PREVIEW / futures_5min / 2018-06-01

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-06-01.parquet
  size:    230 KB
  rows:    13,390

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
2018-06-01 00:00:00	ES	Futures	2956.41	2956.96	2956.14	2956.41	558.0
2018-06-01 00:05:00	ES	Futures	2956.69	2956.96	2955.05	2955.32	1098.0
2018-06-01 00:10:00	ES	Futures	2955.05	2956.69	2955.05	2956.69	606.0
2018-06-01 00:15:00	ES	Futures	2956.69	2956.96	2956.41	2956.69	289.0
2018-06-01 00:20:00	ES	Futures	2956.69	2957.5	2956.69	2957.5	549.0
2018-06-01 00:25:00	ES	Futures	2957.23	2957.5	2956.69	2956.69	301.0
2018-06-01 00:30:00	ES	Futures	2956.69	2957.23	2956.41	2956.69	436.0
2018-06-01 00:35:00	ES	Futures	2956.96	2957.5	2956.96	2957.23	414.0
2018-06-01 00:40:00	ES	Futures	2957.23	2957.78	2957.23	2957.5	492.0
2018-06-01 00:45:00	ES	Futures	2957.23	2958.05	2956.69	2957.23	610.0
2018-06-01 00:50:00	ES	Futures	2957.23	2957.5	2956.69	2956.96	375.0
2018-06-01 00:55:00	ES	Futures	2956.96	2957.5	2956.69	2956.96	310.0
2018-06-01 01:00:00	ES	Futures	2956.69	2957.5	2956.69	2956.96	337.0
2018-06-01 01:05:00	ES	Futures	2956.69	2956.69	2955.32	2955.87	941.0
2018-06-01 01:10:00	ES	Futures	2956.14	2957.5	2955.87	2957.5	311.0
2018-06-01 01:15:00	ES	Futures	2957.5	2958.32	2957.5	2958.05	439.0
2018-06-01 01:20:00	ES	Futures	2958.32	2958.32	2957.78	2957.78	381.0
2018-06-01 01:25:00	ES	Futures	2957.78	2958.32	2957.5	2958.05	250.0
2018-06-01 01:30:00	ES	Futures	2958.05	2958.6	2957.78	2958.32	470.0
2018-06-01 01:35:00	ES	Futures	2958.32	2958.6	2958.32	2958.32	311.0
2018-06-01 01:40:00	ES	Futures	2958.32	2958.6	2957.5	2957.78	279.0
2018-06-01 01:45:00	ES	Futures	2957.78	2958.32	2957.5	2958.32	394.0
2018-06-01 01:50:00	ES	Futures	2958.32	2958.6	2957.23	2957.23	580.0
2018-06-01 01:55:00	ES	Futures	2957.23	2957.5	2956.14	2956.41	741.0
2018-06-01 02:00:00	ES	Futures	2956.69	2959.41	2956.41	2958.87	1307.0
2018-06-01 02:05:00	ES	Futures	2958.87	2960.23	2958.87	2959.41	2368.0
2018-06-01 02:10:00	ES	Futures	2959.41	2959.96	2959.14	2959.41	1237.0
2018-06-01 02:15:00	ES	Futures	2959.41	2959.96	2958.87	2959.41	815.0
2018-06-01 02:20:00	ES	Futures	2959.41	2959.69	2958.6	2959.14	475.0
2018-06-01 02:25:00	ES	Futures	2959.14	2959.69	2958.6	2959.41	441.0
2018-06-01 02:30:00	ES	Futures	2959.41	2961.05	2959.14	2959.96	1273.0
2018-06-01 02:35:00	ES	Futures	2960.23	2960.78	2959.96	2960.78	527.0
2018-06-01 02:40:00	ES	Futures	2960.78	2961.05	2960.51	2961.05	706.0
2018-06-01 02:45:00	ES	Futures	2961.05	2963.24	2961.05	2962.69	2152.0
2018-06-01 02:50:00	ES	Futures	2962.69	2966.78	2962.69	2966.78	4849.0
2018-06-01 02:55:00	ES	Futures	2966.78	2967.6	2965.96	2965.96	2418.0
2018-06-01 03:00:00	ES	Futures	2966.24	2967.06	2963.51	2963.51	4524.0
2018-06-01 03:05:00	ES	Futures	2963.51	2963.51	2962.42	2962.42	2897.0
2018-06-01 03:10:00	ES	Futures	2962.42	2962.69	2961.6	2962.14	1403.0
2018-06-01 03:15:00	ES	Futures	2962.14	2962.69	2962.14	2962.42	842.0
2018-06-01 03:20:00	ES	Futures	2962.42	2963.78	2962.42	2963.24	2423.0
2018-06-01 03:25:00	ES	Futures	2963.24	2964.33	2963.24	2964.05	1090.0
2018-06-01 03:30:00	ES	Futures	2963.78	2964.05	2963.24	2963.51	1059.0
2018-06-01 03:35:00	ES	Futures	2963.78	2963.78	2962.69	2962.96	453.0
2018-06-01 03:40:00	ES	Futures	2962.96	2964.33	2962.42	2964.05	1085.0
2018-06-01 03:45:00	ES	Futures	2964.33	2964.33	2962.96	2962.96	961.0
2018-06-01 03:50:00	ES	Futures	2962.96	2962.96	2962.42	2962.96	679.0
2018-06-01 03:55:00	ES	Futures	2962.69	2964.05	2962.42	2963.78	628.0
2018-06-01 04:00:00	ES	Futures	2963.51	2964.6	2963.24	2964.33	1008.0
2018-06-01 04:05:00	ES	Futures	2964.33	2965.15	2963.78	2964.05	1379.0

> showing 50 of 13,390 rows — these rows as CSV

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