PREVIEW / futures_5min / 2018-05-27

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-27.parquet
  size:    45 KB
  rows:    2,427

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
2018-05-27 18:00:00	ES	Futures	2979.06	2981.25	2976.06	2976.06	4060.0
2018-05-27 18:05:00	ES	Futures	2976.06	2977.7	2976.06	2977.7	652.0
2018-05-27 18:10:00	ES	Futures	2977.7	2979.06	2977.43	2978.52	784.0
2018-05-27 18:15:00	ES	Futures	2978.25	2978.25	2975.79	2976.06	584.0
2018-05-27 18:20:00	ES	Futures	2976.06	2977.15	2975.79	2975.79	825.0
2018-05-27 18:25:00	ES	Futures	2975.79	2976.34	2975.79	2976.06	107.0
2018-05-27 18:30:00	ES	Futures	2976.34	2977.43	2976.06	2977.15	283.0
2018-05-27 18:35:00	ES	Futures	2977.43	2977.7	2976.88	2977.15	132.0
2018-05-27 18:40:00	ES	Futures	2977.15	2977.15	2976.88	2977.15	219.0
2018-05-27 18:45:00	ES	Futures	2977.15	2977.43	2976.88	2976.88	54.0
2018-05-27 18:50:00	ES	Futures	2976.88	2976.88	2976.06	2976.06	232.0
2018-05-27 18:55:00	ES	Futures	2976.34	2976.34	2975.79	2975.79	194.0
2018-05-27 19:00:00	ES	Futures	2976.06	2976.06	2975.79	2976.06	245.0
2018-05-27 19:05:00	ES	Futures	2975.79	2976.34	2975.79	2976.06	224.0
2018-05-27 19:10:00	ES	Futures	2976.34	2977.97	2976.34	2977.7	338.0
2018-05-27 19:15:00	ES	Futures	2977.7	2977.97	2977.7	2977.7	112.0
2018-05-27 19:20:00	ES	Futures	2977.97	2978.52	2977.97	2978.25	138.0
2018-05-27 19:25:00	ES	Futures	2978.25	2978.25	2977.7	2977.7	179.0
2018-05-27 19:30:00	ES	Futures	2977.7	2978.25	2977.43	2977.97	246.0
2018-05-27 19:35:00	ES	Futures	2977.7	2978.25	2977.7	2978.25	274.0
2018-05-27 19:40:00	ES	Futures	2977.97	2978.25	2977.43	2977.7	239.0
2018-05-27 19:45:00	ES	Futures	2977.97	2979.61	2977.97	2979.61	706.0
2018-05-27 19:50:00	ES	Futures	2979.61	2980.16	2979.34	2979.88	354.0
2018-05-27 19:55:00	ES	Futures	2979.88	2979.88	2979.06	2979.61	199.0
2018-05-27 20:00:00	ES	Futures	2979.61	2981.25	2979.34	2980.16	939.0
2018-05-27 20:05:00	ES	Futures	2980.43	2981.25	2980.43	2980.7	980.0
2018-05-27 20:10:00	ES	Futures	2980.97	2981.25	2979.61	2979.61	394.0
2018-05-27 20:15:00	ES	Futures	2979.88	2980.7	2979.34	2980.43	508.0
2018-05-27 20:20:00	ES	Futures	2980.16	2980.43	2980.16	2980.43	165.0
2018-05-27 20:25:00	ES	Futures	2980.43	2980.43	2979.61	2980.16	367.0
2018-05-27 20:30:00	ES	Futures	2980.16	2980.16	2979.06	2979.61	268.0
2018-05-27 20:35:00	ES	Futures	2979.34	2979.88	2979.06	2979.34	150.0
2018-05-27 20:40:00	ES	Futures	2979.06	2979.34	2979.06	2979.34	190.0
2018-05-27 20:45:00	ES	Futures	2979.34	2979.61	2978.79	2978.79	180.0
2018-05-27 20:50:00	ES	Futures	2978.52	2978.79	2978.25	2978.52	198.0
2018-05-27 20:55:00	ES	Futures	2978.52	2978.79	2977.97	2978.52	246.0
2018-05-27 21:00:00	ES	Futures	2978.52	2980.16	2978.52	2979.88	950.0
2018-05-27 21:05:00	ES	Futures	2979.88	2980.43	2979.88	2980.16	280.0
2018-05-27 21:10:00	ES	Futures	2980.43	2980.43	2979.88	2980.43	453.0
2018-05-27 21:15:00	ES	Futures	2980.7	2981.25	2980.16	2980.16	391.0
2018-05-27 21:20:00	ES	Futures	2979.88	2980.43	2979.88	2980.16	103.0
2018-05-27 21:25:00	ES	Futures	2980.16	2980.16	2979.06	2979.34	243.0
2018-05-27 21:30:00	ES	Futures	2979.61	2979.61	2978.52	2978.52	248.0
2018-05-27 21:35:00	ES	Futures	2978.25	2978.52	2977.97	2978.25	212.0
2018-05-27 21:40:00	ES	Futures	2978.25	2978.52	2977.43	2978.52	343.0
2018-05-27 21:45:00	ES	Futures	2978.52	2978.79	2977.15	2977.7	313.0
2018-05-27 21:50:00	ES	Futures	2977.7	2977.97	2976.88	2977.97	369.0
2018-05-27 21:55:00	ES	Futures	2977.97	2978.52	2977.7	2978.25	238.0
2018-05-27 22:00:00	ES	Futures	2977.97	2978.52	2977.7	2978.25	240.0
2018-05-27 22:05:00	ES	Futures	2978.25	2979.06	2978.25	2978.79	198.0

> showing 50 of 2,427 rows — these rows as CSV

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