PREVIEW / futures_5min / 2018-07-01

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-07-01.parquet
  size:    55 KB
  rows:    2,848

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
2018-07-01 18:00:00	ES	Futures	2965.52	2970.16	2964.98	2968.52	2985.0
2018-07-01 18:05:00	ES	Futures	2968.52	2968.79	2966.89	2967.16	508.0
2018-07-01 18:10:00	ES	Futures	2967.16	2967.43	2965.52	2966.61	526.0
2018-07-01 18:15:00	ES	Futures	2966.61	2967.7	2966.34	2966.89	265.0
2018-07-01 18:20:00	ES	Futures	2966.61	2966.61	2956.26	2959.53	3426.0
2018-07-01 18:25:00	ES	Futures	2959.8	2961.71	2958.17	2959.8	2052.0
2018-07-01 18:30:00	ES	Futures	2959.8	2960.62	2958.71	2960.07	623.0
2018-07-01 18:35:00	ES	Futures	2960.07	2962.8	2959.53	2962.8	713.0
2018-07-01 18:40:00	ES	Futures	2962.53	2965.25	2962.53	2964.98	1059.0
2018-07-01 18:45:00	ES	Futures	2964.98	2965.25	2963.89	2963.89	725.0
2018-07-01 18:50:00	ES	Futures	2963.89	2966.89	2963.89	2966.61	699.0
2018-07-01 18:55:00	ES	Futures	2966.61	2967.7	2966.34	2967.16	408.0
2018-07-01 19:00:00	ES	Futures	2967.16	2967.7	2966.07	2967.16	336.0
2018-07-01 19:05:00	ES	Futures	2967.43	2967.7	2966.61	2967.43	344.0
2018-07-01 19:10:00	ES	Futures	2967.16	2967.7	2967.16	2967.43	75.0
2018-07-01 19:15:00	ES	Futures	2967.16	2967.43	2966.07	2966.34	296.0
2018-07-01 19:20:00	ES	Futures	2966.34	2966.89	2966.07	2966.07	254.0
2018-07-01 19:25:00	ES	Futures	2966.07	2966.34	2965.8	2966.07	158.0
2018-07-01 19:30:00	ES	Futures	2965.8	2966.89	2965.25	2966.34	593.0
2018-07-01 19:35:00	ES	Futures	2966.34	2967.43	2964.43	2964.71	633.0
2018-07-01 19:40:00	ES	Futures	2964.71	2967.43	2964.16	2967.43	1050.0
2018-07-01 19:45:00	ES	Futures	2967.43	2969.61	2967.43	2968.52	836.0
2018-07-01 19:50:00	ES	Futures	2968.52	2969.07	2967.7	2967.98	269.0
2018-07-01 19:55:00	ES	Futures	2967.7	2967.7	2966.61	2967.43	319.0
2018-07-01 20:00:00	ES	Futures	2967.43	2968.79	2964.43	2964.43	1297.0
2018-07-01 20:05:00	ES	Futures	2964.43	2966.89	2963.07	2966.34	1742.0
2018-07-01 20:10:00	ES	Futures	2966.89	2967.98	2966.07	2967.7	823.0
2018-07-01 20:15:00	ES	Futures	2967.7	2969.34	2967.43	2968.25	1132.0
2018-07-01 20:20:00	ES	Futures	2968.25	2968.25	2967.16	2967.7	503.0
2018-07-01 20:25:00	ES	Futures	2967.98	2968.25	2965.8	2965.8	558.0
2018-07-01 20:30:00	ES	Futures	2965.8	2967.98	2965.52	2967.98	565.0
2018-07-01 20:35:00	ES	Futures	2967.98	2968.25	2966.89	2967.7	309.0
2018-07-01 20:40:00	ES	Futures	2967.7	2968.25	2967.16	2968.25	264.0
2018-07-01 20:45:00	ES	Futures	2968.25	2968.25	2967.7	2967.98	167.0
2018-07-01 20:50:00	ES	Futures	2967.98	2967.98	2966.07	2966.34	418.0
2018-07-01 20:55:00	ES	Futures	2966.34	2966.61	2963.34	2966.07	1899.0
2018-07-01 21:00:00	ES	Futures	2966.07	2966.89	2965.52	2966.89	497.0
2018-07-01 21:05:00	ES	Futures	2966.89	2967.98	2965.8	2967.98	549.0
2018-07-01 21:10:00	ES	Futures	2967.7	2972.61	2967.43	2972.61	2735.0
2018-07-01 21:15:00	ES	Futures	2972.61	2973.15	2971.24	2971.52	1317.0
2018-07-01 21:20:00	ES	Futures	2971.52	2972.06	2970.7	2971.52	464.0
2018-07-01 21:25:00	ES	Futures	2971.24	2972.33	2970.97	2971.24	560.0
2018-07-01 21:30:00	ES	Futures	2971.24	2972.06	2970.97	2971.52	473.0
2018-07-01 21:35:00	ES	Futures	2971.52	2971.79	2971.24	2971.52	398.0
2018-07-01 21:40:00	ES	Futures	2971.52	2971.52	2970.97	2971.24	231.0
2018-07-01 21:45:00	ES	Futures	2971.24	2971.24	2970.16	2970.43	660.0
2018-07-01 21:50:00	ES	Futures	2970.43	2971.79	2970.43	2971.79	755.0
2018-07-01 21:55:00	ES	Futures	2972.06	2972.06	2971.24	2971.52	271.0
2018-07-01 22:00:00	ES	Futures	2971.52	2972.33	2971.52	2972.06	246.0
2018-07-01 22:05:00	ES	Futures	2972.06	2972.06	2971.24	2971.52	303.0

> showing 50 of 2,848 rows — these rows as CSV

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