Futures	2918.21	2918.21	2917.66	2917.66	168.0
2018-04-29 20:45:00	ES	Futures	2917.66	2918.75	2917.39	2918.75	324.0
2018-04-29 20:50:00	ES	Futures	2918.75	2918.75	2918.21	2918.48	133.0
2018-04-29 20:55:00	ES	Futures	2918.48	2919.3	2918.48	2919.02	201.0
2018-04-29 21:00:00	ES	Futures	2918.75	2919.02	2918.48	2918.75	180.0
2018-04-29 21:05:00	ES	Futures	2918.48	2919.02	2918.21	2918.48	205.0
2018-04-29 21:10:00	ES	Futures	2918.48	2918.48	2917.66	2917.66	255.0
2018-04-29 21:15:00	ES	Futures	2917.93	2919.84	2917.93	2919.57	391.0
2018-04-29 21:20:00	ES	Futures	2919.3	2920.39	2919.3	2919.84	583.0
2018-04-29 21:25:00	ES	Futures	2919.57	2920.39	2919.57	2920.12	283.0
2018-04-29 21:30:00	ES	Futures	2919.84	2920.66	2919.57	2919.57	371.0
2018-04-29 21:35:00	ES	Futures	2919.57	2919.84	2919.3	2919.57	137.0
2018-04-29 21:40:00	ES	Futures	2919.3	2920.12	2919.3	2920.12	217.0
2018-04-29 21:45:00	ES	Futures	2919.84	2920.66	2919.84	2920.39	220.0
2018-04-29 21:50:00	ES	Futures	2920.12	2921.75	2919.84	2921.48	1016.0
2018-04-29 21:55:00	ES	Futures	2921.48	2923.12	2921.48	2922.85	1416.0
2018-04-29 22:00:00	ES	Futures	2922.57	2923.12	2921.75	2922.03	521.0
2018-04-29 22:05:00	ES	Futures	2922.03	2922.57	2922.03	2922.57	280.0
2018-04-29 22:10:00	ES	Futures	2922.57	2922.85	2922.03	2922.3	350.0
2018-04-29 22:15:00	ES	Futures	2922.3	2922.85	2922.03	2922.85	206.0
2018-04-29 22:20:00	ES	Futures	2922.57	2923.39	2922.57	2922.57	290.0
2018-04-29 22:25:00	ES	Futures	2922.85	2923.39	2922.57	2923.12	332.0
2018-04-29 22:30:00	ES	Futures	2923.12	2923.94	2923.12	2923.12	622.0
2018-04-29 22:35:00	ES	Futures	2923.39	2923.66	2922.3	2923.12	283.0

> showing 50 of 2,419 rows — these rows as CSV

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