PREVIEW / futures_5min / 2018-05-02

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-02.parquet
  size:    257 KB
  rows:    16,269

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
2018-05-02 00:00:00	ES	Futures	2892.01	2892.28	2891.73	2892.01	125.0
2018-05-02 00:05:00	ES	Futures	2892.28	2892.83	2892.01	2892.55	192.0
2018-05-02 00:10:00	ES	Futures	2892.55	2893.1	2892.55	2893.1	294.0
2018-05-02 00:15:00	ES	Futures	2893.1	2893.1	2892.55	2892.83	190.0
2018-05-02 00:20:00	ES	Futures	2892.83	2892.83	2891.46	2892.01	345.0
2018-05-02 00:25:00	ES	Futures	2892.01	2892.28	2891.73	2892.28	95.0
2018-05-02 00:30:00	ES	Futures	2892.28	2892.83	2892.01	2892.28	163.0
2018-05-02 00:35:00	ES	Futures	2892.28	2892.55	2892.01	2892.28	71.0
2018-05-02 00:40:00	ES	Futures	2892.28	2892.83	2891.73	2892.55	725.0
2018-05-02 00:45:00	ES	Futures	2892.55	2894.46	2892.28	2893.37	1038.0
2018-05-02 00:50:00	ES	Futures	2893.37	2893.64	2892.55	2892.55	156.0
2018-05-02 00:55:00	ES	Futures	2892.55	2892.83	2892.01	2892.01	182.0
2018-05-02 01:00:00	ES	Futures	2892.01	2893.37	2892.01	2893.1	285.0
2018-05-02 01:05:00	ES	Futures	2893.1	2893.37	2892.83	2893.1	224.0
2018-05-02 01:10:00	ES	Futures	2893.1	2893.37	2892.55	2892.83	124.0
2018-05-02 01:15:00	ES	Futures	2892.83	2892.83	2892.28	2892.55	112.0
2018-05-02 01:20:00	ES	Futures	2892.28	2893.37	2892.28	2893.1	283.0
2018-05-02 01:25:00	ES	Futures	2893.1	2893.37	2892.55	2892.55	109.0
2018-05-02 01:30:00	ES	Futures	2892.55	2893.37	2892.55	2893.1	232.0
2018-05-02 01:35:00	ES	Futures	2893.1	2893.37	2893.1	2893.37	114.0
2018-05-02 01:40:00	ES	Futures	2893.1	2893.64	2893.1	2893.37	159.0
2018-05-02 01:45:00	ES	Futures	2893.37	2893.92	2893.1	2893.92	242.0
2018-05-02 01:50:00	ES	Futures	2893.92	2894.46	2893.37	2894.46	157.0
2018-05-02 01:55:00	ES	Futures	2894.19	2895.28	2894.19	2895.01	559.0
2018-05-02 02:00:00	ES	Futures	2895.01	2895.55	2894.74	2895.55	1161.0
2018-05-02 02:05:00	ES	Futures	2895.55	2895.55	2894.46	2894.46	762.0
2018-05-02 02:10:00	ES	Futures	2894.46	2895.28	2893.92	2895.01	642.0
2018-05-02 02:15:00	ES	Futures	2895.01	2895.28	2894.46	2895.01	364.0
2018-05-02 02:20:00	ES	Futures	2895.01	2896.37	2895.01	2895.28	863.0
2018-05-02 02:25:00	ES	Futures	2895.55	2896.1	2895.55	2895.83	795.0
2018-05-02 02:30:00	ES	Futures	2895.55	2895.83	2895.01	2895.01	530.0
2018-05-02 02:35:00	ES	Futures	2895.01	2896.1	2895.01	2895.55	330.0
2018-05-02 02:40:00	ES	Futures	2895.28	2896.1	2895.28	2895.83	467.0
2018-05-02 02:45:00	ES	Futures	2895.83	2896.37	2895.28	2895.83	577.0
2018-05-02 02:50:00	ES	Futures	2895.55	2896.1	2895.28	2895.83	500.0
2018-05-02 02:55:00	ES	Futures	2895.83	2895.83	2894.19	2895.01	697.0
2018-05-02 03:00:00	ES	Futures	2895.28	2896.37	2894.46	2896.37	1645.0
2018-05-02 03:05:00	ES	Futures	2896.65	2896.65	2895.01	2895.01	1188.0
2018-05-02 03:10:00	ES	Futures	2895.28	2896.37	2894.19	2894.74	974.0
2018-05-02 03:15:00	ES	Futures	2894.46	2896.37	2893.92	2895.83	1317.0
2018-05-02 03:20:00	ES	Futures	2896.1	2896.65	2895.83	2896.65	699.0
2018-05-02 03:25:00	ES	Futures	2896.65	2897.74	2896.37	2897.46	1392.0
2018-05-02 03:30:00	ES	Futures	2897.19	2898.28	2896.37	2896.92	1396.0
2018-05-02 03:35:00	ES	Futures	2897.19	2897.74	2896.92	2897.46	876.0
2018-05-02 03:40:00	ES	Futures	2897.46	2897.74	2897.19	2897.19	679.0
2018-05-02 03:45:00	ES	Futures	2897.19	2897.19	2896.37	2896.65	807.0
2018-05-02 03:50:00	ES	Futures	2896.92	2898.01	2896.65	2897.74	857.0
2018-05-02 03:55:00	ES	Futures	2897.74	2897.74	2896.92	2896.92	755.0
2018-05-02 04:00:00	ES	Futures	2897.19	2897.74	2897.19	2897.74	460.0
2018-05-02 04:05:00	ES	Futures	2897.74	2898.56	2897.46	2898.56	866.0

> showing 50 of 16,269 rows — these rows as CSV

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