PREVIEW / futures_5min / 2018-05-21

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-21.parquet
  size:    237 KB
  rows:    15,231

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
2018-05-21 00:00:00	ES	Futures	2979.61	2980.43	2979.61	2980.16	264.0
2018-05-21 00:05:00	ES	Futures	2980.16	2980.43	2979.88	2980.16	95.0
2018-05-21 00:10:00	ES	Futures	2980.43	2980.43	2979.88	2979.88	125.0
2018-05-21 00:15:00	ES	Futures	2979.88	2980.16	2979.88	2980.16	36.0
2018-05-21 00:20:00	ES	Futures	2979.88	2980.16	2979.88	2980.16	190.0
2018-05-21 00:25:00	ES	Futures	2980.16	2980.16	2979.61	2980.16	185.0
2018-05-21 00:30:00	ES	Futures	2980.16	2980.16	2979.88	2980.16	72.0
2018-05-21 00:35:00	ES	Futures	2980.16	2980.16	2979.88	2980.16	87.0
2018-05-21 00:40:00	ES	Futures	2979.88	2980.16	2979.61	2979.88	84.0
2018-05-21 00:45:00	ES	Futures	2979.61	2979.88	2979.06	2979.88	355.0
2018-05-21 00:50:00	ES	Futures	2979.61	2979.88	2979.06	2979.06	216.0
2018-05-21 00:55:00	ES	Futures	2979.06	2979.34	2979.06	2979.34	244.0
2018-05-21 01:00:00	ES	Futures	2979.34	2979.61	2979.06	2979.06	241.0
2018-05-21 01:05:00	ES	Futures	2979.34	2979.34	2978.79	2979.06	376.0
2018-05-21 01:10:00	ES	Futures	2979.34	2979.61	2979.06	2979.34	127.0
2018-05-21 01:15:00	ES	Futures	2979.34	2979.61	2979.06	2979.34	210.0
2018-05-21 01:20:00	ES	Futures	2979.34	2979.61	2979.06	2979.61	96.0
2018-05-21 01:25:00	ES	Futures	2979.61	2979.61	2979.34	2979.61	156.0
2018-05-21 01:30:00	ES	Futures	2979.34	2979.88	2979.34	2979.88	118.0
2018-05-21 01:35:00	ES	Futures	2979.88	2980.16	2979.34	2980.16	320.0
2018-05-21 01:40:00	ES	Futures	2979.88	2980.16	2979.61	2980.16	169.0
2018-05-21 01:45:00	ES	Futures	2979.88	2980.16	2979.34	2979.88	179.0
2018-05-21 01:50:00	ES	Futures	2979.61	2979.88	2979.61	2979.61	135.0
2018-05-21 01:55:00	ES	Futures	2979.88	2979.88	2979.06	2979.34	231.0
2018-05-21 02:00:00	ES	Futures	2979.61	2979.61	2978.79	2979.34	720.0
2018-05-21 02:05:00	ES	Futures	2979.34	2979.34	2978.52	2978.52	305.0
2018-05-21 02:10:00	ES	Futures	2978.52	2978.52	2976.34	2976.88	1963.0
2018-05-21 02:15:00	ES	Futures	2976.88	2977.43	2976.34	2977.15	527.0
2018-05-21 02:20:00	ES	Futures	2976.88	2977.15	2976.61	2977.15	400.0
2018-05-21 02:25:00	ES	Futures	2977.15	2977.43	2976.61	2977.15	383.0
2018-05-21 02:30:00	ES	Futures	2977.43	2977.7	2977.15	2977.43	310.0
2018-05-21 02:35:00	ES	Futures	2977.7	2977.97	2977.15	2977.43	371.0
2018-05-21 02:40:00	ES	Futures	2977.43	2977.43	2976.61	2976.88	301.0
2018-05-21 02:45:00	ES	Futures	2976.88	2976.88	2976.61	2976.88	315.0
2018-05-21 02:50:00	ES	Futures	2976.88	2977.15	2976.61	2977.15	155.0
2018-05-21 02:55:00	ES	Futures	2976.88	2976.88	2975.79	2976.34	538.0
2018-05-21 03:00:00	ES	Futures	2976.34	2976.61	2974.7	2975.24	1360.0
2018-05-21 03:05:00	ES	Futures	2974.97	2975.24	2973.88	2974.97	1297.0
2018-05-21 03:10:00	ES	Futures	2975.24	2977.15	2974.97	2976.34	1658.0
2018-05-21 03:15:00	ES	Futures	2976.34	2976.61	2975.52	2976.06	861.0
2018-05-21 03:20:00	ES	Futures	2976.06	2976.88	2975.79	2976.61	1035.0
2018-05-21 03:25:00	ES	Futures	2976.61	2977.43	2976.61	2977.15	729.0
2018-05-21 03:30:00	ES	Futures	2976.88	2977.43	2976.61	2977.15	426.0
2018-05-21 03:35:00	ES	Futures	2977.43	2977.7	2977.15	2977.43	434.0
2018-05-21 03:40:00	ES	Futures	2977.43	2978.25	2977.15	2977.15	694.0
2018-05-21 03:45:00	ES	Futures	2977.15	2977.15	2976.61	2976.61	569.0
2018-05-21 03:50:00	ES	Futures	2976.61	2977.7	2976.61	2977.43	435.0
2018-05-21 03:55:00	ES	Futures	2977.15	2977.7	2977.15	2977.43	270.0
2018-05-21 04:00:00	ES	Futures	2977.43	2977.97	2976.88	2977.15	572.0
2018-05-21 04:05:00	ES	Futures	2977.15	2977.15	2976.34	2976.34	400.0

> showing 50 of 15,231 rows — these rows as CSV

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