PREVIEW / futures_5min / 2018-06-29

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-06-29.parquet
  size:    226 KB
  rows:    13,356

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
2018-06-29 00:00:00	ES	Futures	2974.79	2974.79	2973.97	2974.24	255.0
2018-06-29 00:05:00	ES	Futures	2973.97	2974.79	2973.97	2974.79	209.0
2018-06-29 00:10:00	ES	Futures	2974.79	2974.79	2974.24	2974.24	280.0
2018-06-29 00:15:00	ES	Futures	2974.24	2974.51	2973.7	2973.97	92.0
2018-06-29 00:20:00	ES	Futures	2974.24	2975.06	2973.97	2974.24	278.0
2018-06-29 00:25:00	ES	Futures	2974.51	2974.79	2973.97	2974.51	226.0
2018-06-29 00:30:00	ES	Futures	2974.79	2975.6	2974.79	2974.79	847.0
2018-06-29 00:35:00	ES	Futures	2975.06	2975.88	2975.06	2975.6	712.0
2018-06-29 00:40:00	ES	Futures	2975.6	2976.42	2975.6	2975.88	910.0
2018-06-29 00:45:00	ES	Futures	2975.88	2976.15	2975.06	2975.6	798.0
2018-06-29 00:50:00	ES	Futures	2975.6	2976.15	2975.6	2975.6	262.0
2018-06-29 00:55:00	ES	Futures	2975.6	2975.88	2974.51	2974.79	509.0
2018-06-29 01:00:00	ES	Futures	2974.79	2975.6	2973.7	2974.24	677.0
2018-06-29 01:05:00	ES	Futures	2974.24	2974.51	2973.42	2973.7	437.0
2018-06-29 01:10:00	ES	Futures	2973.7	2974.24	2973.15	2973.7	490.0
2018-06-29 01:15:00	ES	Futures	2973.7	2973.97	2972.88	2973.15	746.0
2018-06-29 01:20:00	ES	Futures	2972.88	2973.15	2972.33	2972.33	343.0
2018-06-29 01:25:00	ES	Futures	2972.61	2972.88	2972.33	2972.61	598.0
2018-06-29 01:30:00	ES	Futures	2972.61	2972.61	2970.7	2971.24	1341.0
2018-06-29 01:35:00	ES	Futures	2971.24	2971.52	2970.43	2971.24	446.0
2018-06-29 01:40:00	ES	Futures	2970.97	2971.52	2970.43	2971.24	358.0
2018-06-29 01:45:00	ES	Futures	2971.24	2972.06	2971.24	2972.06	650.0
2018-06-29 01:50:00	ES	Futures	2972.06	2972.61	2971.52	2972.06	865.0
2018-06-29 01:55:00	ES	Futures	2972.06	2975.06	2972.06	2974.24	1674.0
2018-06-29 02:00:00	ES	Futures	2974.51	2975.33	2973.97	2974.79	1432.0
2018-06-29 02:05:00	ES	Futures	2975.06	2975.06	2973.42	2973.42	1165.0
2018-06-29 02:10:00	ES	Futures	2973.42	2973.97	2972.88	2973.42	1864.0
2018-06-29 02:15:00	ES	Futures	2973.42	2975.33	2972.06	2974.24	2889.0
2018-06-29 02:20:00	ES	Futures	2974.24	2974.51	2973.42	2973.7	1070.0
2018-06-29 02:25:00	ES	Futures	2973.97	2973.97	2972.88	2973.42	1120.0
2018-06-29 02:30:00	ES	Futures	2973.42	2973.97	2971.79	2972.33	1384.0
2018-06-29 02:35:00	ES	Futures	2972.33	2974.24	2971.52	2973.7	1530.0
2018-06-29 02:40:00	ES	Futures	2973.7	2973.97	2973.42	2973.97	523.0
2018-06-29 02:45:00	ES	Futures	2973.97	2976.42	2973.7	2975.88	2596.0
2018-06-29 02:50:00	ES	Futures	2975.88	2977.78	2975.88	2976.42	2137.0
2018-06-29 02:55:00	ES	Futures	2976.69	2976.97	2975.33	2976.42	1548.0
2018-06-29 03:00:00	ES	Futures	2976.69	2977.78	2974.79	2977.51	3664.0
2018-06-29 03:05:00	ES	Futures	2977.24	2977.24	2973.97	2975.06	2901.0
2018-06-29 03:10:00	ES	Futures	2975.33	2978.6	2975.33	2978.33	3146.0
2018-06-29 03:15:00	ES	Futures	2978.33	2978.6	2975.06	2975.88	3627.0
2018-06-29 03:20:00	ES	Futures	2975.88	2977.24	2975.33	2977.24	1751.0
2018-06-29 03:25:00	ES	Futures	2977.24	2979.15	2975.88	2978.6	1810.0
2018-06-29 03:30:00	ES	Futures	2978.87	2979.69	2977.78	2979.42	1801.0
2018-06-29 03:35:00	ES	Futures	2979.69	2979.96	2978.33	2979.15	1516.0
2018-06-29 03:40:00	ES	Futures	2979.15	2979.69	2978.33	2979.42	1040.0
2018-06-29 03:45:00	ES	Futures	2979.42	2979.96	2978.87	2979.42	663.0
2018-06-29 03:50:00	ES	Futures	2979.69	2981.05	2979.42	2980.51	2343.0
2018-06-29 03:55:00	ES	Futures	2980.51	2981.87	2980.24	2981.05	2232.0
2018-06-29 04:00:00	ES	Futures	2980.78	2981.33	2979.42	2979.42	1497.0
2018-06-29 04:05:00	ES	Futures	2979.42	2980.24	2979.15	2979.42	1845.0

> showing 50 of 13,356 rows — these rows as CSV

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