PREVIEW / futures_5min / 2018-05-23

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-23.parquet
  size:    272 KB
  rows:    16,404

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
2018-05-23 00:00:00	ES	Futures	2968.15	2968.42	2967.88	2968.15	122.0
2018-05-23 00:05:00	ES	Futures	2968.15	2968.42	2968.15	2968.42	35.0
2018-05-23 00:10:00	ES	Futures	2968.42	2968.69	2968.15	2968.69	77.0
2018-05-23 00:15:00	ES	Futures	2968.42	2969.24	2968.42	2968.69	405.0
2018-05-23 00:20:00	ES	Futures	2968.69	2968.97	2968.69	2968.97	162.0
2018-05-23 00:25:00	ES	Futures	2968.97	2969.24	2968.69	2968.97	251.0
2018-05-23 00:30:00	ES	Futures	2968.69	2969.79	2968.69	2969.51	489.0
2018-05-23 00:35:00	ES	Futures	2969.51	2969.51	2968.97	2968.97	170.0
2018-05-23 00:40:00	ES	Futures	2969.24	2969.79	2968.97	2969.79	203.0
2018-05-23 00:45:00	ES	Futures	2969.51	2969.79	2968.97	2969.24	203.0
2018-05-23 00:50:00	ES	Futures	2969.24	2969.79	2969.24	2969.51	274.0
2018-05-23 00:55:00	ES	Futures	2969.79	2969.79	2969.24	2969.51	118.0
2018-05-23 01:00:00	ES	Futures	2969.51	2969.79	2968.97	2968.97	285.0
2018-05-23 01:05:00	ES	Futures	2968.97	2969.79	2968.97	2969.51	190.0
2018-05-23 01:10:00	ES	Futures	2969.79	2970.06	2969.51	2969.51	344.0
2018-05-23 01:15:00	ES	Futures	2969.51	2970.06	2969.51	2969.79	193.0
2018-05-23 01:20:00	ES	Futures	2970.06	2970.06	2969.51	2969.51	174.0
2018-05-23 01:25:00	ES	Futures	2969.79	2969.79	2969.24	2969.24	347.0
2018-05-23 01:30:00	ES	Futures	2969.51	2970.06	2969.51	2969.79	580.0
2018-05-23 01:35:00	ES	Futures	2969.79	2970.06	2968.97	2968.97	479.0
2018-05-23 01:40:00	ES	Futures	2968.97	2969.51	2968.97	2969.51	213.0
2018-05-23 01:45:00	ES	Futures	2969.51	2969.51	2968.97	2968.97	189.0
2018-05-23 01:50:00	ES	Futures	2969.24	2969.24	2968.69	2969.24	262.0
2018-05-23 01:55:00	ES	Futures	2968.97	2969.79	2968.97	2969.51	249.0
2018-05-23 02:00:00	ES	Futures	2969.51	2970.6	2968.69	2970.6	876.0
2018-05-23 02:05:00	ES	Futures	2970.6	2970.6	2969.79	2970.06	721.0
2018-05-23 02:10:00	ES	Futures	2970.06	2970.88	2970.06	2970.88	351.0
2018-05-23 02:15:00	ES	Futures	2970.88	2970.88	2970.33	2970.6	495.0
2018-05-23 02:20:00	ES	Futures	2970.6	2971.15	2970.6	2970.88	548.0
2018-05-23 02:25:00	ES	Futures	2971.15	2971.15	2968.97	2968.97	552.0
2018-05-23 02:30:00	ES	Futures	2968.97	2969.51	2968.69	2968.69	1308.0
2018-05-23 02:35:00	ES	Futures	2968.69	2969.24	2968.42	2968.69	790.0
2018-05-23 02:40:00	ES	Futures	2968.69	2968.69	2967.88	2968.69	737.0
2018-05-23 02:45:00	ES	Futures	2968.69	2969.24	2968.42	2968.69	921.0
2018-05-23 02:50:00	ES	Futures	2968.69	2968.97	2968.42	2968.42	138.0
2018-05-23 02:55:00	ES	Futures	2968.69	2969.51	2967.6	2967.6	968.0
2018-05-23 03:00:00	ES	Futures	2967.6	2968.69	2967.06	2968.15	1958.0
2018-05-23 03:05:00	ES	Futures	2968.15	2968.97	2967.06	2967.33	1948.0
2018-05-23 03:10:00	ES	Futures	2967.6	2967.88	2966.24	2966.78	1663.0
2018-05-23 03:15:00	ES	Futures	2966.78	2967.6	2966.51	2967.06	1878.0
2018-05-23 03:20:00	ES	Futures	2966.78	2967.06	2962.42	2962.42	4761.0
2018-05-23 03:25:00	ES	Futures	2962.42	2963.24	2961.6	2961.87	4134.0
2018-05-23 03:30:00	ES	Futures	2962.14	2962.14	2959.41	2960.51	4907.0
2018-05-23 03:35:00	ES	Futures	2960.51	2962.14	2960.23	2961.87	2337.0
2018-05-23 03:40:00	ES	Futures	2961.6	2962.14	2960.51	2961.87	1727.0
2018-05-23 03:45:00	ES	Futures	2961.87	2964.6	2961.33	2962.69	3511.0
2018-05-23 03:50:00	ES	Futures	2962.42	2962.42	2960.51	2961.05	1506.0
2018-05-23 03:55:00	ES	Futures	2961.05	2961.6	2959.41	2959.96	1874.0
2018-05-23 04:00:00	ES	Futures	2959.96	2960.51	2958.32	2958.6	3643.0
2018-05-23 04:05:00	ES	Futures	2958.6	2959.41	2957.5	2958.32	5162.0

> showing 50 of 16,404 rows — these rows as CSV

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