PREVIEW / futures_5min / 2018-05-28

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-28.parquet
  size:    182 KB
  rows:    11,191

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
2018-05-28 00:00:00	ES	Futures	2978.79	2980.16	2978.79	2979.61	358.0
2018-05-28 00:05:00	ES	Futures	2979.34	2979.88	2979.34	2979.61	74.0
2018-05-28 00:10:00	ES	Futures	2979.61	2979.61	2979.06	2979.34	115.0
2018-05-28 00:15:00	ES	Futures	2979.06	2979.34	2978.79	2979.06	54.0
2018-05-28 00:20:00	ES	Futures	2979.06	2979.34	2978.79	2979.34	97.0
2018-05-28 00:25:00	ES	Futures	2979.06	2979.34	2978.79	2978.79	81.0
2018-05-28 00:30:00	ES	Futures	2978.79	2979.34	2978.52	2979.06	116.0
2018-05-28 00:35:00	ES	Futures	2979.06	2979.34	2979.06	2979.34	88.0
2018-05-28 00:40:00	ES	Futures	2979.06	2979.34	2979.06	2979.34	30.0
2018-05-28 00:45:00	ES	Futures	2979.34	2979.34	2979.06	2979.06	52.0
2018-05-28 00:50:00	ES	Futures	2979.06	2979.34	2979.06	2979.34	32.0
2018-05-28 00:55:00	ES	Futures	2979.06	2979.34	2979.06	2979.06	25.0
2018-05-28 01:00:00	ES	Futures	2979.34	2979.34	2978.52	2978.52	156.0
2018-05-28 01:05:00	ES	Futures	2978.52	2979.06	2978.52	2978.79	67.0
2018-05-28 01:10:00	ES	Futures	2978.79	2978.79	2978.25	2978.52	115.0
2018-05-28 01:15:00	ES	Futures	2978.79	2978.79	2978.25	2978.25	153.0
2018-05-28 01:20:00	ES	Futures	2978.52	2978.52	2977.97	2978.25	104.0
2018-05-28 01:25:00	ES	Futures	2978.25	2978.52	2977.7	2977.97	151.0
2018-05-28 01:30:00	ES	Futures	2978.25	2978.52	2977.97	2978.25	73.0
2018-05-28 01:35:00	ES	Futures	2977.97	2978.25	2977.97	2978.25	73.0
2018-05-28 01:40:00	ES	Futures	2978.25	2978.52	2977.7	2977.7	258.0
2018-05-28 01:45:00	ES	Futures	2977.97	2980.43	2977.97	2980.16	1069.0
2018-05-28 01:50:00	ES	Futures	2980.16	2981.25	2980.16	2980.43	462.0
2018-05-28 01:55:00	ES	Futures	2980.43	2981.25	2980.43	2981.25	258.0
2018-05-28 02:00:00	ES	Futures	2980.97	2982.07	2979.61	2979.61	973.0
2018-05-28 02:05:00	ES	Futures	2979.61	2980.97	2979.34	2980.7	658.0
2018-05-28 02:10:00	ES	Futures	2980.97	2980.97	2979.34	2979.34	453.0
2018-05-28 02:15:00	ES	Futures	2979.61	2979.88	2979.34	2979.61	495.0
2018-05-28 02:20:00	ES	Futures	2979.61	2979.61	2979.06	2979.06	429.0
2018-05-28 02:25:00	ES	Futures	2979.06	2979.06	2978.52	2978.52	278.0
2018-05-28 02:30:00	ES	Futures	2978.52	2979.34	2978.52	2979.34	448.0
2018-05-28 02:35:00	ES	Futures	2979.34	2980.16	2979.06	2979.61	357.0
2018-05-28 02:40:00	ES	Futures	2979.61	2980.16	2979.34	2980.16	272.0
2018-05-28 02:45:00	ES	Futures	2979.88	2980.16	2979.61	2979.88	174.0
2018-05-28 02:50:00	ES	Futures	2980.16	2981.52	2979.61	2981.25	512.0
2018-05-28 02:55:00	ES	Futures	2981.25	2981.25	2979.88	2980.7	257.0
2018-05-28 03:00:00	ES	Futures	2980.43	2980.7	2979.88	2980.7	488.0
2018-05-28 03:05:00	ES	Futures	2980.7	2981.79	2980.16	2981.52	690.0
2018-05-28 03:10:00	ES	Futures	2981.52	2981.52	2980.7	2980.7	451.0
2018-05-28 03:15:00	ES	Futures	2980.97	2981.52	2979.61	2980.43	824.0
2018-05-28 03:20:00	ES	Futures	2980.43	2980.7	2979.88	2980.43	639.0
2018-05-28 03:25:00	ES	Futures	2980.7	2980.97	2980.16	2980.16	306.0
2018-05-28 03:30:00	ES	Futures	2980.16	2980.43	2978.79	2979.06	510.0
2018-05-28 03:35:00	ES	Futures	2979.34	2979.34	2978.25	2978.79	446.0
2018-05-28 03:40:00	ES	Futures	2978.52	2979.88	2978.25	2979.88	323.0
2018-05-28 03:45:00	ES	Futures	2979.61	2980.16	2979.06	2979.88	257.0
2018-05-28 03:50:00	ES	Futures	2979.88	2979.88	2978.79	2979.34	215.0
2018-05-28 03:55:00	ES	Futures	2979.34	2979.88	2977.97	2978.52	586.0
2018-05-28 04:00:00	ES	Futures	2978.52	2979.06	2977.97	2979.06	314.0
2018-05-28 04:05:00	ES	Futures	2979.06	2979.34	2978.79	2979.34	508.0

> showing 50 of 11,191 rows — these rows as CSV

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