PREVIEW / futures_5min / 2018-06-19

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-06-19.parquet
  size:    269 KB
  rows:    16,528

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
2018-06-19 00:00:00	ES	Futures	3002.58	3002.58	3001.22	3002.31	553.0
2018-06-19 00:05:00	ES	Futures	3002.31	3003.4	3002.03	3003.12	541.0
2018-06-19 00:10:00	ES	Futures	3003.4	3003.4	3002.03	3002.03	243.0
2018-06-19 00:15:00	ES	Futures	3002.31	3002.31	3000.94	3001.22	463.0
2018-06-19 00:20:00	ES	Futures	3001.22	3001.76	3000.67	3001.22	418.0
2018-06-19 00:25:00	ES	Futures	3001.22	3002.03	3001.22	3001.76	459.0
2018-06-19 00:30:00	ES	Futures	3001.49	3002.58	3000.94	3002.03	848.0
2018-06-19 00:35:00	ES	Futures	3002.03	3003.12	3001.76	3002.58	948.0
2018-06-19 00:40:00	ES	Futures	3002.58	3003.12	3002.31	3002.31	366.0
2018-06-19 00:45:00	ES	Futures	3002.31	3004.49	3002.31	3004.21	835.0
2018-06-19 00:50:00	ES	Futures	3004.21	3005.03	3003.4	3005.03	948.0
2018-06-19 00:55:00	ES	Futures	3005.03	3005.3	3004.21	3004.49	479.0
2018-06-19 01:00:00	ES	Futures	3004.49	3005.3	3003.4	3003.67	749.0
2018-06-19 01:05:00	ES	Futures	3003.94	3004.21	3002.85	3003.94	746.0
2018-06-19 01:10:00	ES	Futures	3003.94	3004.21	3002.03	3003.12	725.0
2018-06-19 01:15:00	ES	Futures	3003.12	3003.67	3002.31	3002.31	733.0
2018-06-19 01:20:00	ES	Futures	3002.31	3003.12	3002.03	3002.85	315.0
2018-06-19 01:25:00	ES	Futures	3002.85	3002.85	3001.49	3001.49	469.0
2018-06-19 01:30:00	ES	Futures	3001.49	3001.76	3000.13	3000.4	1344.0
2018-06-19 01:35:00	ES	Futures	3000.4	3000.94	3000.13	3000.94	1008.0
2018-06-19 01:40:00	ES	Futures	3000.94	3000.94	3000.4	3000.4	368.0
2018-06-19 01:45:00	ES	Futures	3000.67	3000.94	2998.49	2999.04	2010.0
2018-06-19 01:50:00	ES	Futures	2999.04	3000.4	2997.67	2997.95	3378.0
2018-06-19 01:55:00	ES	Futures	2998.22	2999.58	2997.67	2998.22	1612.0
2018-06-19 02:00:00	ES	Futures	2998.22	2998.22	2993.31	2994.4	7685.0
2018-06-19 02:05:00	ES	Futures	2994.13	2996.31	2993.59	2995.22	3508.0
2018-06-19 02:10:00	ES	Futures	2995.22	2995.49	2993.59	2993.59	2055.0
2018-06-19 02:15:00	ES	Futures	2993.86	2996.31	2992.77	2995.77	3690.0
2018-06-19 02:20:00	ES	Futures	2995.77	2996.31	2994.68	2994.95	1456.0
2018-06-19 02:25:00	ES	Futures	2995.22	2996.04	2993.31	2993.59	1530.0
2018-06-19 02:30:00	ES	Futures	2993.31	2994.68	2993.04	2993.04	1756.0
2018-06-19 02:35:00	ES	Futures	2993.04	2993.04	2989.23	2989.5	8954.0
2018-06-19 02:40:00	ES	Futures	2989.5	2994.13	2989.23	2992.22	4782.0
2018-06-19 02:45:00	ES	Futures	2992.5	2993.86	2991.41	2993.31	1997.0
2018-06-19 02:50:00	ES	Futures	2993.31	2993.86	2991.95	2993.59	1354.0
2018-06-19 02:55:00	ES	Futures	2993.86	2994.4	2991.68	2991.95	2624.0
2018-06-19 03:00:00	ES	Futures	2991.95	2992.77	2988.68	2989.77	4976.0
2018-06-19 03:05:00	ES	Futures	2989.77	2990.05	2983.78	2984.05	9742.0
2018-06-19 03:10:00	ES	Futures	2984.05	2986.23	2983.23	2983.78	6183.0
2018-06-19 03:15:00	ES	Futures	2984.05	2987.05	2981.6	2985.69	6370.0
2018-06-19 03:20:00	ES	Futures	2985.41	2989.23	2984.05	2988.41	4829.0
2018-06-19 03:25:00	ES	Futures	2988.41	2989.23	2985.41	2985.96	5107.0
2018-06-19 03:30:00	ES	Futures	2985.96	2986.23	2983.51	2985.41	4676.0
2018-06-19 03:35:00	ES	Futures	2985.41	2990.05	2985.41	2989.77	5572.0
2018-06-19 03:40:00	ES	Futures	2989.77	2990.86	2989.23	2990.05	3698.0
2018-06-19 03:45:00	ES	Futures	2990.05	2991.14	2988.14	2988.14	2738.0
2018-06-19 03:50:00	ES	Futures	2987.87	2989.77	2987.05	2989.23	2747.0
2018-06-19 03:55:00	ES	Futures	2989.23	2991.14	2988.14	2990.32	2850.0
2018-06-19 04:00:00	ES	Futures	2990.32	2993.04	2989.5	2991.95	4017.0
2018-06-19 04:05:00	ES	Futures	2991.95	2992.22	2990.05	2990.05	2009.0

> showing 50 of 16,528 rows — these rows as CSV

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