PREVIEW / futures_5min / 2018-05-25

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-25.parquet
  size:    228 KB
  rows:    13,241

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
2018-05-25 00:00:00	ES	Futures	2985.89	2986.71	2984.8	2985.07	873.0
2018-05-25 00:05:00	ES	Futures	2985.07	2985.34	2984.8	2985.07	277.0
2018-05-25 00:10:00	ES	Futures	2984.8	2985.07	2984.52	2985.07	488.0
2018-05-25 00:15:00	ES	Futures	2985.07	2985.34	2984.52	2984.8	267.0
2018-05-25 00:20:00	ES	Futures	2985.07	2985.07	2984.52	2985.07	173.0
2018-05-25 00:25:00	ES	Futures	2984.8	2985.34	2984.25	2984.8	253.0
2018-05-25 00:30:00	ES	Futures	2984.8	2985.07	2984.25	2984.8	170.0
2018-05-25 00:35:00	ES	Futures	2984.8	2985.07	2984.52	2984.8	117.0
2018-05-25 00:40:00	ES	Futures	2984.52	2984.8	2984.52	2984.8	114.0
2018-05-25 00:45:00	ES	Futures	2985.07	2985.34	2984.8	2985.07	89.0
2018-05-25 00:50:00	ES	Futures	2985.07	2985.34	2984.8	2985.07	227.0
2018-05-25 00:55:00	ES	Futures	2985.07	2985.34	2984.8	2985.34	124.0
2018-05-25 01:00:00	ES	Futures	2985.07	2985.89	2985.07	2985.61	219.0
2018-05-25 01:05:00	ES	Futures	2985.34	2985.89	2985.34	2985.89	81.0
2018-05-25 01:10:00	ES	Futures	2985.89	2985.89	2985.61	2985.61	212.0
2018-05-25 01:15:00	ES	Futures	2985.61	2986.43	2985.61	2986.43	98.0
2018-05-25 01:20:00	ES	Futures	2986.43	2986.43	2985.89	2986.16	77.0
2018-05-25 01:25:00	ES	Futures	2986.16	2986.16	2985.34	2985.89	342.0
2018-05-25 01:30:00	ES	Futures	2985.61	2985.89	2984.52	2985.07	450.0
2018-05-25 01:35:00	ES	Futures	2985.07	2985.61	2985.07	2985.61	136.0
2018-05-25 01:40:00	ES	Futures	2985.61	2986.16	2985.34	2985.89	255.0
2018-05-25 01:45:00	ES	Futures	2985.89	2985.89	2985.61	2985.61	76.0
2018-05-25 01:50:00	ES	Futures	2985.61	2986.16	2985.61	2985.61	199.0
2018-05-25 01:55:00	ES	Futures	2985.89	2985.89	2984.52	2984.8	464.0
2018-05-25 02:00:00	ES	Futures	2984.8	2985.07	2984.25	2984.8	850.0
2018-05-25 02:05:00	ES	Futures	2984.52	2984.52	2983.16	2983.16	811.0
2018-05-25 02:10:00	ES	Futures	2983.16	2983.7	2982.88	2983.43	600.0
2018-05-25 02:15:00	ES	Futures	2983.43	2983.43	2982.88	2983.43	200.0
2018-05-25 02:20:00	ES	Futures	2983.43	2983.43	2982.61	2982.88	225.0
2018-05-25 02:25:00	ES	Futures	2982.61	2982.88	2981.79	2982.88	920.0
2018-05-25 02:30:00	ES	Futures	2982.88	2983.43	2982.61	2983.16	260.0
2018-05-25 02:35:00	ES	Futures	2983.43	2983.98	2982.88	2983.98	499.0
2018-05-25 02:40:00	ES	Futures	2983.7	2983.7	2982.34	2982.61	677.0
2018-05-25 02:45:00	ES	Futures	2982.61	2983.43	2982.61	2983.16	285.0
2018-05-25 02:50:00	ES	Futures	2983.16	2983.16	2982.61	2982.88	83.0
2018-05-25 02:55:00	ES	Futures	2982.88	2983.7	2982.07	2982.07	660.0
2018-05-25 03:00:00	ES	Futures	2982.07	2982.34	2979.88	2980.16	3123.0
2018-05-25 03:05:00	ES	Futures	2980.16	2980.97	2978.79	2978.79	1986.0
2018-05-25 03:10:00	ES	Futures	2979.06	2980.16	2978.79	2979.34	1613.0
2018-05-25 03:15:00	ES	Futures	2979.34	2980.16	2978.52	2979.34	1274.0
2018-05-25 03:20:00	ES	Futures	2979.34	2980.16	2978.79	2980.16	700.0
2018-05-25 03:25:00	ES	Futures	2980.43	2981.25	2979.88	2981.25	1464.0
2018-05-25 03:30:00	ES	Futures	2981.25	2981.79	2980.43	2980.7	926.0
2018-05-25 03:35:00	ES	Futures	2980.97	2981.25	2979.34	2979.88	692.0
2018-05-25 03:40:00	ES	Futures	2979.61	2981.52	2979.61	2981.52	469.0
2018-05-25 03:45:00	ES	Futures	2981.25	2982.61	2979.88	2980.16	1518.0
2018-05-25 03:50:00	ES	Futures	2980.16	2980.97	2978.25	2978.79	1090.0
2018-05-25 03:55:00	ES	Futures	2978.79	2980.16	2978.52	2979.88	650.0
2018-05-25 04:00:00	ES	Futures	2979.88	2980.43	2979.34	2979.88	811.0
2018-05-25 04:05:00	ES	Futures	2979.88	2981.52	2979.61	2980.97	1075.0

> showing 50 of 13,241 rows — these rows as CSV

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