PREVIEW / futures_5min / 2018-06-18

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-06-18.parquet
  size:    258 KB
  rows:    16,105

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
2018-06-18 00:00:00	ES	Futures	3020.02	3021.11	3019.74	3021.11	537.0
2018-06-18 00:05:00	ES	Futures	3021.11	3021.38	3020.56	3020.83	305.0
2018-06-18 00:10:00	ES	Futures	3020.83	3021.11	3020.56	3020.83	134.0
2018-06-18 00:15:00	ES	Futures	3020.56	3021.11	3020.56	3020.83	77.0
2018-06-18 00:20:00	ES	Futures	3020.56	3020.83	3020.56	3020.56	77.0
2018-06-18 00:25:00	ES	Futures	3020.56	3021.11	3020.56	3020.83	72.0
2018-06-18 00:30:00	ES	Futures	3020.83	3021.38	3020.83	3021.11	283.0
2018-06-18 00:35:00	ES	Futures	3021.38	3021.38	3020.56	3021.11	157.0
2018-06-18 00:40:00	ES	Futures	3020.83	3021.11	3020.29	3020.56	250.0
2018-06-18 00:45:00	ES	Futures	3020.56	3021.11	3020.29	3020.83	186.0
2018-06-18 00:50:00	ES	Futures	3021.11	3021.11	3020.56	3020.83	174.0
2018-06-18 00:55:00	ES	Futures	3020.83	3021.11	3020.02	3020.56	246.0
2018-06-18 01:00:00	ES	Futures	3020.56	3020.83	3020.29	3020.83	236.0
2018-06-18 01:05:00	ES	Futures	3020.83	3021.11	3020.56	3020.56	78.0
2018-06-18 01:10:00	ES	Futures	3020.56	3020.56	3019.74	3020.29	365.0
2018-06-18 01:15:00	ES	Futures	3020.29	3020.83	3020.29	3020.56	350.0
2018-06-18 01:20:00	ES	Futures	3020.29	3020.56	3019.74	3020.02	375.0
2018-06-18 01:25:00	ES	Futures	3020.02	3020.56	3019.74	3020.56	302.0
2018-06-18 01:30:00	ES	Futures	3020.56	3021.38	3020.56	3021.11	365.0
2018-06-18 01:35:00	ES	Futures	3020.83	3021.11	3020.83	3021.11	94.0
2018-06-18 01:40:00	ES	Futures	3021.38	3021.65	3021.11	3021.38	271.0
2018-06-18 01:45:00	ES	Futures	3021.11	3021.65	3021.11	3021.38	231.0
2018-06-18 01:50:00	ES	Futures	3021.65	3021.65	3021.11	3021.38	612.0
2018-06-18 01:55:00	ES	Futures	3021.38	3021.65	3021.11	3021.38	222.0
2018-06-18 02:00:00	ES	Futures	3021.38	3021.65	3020.02	3020.56	865.0
2018-06-18 02:05:00	ES	Futures	3020.29	3021.11	3020.02	3020.56	851.0
2018-06-18 02:10:00	ES	Futures	3020.56	3020.83	3020.29	3020.29	479.0
2018-06-18 02:15:00	ES	Futures	3020.29	3021.38	3020.29	3021.38	587.0
2018-06-18 02:20:00	ES	Futures	3021.38	3021.65	3020.83	3021.38	555.0
2018-06-18 02:25:00	ES	Futures	3021.65	3021.92	3021.65	3021.92	526.0
2018-06-18 02:30:00	ES	Futures	3021.65	3021.92	3021.11	3021.65	439.0
2018-06-18 02:35:00	ES	Futures	3021.65	3021.65	3020.83	3021.11	233.0
2018-06-18 02:40:00	ES	Futures	3020.83	3021.38	3020.56	3020.83	492.0
2018-06-18 02:45:00	ES	Futures	3020.56	3020.83	3020.56	3020.56	287.0
2018-06-18 02:50:00	ES	Futures	3020.56	3021.11	3020.56	3020.83	125.0
2018-06-18 02:55:00	ES	Futures	3020.83	3022.74	3020.56	3020.83	2227.0
2018-06-18 03:00:00	ES	Futures	3020.83	3021.92	3020.56	3021.65	1365.0
2018-06-18 03:05:00	ES	Futures	3021.65	3023.29	3021.38	3023.29	1450.0
2018-06-18 03:10:00	ES	Futures	3023.29	3024.1	3023.01	3024.1	1820.0
2018-06-18 03:15:00	ES	Futures	3023.83	3024.1	3022.2	3022.74	1842.0
2018-06-18 03:20:00	ES	Futures	3023.01	3023.29	3022.2	3022.74	730.0
2018-06-18 03:25:00	ES	Futures	3022.74	3022.74	3020.83	3021.38	1235.0
2018-06-18 03:30:00	ES	Futures	3021.38	3021.65	3020.56	3021.11	1309.0
2018-06-18 03:35:00	ES	Futures	3021.11	3021.65	3020.83	3021.65	727.0
2018-06-18 03:40:00	ES	Futures	3021.38	3021.92	3021.38	3021.65	396.0
2018-06-18 03:45:00	ES	Futures	3021.65	3021.92	3020.56	3020.56	1021.0
2018-06-18 03:50:00	ES	Futures	3020.56	3021.11	3020.29	3020.83	480.0
2018-06-18 03:55:00	ES	Futures	3020.83	3021.11	3019.47	3019.74	1734.0
2018-06-18 04:00:00	ES	Futures	3019.74	3020.56	3019.2	3020.02	1382.0
2018-06-18 04:05:00	ES	Futures	3020.02	3020.56	3018.93	3020.56	1953.0

> showing 50 of 16,105 rows — these rows as CSV

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