PREVIEW / futures_5min / 2018-06-14

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-06-14.parquet
  size:    275 KB
  rows:    16,017

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
2018-06-14 00:00:00	ES	Futures	3029.83	3030.1	3029.55	3029.83	97.0
2018-06-14 00:05:00	ES	Futures	3029.83	3030.1	3029.55	3030.1	74.0
2018-06-14 00:10:00	ES	Futures	3030.1	3030.1	3029.83	3029.83	103.0
2018-06-14 00:15:00	ES	Futures	3030.1	3030.1	3029.55	3029.83	145.0
2018-06-14 00:20:00	ES	Futures	3029.83	3029.83	3029.01	3029.01	319.0
2018-06-14 00:25:00	ES	Futures	3029.01	3029.28	3028.46	3029.28	603.0
2018-06-14 00:30:00	ES	Futures	3029.55	3029.55	3029.01	3029.28	166.0
2018-06-14 00:35:00	ES	Futures	3029.28	3030.1	3029.28	3029.83	259.0
2018-06-14 00:40:00	ES	Futures	3030.1	3030.1	3029.28	3029.28	144.0
2018-06-14 00:45:00	ES	Futures	3029.55	3029.83	3029.28	3029.55	206.0
2018-06-14 00:50:00	ES	Futures	3029.55	3029.55	3029.28	3029.28	91.0
2018-06-14 00:55:00	ES	Futures	3029.28	3029.55	3029.01	3029.28	146.0
2018-06-14 01:00:00	ES	Futures	3029.55	3029.83	3028.74	3028.74	467.0
2018-06-14 01:05:00	ES	Futures	3028.74	3029.01	3028.19	3028.19	564.0
2018-06-14 01:10:00	ES	Futures	3028.19	3029.01	3027.92	3028.74	381.0
2018-06-14 01:15:00	ES	Futures	3028.74	3029.28	3028.74	3029.28	337.0
2018-06-14 01:20:00	ES	Futures	3029.28	3029.28	3028.74	3029.01	387.0
2018-06-14 01:25:00	ES	Futures	3028.74	3029.01	3028.19	3028.19	280.0
2018-06-14 01:30:00	ES	Futures	3028.46	3028.46	3027.65	3027.65	660.0
2018-06-14 01:35:00	ES	Futures	3027.65	3027.65	3026.01	3026.01	1796.0
2018-06-14 01:40:00	ES	Futures	3026.28	3026.56	3025.74	3026.28	482.0
2018-06-14 01:45:00	ES	Futures	3026.28	3027.1	3026.01	3027.1	255.0
2018-06-14 01:50:00	ES	Futures	3027.1	3027.37	3026.01	3026.56	648.0
2018-06-14 01:55:00	ES	Futures	3026.56	3026.56	3025.19	3025.19	1006.0
2018-06-14 02:00:00	ES	Futures	3024.92	3026.28	3024.65	3026.28	924.0
2018-06-14 02:05:00	ES	Futures	3026.28	3026.28	3024.1	3024.92	1552.0
2018-06-14 02:10:00	ES	Futures	3024.92	3026.01	3024.65	3025.74	713.0
2018-06-14 02:15:00	ES	Futures	3025.74	3026.01	3025.19	3025.74	525.0
2018-06-14 02:20:00	ES	Futures	3025.74	3026.83	3025.19	3026.01	869.0
2018-06-14 02:25:00	ES	Futures	3026.28	3027.1	3026.01	3026.56	663.0
2018-06-14 02:30:00	ES	Futures	3026.56	3026.83	3025.19	3025.19	710.0
2018-06-14 02:35:00	ES	Futures	3025.19	3025.47	3024.92	3025.19	781.0
2018-06-14 02:40:00	ES	Futures	3025.19	3025.74	3024.65	3024.65	1153.0
2018-06-14 02:45:00	ES	Futures	3024.65	3024.92	3023.29	3023.29	1708.0
2018-06-14 02:50:00	ES	Futures	3023.29	3023.83	3022.47	3023.56	1684.0
2018-06-14 02:55:00	ES	Futures	3023.83	3023.83	3022.47	3022.47	1076.0
2018-06-14 03:00:00	ES	Futures	3022.47	3024.65	3022.47	3024.38	2191.0
2018-06-14 03:05:00	ES	Futures	3024.38	3025.19	3024.38	3024.65	1367.0
2018-06-14 03:10:00	ES	Futures	3024.92	3024.92	3022.47	3022.74	2797.0
2018-06-14 03:15:00	ES	Futures	3022.74	3023.01	3021.38	3021.38	2653.0
2018-06-14 03:20:00	ES	Futures	3021.38	3021.92	3021.38	3021.65	1352.0
2018-06-14 03:25:00	ES	Futures	3021.92	3022.2	3021.38	3021.92	1629.0
2018-06-14 03:30:00	ES	Futures	3021.92	3023.56	3021.65	3023.29	1296.0
2018-06-14 03:35:00	ES	Futures	3023.29	3024.92	3023.29	3024.38	937.0
2018-06-14 03:40:00	ES	Futures	3024.1	3025.19	3024.1	3025.19	939.0
2018-06-14 03:45:00	ES	Futures	3025.19	3025.74	3024.92	3024.92	1181.0
2018-06-14 03:50:00	ES	Futures	3024.92	3026.56	3024.92	3025.74	1067.0
2018-06-14 03:55:00	ES	Futures	3025.74	3026.28	3024.92	3025.19	1111.0
2018-06-14 04:00:00	ES	Futures	3025.19	3026.56	3025.19	3026.01	926.0
2018-06-14 04:05:00	ES	Futures	3026.01	3026.28	3025.19	3025.47	410.0

> showing 50 of 16,017 rows — these rows as CSV

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