PREVIEW / futures_5min / 2018-05-07

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-07.parquet
  size:    222 KB
  rows:    15,340

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
2018-05-07 00:00:00	ES	Futures	2915.75	2917.11	2915.75	2916.84	291.0
2018-05-07 00:05:00	ES	Futures	2916.84	2917.39	2916.84	2917.11	384.0
2018-05-07 00:10:00	ES	Futures	2916.84	2917.39	2916.3	2916.84	595.0
2018-05-07 00:15:00	ES	Futures	2917.11	2917.39	2916.57	2917.39	337.0
2018-05-07 00:20:00	ES	Futures	2917.11	2917.11	2916.02	2916.57	612.0
2018-05-07 00:25:00	ES	Futures	2916.57	2917.39	2916.57	2917.39	203.0
2018-05-07 00:30:00	ES	Futures	2917.39	2917.93	2916.3	2916.84	1297.0
2018-05-07 00:35:00	ES	Futures	2916.84	2917.66	2916.84	2917.39	253.0
2018-05-07 00:40:00	ES	Futures	2917.11	2917.66	2917.11	2917.66	220.0
2018-05-07 00:45:00	ES	Futures	2917.39	2918.75	2917.39	2918.48	902.0
2018-05-07 00:50:00	ES	Futures	2918.48	2918.48	2917.39	2917.66	497.0
2018-05-07 00:55:00	ES	Futures	2917.39	2918.48	2917.39	2918.21	202.0
2018-05-07 01:00:00	ES	Futures	2918.21	2918.48	2917.39	2918.21	387.0
2018-05-07 01:05:00	ES	Futures	2918.48	2918.48	2917.66	2917.66	293.0
2018-05-07 01:10:00	ES	Futures	2917.93	2917.93	2916.84	2917.11	746.0
2018-05-07 01:15:00	ES	Futures	2917.11	2917.66	2916.84	2917.11	271.0
2018-05-07 01:20:00	ES	Futures	2917.39	2917.66	2917.11	2917.39	334.0
2018-05-07 01:25:00	ES	Futures	2917.39	2917.66	2916.84	2916.84	290.0
2018-05-07 01:30:00	ES	Futures	2916.84	2917.39	2916.3	2916.84	522.0
2018-05-07 01:35:00	ES	Futures	2916.84	2917.11	2915.75	2916.3	510.0
2018-05-07 01:40:00	ES	Futures	2916.3	2916.84	2916.3	2916.57	201.0
2018-05-07 01:45:00	ES	Futures	2916.57	2916.84	2916.02	2916.02	210.0
2018-05-07 01:50:00	ES	Futures	2916.02	2916.84	2915.48	2916.84	401.0
2018-05-07 01:55:00	ES	Futures	2916.57	2917.66	2916.57	2917.39	711.0
2018-05-07 02:00:00	ES	Futures	2917.39	2917.66	2916.02	2916.84	492.0
2018-05-07 02:05:00	ES	Futures	2916.84	2916.84	2914.66	2915.2	1223.0
2018-05-07 02:10:00	ES	Futures	2915.2	2915.2	2913.84	2914.39	1334.0
2018-05-07 02:15:00	ES	Futures	2914.11	2914.93	2913.84	2914.66	507.0
2018-05-07 02:20:00	ES	Futures	2914.66	2915.48	2914.39	2915.2	422.0
2018-05-07 02:25:00	ES	Futures	2914.93	2915.2	2914.39	2914.93	510.0
2018-05-07 02:30:00	ES	Futures	2914.93	2915.48	2914.66	2914.93	230.0
2018-05-07 02:35:00	ES	Futures	2914.93	2915.48	2914.93	2914.93	291.0
2018-05-07 02:40:00	ES	Futures	2915.2	2915.48	2913.84	2913.84	408.0
2018-05-07 02:45:00	ES	Futures	2913.84	2914.11	2913.29	2913.84	590.0
2018-05-07 02:50:00	ES	Futures	2913.84	2914.66	2913.57	2913.84	444.0
2018-05-07 02:55:00	ES	Futures	2913.57	2913.84	2912.75	2913.57	467.0
2018-05-07 03:00:00	ES	Futures	2913.29	2913.84	2912.75	2913.02	807.0
2018-05-07 03:05:00	ES	Futures	2913.02	2913.29	2911.11	2912.2	1314.0
2018-05-07 03:10:00	ES	Futures	2912.47	2913.84	2912.2	2913.29	692.0
2018-05-07 03:15:00	ES	Futures	2913.57	2914.93	2913.57	2914.66	651.0
2018-05-07 03:20:00	ES	Futures	2914.66	2915.48	2914.39	2914.66	464.0
2018-05-07 03:25:00	ES	Futures	2914.66	2914.66	2913.84	2914.11	276.0
2018-05-07 03:30:00	ES	Futures	2914.11	2914.66	2913.57	2913.57	585.0
2018-05-07 03:35:00	ES	Futures	2913.57	2914.11	2912.47	2914.11	758.0
2018-05-07 03:40:00	ES	Futures	2913.84	2913.84	2913.29	2913.57	360.0
2018-05-07 03:45:00	ES	Futures	2913.29	2913.57	2912.2	2912.47	758.0
2018-05-07 03:50:00	ES	Futures	2912.47	2913.29	2911.11	2911.38	592.0
2018-05-07 03:55:00	ES	Futures	2911.38	2912.2	2911.38	2911.93	642.0
2018-05-07 04:00:00	ES	Futures	2911.93	2912.2	2911.38	2911.93	703.0
2018-05-07 04:05:00	ES	Futures	2911.93	2912.47	2911.93	2912.2	445.0

> showing 50 of 15,340 rows — these rows as CSV

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