PREVIEW / futures_5min / 2018-05-16

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-16.parquet
  size:    255 KB
  rows:    16,152

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
2018-05-16 00:00:00	ES	Futures	2959.69	2960.23	2959.41	2959.69	453.0
2018-05-16 00:05:00	ES	Futures	2959.69	2959.96	2959.41	2959.41	237.0
2018-05-16 00:10:00	ES	Futures	2959.69	2959.96	2959.14	2959.14	176.0
2018-05-16 00:15:00	ES	Futures	2959.14	2959.69	2959.14	2959.69	91.0
2018-05-16 00:20:00	ES	Futures	2959.41	2960.23	2959.41	2959.96	174.0
2018-05-16 00:25:00	ES	Futures	2959.69	2960.23	2959.69	2960.23	71.0
2018-05-16 00:30:00	ES	Futures	2960.23	2960.51	2959.96	2959.96	276.0
2018-05-16 00:35:00	ES	Futures	2959.96	2960.23	2959.69	2959.69	46.0
2018-05-16 00:40:00	ES	Futures	2959.69	2959.96	2959.41	2959.41	40.0
2018-05-16 00:45:00	ES	Futures	2959.69	2959.69	2958.87	2958.87	223.0
2018-05-16 00:50:00	ES	Futures	2958.87	2958.87	2958.32	2958.6	254.0
2018-05-16 00:55:00	ES	Futures	2958.6	2958.87	2958.32	2958.6	155.0
2018-05-16 01:00:00	ES	Futures	2958.6	2958.6	2958.05	2958.32	114.0
2018-05-16 01:05:00	ES	Futures	2958.32	2958.6	2957.23	2958.05	368.0
2018-05-16 01:10:00	ES	Futures	2958.05	2958.87	2958.05	2958.87	263.0
2018-05-16 01:15:00	ES	Futures	2958.87	2958.87	2958.32	2958.87	90.0
2018-05-16 01:20:00	ES	Futures	2958.87	2958.87	2958.05	2958.32	377.0
2018-05-16 01:25:00	ES	Futures	2958.32	2958.6	2958.05	2958.6	75.0
2018-05-16 01:30:00	ES	Futures	2958.87	2959.96	2958.6	2959.69	373.0
2018-05-16 01:35:00	ES	Futures	2959.69	2960.23	2959.41	2960.23	245.0
2018-05-16 01:40:00	ES	Futures	2960.23	2960.51	2959.69	2959.69	403.0
2018-05-16 01:45:00	ES	Futures	2959.96	2960.51	2959.69	2960.23	289.0
2018-05-16 01:50:00	ES	Futures	2960.23	2960.51	2959.41	2959.41	297.0
2018-05-16 01:55:00	ES	Futures	2959.41	2959.69	2959.41	2959.41	314.0
2018-05-16 02:00:00	ES	Futures	2959.69	2959.69	2958.05	2958.32	946.0
2018-05-16 02:05:00	ES	Futures	2958.32	2958.32	2957.23	2957.78	830.0
2018-05-16 02:10:00	ES	Futures	2957.78	2957.78	2956.96	2957.5	822.0
2018-05-16 02:15:00	ES	Futures	2957.5	2957.78	2956.69	2956.96	1070.0
2018-05-16 02:20:00	ES	Futures	2956.96	2957.5	2956.69	2956.96	547.0
2018-05-16 02:25:00	ES	Futures	2956.96	2957.5	2955.59	2955.87	569.0
2018-05-16 02:30:00	ES	Futures	2955.87	2955.87	2955.05	2955.32	616.0
2018-05-16 02:35:00	ES	Futures	2955.32	2956.69	2955.32	2956.41	583.0
2018-05-16 02:40:00	ES	Futures	2956.41	2957.23	2956.41	2956.69	473.0
2018-05-16 02:45:00	ES	Futures	2956.96	2957.5	2956.69	2957.23	509.0
2018-05-16 02:50:00	ES	Futures	2957.5	2958.32	2957.23	2957.5	689.0
2018-05-16 02:55:00	ES	Futures	2957.5	2958.32	2957.5	2957.5	570.0
2018-05-16 03:00:00	ES	Futures	2957.5	2959.41	2957.5	2959.41	1735.0
2018-05-16 03:05:00	ES	Futures	2959.41	2960.23	2959.14	2959.69	1866.0
2018-05-16 03:10:00	ES	Futures	2959.69	2960.51	2959.41	2959.96	813.0
2018-05-16 03:15:00	ES	Futures	2959.96	2960.51	2959.41	2960.23	798.0
2018-05-16 03:20:00	ES	Futures	2960.23	2961.05	2959.41	2959.41	1142.0
2018-05-16 03:25:00	ES	Futures	2959.41	2960.78	2958.87	2960.23	1747.0
2018-05-16 03:30:00	ES	Futures	2959.96	2961.6	2959.96	2961.6	1597.0
2018-05-16 03:35:00	ES	Futures	2961.33	2962.96	2961.33	2962.42	3101.0
2018-05-16 03:40:00	ES	Futures	2962.69	2963.51	2962.42	2962.42	963.0
2018-05-16 03:45:00	ES	Futures	2962.42	2962.96	2962.42	2962.42	517.0
2018-05-16 03:50:00	ES	Futures	2962.42	2962.69	2961.87	2962.14	548.0
2018-05-16 03:55:00	ES	Futures	2962.14	2962.69	2962.14	2962.69	386.0
2018-05-16 04:00:00	ES	Futures	2962.42	2962.96	2961.33	2961.6	1141.0
2018-05-16 04:05:00	ES	Futures	2961.6	2961.6	2961.05	2961.6	460.0

> showing 50 of 16,152 rows — these rows as CSV

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