PREVIEW / futures_5min / 2018-06-04

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-06-04.parquet
  size:    246 KB
  rows:    15,627

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
2018-06-04 00:00:00	ES	Futures	2987.52	2987.8	2987.25	2987.25	136.0
2018-06-04 00:05:00	ES	Futures	2987.25	2987.8	2987.25	2987.52	89.0
2018-06-04 00:10:00	ES	Futures	2987.8	2987.8	2987.52	2987.52	70.0
2018-06-04 00:15:00	ES	Futures	2987.52	2987.8	2987.25	2987.52	84.0
2018-06-04 00:20:00	ES	Futures	2987.52	2988.07	2987.52	2987.8	113.0
2018-06-04 00:25:00	ES	Futures	2987.8	2988.07	2987.52	2988.07	74.0
2018-06-04 00:30:00	ES	Futures	2988.07	2988.07	2987.8	2987.8	52.0
2018-06-04 00:35:00	ES	Futures	2988.07	2988.34	2987.8	2988.07	141.0
2018-06-04 00:40:00	ES	Futures	2988.34	2988.34	2988.07	2988.34	79.0
2018-06-04 00:45:00	ES	Futures	2988.34	2988.62	2988.07	2988.62	104.0
2018-06-04 00:50:00	ES	Futures	2988.62	2988.62	2987.8	2988.07	195.0
2018-06-04 00:55:00	ES	Futures	2987.8	2988.34	2987.8	2988.07	139.0
2018-06-04 01:00:00	ES	Futures	2987.8	2988.07	2986.98	2987.25	356.0
2018-06-04 01:05:00	ES	Futures	2987.52	2987.8	2987.25	2987.52	150.0
2018-06-04 01:10:00	ES	Futures	2987.8	2988.07	2987.52	2987.8	88.0
2018-06-04 01:15:00	ES	Futures	2987.8	2988.34	2987.8	2988.34	164.0
2018-06-04 01:20:00	ES	Futures	2988.34	2989.16	2988.34	2988.62	322.0
2018-06-04 01:25:00	ES	Futures	2988.62	2989.16	2988.62	2988.89	138.0
2018-06-04 01:30:00	ES	Futures	2988.89	2989.43	2988.89	2989.16	223.0
2018-06-04 01:35:00	ES	Futures	2989.16	2989.16	2988.89	2988.89	86.0
2018-06-04 01:40:00	ES	Futures	2988.89	2989.16	2988.62	2988.89	148.0
2018-06-04 01:45:00	ES	Futures	2988.89	2989.16	2988.62	2989.16	165.0
2018-06-04 01:50:00	ES	Futures	2989.16	2989.43	2988.89	2989.16	310.0
2018-06-04 01:55:00	ES	Futures	2989.16	2989.71	2989.16	2989.16	564.0
2018-06-04 02:00:00	ES	Futures	2989.16	2989.43	2987.8	2987.8	779.0
2018-06-04 02:05:00	ES	Futures	2987.8	2988.62	2987.8	2988.34	573.0
2018-06-04 02:10:00	ES	Futures	2988.34	2989.16	2987.8	2989.16	329.0
2018-06-04 02:15:00	ES	Futures	2988.89	2989.71	2988.62	2988.62	1158.0
2018-06-04 02:20:00	ES	Futures	2988.62	2989.43	2988.62	2988.89	536.0
2018-06-04 02:25:00	ES	Futures	2988.62	2988.89	2988.07	2988.07	677.0
2018-06-04 02:30:00	ES	Futures	2988.34	2988.62	2987.52	2988.34	558.0
2018-06-04 02:35:00	ES	Futures	2988.34	2989.16	2988.07	2988.89	955.0
2018-06-04 02:40:00	ES	Futures	2989.16	2989.16	2988.34	2988.34	285.0
2018-06-04 02:45:00	ES	Futures	2988.62	2989.43	2988.62	2989.43	396.0
2018-06-04 02:50:00	ES	Futures	2989.43	2990.53	2989.16	2990.53	501.0
2018-06-04 02:55:00	ES	Futures	2990.25	2990.8	2990.25	2990.53	626.0
2018-06-04 03:00:00	ES	Futures	2990.53	2990.53	2988.62	2989.16	2714.0
2018-06-04 03:05:00	ES	Futures	2989.16	2989.43	2987.8	2987.8	1950.0
2018-06-04 03:10:00	ES	Futures	2988.07	2989.43	2987.52	2989.43	1273.0
2018-06-04 03:15:00	ES	Futures	2989.43	2989.98	2988.89	2989.16	1182.0
2018-06-04 03:20:00	ES	Futures	2989.16	2990.8	2989.16	2989.71	1467.0
2018-06-04 03:25:00	ES	Futures	2989.43	2989.98	2988.89	2989.16	908.0
2018-06-04 03:30:00	ES	Futures	2989.16	2989.43	2988.07	2988.34	1052.0
2018-06-04 03:35:00	ES	Futures	2988.34	2989.98	2988.07	2989.98	832.0
2018-06-04 03:40:00	ES	Futures	2989.98	2991.07	2989.98	2990.53	1413.0
2018-06-04 03:45:00	ES	Futures	2990.53	2992.44	2990.25	2991.89	2015.0
2018-06-04 03:50:00	ES	Futures	2991.89	2994.35	2991.62	2993.53	4663.0
2018-06-04 03:55:00	ES	Futures	2993.53	2994.35	2992.71	2993.53	2000.0
2018-06-04 04:00:00	ES	Futures	2993.8	2993.8	2992.44	2993.26	936.0
2018-06-04 04:05:00	ES	Futures	2992.98	2993.26	2990.8	2990.8	1890.0

> showing 50 of 15,627 rows — these rows as CSV

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