PREVIEW / futures_5min / 2018-06-25

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-06-25.parquet
  size:    257 KB
  rows:    15,958

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
2018-06-25 00:00:00	ES	Futures	2995.22	2995.77	2995.22	2995.22	180.0
2018-06-25 00:05:00	ES	Futures	2995.22	2995.77	2994.95	2994.95	150.0
2018-06-25 00:10:00	ES	Futures	2994.95	2995.49	2994.68	2995.49	272.0
2018-06-25 00:15:00	ES	Futures	2995.22	2996.04	2994.95	2994.95	246.0
2018-06-25 00:20:00	ES	Futures	2994.95	2995.22	2994.95	2995.22	159.0
2018-06-25 00:25:00	ES	Futures	2994.95	2995.49	2994.95	2995.49	108.0
2018-06-25 00:30:00	ES	Futures	2995.49	2995.49	2994.95	2995.22	100.0
2018-06-25 00:35:00	ES	Futures	2995.22	2995.49	2994.95	2994.95	201.0
2018-06-25 00:40:00	ES	Futures	2995.22	2996.04	2994.68	2995.77	202.0
2018-06-25 00:45:00	ES	Futures	2995.49	2995.77	2995.22	2995.77	154.0
2018-06-25 00:50:00	ES	Futures	2995.77	2995.77	2995.22	2995.77	85.0
2018-06-25 00:55:00	ES	Futures	2995.49	2996.04	2995.49	2995.77	211.0
2018-06-25 01:00:00	ES	Futures	2995.77	2996.31	2995.77	2996.04	389.0
2018-06-25 01:05:00	ES	Futures	2996.04	2996.31	2995.22	2995.22	245.0
2018-06-25 01:10:00	ES	Futures	2995.22	2995.49	2993.86	2994.13	655.0
2018-06-25 01:15:00	ES	Futures	2994.4	2994.68	2993.59	2993.86	358.0
2018-06-25 01:20:00	ES	Futures	2993.86	2994.4	2993.59	2993.59	379.0
2018-06-25 01:25:00	ES	Futures	2993.31	2994.13	2993.04	2993.59	562.0
2018-06-25 01:30:00	ES	Futures	2993.31	2993.59	2990.59	2991.41	1488.0
2018-06-25 01:35:00	ES	Futures	2991.14	2991.41	2989.23	2990.86	1341.0
2018-06-25 01:40:00	ES	Futures	2990.86	2991.14	2989.23	2989.77	942.0
2018-06-25 01:45:00	ES	Futures	2989.77	2989.77	2988.41	2989.77	971.0
2018-06-25 01:50:00	ES	Futures	2989.77	2990.59	2989.77	2990.05	414.0
2018-06-25 01:55:00	ES	Futures	2990.32	2990.59	2989.77	2990.05	201.0
2018-06-25 02:00:00	ES	Futures	2990.05	2992.22	2990.05	2991.95	1170.0
2018-06-25 02:05:00	ES	Futures	2991.95	2993.31	2991.95	2992.77	928.0
2018-06-25 02:10:00	ES	Futures	2992.5	2993.31	2991.95	2993.04	608.0
2018-06-25 02:15:00	ES	Futures	2993.04	2993.31	2992.5	2993.04	462.0
2018-06-25 02:20:00	ES	Futures	2992.77	2995.22	2992.77	2994.13	1412.0
2018-06-25 02:25:00	ES	Futures	2994.13	2994.13	2993.04	2993.59	524.0
2018-06-25 02:30:00	ES	Futures	2993.59	2994.13	2991.95	2993.31	890.0
2018-06-25 02:35:00	ES	Futures	2993.04	2994.68	2993.04	2993.31	993.0
2018-06-25 02:40:00	ES	Futures	2993.31	2993.31	2992.5	2992.77	389.0
2018-06-25 02:45:00	ES	Futures	2992.77	2992.77	2990.59	2990.59	1059.0
2018-06-25 02:50:00	ES	Futures	2990.86	2991.95	2990.05	2991.14	1068.0
2018-06-25 02:55:00	ES	Futures	2991.14	2991.41	2988.41	2988.96	1833.0
2018-06-25 03:00:00	ES	Futures	2988.68	2991.14	2988.41	2991.14	3997.0
2018-06-25 03:05:00	ES	Futures	2991.14	2993.59	2989.77	2990.86	4049.0
2018-06-25 03:10:00	ES	Futures	2990.86	2991.95	2989.5	2990.05	2579.0
2018-06-25 03:15:00	ES	Futures	2989.77	2990.05	2988.14	2988.41	1768.0
2018-06-25 03:20:00	ES	Futures	2988.68	2989.23	2988.14	2988.41	1238.0
2018-06-25 03:25:00	ES	Futures	2988.41	2990.32	2987.59	2988.96	2107.0
2018-06-25 03:30:00	ES	Futures	2988.96	2990.32	2988.41	2988.96	2135.0
2018-06-25 03:35:00	ES	Futures	2988.68	2990.59	2988.41	2990.59	1386.0
2018-06-25 03:40:00	ES	Futures	2990.59	2991.41	2990.05	2991.14	1379.0
2018-06-25 03:45:00	ES	Futures	2991.14	2991.14	2989.77	2990.86	1303.0
2018-06-25 03:50:00	ES	Futures	2990.59	2990.86	2990.05	2990.86	1335.0
2018-06-25 03:55:00	ES	Futures	2990.59	2992.22	2990.59	2991.95	721.0
2018-06-25 04:00:00	ES	Futures	2991.95	2993.31	2991.68	2993.04	1992.0
2018-06-25 04:05:00	ES	Futures	2993.31	2993.86	2991.68	2991.95	1310.0

> showing 50 of 15,958 rows — these rows as CSV

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