PREVIEW / futures_5min / 2018-05-06

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-06.parquet
  size:    55 KB
  rows:    2,846

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
2018-05-06 18:00:00	ES	Futures	2906.74	2911.93	2905.11	2911.38	3278.0
2018-05-06 18:05:00	ES	Futures	2911.66	2911.66	2909.47	2910.84	1066.0
2018-05-06 18:10:00	ES	Futures	2910.56	2911.38	2909.75	2909.75	418.0
2018-05-06 18:15:00	ES	Futures	2909.75	2910.29	2909.47	2910.02	233.0
2018-05-06 18:20:00	ES	Futures	2910.02	2910.29	2909.47	2910.29	185.0
2018-05-06 18:25:00	ES	Futures	2910.02	2910.29	2909.75	2910.29	122.0
2018-05-06 18:30:00	ES	Futures	2910.02	2910.84	2909.47	2910.84	349.0
2018-05-06 18:35:00	ES	Futures	2910.56	2910.84	2909.2	2909.2	408.0
2018-05-06 18:40:00	ES	Futures	2909.2	2910.02	2908.93	2909.47	338.0
2018-05-06 18:45:00	ES	Futures	2909.2	2910.02	2909.2	2909.75	154.0
2018-05-06 18:50:00	ES	Futures	2910.02	2910.29	2909.75	2910.02	110.0
2018-05-06 18:55:00	ES	Futures	2910.02	2910.84	2909.75	2910.29	147.0
2018-05-06 19:00:00	ES	Futures	2910.29	2910.56	2909.75	2910.02	122.0
2018-05-06 19:05:00	ES	Futures	2910.02	2910.84	2909.75	2910.29	361.0
2018-05-06 19:10:00	ES	Futures	2910.29	2911.11	2910.29	2911.11	278.0
2018-05-06 19:15:00	ES	Futures	2911.11	2911.93	2910.84	2911.93	499.0
2018-05-06 19:20:00	ES	Futures	2911.93	2916.02	2911.93	2915.75	2130.0
2018-05-06 19:25:00	ES	Futures	2916.02	2917.66	2915.75	2917.66	2068.0
2018-05-06 19:30:00	ES	Futures	2917.39	2917.66	2915.75	2915.75	689.0
2018-05-06 19:35:00	ES	Futures	2915.75	2916.02	2914.93	2915.48	561.0
2018-05-06 19:40:00	ES	Futures	2915.48	2915.75	2914.93	2915.48	228.0
2018-05-06 19:45:00	ES	Futures	2915.75	2915.75	2914.66	2914.93	388.0
2018-05-06 19:50:00	ES	Futures	2914.93	2914.93	2914.66	2914.66	236.0
2018-05-06 19:55:00	ES	Futures	2914.66	2914.66	2913.84	2914.11	488.0
2018-05-06 20:00:00	ES	Futures	2913.84	2914.11	2913.02	2913.02	687.0
2018-05-06 20:05:00	ES	Futures	2912.75	2913.29	2911.93	2912.2	971.0
2018-05-06 20:10:00	ES	Futures	2912.2	2912.75	2911.93	2912.47	877.0
2018-05-06 20:15:00	ES	Futures	2912.47	2912.47	2910.29	2911.38	941.0
2018-05-06 20:20:00	ES	Futures	2911.11	2911.93	2910.56	2911.38	651.0
2018-05-06 20:25:00	ES	Futures	2911.38	2913.57	2911.11	2913.29	650.0
2018-05-06 20:30:00	ES	Futures	2913.29	2914.11	2912.2	2912.47	927.0
2018-05-06 20:35:00	ES	Futures	2912.47	2912.75	2911.38	2912.75	480.0
2018-05-06 20:40:00	ES	Futures	2912.47	2913.57	2911.93	2913.29	513.0
2018-05-06 20:45:00	ES	Futures	2913.02	2913.57	2912.2	2913.02	406.0
2018-05-06 20:50:00	ES	Futures	2913.29	2913.84	2913.02	2913.02	333.0
2018-05-06 20:55:00	ES	Futures	2913.02	2913.02	2911.66	2913.02	571.0
2018-05-06 21:00:00	ES	Futures	2913.29	2913.84	2913.02	2913.02	238.0
2018-05-06 21:05:00	ES	Futures	2913.29	2913.29	2912.75	2913.02	279.0
2018-05-06 21:10:00	ES	Futures	2913.02	2913.29	2911.66	2911.93	340.0
2018-05-06 21:15:00	ES	Futures	2911.66	2911.93	2908.93	2909.47	1615.0
2018-05-06 21:20:00	ES	Futures	2909.47	2910.56	2908.65	2910.56	919.0
2018-05-06 21:25:00	ES	Futures	2910.56	2911.11	2909.75	2910.29	516.0
2018-05-06 21:30:00	ES	Futures	2910.56	2911.11	2909.47	2909.75	729.0
2018-05-06 21:35:00	ES	Futures	2909.47	2911.38	2909.47	2911.38	540.0
2018-05-06 21:40:00	ES	Futures	2911.38	2913.84	2910.84	2912.75	1387.0
2018-05-06 21:45:00	ES	Futures	2912.75	2913.29	2910.84	2911.38	1291.0
2018-05-06 21:50:00	ES	Futures	2911.38	2911.93	2910.84	2911.66	383.0
2018-05-06 21:55:00	ES	Futures	2911.66	2912.75	2910.84	2912.75	384.0
2018-05-06 22:00:00	ES	Futures	2912.75	2913.29	2912.2	2912.2	412.0
2018-05-06 22:05:00	ES	Futures	2912.2	2914.11	2912.2	2913.84	738.0

> showing 50 of 2,846 rows — these rows as CSV

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