PREVIEW / futures_5min / 2018-05-29

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-29.parquet
  size:    306 KB
  rows:    17,007

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
2018-05-29 00:00:00	ES	Futures	2968.97	2968.97	2967.88	2968.15	235.0
2018-05-29 00:05:00	ES	Futures	2968.42	2968.97	2967.6	2967.6	363.0
2018-05-29 00:10:00	ES	Futures	2967.6	2968.42	2967.06	2968.42	278.0
2018-05-29 00:15:00	ES	Futures	2968.15	2968.42	2967.6	2968.15	248.0
2018-05-29 00:20:00	ES	Futures	2968.15	2968.15	2967.6	2968.15	66.0
2018-05-29 00:25:00	ES	Futures	2968.15	2968.15	2967.33	2967.88	133.0
2018-05-29 00:30:00	ES	Futures	2967.6	2968.42	2967.6	2968.15	117.0
2018-05-29 00:35:00	ES	Futures	2968.15	2968.15	2967.88	2967.88	102.0
2018-05-29 00:40:00	ES	Futures	2968.15	2968.15	2966.78	2967.6	586.0
2018-05-29 00:45:00	ES	Futures	2967.6	2967.6	2967.33	2967.33	46.0
2018-05-29 00:50:00	ES	Futures	2967.6	2968.42	2967.33	2967.88	275.0
2018-05-29 00:55:00	ES	Futures	2967.88	2967.88	2967.6	2967.6	125.0
2018-05-29 01:00:00	ES	Futures	2967.6	2967.88	2966.78	2967.06	323.0
2018-05-29 01:05:00	ES	Futures	2967.06	2967.6	2966.78	2966.78	331.0
2018-05-29 01:10:00	ES	Futures	2966.78	2967.33	2966.51	2967.06	181.0
2018-05-29 01:15:00	ES	Futures	2967.06	2967.6	2966.78	2966.78	174.0
2018-05-29 01:20:00	ES	Futures	2966.51	2966.51	2963.51	2964.87	2006.0
2018-05-29 01:25:00	ES	Futures	2964.87	2965.42	2964.6	2964.87	191.0
2018-05-29 01:30:00	ES	Futures	2964.87	2966.24	2964.6	2964.87	763.0
2018-05-29 01:35:00	ES	Futures	2965.15	2965.42	2964.6	2965.42	160.0
2018-05-29 01:40:00	ES	Futures	2965.42	2965.69	2965.15	2965.15	98.0
2018-05-29 01:45:00	ES	Futures	2965.42	2965.69	2964.87	2965.69	332.0
2018-05-29 01:50:00	ES	Futures	2965.42	2968.97	2965.42	2967.6	1498.0
2018-05-29 01:55:00	ES	Futures	2967.6	2968.15	2967.33	2967.6	341.0
2018-05-29 02:00:00	ES	Futures	2967.88	2969.24	2967.06	2967.6	1197.0
2018-05-29 02:05:00	ES	Futures	2967.6	2967.6	2966.78	2967.33	401.0
2018-05-29 02:10:00	ES	Futures	2967.06	2967.33	2966.51	2966.51	417.0
2018-05-29 02:15:00	ES	Futures	2966.24	2966.78	2964.87	2965.42	915.0
2018-05-29 02:20:00	ES	Futures	2965.42	2965.96	2963.51	2964.05	950.0
2018-05-29 02:25:00	ES	Futures	2963.78	2964.05	2960.78	2961.05	2754.0
2018-05-29 02:30:00	ES	Futures	2961.05	2961.05	2959.41	2960.78	2702.0
2018-05-29 02:35:00	ES	Futures	2960.78	2961.05	2959.14	2959.14	2166.0
2018-05-29 02:40:00	ES	Futures	2959.14	2959.41	2956.14	2956.14	2847.0
2018-05-29 02:45:00	ES	Futures	2956.14	2957.23	2955.59	2956.96	3326.0
2018-05-29 02:50:00	ES	Futures	2956.69	2957.78	2956.41	2956.69	914.0
2018-05-29 02:55:00	ES	Futures	2956.69	2958.87	2956.14	2958.05	1139.0
2018-05-29 03:00:00	ES	Futures	2958.32	2959.41	2956.41	2957.5	3099.0
2018-05-29 03:05:00	ES	Futures	2957.5	2959.14	2956.96	2958.32	1386.0
2018-05-29 03:10:00	ES	Futures	2958.05	2960.51	2958.05	2960.51	1476.0
2018-05-29 03:15:00	ES	Futures	2960.51	2961.05	2957.78	2958.32	1875.0
2018-05-29 03:20:00	ES	Futures	2958.05	2959.41	2957.5	2958.87	1225.0
2018-05-29 03:25:00	ES	Futures	2958.87	2959.96	2957.5	2957.5	2050.0
2018-05-29 03:30:00	ES	Futures	2957.78	2957.78	2954.78	2954.78	2718.0
2018-05-29 03:35:00	ES	Futures	2954.78	2955.32	2953.14	2954.5	3570.0
2018-05-29 03:40:00	ES	Futures	2954.23	2954.5	2952.05	2952.32	2952.0
2018-05-29 03:45:00	ES	Futures	2952.32	2953.41	2951.5	2952.05	4266.0
2018-05-29 03:50:00	ES	Futures	2952.05	2953.41	2951.23	2951.77	3269.0
2018-05-29 03:55:00	ES	Futures	2952.05	2953.14	2951.5	2952.32	2370.0
2018-05-29 04:00:00	ES	Futures	2952.32	2953.96	2952.05	2952.59	2201.0
2018-05-29 04:05:00	ES	Futures	2952.87	2953.68	2952.32	2953.14	1957.0

> showing 50 of 17,007 rows — these rows as CSV

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