PREVIEW / futures_5min / 2018-05-24

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-24.parquet
  size:    257 KB
  rows:    16,030

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
2018-05-24 00:00:00	ES	Futures	2973.88	2974.97	2973.61	2974.42	370.0
2018-05-24 00:05:00	ES	Futures	2974.42	2975.24	2974.15	2974.42	171.0
2018-05-24 00:10:00	ES	Futures	2974.7	2974.7	2974.15	2974.42	116.0
2018-05-24 00:15:00	ES	Futures	2974.15	2974.42	2973.88	2973.88	153.0
2018-05-24 00:20:00	ES	Futures	2973.88	2974.15	2973.61	2973.88	126.0
2018-05-24 00:25:00	ES	Futures	2973.61	2973.88	2973.61	2973.88	71.0
2018-05-24 00:30:00	ES	Futures	2973.61	2974.42	2973.61	2973.88	120.0
2018-05-24 00:35:00	ES	Futures	2973.61	2974.15	2973.33	2973.88	158.0
2018-05-24 00:40:00	ES	Futures	2973.61	2974.42	2973.61	2973.88	119.0
2018-05-24 00:45:00	ES	Futures	2973.61	2973.88	2973.61	2973.88	38.0
2018-05-24 00:50:00	ES	Futures	2973.88	2974.15	2973.61	2973.61	56.0
2018-05-24 00:55:00	ES	Futures	2973.61	2973.88	2973.61	2973.88	106.0
2018-05-24 01:00:00	ES	Futures	2973.61	2975.24	2973.61	2974.97	315.0
2018-05-24 01:05:00	ES	Futures	2974.7	2974.7	2974.15	2974.42	429.0
2018-05-24 01:10:00	ES	Futures	2974.15	2974.42	2973.88	2974.42	304.0
2018-05-24 01:15:00	ES	Futures	2974.15	2974.42	2973.61	2973.61	313.0
2018-05-24 01:20:00	ES	Futures	2973.61	2974.7	2973.33	2974.7	471.0
2018-05-24 01:25:00	ES	Futures	2974.42	2975.52	2974.42	2975.24	911.0
2018-05-24 01:30:00	ES	Futures	2974.97	2977.43	2974.97	2977.43	897.0
2018-05-24 01:35:00	ES	Futures	2977.15	2977.7	2976.34	2976.34	566.0
2018-05-24 01:40:00	ES	Futures	2976.34	2976.61	2975.79	2976.06	209.0
2018-05-24 01:45:00	ES	Futures	2975.79	2976.34	2975.52	2975.52	402.0
2018-05-24 01:50:00	ES	Futures	2975.52	2976.06	2974.97	2975.24	319.0
2018-05-24 01:55:00	ES	Futures	2975.52	2976.34	2974.97	2976.06	391.0
2018-05-24 02:00:00	ES	Futures	2976.06	2976.34	2974.97	2975.52	996.0
2018-05-24 02:05:00	ES	Futures	2975.52	2975.79	2974.97	2975.24	750.0
2018-05-24 02:10:00	ES	Futures	2974.97	2975.79	2974.97	2975.79	649.0
2018-05-24 02:15:00	ES	Futures	2975.52	2975.52	2974.42	2974.97	698.0
2018-05-24 02:20:00	ES	Futures	2974.7	2975.24	2974.7	2974.97	235.0
2018-05-24 02:25:00	ES	Futures	2974.7	2975.52	2974.7	2975.52	329.0
2018-05-24 02:30:00	ES	Futures	2975.52	2976.06	2975.24	2976.06	499.0
2018-05-24 02:35:00	ES	Futures	2975.79	2976.88	2975.79	2976.88	381.0
2018-05-24 02:40:00	ES	Futures	2976.61	2977.43	2976.61	2977.15	672.0
2018-05-24 02:45:00	ES	Futures	2977.43	2979.34	2977.15	2979.06	1638.0
2018-05-24 02:50:00	ES	Futures	2979.06	2979.34	2978.79	2979.34	726.0
2018-05-24 02:55:00	ES	Futures	2979.06	2979.61	2978.52	2978.79	633.0
2018-05-24 03:00:00	ES	Futures	2978.79	2980.16	2978.52	2978.52	2447.0
2018-05-24 03:05:00	ES	Futures	2978.52	2978.52	2977.7	2977.97	1016.0
2018-05-24 03:10:00	ES	Futures	2977.97	2980.16	2977.7	2979.06	1773.0
2018-05-24 03:15:00	ES	Futures	2979.34	2983.16	2979.06	2982.34	4684.0
2018-05-24 03:20:00	ES	Futures	2982.34	2983.16	2981.79	2981.79	2151.0
2018-05-24 03:25:00	ES	Futures	2981.79	2982.88	2981.79	2982.61	588.0
2018-05-24 03:30:00	ES	Futures	2982.88	2982.88	2981.79	2982.88	819.0
2018-05-24 03:35:00	ES	Futures	2982.61	2982.88	2981.52	2981.79	1084.0
2018-05-24 03:40:00	ES	Futures	2981.52	2982.07	2980.97	2981.52	1101.0
2018-05-24 03:45:00	ES	Futures	2981.25	2982.34	2981.25	2981.79	838.0
2018-05-24 03:50:00	ES	Futures	2981.52	2982.61	2981.52	2982.34	435.0
2018-05-24 03:55:00	ES	Futures	2982.07	2982.88	2981.79	2982.34	523.0
2018-05-24 04:00:00	ES	Futures	2982.34	2982.88	2982.07	2982.61	872.0
2018-05-24 04:05:00	ES	Futures	2982.34	2982.61	2981.52	2982.34	491.0

> showing 50 of 16,030 rows — these rows as CSV

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