PREVIEW / futures_5min / 2018-06-28

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-06-28.parquet
  size:    263 KB
  rows:    16,014

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
2018-06-28 00:00:00	ES	Futures	2955.71	2956.26	2955.71	2955.99	264.0
2018-06-28 00:05:00	ES	Futures	2955.99	2955.99	2955.71	2955.99	183.0
2018-06-28 00:10:00	ES	Futures	2955.71	2957.35	2955.71	2956.53	778.0
2018-06-28 00:15:00	ES	Futures	2956.26	2956.8	2955.99	2956.53	281.0
2018-06-28 00:20:00	ES	Futures	2956.53	2956.8	2956.26	2956.53	211.0
2018-06-28 00:25:00	ES	Futures	2956.53	2957.35	2956.53	2957.08	302.0
2018-06-28 00:30:00	ES	Futures	2956.8	2957.35	2955.99	2955.99	422.0
2018-06-28 00:35:00	ES	Futures	2956.26	2956.26	2955.44	2955.71	570.0
2018-06-28 00:40:00	ES	Futures	2955.71	2955.99	2955.71	2955.99	209.0
2018-06-28 00:45:00	ES	Futures	2955.99	2956.53	2955.99	2956.53	211.0
2018-06-28 00:50:00	ES	Futures	2956.26	2957.08	2956.26	2956.8	305.0
2018-06-28 00:55:00	ES	Futures	2956.8	2957.35	2956.26	2956.53	395.0
2018-06-28 01:00:00	ES	Futures	2956.8	2957.89	2956.8	2957.08	939.0
2018-06-28 01:05:00	ES	Futures	2957.08	2957.35	2956.53	2956.8	324.0
2018-06-28 01:10:00	ES	Futures	2956.53	2956.8	2955.71	2955.71	468.0
2018-06-28 01:15:00	ES	Futures	2955.71	2955.99	2954.35	2954.62	415.0
2018-06-28 01:20:00	ES	Futures	2954.62	2955.44	2954.35	2955.44	207.0
2018-06-28 01:25:00	ES	Futures	2955.44	2955.99	2954.62	2955.71	367.0
2018-06-28 01:30:00	ES	Futures	2955.71	2955.71	2954.9	2954.9	263.0
2018-06-28 01:35:00	ES	Futures	2954.62	2955.17	2954.35	2954.62	282.0
2018-06-28 01:40:00	ES	Futures	2954.9	2954.9	2952.72	2952.99	996.0
2018-06-28 01:45:00	ES	Futures	2952.72	2952.99	2951.08	2952.44	1150.0
2018-06-28 01:50:00	ES	Futures	2952.44	2953.26	2952.17	2952.99	398.0
2018-06-28 01:55:00	ES	Futures	2953.26	2953.53	2951.35	2951.9	878.0
2018-06-28 02:00:00	ES	Futures	2951.9	2953.53	2950.81	2953.53	1804.0
2018-06-28 02:05:00	ES	Futures	2953.53	2954.35	2953.26	2954.35	1629.0
2018-06-28 02:10:00	ES	Futures	2954.35	2954.9	2952.99	2952.99	722.0
2018-06-28 02:15:00	ES	Futures	2952.99	2953.81	2952.44	2953.81	738.0
2018-06-28 02:20:00	ES	Futures	2953.81	2954.62	2953.53	2954.08	648.0
2018-06-28 02:25:00	ES	Futures	2954.08	2954.62	2953.81	2954.35	600.0
2018-06-28 02:30:00	ES	Futures	2954.08	2955.44	2953.81	2955.44	1893.0
2018-06-28 02:35:00	ES	Futures	2955.44	2955.44	2953.81	2953.81	1436.0
2018-06-28 02:40:00	ES	Futures	2953.81	2954.62	2953.81	2954.35	756.0
2018-06-28 02:45:00	ES	Futures	2954.35	2954.62	2951.9	2952.17	1380.0
2018-06-28 02:50:00	ES	Futures	2952.17	2952.17	2949.99	2950.27	1953.0
2018-06-28 02:55:00	ES	Futures	2950.54	2951.08	2949.45	2950.81	1304.0
2018-06-28 03:00:00	ES	Futures	2950.81	2952.99	2948.9	2951.9	4722.0
2018-06-28 03:05:00	ES	Futures	2951.63	2953.81	2950.81	2952.72	2258.0
2018-06-28 03:10:00	ES	Futures	2952.72	2952.99	2950.54	2950.54	1637.0
2018-06-28 03:15:00	ES	Futures	2950.54	2957.89	2949.99	2957.08	6053.0
2018-06-28 03:20:00	ES	Futures	2957.08	2957.62	2955.71	2955.99	2873.0
2018-06-28 03:25:00	ES	Futures	2956.26	2958.98	2955.44	2957.89	3985.0
2018-06-28 03:30:00	ES	Futures	2957.89	2958.44	2957.08	2957.35	1665.0
2018-06-28 03:35:00	ES	Futures	2957.08	2958.71	2956.8	2958.44	1915.0
2018-06-28 03:40:00	ES	Futures	2958.44	2958.71	2956.8	2956.8	1441.0
2018-06-28 03:45:00	ES	Futures	2956.8	2957.62	2956.26	2957.62	1178.0
2018-06-28 03:50:00	ES	Futures	2957.35	2957.62	2955.99	2956.53	1275.0
2018-06-28 03:55:00	ES	Futures	2956.53	2957.89	2956.26	2957.89	1222.0
2018-06-28 04:00:00	ES	Futures	2957.62	2959.53	2957.62	2959.26	2667.0
2018-06-28 04:05:00	ES	Futures	2959.26	2961.44	2958.17	2961.16	4566.0

> showing 50 of 16,014 rows — these rows as CSV

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