PREVIEW / futures_5min / 2018-05-04

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-04.parquet
  size:    225 KB
  rows:    13,186

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
2018-05-04 00:00:00	ES	Futures	2868.54	2869.08	2868.54	2868.81	218.0
2018-05-04 00:05:00	ES	Futures	2868.81	2870.99	2868.81	2870.72	648.0
2018-05-04 00:10:00	ES	Futures	2870.72	2873.18	2870.72	2872.36	1161.0
2018-05-04 00:15:00	ES	Futures	2872.36	2872.63	2872.08	2872.08	143.0
2018-05-04 00:20:00	ES	Futures	2872.08	2872.63	2872.08	2872.36	124.0
2018-05-04 00:25:00	ES	Futures	2872.36	2872.63	2872.36	2872.63	178.0
2018-05-04 00:30:00	ES	Futures	2872.63	2872.63	2872.08	2872.08	153.0
2018-05-04 00:35:00	ES	Futures	2872.08	2873.99	2871.81	2873.45	644.0
2018-05-04 00:40:00	ES	Futures	2873.72	2874.81	2873.18	2873.72	834.0
2018-05-04 00:45:00	ES	Futures	2873.72	2874.81	2873.45	2874.54	360.0
2018-05-04 00:50:00	ES	Futures	2874.27	2874.54	2873.72	2873.72	224.0
2018-05-04 00:55:00	ES	Futures	2873.99	2873.99	2873.45	2873.72	276.0
2018-05-04 01:00:00	ES	Futures	2873.72	2873.99	2872.08	2872.63	481.0
2018-05-04 01:05:00	ES	Futures	2872.63	2872.9	2872.36	2872.9	157.0
2018-05-04 01:10:00	ES	Futures	2873.18	2873.45	2872.63	2872.9	194.0
2018-05-04 01:15:00	ES	Futures	2872.63	2872.9	2872.36	2872.36	81.0
2018-05-04 01:20:00	ES	Futures	2872.36	2872.63	2871.81	2872.08	166.0
2018-05-04 01:25:00	ES	Futures	2872.08	2873.18	2872.08	2872.63	186.0
2018-05-04 01:30:00	ES	Futures	2872.63	2872.9	2872.08	2872.08	139.0
2018-05-04 01:35:00	ES	Futures	2872.08	2872.63	2871.81	2872.08	166.0
2018-05-04 01:40:00	ES	Futures	2872.36	2873.45	2872.36	2872.9	213.0
2018-05-04 01:45:00	ES	Futures	2872.63	2873.45	2872.08	2872.08	211.0
2018-05-04 01:50:00	ES	Futures	2872.08	2872.08	2869.63	2869.9	1046.0
2018-05-04 01:55:00	ES	Futures	2869.9	2871.27	2869.36	2871.27	461.0
2018-05-04 02:00:00	ES	Futures	2870.99	2871.81	2870.17	2870.17	628.0
2018-05-04 02:05:00	ES	Futures	2870.17	2870.99	2867.99	2868.26	1018.0
2018-05-04 02:10:00	ES	Futures	2868.26	2869.08	2867.72	2868.81	852.0
2018-05-04 02:15:00	ES	Futures	2868.81	2870.17	2868.81	2869.36	1286.0
2018-05-04 02:20:00	ES	Futures	2869.36	2869.63	2868.26	2869.36	1757.0
2018-05-04 02:25:00	ES	Futures	2869.36	2869.36	2867.72	2868.26	1067.0
2018-05-04 02:30:00	ES	Futures	2868.26	2869.36	2867.72	2869.36	541.0
2018-05-04 02:35:00	ES	Futures	2869.08	2869.36	2867.99	2868.26	645.0
2018-05-04 02:40:00	ES	Futures	2868.26	2868.81	2867.99	2868.26	685.0
2018-05-04 02:45:00	ES	Futures	2867.99	2869.63	2867.17	2867.17	1546.0
2018-05-04 02:50:00	ES	Futures	2867.17	2867.44	2864.72	2865.53	2065.0
2018-05-04 02:55:00	ES	Futures	2865.53	2867.44	2865.53	2866.63	2062.0
2018-05-04 03:00:00	ES	Futures	2866.63	2868.54	2866.08	2867.99	3575.0
2018-05-04 03:05:00	ES	Futures	2867.72	2869.9	2866.08	2866.35	4041.0
2018-05-04 03:10:00	ES	Futures	2866.63	2869.36	2866.63	2867.72	1525.0
2018-05-04 03:15:00	ES	Futures	2867.72	2868.26	2866.08	2867.99	1355.0
2018-05-04 03:20:00	ES	Futures	2867.99	2869.08	2866.63	2868.81	1139.0
2018-05-04 03:25:00	ES	Futures	2868.81	2869.08	2867.44	2867.44	584.0
2018-05-04 03:30:00	ES	Futures	2867.72	2869.08	2867.44	2869.08	582.0
2018-05-04 03:35:00	ES	Futures	2868.81	2869.08	2867.44	2868.26	887.0
2018-05-04 03:40:00	ES	Futures	2867.99	2867.99	2863.62	2865.81	7422.0
2018-05-04 03:45:00	ES	Futures	2865.53	2865.53	2864.44	2865.53	2529.0
2018-05-04 03:50:00	ES	Futures	2865.53	2866.9	2865.26	2866.63	649.0
2018-05-04 03:55:00	ES	Futures	2866.63	2872.08	2865.53	2870.72	12057.0
2018-05-04 04:00:00	ES	Futures	2870.72	2873.99	2870.45	2873.45	4115.0
2018-05-04 04:05:00	ES	Futures	2873.18	2873.45	2871.27	2872.08	2296.0

> showing 50 of 13,186 rows — these rows as CSV

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