PREVIEW / futures_5min / 2018-06-11

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-06-11.parquet
  size:    218 KB
  rows:    14,279

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
2018-06-11 00:00:00	ES	Futures	3031.74	3032.01	3031.74	3032.01	36.0
2018-06-11 00:05:00	ES	Futures	3032.01	3032.28	3031.74	3031.74	120.0
2018-06-11 00:10:00	ES	Futures	3031.46	3032.28	3031.46	3032.28	60.0
2018-06-11 00:15:00	ES	Futures	3032.28	3032.28	3031.46	3031.46	63.0
2018-06-11 00:20:00	ES	Futures	3031.74	3032.01	3031.74	3031.74	68.0
2018-06-11 00:25:00	ES	Futures	3031.74	3032.01	3031.46	3031.74	76.0
2018-06-11 00:30:00	ES	Futures	3031.74	3032.01	3031.74	3032.01	44.0
2018-06-11 00:35:00	ES	Futures	3032.01	3032.55	3032.01	3032.28	105.0
2018-06-11 00:40:00	ES	Futures	3032.28	3032.28	3031.46	3031.74	101.0
2018-06-11 00:45:00	ES	Futures	3031.74	3031.74	3031.46	3031.74	72.0
2018-06-11 00:50:00	ES	Futures	3031.74	3031.74	3031.19	3031.46	50.0
2018-06-11 00:55:00	ES	Futures	3031.46	3031.74	3030.64	3030.92	241.0
2018-06-11 01:00:00	ES	Futures	3030.92	3030.92	3030.1	3030.1	107.0
2018-06-11 01:05:00	ES	Futures	3030.1	3030.64	3029.01	3029.83	166.0
2018-06-11 01:10:00	ES	Futures	3029.83	3030.1	3029.83	3030.1	44.0
2018-06-11 01:15:00	ES	Futures	3030.37	3030.92	3030.1	3030.37	157.0
2018-06-11 01:20:00	ES	Futures	3030.37	3030.37	3029.55	3029.55	156.0
2018-06-11 01:25:00	ES	Futures	3029.55	3030.1	3029.55	3029.83	80.0
2018-06-11 01:30:00	ES	Futures	3029.83	3029.83	3029.01	3029.28	257.0
2018-06-11 01:35:00	ES	Futures	3029.28	3029.83	3029.28	3029.83	123.0
2018-06-11 01:40:00	ES	Futures	3029.55	3030.37	3029.55	3030.37	70.0
2018-06-11 01:45:00	ES	Futures	3030.37	3030.37	3029.55	3029.83	124.0
2018-06-11 01:50:00	ES	Futures	3030.1	3030.1	3029.01	3029.01	126.0
2018-06-11 01:55:00	ES	Futures	3028.73	3029.83	3028.46	3029.28	274.0
2018-06-11 02:00:00	ES	Futures	3029.01	3030.64	3027.91	3030.64	815.0
2018-06-11 02:05:00	ES	Futures	3030.64	3031.46	3030.37	3031.19	833.0
2018-06-11 02:10:00	ES	Futures	3031.19	3031.74	3030.92	3031.19	312.0
2018-06-11 02:15:00	ES	Futures	3030.92	3032.28	3030.92	3032.01	295.0
2018-06-11 02:20:00	ES	Futures	3032.28	3033.37	3031.74	3033.1	592.0
2018-06-11 02:25:00	ES	Futures	3033.1	3033.65	3032.55	3032.83	470.0
2018-06-11 02:30:00	ES	Futures	3032.83	3033.37	3032.28	3033.37	349.0
2018-06-11 02:35:00	ES	Futures	3033.37	3034.46	3032.83	3033.65	729.0
2018-06-11 02:40:00	ES	Futures	3033.37	3033.65	3032.55	3032.83	438.0
2018-06-11 02:45:00	ES	Futures	3032.83	3033.1	3032.28	3032.28	320.0
2018-06-11 02:50:00	ES	Futures	3032.28	3033.65	3032.28	3032.83	268.0
2018-06-11 02:55:00	ES	Futures	3032.83	3033.1	3032.28	3032.28	508.0
2018-06-11 03:00:00	ES	Futures	3032.28	3035.56	3030.92	3035.28	1834.0
2018-06-11 03:05:00	ES	Futures	3035.28	3036.92	3034.74	3035.28	1957.0
2018-06-11 03:10:00	ES	Futures	3035.28	3036.37	3035.28	3035.28	724.0
2018-06-11 03:15:00	ES	Futures	3035.56	3036.65	3035.28	3035.56	689.0
2018-06-11 03:20:00	ES	Futures	3035.28	3035.83	3034.46	3034.74	846.0
2018-06-11 03:25:00	ES	Futures	3035.01	3035.56	3033.65	3035.01	592.0
2018-06-11 03:30:00	ES	Futures	3035.28	3036.37	3034.19	3034.19	615.0
2018-06-11 03:35:00	ES	Futures	3034.46	3035.83	3034.46	3035.28	665.0
2018-06-11 03:40:00	ES	Futures	3035.56	3037.47	3035.56	3036.65	1833.0
2018-06-11 03:45:00	ES	Futures	3036.65	3037.74	3036.1	3036.1	496.0
2018-06-11 03:50:00	ES	Futures	3036.37	3036.65	3035.56	3035.56	467.0
2018-06-11 03:55:00	ES	Futures	3035.56	3035.83	3035.28	3035.56	647.0
2018-06-11 04:00:00	ES	Futures	3035.56	3036.65	3035.56	3035.83	463.0
2018-06-11 04:05:00	ES	Futures	3036.37	3036.37	3035.56	3035.83	335.0

> showing 50 of 14,279 rows — these rows as CSV

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