PREVIEW / futures_5min / 2018-06-08

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-06-08.parquet
  size:    228 KB
  rows:    13,275

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
2018-06-08 00:00:00	ES	Futures	3023.55	3023.82	3023.28	3023.55	84.0
2018-06-08 00:05:00	ES	Futures	3023.28	3023.55	3023.0	3023.28	70.0
2018-06-08 00:10:00	ES	Futures	3023.55	3023.55	3023.0	3023.28	70.0
2018-06-08 00:15:00	ES	Futures	3023.0	3023.0	3021.91	3022.73	395.0
2018-06-08 00:20:00	ES	Futures	3023.0	3023.28	3022.73	3023.28	68.0
2018-06-08 00:25:00	ES	Futures	3023.28	3023.82	3023.0	3023.55	139.0
2018-06-08 00:30:00	ES	Futures	3023.28	3024.37	3023.28	3024.09	279.0
2018-06-08 00:35:00	ES	Futures	3024.09	3024.64	3024.09	3024.37	109.0
2018-06-08 00:40:00	ES	Futures	3024.64	3024.64	3023.82	3024.09	180.0
2018-06-08 00:45:00	ES	Futures	3023.82	3024.37	3023.82	3024.09	56.0
2018-06-08 00:50:00	ES	Futures	3024.09	3024.37	3023.28	3023.28	179.0
2018-06-08 00:55:00	ES	Futures	3023.28	3023.28	3023.0	3023.28	92.0
2018-06-08 01:00:00	ES	Futures	3023.28	3023.28	3022.73	3023.0	178.0
2018-06-08 01:05:00	ES	Futures	3023.0	3023.55	3022.73	3023.55	287.0
2018-06-08 01:10:00	ES	Futures	3023.28	3023.55	3022.18	3022.18	399.0
2018-06-08 01:15:00	ES	Futures	3022.46	3022.46	3021.64	3021.64	607.0
2018-06-08 01:20:00	ES	Futures	3021.64	3022.18	3021.09	3021.91	384.0
2018-06-08 01:25:00	ES	Futures	3021.91	3022.73	3021.64	3021.91	501.0
2018-06-08 01:30:00	ES	Futures	3021.91	3022.73	3021.91	3022.73	176.0
2018-06-08 01:35:00	ES	Futures	3022.73	3022.73	3022.18	3022.18	142.0
2018-06-08 01:40:00	ES	Futures	3022.18	3022.18	3020.82	3020.82	418.0
2018-06-08 01:45:00	ES	Futures	3021.09	3021.09	3019.18	3019.45	1072.0
2018-06-08 01:50:00	ES	Futures	3019.73	3019.73	3018.91	3019.73	619.0
2018-06-08 01:55:00	ES	Futures	3019.73	3019.73	3019.18	3019.18	178.0
2018-06-08 02:00:00	ES	Futures	3019.18	3020.0	3018.64	3019.45	951.0
2018-06-08 02:05:00	ES	Futures	3019.73	3019.73	3017.54	3017.82	909.0
2018-06-08 02:10:00	ES	Futures	3017.54	3017.54	3016.18	3017.0	1399.0
2018-06-08 02:15:00	ES	Futures	3017.0	3018.91	3016.18	3018.09	1675.0
2018-06-08 02:20:00	ES	Futures	3018.09	3018.64	3017.54	3018.09	829.0
2018-06-08 02:25:00	ES	Futures	3018.09	3018.64	3016.73	3018.36	620.0
2018-06-08 02:30:00	ES	Futures	3018.36	3020.82	3018.36	3019.73	949.0
2018-06-08 02:35:00	ES	Futures	3019.73	3020.55	3019.45	3019.45	506.0
2018-06-08 02:40:00	ES	Futures	3019.45	3020.0	3018.64	3018.91	514.0
2018-06-08 02:45:00	ES	Futures	3018.91	3019.18	3017.82	3018.64	1062.0
2018-06-08 02:50:00	ES	Futures	3018.91	3020.0	3018.36	3020.0	817.0
2018-06-08 02:55:00	ES	Futures	3020.0	3020.55	3019.45	3019.45	827.0
2018-06-08 03:00:00	ES	Futures	3019.73	3020.0	3017.0	3018.36	2487.0
2018-06-08 03:05:00	ES	Futures	3018.36	3019.45	3018.09	3018.36	2219.0
2018-06-08 03:10:00	ES	Futures	3018.36	3018.64	3016.73	3017.54	1437.0
2018-06-08 03:15:00	ES	Futures	3017.54	3020.55	3017.27	3020.0	2585.0
2018-06-08 03:20:00	ES	Futures	3020.27	3020.55	3018.36	3018.64	1490.0
2018-06-08 03:25:00	ES	Futures	3018.91	3019.18	3015.63	3016.18	2898.0
2018-06-08 03:30:00	ES	Futures	3016.18	3017.54	3015.36	3016.18	1244.0
2018-06-08 03:35:00	ES	Futures	3015.91	3016.18	3013.45	3014.82	2747.0
2018-06-08 03:40:00	ES	Futures	3014.82	3016.18	3014.54	3016.18	1245.0
2018-06-08 03:45:00	ES	Futures	3016.18	3019.45	3015.91	3018.64	2694.0
2018-06-08 03:50:00	ES	Futures	3018.36	3019.18	3015.91	3015.91	1864.0
2018-06-08 03:55:00	ES	Futures	3015.91	3016.18	3011.81	3013.72	5458.0
2018-06-08 04:00:00	ES	Futures	3013.45	3014.0	3012.36	3013.18	1791.0
2018-06-08 04:05:00	ES	Futures	3012.9	3012.9	3008.54	3009.63	4577.0

> showing 50 of 13,275 rows — these rows as CSV

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