PREVIEW / futures_5min / 2018-05-09

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-09.parquet
  size:    254 KB
  rows:    16,178

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
2018-05-09 00:00:00	ES	Futures	2913.84	2914.39	2913.57	2914.39	381.0
2018-05-09 00:05:00	ES	Futures	2914.39	2914.66	2914.11	2914.66	86.0
2018-05-09 00:10:00	ES	Futures	2914.66	2914.93	2914.11	2914.93	216.0
2018-05-09 00:15:00	ES	Futures	2914.93	2914.93	2914.66	2914.93	66.0
2018-05-09 00:20:00	ES	Futures	2914.93	2914.93	2914.66	2914.66	74.0
2018-05-09 00:25:00	ES	Futures	2914.66	2915.48	2914.66	2915.2	403.0
2018-05-09 00:30:00	ES	Futures	2914.93	2915.48	2914.93	2915.48	59.0
2018-05-09 00:35:00	ES	Futures	2915.2	2915.48	2915.2	2915.2	120.0
2018-05-09 00:40:00	ES	Futures	2915.2	2915.75	2915.2	2915.75	216.0
2018-05-09 00:45:00	ES	Futures	2915.75	2916.3	2915.75	2916.02	384.0
2018-05-09 00:50:00	ES	Futures	2915.75	2916.02	2915.75	2916.02	104.0
2018-05-09 00:55:00	ES	Futures	2916.02	2916.3	2914.66	2915.2	680.0
2018-05-09 01:00:00	ES	Futures	2914.93	2915.2	2914.66	2914.93	301.0
2018-05-09 01:05:00	ES	Futures	2914.93	2915.2	2914.39	2914.39	302.0
2018-05-09 01:10:00	ES	Futures	2914.66	2914.93	2914.39	2914.66	384.0
2018-05-09 01:15:00	ES	Futures	2914.66	2914.66	2914.39	2914.66	29.0
2018-05-09 01:20:00	ES	Futures	2914.66	2915.2	2914.66	2915.2	148.0
2018-05-09 01:25:00	ES	Futures	2915.2	2916.02	2914.93	2916.02	264.0
2018-05-09 01:30:00	ES	Futures	2916.02	2916.57	2915.48	2915.75	616.0
2018-05-09 01:35:00	ES	Futures	2915.75	2915.75	2915.48	2915.48	41.0
2018-05-09 01:40:00	ES	Futures	2915.48	2915.75	2915.2	2915.48	89.0
2018-05-09 01:45:00	ES	Futures	2915.48	2915.75	2915.2	2915.75	168.0
2018-05-09 01:50:00	ES	Futures	2915.48	2916.02	2915.48	2915.75	260.0
2018-05-09 01:55:00	ES	Futures	2915.75	2916.84	2915.75	2916.57	552.0
2018-05-09 02:00:00	ES	Futures	2916.57	2916.84	2915.48	2916.02	723.0
2018-05-09 02:05:00	ES	Futures	2916.02	2916.3	2915.48	2915.75	252.0
2018-05-09 02:10:00	ES	Futures	2915.48	2917.39	2915.48	2917.11	734.0
2018-05-09 02:15:00	ES	Futures	2916.84	2917.11	2916.3	2916.3	690.0
2018-05-09 02:20:00	ES	Futures	2916.3	2916.3	2915.2	2915.2	841.0
2018-05-09 02:25:00	ES	Futures	2915.2	2915.75	2914.66	2914.93	995.0
2018-05-09 02:30:00	ES	Futures	2914.93	2915.48	2914.66	2914.93	450.0
2018-05-09 02:35:00	ES	Futures	2914.66	2914.93	2913.84	2914.11	529.0
2018-05-09 02:40:00	ES	Futures	2914.39	2914.93	2914.11	2914.66	311.0
2018-05-09 02:45:00	ES	Futures	2914.39	2914.66	2914.11	2914.66	188.0
2018-05-09 02:50:00	ES	Futures	2914.66	2915.2	2914.66	2915.2	389.0
2018-05-09 02:55:00	ES	Futures	2915.2	2915.2	2914.66	2914.66	353.0
2018-05-09 03:00:00	ES	Futures	2914.93	2916.84	2914.93	2916.57	2105.0
2018-05-09 03:05:00	ES	Futures	2916.84	2917.93	2916.3	2917.66	1234.0
2018-05-09 03:10:00	ES	Futures	2917.93	2918.48	2917.11	2918.21	1277.0
2018-05-09 03:15:00	ES	Futures	2918.21	2918.48	2917.11	2917.39	1151.0
2018-05-09 03:20:00	ES	Futures	2917.11	2917.93	2916.57	2917.93	579.0
2018-05-09 03:25:00	ES	Futures	2917.93	2918.21	2917.11	2917.66	799.0
2018-05-09 03:30:00	ES	Futures	2917.66	2919.84	2917.66	2919.3	2242.0
2018-05-09 03:35:00	ES	Futures	2919.3	2920.66	2919.02	2920.66	1711.0
2018-05-09 03:40:00	ES	Futures	2920.66	2922.85	2920.12	2922.57	2278.0
2018-05-09 03:45:00	ES	Futures	2922.57	2923.39	2922.3	2922.85	1916.0
2018-05-09 03:50:00	ES	Futures	2922.85	2925.57	2922.85	2925.03	3396.0
2018-05-09 03:55:00	ES	Futures	2925.3	2925.57	2924.48	2924.76	1863.0
2018-05-09 04:00:00	ES	Futures	2924.76	2925.3	2922.85	2922.85	1943.0
2018-05-09 04:05:00	ES	Futures	2922.85	2924.21	2922.3	2923.39	1303.0

> showing 50 of 16,178 rows — these rows as CSV

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