PREVIEW / futures_5min / 2018-06-27

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-06-27.parquet
  size:    283 KB
  rows:    16,255

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
2018-06-27 00:00:00	ES	Futures	2972.06	2972.88	2972.06	2972.88	237.0
2018-06-27 00:05:00	ES	Futures	2972.61	2973.15	2972.33	2972.88	106.0
2018-06-27 00:10:00	ES	Futures	2972.61	2973.15	2972.33	2972.61	279.0
2018-06-27 00:15:00	ES	Futures	2972.61	2973.7	2972.61	2973.7	270.0
2018-06-27 00:20:00	ES	Futures	2973.7	2973.7	2973.15	2973.15	249.0
2018-06-27 00:25:00	ES	Futures	2973.42	2973.7	2973.15	2973.42	177.0
2018-06-27 00:30:00	ES	Futures	2973.42	2973.7	2973.42	2973.42	140.0
2018-06-27 00:35:00	ES	Futures	2973.7	2975.06	2973.7	2975.06	1046.0
2018-06-27 00:40:00	ES	Futures	2974.79	2974.79	2973.7	2974.51	766.0
2018-06-27 00:45:00	ES	Futures	2974.24	2974.51	2973.97	2973.97	251.0
2018-06-27 00:50:00	ES	Futures	2974.24	2974.79	2974.24	2974.51	193.0
2018-06-27 00:55:00	ES	Futures	2974.24	2974.79	2974.24	2974.79	99.0
2018-06-27 01:00:00	ES	Futures	2974.51	2974.79	2973.97	2974.51	501.0
2018-06-27 01:05:00	ES	Futures	2974.24	2974.24	2973.42	2973.42	381.0
2018-06-27 01:10:00	ES	Futures	2973.15	2973.15	2971.24	2971.24	971.0
2018-06-27 01:15:00	ES	Futures	2971.24	2971.79	2970.43	2971.52	667.0
2018-06-27 01:20:00	ES	Futures	2971.52	2972.33	2971.52	2971.79	394.0
2018-06-27 01:25:00	ES	Futures	2972.06	2972.88	2971.52	2972.88	957.0
2018-06-27 01:30:00	ES	Futures	2972.61	2972.88	2972.33	2972.61	558.0
2018-06-27 01:35:00	ES	Futures	2972.61	2973.7	2972.06	2972.33	459.0
2018-06-27 01:40:00	ES	Futures	2972.33	2972.33	2971.52	2971.79	371.0
2018-06-27 01:45:00	ES	Futures	2971.52	2971.79	2970.97	2971.24	416.0
2018-06-27 01:50:00	ES	Futures	2971.52	2971.52	2969.88	2970.7	745.0
2018-06-27 01:55:00	ES	Futures	2970.7	2970.97	2968.52	2969.07	1058.0
2018-06-27 02:00:00	ES	Futures	2969.07	2969.07	2966.89	2966.89	2107.0
2018-06-27 02:05:00	ES	Futures	2966.89	2968.25	2966.34	2967.98	2077.0
2018-06-27 02:10:00	ES	Futures	2967.7	2968.52	2967.16	2967.7	838.0
2018-06-27 02:15:00	ES	Futures	2967.7	2967.98	2967.16	2967.43	720.0
2018-06-27 02:20:00	ES	Futures	2967.43	2968.25	2966.34	2968.25	1192.0
2018-06-27 02:25:00	ES	Futures	2968.52	2968.79	2967.7	2968.25	985.0
2018-06-27 02:30:00	ES	Futures	2967.98	2968.79	2967.7	2967.98	1356.0
2018-06-27 02:35:00	ES	Futures	2967.98	2968.25	2966.61	2967.7	1649.0
2018-06-27 02:40:00	ES	Futures	2967.43	2967.43	2964.71	2965.25	2806.0
2018-06-27 02:45:00	ES	Futures	2965.25	2965.25	2962.53	2962.53	3715.0
2018-06-27 02:50:00	ES	Futures	2962.8	2964.16	2962.8	2963.07	1415.0
2018-06-27 02:55:00	ES	Futures	2963.34	2964.98	2963.07	2964.98	2371.0
2018-06-27 03:00:00	ES	Futures	2964.98	2965.52	2961.98	2963.62	4405.0
2018-06-27 03:05:00	ES	Futures	2963.89	2963.89	2961.98	2961.98	2775.0
2018-06-27 03:10:00	ES	Futures	2962.25	2963.62	2961.44	2961.98	2231.0
2018-06-27 03:15:00	ES	Futures	2961.98	2963.89	2960.62	2961.71	4203.0
2018-06-27 03:20:00	ES	Futures	2961.98	2962.8	2959.53	2959.8	3608.0
2018-06-27 03:25:00	ES	Futures	2959.8	2960.62	2957.89	2958.98	4349.0
2018-06-27 03:30:00	ES	Futures	2958.71	2960.89	2958.17	2960.62	2350.0
2018-06-27 03:35:00	ES	Futures	2960.89	2960.89	2958.98	2958.98	1621.0
2018-06-27 03:40:00	ES	Futures	2958.98	2959.53	2955.71	2956.26	5414.0
2018-06-27 03:45:00	ES	Futures	2956.26	2956.53	2953.53	2954.08	5683.0
2018-06-27 03:50:00	ES	Futures	2954.35	2956.8	2951.63	2952.44	6566.0
2018-06-27 03:55:00	ES	Futures	2952.44	2953.53	2951.63	2952.99	4472.0
2018-06-27 04:00:00	ES	Futures	2952.99	2955.44	2952.99	2953.53	4172.0
2018-06-27 04:05:00	ES	Futures	2953.81	2955.71	2952.44	2954.08	3496.0

> showing 50 of 16,255 rows — these rows as CSV

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