PREVIEW / futures_5min / 2018-05-15

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-15.parquet
  size:    270 KB
  rows:    16,507

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
2018-05-15 00:00:00	ES	Futures	2977.43	2977.97	2977.43	2977.7	68.0
2018-05-15 00:05:00	ES	Futures	2977.7	2978.25	2977.7	2977.97	141.0
2018-05-15 00:10:00	ES	Futures	2977.97	2977.97	2977.43	2977.43	166.0
2018-05-15 00:15:00	ES	Futures	2977.43	2977.43	2976.88	2977.15	432.0
2018-05-15 00:20:00	ES	Futures	2977.43	2977.7	2976.88	2977.7	303.0
2018-05-15 00:25:00	ES	Futures	2977.7	2977.97	2977.43	2977.7	145.0
2018-05-15 00:30:00	ES	Futures	2977.43	2977.97	2977.43	2977.43	216.0
2018-05-15 00:35:00	ES	Futures	2977.43	2977.43	2976.88	2976.88	204.0
2018-05-15 00:40:00	ES	Futures	2976.88	2976.88	2976.61	2976.61	167.0
2018-05-15 00:45:00	ES	Futures	2976.61	2976.88	2976.34	2976.61	124.0
2018-05-15 00:50:00	ES	Futures	2976.61	2976.61	2976.61	2976.61	17.0
2018-05-15 00:55:00	ES	Futures	2976.61	2976.88	2976.61	2976.61	185.0
2018-05-15 01:00:00	ES	Futures	2976.88	2976.88	2976.61	2976.61	120.0
2018-05-15 01:05:00	ES	Futures	2976.88	2976.88	2976.34	2976.61	97.0
2018-05-15 01:10:00	ES	Futures	2976.34	2976.88	2976.34	2976.61	106.0
2018-05-15 01:15:00	ES	Futures	2976.88	2977.15	2976.61	2976.61	299.0
2018-05-15 01:20:00	ES	Futures	2976.61	2976.61	2976.06	2976.61	149.0
2018-05-15 01:25:00	ES	Futures	2976.34	2976.34	2975.79	2976.06	225.0
2018-05-15 01:30:00	ES	Futures	2975.79	2976.34	2975.79	2976.06	153.0
2018-05-15 01:35:00	ES	Futures	2975.79	2976.06	2974.15	2974.42	1081.0
2018-05-15 01:40:00	ES	Futures	2974.42	2974.7	2974.15	2974.7	527.0
2018-05-15 01:45:00	ES	Futures	2974.7	2974.97	2972.51	2973.06	1923.0
2018-05-15 01:50:00	ES	Futures	2973.06	2973.33	2972.51	2973.06	512.0
2018-05-15 01:55:00	ES	Futures	2973.06	2973.88	2972.79	2973.61	270.0
2018-05-15 02:00:00	ES	Futures	2973.61	2973.61	2971.7	2971.97	1582.0
2018-05-15 02:05:00	ES	Futures	2971.97	2971.97	2970.88	2971.15	2393.0
2018-05-15 02:10:00	ES	Futures	2971.15	2971.7	2970.33	2970.88	1580.0
2018-05-15 02:15:00	ES	Futures	2970.88	2971.15	2969.79	2970.33	1306.0
2018-05-15 02:20:00	ES	Futures	2970.6	2971.7	2970.33	2971.7	880.0
2018-05-15 02:25:00	ES	Futures	2971.42	2971.7	2970.6	2970.6	564.0
2018-05-15 02:30:00	ES	Futures	2970.6	2971.97	2970.33	2971.97	776.0
2018-05-15 02:35:00	ES	Futures	2971.97	2972.51	2971.42	2971.97	346.0
2018-05-15 02:40:00	ES	Futures	2971.97	2972.24	2971.15	2971.7	629.0
2018-05-15 02:45:00	ES	Futures	2971.7	2972.24	2971.7	2971.97	253.0
2018-05-15 02:50:00	ES	Futures	2971.97	2972.24	2971.42	2972.24	535.0
2018-05-15 02:55:00	ES	Futures	2972.24	2973.33	2971.97	2972.79	919.0
2018-05-15 03:00:00	ES	Futures	2972.79	2974.42	2972.24	2973.88	1940.0
2018-05-15 03:05:00	ES	Futures	2973.88	2974.7	2972.79	2973.33	1439.0
2018-05-15 03:10:00	ES	Futures	2973.33	2974.42	2972.79	2974.15	1478.0
2018-05-15 03:15:00	ES	Futures	2973.88	2975.24	2973.88	2974.7	1017.0
2018-05-15 03:20:00	ES	Futures	2974.7	2975.52	2974.42	2975.52	715.0
2018-05-15 03:25:00	ES	Futures	2975.52	2975.52	2974.97	2975.52	551.0
2018-05-15 03:30:00	ES	Futures	2975.52	2975.79	2975.24	2975.24	412.0
2018-05-15 03:35:00	ES	Futures	2975.24	2976.06	2975.24	2975.79	460.0
2018-05-15 03:40:00	ES	Futures	2975.79	2975.79	2975.52	2975.79	335.0
2018-05-15 03:45:00	ES	Futures	2975.52	2976.34	2975.52	2976.06	788.0
2018-05-15 03:50:00	ES	Futures	2976.34	2976.61	2976.06	2976.34	796.0
2018-05-15 03:55:00	ES	Futures	2976.34	2976.34	2975.52	2976.06	868.0
2018-05-15 04:00:00	ES	Futures	2976.34	2976.88	2975.52	2975.79	714.0
2018-05-15 04:05:00	ES	Futures	2975.79	2976.06	2975.52	2975.79	687.0

> showing 50 of 16,507 rows — these rows as CSV

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