PREVIEW / futures_5min / 2018-06-21

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-06-21.parquet
  size:    274 KB
  rows:    16,335

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
2018-06-21 00:00:00	ES	Futures	3030.37	3030.92	3029.83	3030.1	420.0
2018-06-21 00:05:00	ES	Futures	3030.37	3030.64	3030.1	3030.1	358.0
2018-06-21 00:10:00	ES	Futures	3030.1	3030.64	3030.1	3030.37	309.0
2018-06-21 00:15:00	ES	Futures	3030.37	3031.19	3030.1	3031.19	398.0
2018-06-21 00:20:00	ES	Futures	3030.92	3031.19	3030.1	3030.64	516.0
2018-06-21 00:25:00	ES	Futures	3030.64	3032.0	3030.64	3031.46	604.0
2018-06-21 00:30:00	ES	Futures	3031.46	3032.0	3031.19	3031.46	617.0
2018-06-21 00:35:00	ES	Futures	3031.19	3031.46	3031.19	3031.19	217.0
2018-06-21 00:40:00	ES	Futures	3031.19	3031.46	3031.19	3031.19	277.0
2018-06-21 00:45:00	ES	Futures	3031.46	3031.73	3030.64	3030.64	331.0
2018-06-21 00:50:00	ES	Futures	3030.64	3030.92	3030.1	3030.1	333.0
2018-06-21 00:55:00	ES	Futures	3030.1	3030.92	3030.1	3030.92	243.0
2018-06-21 01:00:00	ES	Futures	3030.92	3031.46	3030.64	3030.64	471.0
2018-06-21 01:05:00	ES	Futures	3030.64	3032.0	3030.64	3031.19	418.0
2018-06-21 01:10:00	ES	Futures	3031.19	3031.46	3030.64	3031.46	325.0
2018-06-21 01:15:00	ES	Futures	3031.19	3032.0	3030.92	3032.0	530.0
2018-06-21 01:20:00	ES	Futures	3032.0	3033.09	3032.0	3032.55	945.0
2018-06-21 01:25:00	ES	Futures	3032.28	3033.09	3032.28	3032.82	508.0
2018-06-21 01:30:00	ES	Futures	3032.82	3033.09	3032.28	3032.82	288.0
2018-06-21 01:35:00	ES	Futures	3032.82	3033.09	3031.73	3031.73	492.0
2018-06-21 01:40:00	ES	Futures	3031.73	3031.73	3030.92	3031.46	459.0
2018-06-21 01:45:00	ES	Futures	3031.46	3031.73	3030.64	3031.19	267.0
2018-06-21 01:50:00	ES	Futures	3031.19	3031.73	3030.92	3031.46	450.0
2018-06-21 01:55:00	ES	Futures	3031.46	3031.73	3031.19	3031.46	252.0
2018-06-21 02:00:00	ES	Futures	3031.46	3031.46	3029.28	3029.83	1264.0
2018-06-21 02:05:00	ES	Futures	3029.83	3030.37	3029.28	3029.55	804.0
2018-06-21 02:10:00	ES	Futures	3029.55	3029.83	3028.19	3028.19	1424.0
2018-06-21 02:15:00	ES	Futures	3028.46	3028.46	3026.56	3027.1	1681.0
2018-06-21 02:20:00	ES	Futures	3027.1	3027.65	3026.56	3026.83	829.0
2018-06-21 02:25:00	ES	Futures	3027.1	3027.1	3025.74	3026.56	964.0
2018-06-21 02:30:00	ES	Futures	3026.56	3027.65	3026.01	3027.1	577.0
2018-06-21 02:35:00	ES	Futures	3027.1	3027.65	3026.83	3027.37	404.0
2018-06-21 02:40:00	ES	Futures	3027.65	3028.74	3027.1	3028.46	729.0
2018-06-21 02:45:00	ES	Futures	3028.46	3028.74	3027.65	3028.19	499.0
2018-06-21 02:50:00	ES	Futures	3028.19	3028.19	3026.83	3027.1	440.0
2018-06-21 02:55:00	ES	Futures	3027.1	3027.1	3026.01	3026.28	1106.0
2018-06-21 03:00:00	ES	Futures	3026.56	3027.92	3025.74	3026.28	2627.0
2018-06-21 03:05:00	ES	Futures	3026.28	3027.65	3026.28	3027.65	1039.0
2018-06-21 03:10:00	ES	Futures	3027.65	3028.19	3026.56	3026.83	1773.0
2018-06-21 03:15:00	ES	Futures	3026.83	3030.1	3026.28	3029.83	2017.0
2018-06-21 03:20:00	ES	Futures	3029.83	3030.1	3027.92	3027.92	1431.0
2018-06-21 03:25:00	ES	Futures	3027.92	3027.92	3026.56	3027.37	1015.0
2018-06-21 03:30:00	ES	Futures	3027.37	3028.19	3026.01	3026.56	1339.0
2018-06-21 03:35:00	ES	Futures	3026.56	3027.37	3026.01	3027.1	1180.0
2018-06-21 03:40:00	ES	Futures	3026.83	3027.65	3026.01	3026.01	797.0
2018-06-21 03:45:00	ES	Futures	3026.28	3026.83	3025.47	3026.28	935.0
2018-06-21 03:50:00	ES	Futures	3026.28	3026.28	3024.38	3024.65	1755.0
2018-06-21 03:55:00	ES	Futures	3024.65	3024.92	3023.29	3023.29	2796.0
2018-06-21 04:00:00	ES	Futures	3023.29	3024.1	3022.74	3024.1	2109.0
2018-06-21 04:05:00	ES	Futures	3024.1	3024.92	3023.83	3024.38	1081.0

> showing 50 of 16,335 rows — these rows as CSV

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