PREVIEW / futures_5min / 2018-06-20

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-06-20.parquet
  size:    251 KB
  rows:    16,152

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
2018-06-20 00:00:00	ES	Futures	3017.02	3017.29	3016.47	3016.75	368.0
2018-06-20 00:05:00	ES	Futures	3016.47	3016.75	3015.93	3015.93	136.0
2018-06-20 00:10:00	ES	Futures	3015.93	3016.2	3015.66	3015.93	149.0
2018-06-20 00:15:00	ES	Futures	3015.66	3016.2	3015.38	3016.2	203.0
2018-06-20 00:20:00	ES	Futures	3016.2	3016.75	3016.2	3016.47	371.0
2018-06-20 00:25:00	ES	Futures	3016.47	3016.47	3015.11	3015.66	510.0
2018-06-20 00:30:00	ES	Futures	3015.93	3016.75	3015.93	3016.47	347.0
2018-06-20 00:35:00	ES	Futures	3016.47	3016.75	3016.2	3016.47	183.0
2018-06-20 00:40:00	ES	Futures	3016.47	3016.47	3015.93	3015.93	239.0
2018-06-20 00:45:00	ES	Futures	3015.93	3016.47	3015.93	3015.93	187.0
2018-06-20 00:50:00	ES	Futures	3015.93	3016.47	3015.66	3016.47	143.0
2018-06-20 00:55:00	ES	Futures	3016.47	3016.75	3016.2	3016.75	101.0
2018-06-20 01:00:00	ES	Futures	3016.47	3017.56	3016.47	3016.47	720.0
2018-06-20 01:05:00	ES	Futures	3016.47	3018.65	3016.47	3018.38	981.0
2018-06-20 01:10:00	ES	Futures	3018.38	3020.83	3018.11	3020.29	2219.0
2018-06-20 01:15:00	ES	Futures	3020.29	3021.65	3020.02	3021.38	939.0
2018-06-20 01:20:00	ES	Futures	3021.38	3023.01	3021.38	3022.2	2064.0
2018-06-20 01:25:00	ES	Futures	3021.92	3023.29	3021.92	3022.74	1510.0
2018-06-20 01:30:00	ES	Futures	3022.74	3023.56	3022.74	3022.74	1186.0
2018-06-20 01:35:00	ES	Futures	3023.01	3023.01	3021.92	3022.2	791.0
2018-06-20 01:40:00	ES	Futures	3021.92	3022.47	3021.92	3022.47	563.0
2018-06-20 01:45:00	ES	Futures	3022.47	3024.1	3022.2	3023.83	1195.0
2018-06-20 01:50:00	ES	Futures	3023.83	3024.38	3022.47	3022.47	1782.0
2018-06-20 01:55:00	ES	Futures	3022.47	3023.01	3021.92	3022.47	745.0
2018-06-20 02:00:00	ES	Futures	3022.2	3022.47	3021.38	3021.92	1279.0
2018-06-20 02:05:00	ES	Futures	3021.92	3022.47	3021.11	3021.38	934.0
2018-06-20 02:10:00	ES	Futures	3021.38	3022.2	3021.11	3021.65	615.0
2018-06-20 02:15:00	ES	Futures	3021.38	3022.2	3021.38	3021.65	461.0
2018-06-20 02:20:00	ES	Futures	3021.65	3022.74	3021.38	3022.47	786.0
2018-06-20 02:25:00	ES	Futures	3022.47	3022.74	3021.92	3022.2	605.0
2018-06-20 02:30:00	ES	Futures	3022.2	3022.47	3020.29	3020.56	1050.0
2018-06-20 02:35:00	ES	Futures	3020.29	3020.29	3018.93	3019.74	1500.0
2018-06-20 02:40:00	ES	Futures	3019.47	3021.11	3019.47	3020.83	917.0
2018-06-20 02:45:00	ES	Futures	3020.83	3021.11	3020.02	3020.56	1068.0
2018-06-20 02:50:00	ES	Futures	3020.56	3021.38	3019.74	3020.83	579.0
2018-06-20 02:55:00	ES	Futures	3020.56	3021.11	3019.74	3020.29	1035.0
2018-06-20 03:00:00	ES	Futures	3020.29	3023.01	3020.02	3021.92	2340.0
2018-06-20 03:05:00	ES	Futures	3021.92	3023.01	3020.83	3021.38	2246.0
2018-06-20 03:10:00	ES	Futures	3021.65	3023.01	3021.11	3022.74	1328.0
2018-06-20 03:15:00	ES	Futures	3023.01	3023.56	3021.38	3023.56	1996.0
2018-06-20 03:20:00	ES	Futures	3023.56	3024.38	3022.2	3022.47	2120.0
2018-06-20 03:25:00	ES	Futures	3022.2	3022.47	3020.83	3021.92	2211.0
2018-06-20 03:30:00	ES	Futures	3022.2	3022.47	3020.56	3020.83	1149.0
2018-06-20 03:35:00	ES	Futures	3020.83	3023.01	3020.02	3022.74	1974.0
2018-06-20 03:40:00	ES	Futures	3022.74	3023.01	3021.92	3022.2	897.0
2018-06-20 03:45:00	ES	Futures	3022.47	3024.38	3022.2	3024.38	1994.0
2018-06-20 03:50:00	ES	Futures	3024.1	3025.19	3023.01	3023.01	2379.0
2018-06-20 03:55:00	ES	Futures	3023.29	3024.1	3023.01	3023.83	943.0
2018-06-20 04:00:00	ES	Futures	3023.83	3024.38	3022.47	3022.74	2020.0
2018-06-20 04:05:00	ES	Futures	3022.47	3023.29	3022.2	3022.74	1776.0

> showing 50 of 16,152 rows — these rows as CSV

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