PREVIEW / futures_5min / 2018-05-08

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-08.parquet
  size:    260 KB
  rows:    16,409

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
2018-05-08 00:00:00	ES	Futures	2913.57	2914.93	2913.57	2914.66	282.0
2018-05-08 00:05:00	ES	Futures	2914.66	2914.66	2914.11	2914.11	152.0
2018-05-08 00:10:00	ES	Futures	2914.39	2914.39	2913.84	2913.84	46.0
2018-05-08 00:15:00	ES	Futures	2914.11	2914.39	2914.11	2914.39	82.0
2018-05-08 00:20:00	ES	Futures	2914.11	2914.39	2914.11	2914.11	40.0
2018-05-08 00:25:00	ES	Futures	2914.11	2914.11	2913.57	2913.57	100.0
2018-05-08 00:30:00	ES	Futures	2913.84	2913.84	2913.29	2913.29	278.0
2018-05-08 00:35:00	ES	Futures	2913.29	2913.84	2913.29	2913.84	78.0
2018-05-08 00:40:00	ES	Futures	2913.84	2914.11	2913.57	2913.84	113.0
2018-05-08 00:45:00	ES	Futures	2913.84	2914.11	2913.84	2913.84	190.0
2018-05-08 00:50:00	ES	Futures	2913.84	2914.11	2913.57	2914.11	285.0
2018-05-08 00:55:00	ES	Futures	2913.84	2914.11	2913.84	2913.84	82.0
2018-05-08 01:00:00	ES	Futures	2914.11	2914.66	2913.57	2913.84	231.0
2018-05-08 01:05:00	ES	Futures	2914.11	2914.66	2914.11	2914.39	173.0
2018-05-08 01:10:00	ES	Futures	2914.39	2914.66	2914.11	2914.39	153.0
2018-05-08 01:15:00	ES	Futures	2914.66	2914.66	2913.84	2914.11	154.0
2018-05-08 01:20:00	ES	Futures	2913.84	2914.11	2913.57	2914.11	97.0
2018-05-08 01:25:00	ES	Futures	2914.11	2914.11	2913.57	2913.84	349.0
2018-05-08 01:30:00	ES	Futures	2913.84	2914.66	2913.57	2914.11	413.0
2018-05-08 01:35:00	ES	Futures	2914.39	2914.39	2913.84	2914.39	121.0
2018-05-08 01:40:00	ES	Futures	2914.11	2915.2	2914.11	2914.93	212.0
2018-05-08 01:45:00	ES	Futures	2914.66	2915.2	2914.39	2915.2	110.0
2018-05-08 01:50:00	ES	Futures	2915.2	2916.3	2914.66	2915.75	577.0
2018-05-08 01:55:00	ES	Futures	2915.75	2916.02	2914.93	2915.2	333.0
2018-05-08 02:00:00	ES	Futures	2915.2	2916.3	2914.93	2915.2	411.0
2018-05-08 02:05:00	ES	Futures	2915.2	2915.75	2914.93	2915.75	385.0
2018-05-08 02:10:00	ES	Futures	2915.48	2915.75	2914.93	2915.75	617.0
2018-05-08 02:15:00	ES	Futures	2915.75	2916.02	2915.48	2915.48	388.0
2018-05-08 02:20:00	ES	Futures	2915.48	2915.48	2915.2	2915.48	265.0
2018-05-08 02:25:00	ES	Futures	2915.48	2915.75	2915.2	2915.48	402.0
2018-05-08 02:30:00	ES	Futures	2915.2	2916.02	2914.93	2915.2	472.0
2018-05-08 02:35:00	ES	Futures	2915.48	2915.48	2914.39	2914.66	606.0
2018-05-08 02:40:00	ES	Futures	2914.66	2915.48	2914.66	2915.48	572.0
2018-05-08 02:45:00	ES	Futures	2915.48	2916.02	2915.2	2915.2	414.0
2018-05-08 02:50:00	ES	Futures	2915.2	2916.02	2914.66	2915.75	481.0
2018-05-08 02:55:00	ES	Futures	2915.75	2916.3	2915.48	2916.3	456.0
2018-05-08 03:00:00	ES	Futures	2916.3	2917.11	2914.39	2915.75	2312.0
2018-05-08 03:05:00	ES	Futures	2915.75	2916.02	2914.11	2914.66	1086.0
2018-05-08 03:10:00	ES	Futures	2914.66	2914.93	2914.11	2914.93	599.0
2018-05-08 03:15:00	ES	Futures	2914.93	2915.48	2914.93	2915.48	489.0
2018-05-08 03:20:00	ES	Futures	2915.48	2915.75	2914.66	2915.2	326.0
2018-05-08 03:25:00	ES	Futures	2915.48	2916.84	2914.93	2915.2	1163.0
2018-05-08 03:30:00	ES	Futures	2915.2	2915.2	2913.29	2913.57	810.0
2018-05-08 03:35:00	ES	Futures	2913.84	2914.39	2913.29	2913.29	894.0
2018-05-08 03:40:00	ES	Futures	2913.29	2914.11	2913.02	2913.84	553.0
2018-05-08 03:45:00	ES	Futures	2913.84	2914.11	2913.57	2913.84	427.0
2018-05-08 03:50:00	ES	Futures	2914.11	2914.39	2913.02	2913.57	541.0
2018-05-08 03:55:00	ES	Futures	2913.57	2913.84	2912.47	2913.57	1052.0
2018-05-08 04:00:00	ES	Futures	2913.57	2913.57	2911.93	2912.2	1109.0
2018-05-08 04:05:00	ES	Futures	2912.47	2912.75	2911.66	2911.93	1235.0

> showing 50 of 16,409 rows — these rows as CSV

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