PREVIEW / futures_5min / 2018-06-26

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-06-26.parquet
  size:    250 KB
  rows:    15,771

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
2018-06-26 00:00:00	ES	Futures	2969.88	2970.43	2968.52	2968.79	560.0
2018-06-26 00:05:00	ES	Futures	2968.52	2968.79	2968.25	2968.25	226.0
2018-06-26 00:10:00	ES	Futures	2968.25	2969.07	2968.25	2969.07	274.0
2018-06-26 00:15:00	ES	Futures	2969.34	2969.61	2968.79	2969.61	270.0
2018-06-26 00:20:00	ES	Futures	2969.34	2969.34	2969.07	2969.07	342.0
2018-06-26 00:25:00	ES	Futures	2969.07	2969.07	2967.98	2968.79	396.0
2018-06-26 00:30:00	ES	Futures	2968.79	2968.79	2967.43	2967.7	936.0
2018-06-26 00:35:00	ES	Futures	2967.98	2968.25	2967.43	2967.7	210.0
2018-06-26 00:40:00	ES	Futures	2967.7	2968.52	2967.7	2968.25	191.0
2018-06-26 00:45:00	ES	Futures	2968.25	2968.52	2967.43	2967.43	150.0
2018-06-26 00:50:00	ES	Futures	2967.43	2968.25	2967.43	2968.25	233.0
2018-06-26 00:55:00	ES	Futures	2967.98	2968.79	2967.98	2968.79	112.0
2018-06-26 01:00:00	ES	Futures	2968.52	2968.79	2967.98	2968.52	870.0
2018-06-26 01:05:00	ES	Futures	2968.52	2969.34	2968.25	2969.07	497.0
2018-06-26 01:10:00	ES	Futures	2969.34	2971.24	2969.34	2970.97	997.0
2018-06-26 01:15:00	ES	Futures	2970.97	2971.52	2970.16	2970.97	908.0
2018-06-26 01:20:00	ES	Futures	2971.24	2971.52	2970.97	2970.97	332.0
2018-06-26 01:25:00	ES	Futures	2970.97	2971.52	2970.16	2970.7	884.0
2018-06-26 01:30:00	ES	Futures	2970.43	2970.7	2969.88	2970.43	405.0
2018-06-26 01:35:00	ES	Futures	2970.43	2970.97	2969.88	2970.43	332.0
2018-06-26 01:40:00	ES	Futures	2970.43	2970.97	2970.43	2970.7	349.0
2018-06-26 01:45:00	ES	Futures	2970.7	2970.7	2970.16	2970.43	350.0
2018-06-26 01:50:00	ES	Futures	2970.43	2970.97	2969.88	2970.43	455.0
2018-06-26 01:55:00	ES	Futures	2970.43	2971.52	2970.16	2971.24	463.0
2018-06-26 02:00:00	ES	Futures	2970.97	2972.61	2970.43	2972.06	2301.0
2018-06-26 02:05:00	ES	Futures	2972.33	2972.33	2970.7	2970.97	1358.0
2018-06-26 02:10:00	ES	Futures	2970.97	2971.52	2970.7	2971.24	599.0
2018-06-26 02:15:00	ES	Futures	2971.24	2972.88	2970.97	2972.06	1668.0
2018-06-26 02:20:00	ES	Futures	2972.06	2972.61	2971.79	2971.79	1231.0
2018-06-26 02:25:00	ES	Futures	2971.79	2972.33	2971.24	2971.24	765.0
2018-06-26 02:30:00	ES	Futures	2971.24	2971.79	2971.24	2971.79	452.0
2018-06-26 02:35:00	ES	Futures	2971.79	2972.61	2971.79	2972.33	969.0
2018-06-26 02:40:00	ES	Futures	2972.06	2973.42	2972.06	2972.88	1343.0
2018-06-26 02:45:00	ES	Futures	2972.88	2972.88	2971.52	2972.06	935.0
2018-06-26 02:50:00	ES	Futures	2972.06	2972.88	2972.06	2972.88	776.0
2018-06-26 02:55:00	ES	Futures	2972.88	2973.7	2972.33	2973.42	763.0
2018-06-26 03:00:00	ES	Futures	2973.7	2973.7	2971.24	2971.79	3275.0
2018-06-26 03:05:00	ES	Futures	2971.79	2972.61	2970.43	2972.33	2717.0
2018-06-26 03:10:00	ES	Futures	2972.33	2972.88	2970.97	2971.24	2834.0
2018-06-26 03:15:00	ES	Futures	2971.24	2971.24	2967.98	2968.52	3939.0
2018-06-26 03:20:00	ES	Futures	2968.52	2969.34	2967.7	2969.07	1921.0
2018-06-26 03:25:00	ES	Futures	2969.07	2970.43	2968.79	2970.43	1469.0
2018-06-26 03:30:00	ES	Futures	2970.16	2971.24	2969.07	2970.43	1750.0
2018-06-26 03:35:00	ES	Futures	2970.7	2970.7	2967.7	2967.98	2102.0
2018-06-26 03:40:00	ES	Futures	2967.98	2968.52	2966.34	2966.61	1775.0
2018-06-26 03:45:00	ES	Futures	2966.61	2966.61	2963.62	2963.62	3324.0
2018-06-26 03:50:00	ES	Futures	2963.89	2964.43	2961.98	2963.07	3699.0
2018-06-26 03:55:00	ES	Futures	2963.07	2964.16	2963.07	2964.16	1501.0
2018-06-26 04:00:00	ES	Futures	2963.89	2964.98	2963.34	2964.98	1994.0
2018-06-26 04:05:00	ES	Futures	2964.98	2966.07	2964.43	2964.71	1088.0

> showing 50 of 15,771 rows — these rows as CSV

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