PREVIEW / futures_5min / 2018-06-03

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-06-03.parquet
  size:    51 KB
  rows:    2,636

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
2018-06-03 18:00:00	ES	Futures	2981.25	2983.16	2979.61	2983.16	3736.0
2018-06-03 18:05:00	ES	Futures	2983.16	2983.43	2981.52	2982.07	541.0
2018-06-03 18:10:00	ES	Futures	2982.07	2982.61	2981.79	2982.34	110.0
2018-06-03 18:15:00	ES	Futures	2982.34	2982.61	2981.79	2981.79	181.0
2018-06-03 18:20:00	ES	Futures	2982.07	2982.07	2981.25	2981.52	221.0
2018-06-03 18:25:00	ES	Futures	2981.52	2981.79	2980.97	2980.97	130.0
2018-06-03 18:30:00	ES	Futures	2980.97	2981.25	2979.88	2981.25	452.0
2018-06-03 18:35:00	ES	Futures	2981.52	2981.52	2980.16	2980.16	242.0
2018-06-03 18:40:00	ES	Futures	2980.43	2981.52	2980.16	2980.43	371.0
2018-06-03 18:45:00	ES	Futures	2980.7	2980.97	2980.16	2980.7	128.0
2018-06-03 18:50:00	ES	Futures	2980.43	2980.43	2979.88	2979.88	195.0
2018-06-03 18:55:00	ES	Futures	2980.16	2980.43	2979.06	2979.34	567.0
2018-06-03 19:00:00	ES	Futures	2979.61	2979.88	2979.34	2979.61	144.0
2018-06-03 19:05:00	ES	Futures	2979.34	2979.61	2979.06	2979.34	210.0
2018-06-03 19:10:00	ES	Futures	2979.61	2980.16	2979.34	2980.16	291.0
2018-06-03 19:15:00	ES	Futures	2980.16	2980.16	2979.34	2979.34	206.0
2018-06-03 19:20:00	ES	Futures	2979.34	2980.16	2979.34	2979.61	121.0
2018-06-03 19:25:00	ES	Futures	2979.88	2979.88	2979.61	2979.88	72.0
2018-06-03 19:30:00	ES	Futures	2979.61	2980.43	2979.61	2980.43	448.0
2018-06-03 19:35:00	ES	Futures	2980.43	2981.25	2980.16	2981.25	357.0
2018-06-03 19:40:00	ES	Futures	2980.97	2982.07	2980.97	2981.79	208.0
2018-06-03 19:45:00	ES	Futures	2981.79	2982.07	2981.79	2981.79	119.0
2018-06-03 19:50:00	ES	Futures	2982.07	2983.16	2981.79	2983.16	682.0
2018-06-03 19:55:00	ES	Futures	2983.16	2984.52	2983.16	2984.52	843.0
2018-06-03 20:00:00	ES	Futures	2984.52	2985.61	2983.7	2984.8	1077.0
2018-06-03 20:05:00	ES	Futures	2985.07	2985.34	2983.98	2984.8	1052.0
2018-06-03 20:10:00	ES	Futures	2984.8	2985.61	2984.8	2985.34	682.0
2018-06-03 20:15:00	ES	Futures	2985.34	2986.71	2983.98	2983.98	2451.0
2018-06-03 20:20:00	ES	Futures	2983.98	2985.07	2983.7	2985.07	730.0
2018-06-03 20:25:00	ES	Futures	2985.07	2985.61	2984.8	2985.34	478.0
2018-06-03 20:30:00	ES	Futures	2985.34	2985.89	2985.07	2985.34	781.0
2018-06-03 20:35:00	ES	Futures	2985.07	2985.61	2984.52	2985.34	498.0
2018-06-03 20:40:00	ES	Futures	2985.34	2985.61	2985.07	2985.34	197.0
2018-06-03 20:45:00	ES	Futures	2985.34	2986.43	2985.34	2986.16	609.0
2018-06-03 20:50:00	ES	Futures	2985.89	2986.71	2985.89	2986.16	446.0
2018-06-03 20:55:00	ES	Futures	2985.89	2987.52	2985.89	2986.98	627.0
2018-06-03 21:00:00	ES	Futures	2986.98	2987.52	2986.16	2986.43	382.0
2018-06-03 21:05:00	ES	Futures	2986.43	2986.98	2986.43	2986.71	149.0
2018-06-03 21:10:00	ES	Futures	2986.43	2986.98	2986.16	2986.43	374.0
2018-06-03 21:15:00	ES	Futures	2986.71	2988.89	2986.71	2987.25	1681.0
2018-06-03 21:20:00	ES	Futures	2987.25	2987.8	2986.98	2987.25	212.0
2018-06-03 21:25:00	ES	Futures	2987.25	2987.52	2986.43	2986.43	365.0
2018-06-03 21:30:00	ES	Futures	2986.43	2987.52	2986.16	2986.98	720.0
2018-06-03 21:35:00	ES	Futures	2986.98	2988.07	2986.71	2987.8	477.0
2018-06-03 21:40:00	ES	Futures	2987.8	2988.34	2987.52	2988.07	456.0
2018-06-03 21:45:00	ES	Futures	2988.07	2988.89	2987.8	2988.62	446.0
2018-06-03 21:50:00	ES	Futures	2988.89	2989.16	2987.8	2988.07	711.0
2018-06-03 21:55:00	ES	Futures	2988.34	2989.16	2988.07	2988.89	436.0
2018-06-03 22:00:00	ES	Futures	2988.89	2989.98	2988.89	2989.71	1050.0
2018-06-03 22:05:00	ES	Futures	2989.71	2989.98	2988.62	2989.71	772.0

> showing 50 of 2,636 rows — these rows as CSV

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