PREVIEW / futures_5min / 2018-05-01

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-01.parquet
  size:    227 KB
  rows:    13,633

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
2018-05-01 00:00:00	ES	Futures	2892.01	2892.01	2891.46	2891.73	212.0
2018-05-01 00:05:00	ES	Futures	2892.01	2892.28	2891.73	2891.73	104.0
2018-05-01 00:10:00	ES	Futures	2891.73	2891.73	2891.46	2891.73	64.0
2018-05-01 00:15:00	ES	Futures	2891.73	2892.01	2891.46	2891.46	176.0
2018-05-01 00:20:00	ES	Futures	2891.73	2892.28	2891.73	2892.28	149.0
2018-05-01 00:25:00	ES	Futures	2892.01	2892.55	2892.01	2892.55	79.0
2018-05-01 00:30:00	ES	Futures	2892.55	2892.55	2891.73	2892.28	115.0
2018-05-01 00:35:00	ES	Futures	2892.28	2893.1	2892.28	2892.83	181.0
2018-05-01 00:40:00	ES	Futures	2893.1	2893.37	2892.83	2893.1	189.0
2018-05-01 00:45:00	ES	Futures	2892.83	2893.37	2892.83	2893.1	195.0
2018-05-01 00:50:00	ES	Futures	2893.1	2893.1	2892.55	2892.55	139.0
2018-05-01 00:55:00	ES	Futures	2892.83	2893.37	2892.01	2892.55	487.0
2018-05-01 01:00:00	ES	Futures	2892.55	2893.37	2892.28	2893.37	340.0
2018-05-01 01:05:00	ES	Futures	2893.1	2896.92	2893.1	2896.37	2487.0
2018-05-01 01:10:00	ES	Futures	2896.1	2896.65	2895.55	2895.55	432.0
2018-05-01 01:15:00	ES	Futures	2895.83	2896.1	2895.55	2895.55	175.0
2018-05-01 01:20:00	ES	Futures	2895.83	2895.83	2895.28	2895.55	149.0
2018-05-01 01:25:00	ES	Futures	2895.55	2895.83	2895.01	2895.01	322.0
2018-05-01 01:30:00	ES	Futures	2895.01	2895.83	2895.01	2895.83	370.0
2018-05-01 01:35:00	ES	Futures	2895.55	2895.83	2895.01	2895.28	102.0
2018-05-01 01:40:00	ES	Futures	2895.28	2895.28	2895.01	2895.01	256.0
2018-05-01 01:45:00	ES	Futures	2895.28	2895.28	2895.01	2895.01	139.0
2018-05-01 01:50:00	ES	Futures	2895.28	2896.65	2895.28	2896.37	795.0
2018-05-01 01:55:00	ES	Futures	2896.37	2896.92	2896.1	2896.37	990.0
2018-05-01 02:00:00	ES	Futures	2896.1	2896.37	2895.28	2895.28	546.0
2018-05-01 02:05:00	ES	Futures	2895.28	2895.55	2894.46	2894.74	235.0
2018-05-01 02:10:00	ES	Futures	2894.74	2894.74	2894.19	2894.19	142.0
2018-05-01 02:15:00	ES	Futures	2894.19	2894.74	2893.64	2894.19	339.0
2018-05-01 02:20:00	ES	Futures	2894.19	2894.46	2893.64	2893.92	255.0
2018-05-01 02:25:00	ES	Futures	2893.64	2893.92	2893.1	2893.92	162.0
2018-05-01 02:30:00	ES	Futures	2893.64	2893.64	2893.1	2893.37	131.0
2018-05-01 02:35:00	ES	Futures	2893.37	2893.92	2893.1	2893.1	168.0
2018-05-01 02:40:00	ES	Futures	2893.37	2893.37	2892.83	2892.83	314.0
2018-05-01 02:45:00	ES	Futures	2892.83	2893.1	2892.01	2892.83	601.0
2018-05-01 02:50:00	ES	Futures	2892.83	2893.37	2891.73	2891.73	487.0
2018-05-01 02:55:00	ES	Futures	2892.01	2892.01	2890.64	2891.46	1086.0
2018-05-01 03:00:00	ES	Futures	2891.73	2893.92	2891.46	2893.64	969.0
2018-05-01 03:05:00	ES	Futures	2893.64	2894.19	2892.83	2894.19	856.0
2018-05-01 03:10:00	ES	Futures	2894.19	2895.01	2892.55	2893.1	806.0
2018-05-01 03:15:00	ES	Futures	2893.37	2893.64	2892.83	2893.1	252.0
2018-05-01 03:20:00	ES	Futures	2893.37	2894.46	2892.83	2892.83	1167.0
2018-05-01 03:25:00	ES	Futures	2892.83	2893.37	2892.83	2893.1	846.0
2018-05-01 03:30:00	ES	Futures	2893.1	2894.19	2892.83	2893.37	397.0
2018-05-01 03:35:00	ES	Futures	2893.37	2893.37	2892.83	2893.37	244.0
2018-05-01 03:40:00	ES	Futures	2893.37	2893.92	2893.37	2893.92	261.0
2018-05-01 03:45:00	ES	Futures	2893.64	2893.92	2892.83	2892.83	620.0
2018-05-01 03:50:00	ES	Futures	2892.83	2893.1	2890.91	2891.46	1933.0
2018-05-01 03:55:00	ES	Futures	2891.46	2892.01	2890.91	2891.46	658.0
2018-05-01 04:00:00	ES	Futures	2891.73	2891.73	2890.1	2890.37	996.0
2018-05-01 04:05:00	ES	Futures	2890.37	2890.37	2889.82	2889.82	590.0

> showing 50 of 13,633 rows — these rows as CSV

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