PREVIEW / futures_5min / 2018-05-17

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-17.parquet
  size:    250 KB
  rows:    16,080

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
2018-05-17 00:00:00	ES	Futures	2973.61	2973.61	2973.06	2973.33	94.0
2018-05-17 00:05:00	ES	Futures	2973.06	2973.61	2973.06	2973.33	68.0
2018-05-17 00:10:00	ES	Futures	2973.33	2973.61	2973.06	2973.06	143.0
2018-05-17 00:15:00	ES	Futures	2973.33	2973.33	2972.79	2973.06	165.0
2018-05-17 00:20:00	ES	Futures	2973.06	2973.33	2972.79	2972.79	130.0
2018-05-17 00:25:00	ES	Futures	2972.79	2972.79	2972.51	2972.79	42.0
2018-05-17 00:30:00	ES	Futures	2972.79	2972.79	2971.97	2971.97	101.0
2018-05-17 00:35:00	ES	Futures	2971.97	2972.24	2971.97	2971.97	39.0
2018-05-17 00:40:00	ES	Futures	2972.24	2972.24	2971.7	2971.97	156.0
2018-05-17 00:45:00	ES	Futures	2971.7	2972.24	2971.42	2972.24	209.0
2018-05-17 00:50:00	ES	Futures	2972.24	2972.51	2971.97	2972.24	84.0
2018-05-17 00:55:00	ES	Futures	2972.24	2972.51	2971.97	2972.24	93.0
2018-05-17 01:00:00	ES	Futures	2972.24	2972.24	2971.7	2971.97	132.0
2018-05-17 01:05:00	ES	Futures	2971.7	2971.97	2971.42	2971.42	285.0
2018-05-17 01:10:00	ES	Futures	2971.42	2971.97	2971.42	2971.42	337.0
2018-05-17 01:15:00	ES	Futures	2971.42	2971.7	2971.42	2971.7	67.0
2018-05-17 01:20:00	ES	Futures	2971.42	2971.97	2971.42	2971.7	382.0
2018-05-17 01:25:00	ES	Futures	2971.97	2972.24	2971.42	2972.24	258.0
2018-05-17 01:30:00	ES	Futures	2972.24	2972.79	2971.97	2972.51	331.0
2018-05-17 01:35:00	ES	Futures	2972.51	2972.79	2971.97	2972.79	196.0
2018-05-17 01:40:00	ES	Futures	2972.79	2972.79	2971.97	2971.97	193.0
2018-05-17 01:45:00	ES	Futures	2971.97	2972.24	2968.42	2969.79	2192.0
2018-05-17 01:50:00	ES	Futures	2969.51	2970.06	2968.97	2969.51	433.0
2018-05-17 01:55:00	ES	Futures	2969.24	2969.79	2968.42	2969.24	788.0
2018-05-17 02:00:00	ES	Futures	2969.24	2969.24	2968.15	2968.97	645.0
2018-05-17 02:05:00	ES	Futures	2968.97	2969.79	2968.97	2969.51	342.0
2018-05-17 02:10:00	ES	Futures	2969.51	2969.51	2968.69	2969.24	527.0
2018-05-17 02:15:00	ES	Futures	2968.97	2969.79	2968.42	2968.97	959.0
2018-05-17 02:20:00	ES	Futures	2968.97	2969.24	2968.69	2968.97	573.0
2018-05-17 02:25:00	ES	Futures	2968.97	2968.97	2968.42	2968.42	374.0
2018-05-17 02:30:00	ES	Futures	2968.42	2968.69	2967.06	2967.6	1449.0
2018-05-17 02:35:00	ES	Futures	2967.6	2967.88	2967.33	2967.6	259.0
2018-05-17 02:40:00	ES	Futures	2967.6	2968.15	2967.6	2967.6	407.0
2018-05-17 02:45:00	ES	Futures	2967.6	2967.6	2966.51	2966.78	1100.0
2018-05-17 02:50:00	ES	Futures	2966.51	2966.78	2966.24	2966.24	563.0
2018-05-17 02:55:00	ES	Futures	2966.24	2966.51	2965.69	2966.24	941.0
2018-05-17 03:00:00	ES	Futures	2965.96	2967.6	2965.96	2966.78	1353.0
2018-05-17 03:05:00	ES	Futures	2966.78	2967.33	2966.24	2967.33	1157.0
2018-05-17 03:10:00	ES	Futures	2967.33	2967.88	2967.06	2967.6	1100.0
2018-05-17 03:15:00	ES	Futures	2967.33	2968.69	2966.78	2968.15	946.0
2018-05-17 03:20:00	ES	Futures	2968.15	2968.42	2967.6	2967.88	818.0
2018-05-17 03:25:00	ES	Futures	2967.6	2968.15	2967.6	2967.6	276.0
2018-05-17 03:30:00	ES	Futures	2967.88	2967.88	2966.78	2967.06	597.0
2018-05-17 03:35:00	ES	Futures	2967.06	2968.15	2966.78	2967.88	750.0
2018-05-17 03:40:00	ES	Futures	2967.88	2968.42	2967.6	2968.15	750.0
2018-05-17 03:45:00	ES	Futures	2968.15	2968.15	2967.33	2967.6	565.0
2018-05-17 03:50:00	ES	Futures	2967.6	2967.88	2966.78	2967.33	437.0
2018-05-17 03:55:00	ES	Futures	2967.06	2968.15	2967.06	2967.6	406.0
2018-05-17 04:00:00	ES	Futures	2967.6	2967.88	2965.96	2966.24	1580.0
2018-05-17 04:05:00	ES	Futures	2966.24	2967.06	2965.96	2966.78	697.0

> showing 50 of 16,080 rows — these rows as CSV

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