PREVIEW / futures_5min / 2018-04-30

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-30.parquet
  size:    251 KB
  rows:    15,921

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
2018-04-30 00:00:00	ES	Futures	2922.57	2923.12	2922.3	2922.85	176.0
2018-04-30 00:05:00	ES	Futures	2922.57	2922.85	2922.57	2922.57	25.0
2018-04-30 00:10:00	ES	Futures	2922.57	2922.85	2922.3	2922.3	157.0
2018-04-30 00:15:00	ES	Futures	2922.3	2923.12	2922.3	2922.85	193.0
2018-04-30 00:20:00	ES	Futures	2922.57	2922.85	2922.57	2922.57	31.0
2018-04-30 00:25:00	ES	Futures	2922.57	2922.57	2922.3	2922.3	50.0
2018-04-30 00:30:00	ES	Futures	2922.3	2922.85	2922.3	2922.57	169.0
2018-04-30 00:35:00	ES	Futures	2922.57	2922.85	2922.3	2922.85	53.0
2018-04-30 00:40:00	ES	Futures	2922.57	2923.12	2922.57	2922.85	188.0
2018-04-30 00:45:00	ES	Futures	2922.85	2923.12	2922.57	2922.57	105.0
2018-04-30 00:50:00	ES	Futures	2922.85	2923.39	2922.57	2923.39	258.0
2018-04-30 00:55:00	ES	Futures	2923.39	2923.39	2923.12	2923.39	77.0
2018-04-30 01:00:00	ES	Futures	2923.66	2923.94	2923.39	2923.94	120.0
2018-04-30 01:05:00	ES	Futures	2923.94	2925.3	2923.94	2924.76	1133.0
2018-04-30 01:10:00	ES	Futures	2924.48	2925.03	2924.48	2924.76	231.0
2018-04-30 01:15:00	ES	Futures	2924.48	2924.76	2924.21	2924.21	68.0
2018-04-30 01:20:00	ES	Futures	2924.48	2925.57	2924.48	2925.57	518.0
2018-04-30 01:25:00	ES	Futures	2925.3	2926.12	2925.03	2925.03	732.0
2018-04-30 01:30:00	ES	Futures	2925.3	2926.39	2925.03	2925.57	198.0
2018-04-30 01:35:00	ES	Futures	2925.57	2926.12	2925.57	2925.57	62.0
2018-04-30 01:40:00	ES	Futures	2925.85	2925.85	2925.03	2925.3	203.0
2018-04-30 01:45:00	ES	Futures	2925.3	2926.12	2925.3	2925.85	199.0
2018-04-30 01:50:00	ES	Futures	2925.85	2925.85	2924.48	2925.3	656.0
2018-04-30 01:55:00	ES	Futures	2925.3	2925.57	2925.03	2925.3	246.0
2018-04-30 02:00:00	ES	Futures	2925.03	2925.57	2925.03	2925.03	326.0
2018-04-30 02:05:00	ES	Futures	2925.3	2925.3	2923.94	2924.21	343.0
2018-04-30 02:10:00	ES	Futures	2924.21	2924.21	2923.12	2923.66	864.0
2018-04-30 02:15:00	ES	Futures	2923.94	2924.21	2923.66	2924.21	220.0
2018-04-30 02:20:00	ES	Futures	2924.21	2924.48	2923.39	2923.66	276.0
2018-04-30 02:25:00	ES	Futures	2923.66	2923.94	2923.12	2923.39	205.0
2018-04-30 02:30:00	ES	Futures	2923.66	2924.21	2923.66	2924.21	395.0
2018-04-30 02:35:00	ES	Futures	2924.48	2924.48	2923.12	2923.66	296.0
2018-04-30 02:40:00	ES	Futures	2923.39	2923.66	2922.85	2923.66	342.0
2018-04-30 02:45:00	ES	Futures	2923.94	2923.94	2923.39	2923.39	262.0
2018-04-30 02:50:00	ES	Futures	2923.66	2924.21	2923.39	2923.66	338.0
2018-04-30 02:55:00	ES	Futures	2923.66	2923.94	2922.85	2923.12	282.0
2018-04-30 03:00:00	ES	Futures	2923.12	2924.48	2922.3	2923.94	1302.0
2018-04-30 03:05:00	ES	Futures	2924.21	2924.48	2923.66	2923.94	1065.0
2018-04-30 03:10:00	ES	Futures	2923.94	2925.03	2923.94	2924.76	616.0
2018-04-30 03:15:00	ES	Futures	2924.76	2925.57	2924.76	2924.76	1004.0
2018-04-30 03:20:00	ES	Futures	2924.76	2925.3	2923.66	2923.94	884.0
2018-04-30 03:25:00	ES	Futures	2924.21	2925.03	2923.66	2923.66	506.0
2018-04-30 03:30:00	ES	Futures	2923.66	2924.21	2923.39	2923.94	393.0
2018-04-30 03:35:00	ES	Futures	2923.66	2924.21	2923.39	2923.66	363.0
2018-04-30 03:40:00	ES	Futures	2923.66	2923.94	2923.12	2923.66	332.0
2018-04-30 03:45:00	ES	Futures	2923.39	2923.66	2922.85	2923.66	290.0
2018-04-30 03:50:00	ES	Futures	2923.94	2924.48	2923.66	2924.21	524.0
2018-04-30 03:55:00	ES	Futures	2923.94	2924.21	2923.39	2923.39	403.0
2018-04-30 04:00:00	ES	Futures	2923.39	2923.94	2923.39	2923.39	421.0
2018-04-30 04:05:00	ES	Futures	2923.39	2923.39	2923.12	2923.12	393.0

> showing 50 of 15,921 rows — these rows as CSV

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