PREVIEW / futures_5min / 2018-05-30

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-30.parquet
  size:    284 KB
  rows:    16,562

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
2018-05-30 00:00:00	ES	Futures	2940.04	2941.13	2939.49	2940.58	434.0
2018-05-30 00:05:00	ES	Futures	2940.58	2941.68	2940.58	2941.4	751.0
2018-05-30 00:10:00	ES	Futures	2941.68	2941.68	2941.13	2941.4	370.0
2018-05-30 00:15:00	ES	Futures	2941.4	2941.4	2940.86	2940.86	227.0
2018-05-30 00:20:00	ES	Futures	2940.86	2941.13	2940.58	2940.86	285.0
2018-05-30 00:25:00	ES	Futures	2941.13	2941.13	2940.58	2941.13	252.0
2018-05-30 00:30:00	ES	Futures	2941.13	2941.95	2941.13	2941.4	554.0
2018-05-30 00:35:00	ES	Futures	2941.13	2941.13	2940.58	2940.58	252.0
2018-05-30 00:40:00	ES	Futures	2940.58	2940.86	2940.31	2940.31	232.0
2018-05-30 00:45:00	ES	Futures	2940.58	2940.58	2939.77	2940.04	305.0
2018-05-30 00:50:00	ES	Futures	2940.04	2940.04	2939.49	2939.77	360.0
2018-05-30 00:55:00	ES	Futures	2939.77	2940.31	2939.49	2940.04	440.0
2018-05-30 01:00:00	ES	Futures	2939.77	2940.31	2939.22	2939.49	297.0
2018-05-30 01:05:00	ES	Futures	2939.49	2939.49	2938.4	2938.67	744.0
2018-05-30 01:10:00	ES	Futures	2938.67	2939.49	2938.67	2939.49	417.0
2018-05-30 01:15:00	ES	Futures	2939.77	2939.77	2938.67	2938.67	296.0
2018-05-30 01:20:00	ES	Futures	2938.95	2939.22	2936.76	2936.76	1248.0
2018-05-30 01:25:00	ES	Futures	2936.76	2937.58	2936.22	2937.31	761.0
2018-05-30 01:30:00	ES	Futures	2937.58	2937.86	2935.94	2936.22	373.0
2018-05-30 01:35:00	ES	Futures	2936.49	2936.49	2934.58	2935.67	1041.0
2018-05-30 01:40:00	ES	Futures	2935.67	2936.22	2935.13	2935.94	380.0
2018-05-30 01:45:00	ES	Futures	2935.94	2936.76	2935.67	2935.94	520.0
2018-05-30 01:50:00	ES	Futures	2936.22	2940.58	2935.67	2940.58	2043.0
2018-05-30 01:55:00	ES	Futures	2940.58	2941.95	2940.31	2941.13	2366.0
2018-05-30 02:00:00	ES	Futures	2941.13	2943.86	2940.86	2941.95	3043.0
2018-05-30 02:05:00	ES	Futures	2942.22	2945.22	2941.68	2944.68	3451.0
2018-05-30 02:10:00	ES	Futures	2944.4	2944.95	2943.59	2944.13	1663.0
2018-05-30 02:15:00	ES	Futures	2944.4	2946.86	2944.13	2946.04	2249.0
2018-05-30 02:20:00	ES	Futures	2945.77	2946.59	2945.5	2946.04	875.0
2018-05-30 02:25:00	ES	Futures	2946.04	2947.13	2944.4	2947.13	1880.0
2018-05-30 02:30:00	ES	Futures	2946.86	2947.13	2944.95	2945.22	1695.0
2018-05-30 02:35:00	ES	Futures	2945.22	2946.32	2944.95	2945.22	1176.0
2018-05-30 02:40:00	ES	Futures	2944.95	2946.04	2944.13	2946.04	1078.0
2018-05-30 02:45:00	ES	Futures	2946.32	2947.95	2943.31	2943.31	2748.0
2018-05-30 02:50:00	ES	Futures	2943.31	2946.32	2943.04	2945.77	2821.0
2018-05-30 02:55:00	ES	Futures	2945.5	2947.41	2945.5	2946.86	1871.0
2018-05-30 03:00:00	ES	Futures	2947.13	2948.23	2944.4	2947.68	3869.0
2018-05-30 03:05:00	ES	Futures	2947.68	2947.95	2944.68	2946.59	2334.0
2018-05-30 03:10:00	ES	Futures	2946.59	2946.59	2943.04	2943.31	2428.0
2018-05-30 03:15:00	ES	Futures	2943.31	2944.95	2943.31	2944.4	1412.0
2018-05-30 03:20:00	ES	Futures	2944.4	2947.13	2944.13	2947.13	1845.0
2018-05-30 03:25:00	ES	Futures	2947.13	2947.95	2946.59	2947.68	2969.0
2018-05-30 03:30:00	ES	Futures	2947.68	2948.77	2946.86	2948.77	1647.0
2018-05-30 03:35:00	ES	Futures	2948.77	2952.05	2948.5	2951.23	5272.0
2018-05-30 03:40:00	ES	Futures	2951.23	2951.77	2950.68	2951.23	1107.0
2018-05-30 03:45:00	ES	Futures	2951.23	2951.77	2950.68	2950.95	1047.0
2018-05-30 03:50:00	ES	Futures	2950.68	2950.95	2948.23	2949.04	2476.0
2018-05-30 03:55:00	ES	Futures	2949.04	2949.59	2948.23	2948.77	1010.0
2018-05-30 04:00:00	ES	Futures	2948.5	2950.14	2948.5	2949.59	1400.0
2018-05-30 04:05:00	ES	Futures	2949.32	2949.86	2947.41	2947.95	1278.0

> showing 50 of 16,562 rows — these rows as CSV

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