PREVIEW / futures_5min / 2018-05-20

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-20.parquet
  size:    51 KB
  rows:    2,823

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
2018-05-20 18:00:00	ES	Futures	2978.79	2986.98	2978.25	2983.98	10919.0
2018-05-20 18:05:00	ES	Futures	2983.98	2985.07	2982.34	2983.16	2390.0
2018-05-20 18:10:00	ES	Futures	2983.16	2983.98	2982.34	2982.61	915.0
2018-05-20 18:15:00	ES	Futures	2982.34	2982.88	2981.25	2982.34	1262.0
2018-05-20 18:20:00	ES	Futures	2982.34	2982.88	2980.16	2982.61	1305.0
2018-05-20 18:25:00	ES	Futures	2982.34	2982.61	2981.52	2982.34	489.0
2018-05-20 18:30:00	ES	Futures	2982.07	2982.61	2981.25	2982.34	475.0
2018-05-20 18:35:00	ES	Futures	2982.34	2982.61	2980.43	2980.7	573.0
2018-05-20 18:40:00	ES	Futures	2980.97	2980.97	2979.34	2979.88	555.0
2018-05-20 18:45:00	ES	Futures	2979.61	2980.43	2979.34	2980.16	383.0
2018-05-20 18:50:00	ES	Futures	2979.88	2980.43	2979.06	2979.61	635.0
2018-05-20 18:55:00	ES	Futures	2979.61	2979.61	2978.25	2978.79	934.0
2018-05-20 19:00:00	ES	Futures	2978.52	2979.06	2978.52	2979.06	261.0
2018-05-20 19:05:00	ES	Futures	2978.79	2980.97	2978.79	2979.61	1057.0
2018-05-20 19:10:00	ES	Futures	2979.61	2980.7	2979.34	2979.61	705.0
2018-05-20 19:15:00	ES	Futures	2979.61	2981.52	2979.61	2980.7	635.0
2018-05-20 19:20:00	ES	Futures	2980.7	2980.97	2979.34	2979.88	371.0
2018-05-20 19:25:00	ES	Futures	2979.88	2980.97	2979.88	2980.97	212.0
2018-05-20 19:30:00	ES	Futures	2980.7	2981.25	2980.43	2980.43	310.0
2018-05-20 19:35:00	ES	Futures	2980.43	2980.97	2980.43	2980.43	160.0
2018-05-20 19:40:00	ES	Futures	2980.16	2980.97	2980.16	2980.7	134.0
2018-05-20 19:45:00	ES	Futures	2980.7	2980.7	2979.61	2980.43	411.0
2018-05-20 19:50:00	ES	Futures	2980.16	2980.43	2978.79	2979.61	749.0
2018-05-20 19:55:00	ES	Futures	2979.34	2980.7	2979.34	2980.16	472.0
2018-05-20 20:00:00	ES	Futures	2980.16	2981.79	2979.88	2980.97	960.0
2018-05-20 20:05:00	ES	Futures	2980.7	2980.97	2980.16	2980.7	466.0
2018-05-20 20:10:00	ES	Futures	2980.43	2980.97	2980.16	2980.43	271.0
2018-05-20 20:15:00	ES	Futures	2980.43	2980.7	2979.88	2979.88	416.0
2018-05-20 20:20:00	ES	Futures	2979.88	2980.97	2979.34	2980.43	465.0
2018-05-20 20:25:00	ES	Futures	2980.16	2980.43	2979.34	2979.34	521.0
2018-05-20 20:30:00	ES	Futures	2979.34	2980.43	2979.34	2980.16	202.0
2018-05-20 20:35:00	ES	Futures	2980.16	2980.7	2979.88	2980.7	297.0
2018-05-20 20:40:00	ES	Futures	2980.43	2980.97	2980.16	2980.7	270.0
2018-05-20 20:45:00	ES	Futures	2980.7	2980.97	2980.16	2980.43	186.0
2018-05-20 20:50:00	ES	Futures	2980.43	2980.7	2980.16	2980.7	202.0
2018-05-20 20:55:00	ES	Futures	2980.7	2980.7	2980.16	2980.43	151.0
2018-05-20 21:00:00	ES	Futures	2980.16	2980.7	2980.16	2980.7	305.0
2018-05-20 21:05:00	ES	Futures	2980.7	2980.97	2979.61	2980.16	873.0
2018-05-20 21:10:00	ES	Futures	2980.16	2980.97	2980.16	2980.7	652.0
2018-05-20 21:15:00	ES	Futures	2980.7	2980.97	2979.61	2980.7	1166.0
2018-05-20 21:20:00	ES	Futures	2980.43	2980.97	2980.43	2980.7	347.0
2018-05-20 21:25:00	ES	Futures	2980.7	2980.97	2980.16	2980.16	524.0
2018-05-20 21:30:00	ES	Futures	2980.43	2980.7	2979.88	2980.16	417.0
2018-05-20 21:35:00	ES	Futures	2980.16	2980.16	2978.79	2979.34	805.0
2018-05-20 21:40:00	ES	Futures	2979.34	2980.16	2979.34	2979.34	730.0
2018-05-20 21:45:00	ES	Futures	2979.61	2979.88	2979.06	2979.61	621.0
2018-05-20 21:50:00	ES	Futures	2979.61	2980.16	2979.61	2979.88	451.0
2018-05-20 21:55:00	ES	Futures	2979.61	2980.16	2979.34	2979.61	195.0
2018-05-20 22:00:00	ES	Futures	2979.61	2980.43	2979.61	2980.16	423.0
2018-05-20 22:05:00	ES	Futures	2980.16	2980.43	2980.16	2980.43	103.0

> showing 50 of 2,823 rows — these rows as CSV

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