PREVIEW / futures_5min / 2018-05-14

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-14.parquet
  size:    239 KB
  rows:    15,796

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
2018-05-14 00:00:00	ES	Futures	2989.71	2989.98	2989.43	2989.71	161.0
2018-05-14 00:05:00	ES	Futures	2989.71	2990.25	2989.71	2989.98	237.0
2018-05-14 00:10:00	ES	Futures	2990.25	2990.25	2989.98	2990.25	95.0
2018-05-14 00:15:00	ES	Futures	2990.25	2990.53	2989.98	2990.53	75.0
2018-05-14 00:20:00	ES	Futures	2990.25	2990.53	2990.25	2990.53	79.0
2018-05-14 00:25:00	ES	Futures	2990.25	2991.07	2990.25	2991.07	486.0
2018-05-14 00:30:00	ES	Futures	2991.07	2991.07	2990.53	2990.8	144.0
2018-05-14 00:35:00	ES	Futures	2990.8	2991.07	2990.8	2990.8	96.0
2018-05-14 00:40:00	ES	Futures	2990.8	2992.16	2990.8	2991.62	1014.0
2018-05-14 00:45:00	ES	Futures	2991.62	2991.89	2991.07	2991.35	407.0
2018-05-14 00:50:00	ES	Futures	2991.35	2991.62	2991.35	2991.62	367.0
2018-05-14 00:55:00	ES	Futures	2991.62	2991.62	2991.07	2991.35	91.0
2018-05-14 01:00:00	ES	Futures	2991.07	2991.35	2990.8	2991.35	233.0
2018-05-14 01:05:00	ES	Futures	2991.07	2991.35	2990.8	2991.35	450.0
2018-05-14 01:10:00	ES	Futures	2991.07	2991.35	2990.8	2990.8	431.0
2018-05-14 01:15:00	ES	Futures	2990.8	2991.07	2990.25	2990.25	390.0
2018-05-14 01:20:00	ES	Futures	2990.25	2990.8	2990.25	2990.53	264.0
2018-05-14 01:25:00	ES	Futures	2990.53	2990.8	2989.98	2990.25	265.0
2018-05-14 01:30:00	ES	Futures	2990.25	2990.8	2989.98	2990.25	240.0
2018-05-14 01:35:00	ES	Futures	2990.25	2990.8	2989.98	2990.8	248.0
2018-05-14 01:40:00	ES	Futures	2990.8	2990.8	2990.25	2990.53	208.0
2018-05-14 01:45:00	ES	Futures	2990.53	2990.8	2990.25	2990.53	118.0
2018-05-14 01:50:00	ES	Futures	2990.53	2990.53	2989.98	2989.98	183.0
2018-05-14 01:55:00	ES	Futures	2989.98	2989.98	2989.43	2989.71	275.0
2018-05-14 02:00:00	ES	Futures	2989.71	2989.98	2988.62	2988.89	925.0
2018-05-14 02:05:00	ES	Futures	2989.16	2989.43	2988.34	2988.62	733.0
2018-05-14 02:10:00	ES	Futures	2988.62	2989.16	2988.34	2988.89	600.0
2018-05-14 02:15:00	ES	Futures	2988.62	2988.89	2988.07	2988.34	523.0
2018-05-14 02:20:00	ES	Futures	2988.07	2988.89	2988.07	2988.89	375.0
2018-05-14 02:25:00	ES	Futures	2988.89	2989.16	2988.34	2988.62	375.0
2018-05-14 02:30:00	ES	Futures	2988.62	2989.16	2988.34	2988.62	400.0
2018-05-14 02:35:00	ES	Futures	2988.89	2989.16	2988.34	2988.34	218.0
2018-05-14 02:40:00	ES	Futures	2988.34	2988.62	2988.07	2988.34	310.0
2018-05-14 02:45:00	ES	Futures	2988.34	2988.62	2987.8	2988.07	613.0
2018-05-14 02:50:00	ES	Futures	2988.07	2988.07	2986.98	2987.25	662.0
2018-05-14 02:55:00	ES	Futures	2986.98	2987.52	2986.98	2986.98	501.0
2018-05-14 03:00:00	ES	Futures	2986.98	2987.25	2986.43	2986.98	1624.0
2018-05-14 03:05:00	ES	Futures	2987.25	2988.07	2986.98	2986.98	1151.0
2018-05-14 03:10:00	ES	Futures	2986.98	2987.8	2986.71	2987.8	640.0
2018-05-14 03:15:00	ES	Futures	2987.8	2988.07	2987.25	2987.25	499.0
2018-05-14 03:20:00	ES	Futures	2987.25	2988.34	2987.25	2988.07	960.0
2018-05-14 03:25:00	ES	Futures	2987.8	2988.34	2987.8	2988.07	652.0
2018-05-14 03:30:00	ES	Futures	2988.07	2989.71	2987.8	2988.34	2236.0
2018-05-14 03:35:00	ES	Futures	2988.34	2988.62	2987.52	2987.8	748.0
2018-05-14 03:40:00	ES	Futures	2987.8	2988.07	2986.43	2986.43	736.0
2018-05-14 03:45:00	ES	Futures	2986.43	2986.71	2985.61	2985.89	1835.0
2018-05-14 03:50:00	ES	Futures	2985.61	2985.89	2985.34	2985.61	1037.0
2018-05-14 03:55:00	ES	Futures	2985.89	2985.89	2985.07	2985.89	1179.0
2018-05-14 04:00:00	ES	Futures	2985.61	2986.71	2985.61	2986.16	741.0
2018-05-14 04:05:00	ES	Futures	2985.89	2986.43	2985.89	2985.89	668.0

> showing 50 of 15,796 rows — these rows as CSV

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