PREVIEW / futures_5min / 2018-06-24

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-06-24.parquet
  size:    55 KB
  rows:    2,845

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
2018-06-24 18:00:00	ES	Futures	3004.76	3005.85	3001.76	3002.31	3108.0
2018-06-24 18:05:00	ES	Futures	3002.03	3004.49	3001.49	3003.67	1001.0
2018-06-24 18:10:00	ES	Futures	3003.4	3004.49	3002.85	3003.4	333.0
2018-06-24 18:15:00	ES	Futures	3003.12	3004.76	3002.58	3004.76	371.0
2018-06-24 18:20:00	ES	Futures	3004.49	3005.3	3003.94	3005.03	343.0
2018-06-24 18:25:00	ES	Futures	3005.03	3005.58	3004.21	3004.76	522.0
2018-06-24 18:30:00	ES	Futures	3004.76	3005.03	3004.49	3004.49	301.0
2018-06-24 18:35:00	ES	Futures	3004.49	3004.49	3003.94	3003.94	136.0
2018-06-24 18:40:00	ES	Futures	3003.94	3004.49	3003.94	3004.49	58.0
2018-06-24 18:45:00	ES	Futures	3004.49	3004.76	3004.21	3004.76	101.0
2018-06-24 18:50:00	ES	Futures	3004.49	3005.58	3004.49	3005.03	172.0
2018-06-24 18:55:00	ES	Futures	3005.03	3005.58	3004.76	3004.76	186.0
2018-06-24 19:00:00	ES	Futures	3004.49	3005.03	3002.31	3002.85	773.0
2018-06-24 19:05:00	ES	Futures	3002.85	3003.4	2999.58	3001.76	1521.0
2018-06-24 19:10:00	ES	Futures	3002.03	3003.67	3001.22	3003.12	490.0
2018-06-24 19:15:00	ES	Futures	3002.85	3003.4	3002.58	3002.58	240.0
2018-06-24 19:20:00	ES	Futures	3002.58	3003.4	3002.31	3003.12	323.0
2018-06-24 19:25:00	ES	Futures	3003.4	3003.4	3002.85	3002.85	84.0
2018-06-24 19:30:00	ES	Futures	3003.12	3003.94	3003.12	3003.4	240.0
2018-06-24 19:35:00	ES	Futures	3003.12	3003.4	3002.31	3002.31	222.0
2018-06-24 19:40:00	ES	Futures	3002.31	3002.85	3002.03	3002.31	148.0
2018-06-24 19:45:00	ES	Futures	3002.31	3003.4	3002.31	3003.4	279.0
2018-06-24 19:50:00	ES	Futures	3003.12	3004.21	3003.12	3003.94	298.0
2018-06-24 19:55:00	ES	Futures	3003.94	3005.58	3003.94	3005.58	720.0
2018-06-24 20:00:00	ES	Futures	3005.58	3005.58	3003.94	3004.76	962.0
2018-06-24 20:05:00	ES	Futures	3004.49	3005.85	3004.49	3004.76	626.0
2018-06-24 20:10:00	ES	Futures	3004.76	3005.03	3003.67	3003.94	829.0
2018-06-24 20:15:00	ES	Futures	3003.94	3004.49	3000.67	3000.94	1333.0
2018-06-24 20:20:00	ES	Futures	3000.94	3002.31	3000.94	3000.94	1233.0
2018-06-24 20:25:00	ES	Futures	3000.67	3000.67	2994.95	2996.31	4749.0
2018-06-24 20:30:00	ES	Futures	2996.58	2996.58	2988.96	2993.59	6931.0
2018-06-24 20:35:00	ES	Futures	2993.86	2996.04	2991.95	2994.4	2537.0
2018-06-24 20:40:00	ES	Futures	2994.4	2994.4	2992.5	2993.86	878.0
2018-06-24 20:45:00	ES	Futures	2993.59	2995.49	2992.5	2994.68	955.0
2018-06-24 20:50:00	ES	Futures	2994.68	2995.49	2993.59	2993.59	834.0
2018-06-24 20:55:00	ES	Futures	2993.59	2995.22	2992.5	2994.95	1047.0
2018-06-24 21:00:00	ES	Futures	2994.95	2996.31	2993.86	2995.77	987.0
2018-06-24 21:05:00	ES	Futures	2995.77	2996.04	2994.4	2995.77	550.0
2018-06-24 21:10:00	ES	Futures	2995.77	2996.58	2994.68	2995.49	651.0
2018-06-24 21:15:00	ES	Futures	2995.77	2996.58	2990.59	2990.86	3252.0
2018-06-24 21:20:00	ES	Futures	2991.14	2992.77	2990.32	2992.22	1630.0
2018-06-24 21:25:00	ES	Futures	2992.22	2994.13	2991.95	2993.31	1489.0
2018-06-24 21:30:00	ES	Futures	2993.31	2996.04	2993.31	2994.95	1319.0
2018-06-24 21:35:00	ES	Futures	2994.68	2994.68	2991.95	2993.59	1694.0
2018-06-24 21:40:00	ES	Futures	2993.59	2995.22	2993.31	2994.13	609.0
2018-06-24 21:45:00	ES	Futures	2994.13	2994.68	2992.77	2994.68	583.0
2018-06-24 21:50:00	ES	Futures	2994.68	2996.04	2994.4	2994.95	904.0
2018-06-24 21:55:00	ES	Futures	2994.95	2995.22	2993.31	2994.4	675.0
2018-06-24 22:00:00	ES	Futures	2994.68	2995.22	2993.86	2994.4	387.0
2018-06-24 22:05:00	ES	Futures	2994.13	2994.13	2991.68	2992.22	794.0

> showing 50 of 2,845 rows — these rows as CSV

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