PREVIEW / futures_5min / 2018-06-17

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-06-17.parquet
  size:    53 KB
  rows:    2,799

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
2018-06-17 18:00:00	ES	Futures	3029.83	3033.91	3028.74	3033.37	2394.0
2018-06-17 18:05:00	ES	Futures	3033.37	3035.27	3033.37	3034.46	1082.0
2018-06-17 18:10:00	ES	Futures	3034.73	3035.82	3034.73	3035.55	799.0
2018-06-17 18:15:00	ES	Futures	3035.55	3036.09	3035.0	3035.0	359.0
2018-06-17 18:20:00	ES	Futures	3035.0	3036.09	3035.0	3035.55	458.0
2018-06-17 18:25:00	ES	Futures	3035.82	3035.82	3035.27	3035.55	86.0
2018-06-17 18:30:00	ES	Futures	3035.82	3036.91	3035.55	3036.64	743.0
2018-06-17 18:35:00	ES	Futures	3036.64	3036.91	3036.36	3036.64	669.0
2018-06-17 18:40:00	ES	Futures	3036.64	3036.91	3036.36	3036.64	430.0
2018-06-17 18:45:00	ES	Futures	3036.64	3037.18	3036.36	3036.64	407.0
2018-06-17 18:50:00	ES	Futures	3036.64	3036.91	3036.36	3036.36	435.0
2018-06-17 18:55:00	ES	Futures	3036.36	3036.64	3036.36	3036.36	214.0
2018-06-17 19:00:00	ES	Futures	3036.36	3036.64	3035.55	3035.55	248.0
2018-06-17 19:05:00	ES	Futures	3035.55	3035.55	3033.64	3034.18	814.0
2018-06-17 19:10:00	ES	Futures	3034.46	3035.0	3034.18	3034.46	645.0
2018-06-17 19:15:00	ES	Futures	3034.46	3035.0	3034.18	3035.0	386.0
2018-06-17 19:20:00	ES	Futures	3035.0	3035.55	3035.0	3035.27	349.0
2018-06-17 19:25:00	ES	Futures	3035.27	3035.55	3035.0	3035.0	202.0
2018-06-17 19:30:00	ES	Futures	3035.0	3035.0	3033.91	3033.91	129.0
2018-06-17 19:35:00	ES	Futures	3034.18	3034.73	3033.91	3034.46	86.0
2018-06-17 19:40:00	ES	Futures	3034.73	3035.0	3034.46	3034.73	79.0
2018-06-17 19:45:00	ES	Futures	3034.73	3034.73	3033.91	3033.91	383.0
2018-06-17 19:50:00	ES	Futures	3033.91	3034.18	3033.64	3033.64	129.0
2018-06-17 19:55:00	ES	Futures	3033.64	3033.64	3033.09	3033.37	418.0
2018-06-17 20:00:00	ES	Futures	3033.37	3033.64	3031.19	3031.46	1359.0
2018-06-17 20:05:00	ES	Futures	3031.46	3032.0	3031.19	3031.46	600.0
2018-06-17 20:10:00	ES	Futures	3031.46	3032.0	3031.19	3031.19	563.0
2018-06-17 20:15:00	ES	Futures	3031.46	3031.46	3025.74	3026.56	2782.0
2018-06-17 20:20:00	ES	Futures	3026.56	3026.83	3021.38	3023.29	4270.0
2018-06-17 20:25:00	ES	Futures	3023.29	3024.1	3023.29	3024.1	910.0
2018-06-17 20:30:00	ES	Futures	3023.83	3024.65	3023.56	3024.65	1200.0
2018-06-17 20:35:00	ES	Futures	3024.65	3024.92	3024.1	3024.65	625.0
2018-06-17 20:40:00	ES	Futures	3024.65	3024.92	3024.1	3024.38	519.0
2018-06-17 20:45:00	ES	Futures	3024.38	3024.38	3023.56	3024.38	610.0
2018-06-17 20:50:00	ES	Futures	3024.38	3024.38	3023.29	3023.56	385.0
2018-06-17 20:55:00	ES	Futures	3023.56	3024.38	3023.29	3023.29	704.0
2018-06-17 21:00:00	ES	Futures	3023.56	3023.83	3022.2	3023.29	1031.0
2018-06-17 21:05:00	ES	Futures	3023.29	3023.29	3021.65	3022.47	1324.0
2018-06-17 21:10:00	ES	Futures	3022.74	3023.01	3021.92	3021.92	667.0
2018-06-17 21:15:00	ES	Futures	3022.2	3022.47	3021.65	3022.2	835.0
2018-06-17 21:20:00	ES	Futures	3022.47	3023.29	3022.2	3022.74	830.0
2018-06-17 21:25:00	ES	Futures	3022.74	3023.29	3022.47	3023.29	529.0
2018-06-17 21:30:00	ES	Futures	3023.29	3023.29	3021.38	3022.2	942.0
2018-06-17 21:35:00	ES	Futures	3022.2	3022.2	3021.65	3021.65	222.0
2018-06-17 21:40:00	ES	Futures	3021.92	3022.47	3018.93	3019.47	2605.0
2018-06-17 21:45:00	ES	Futures	3019.47	3020.83	3019.2	3020.29	1252.0
2018-06-17 21:50:00	ES	Futures	3020.02	3020.56	3019.2	3019.47	998.0
2018-06-17 21:55:00	ES	Futures	3019.47	3020.56	3018.11	3019.2	2102.0
2018-06-17 22:00:00	ES	Futures	3019.2	3020.02	3016.75	3018.65	4607.0
2018-06-17 22:05:00	ES	Futures	3018.65	3020.56	3018.38	3020.29	1071.0

> showing 50 of 2,799 rows — these rows as CSV

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