PREVIEW / futures_5min / 2018-07-02

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-07-02.parquet
  size:    262 KB
  rows:    15,996

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
2018-07-02 00:00:00	ES	Futures	2962.25	2962.53	2959.8	2959.8	1020.0
2018-07-02 00:05:00	ES	Futures	2959.8	2961.44	2959.53	2960.07	796.0
2018-07-02 00:10:00	ES	Futures	2960.07	2960.89	2958.98	2959.8	851.0
2018-07-02 00:15:00	ES	Futures	2959.8	2960.62	2958.44	2958.44	817.0
2018-07-02 00:20:00	ES	Futures	2958.44	2959.8	2958.17	2959.26	897.0
2018-07-02 00:25:00	ES	Futures	2958.98	2959.8	2958.71	2959.26	282.0
2018-07-02 00:30:00	ES	Futures	2959.26	2959.53	2958.17	2958.44	625.0
2018-07-02 00:35:00	ES	Futures	2958.44	2958.71	2957.35	2957.35	575.0
2018-07-02 00:40:00	ES	Futures	2957.62	2959.26	2957.62	2958.44	332.0
2018-07-02 00:45:00	ES	Futures	2958.44	2959.26	2957.62	2959.26	566.0
2018-07-02 00:50:00	ES	Futures	2959.26	2960.62	2958.98	2959.53	537.0
2018-07-02 00:55:00	ES	Futures	2959.53	2961.44	2959.53	2960.07	925.0
2018-07-02 01:00:00	ES	Futures	2960.35	2960.62	2958.98	2958.98	468.0
2018-07-02 01:05:00	ES	Futures	2958.98	2959.26	2954.35	2955.44	2487.0
2018-07-02 01:10:00	ES	Futures	2955.44	2957.08	2955.44	2956.8	706.0
2018-07-02 01:15:00	ES	Futures	2956.8	2957.08	2955.71	2955.99	588.0
2018-07-02 01:20:00	ES	Futures	2956.26	2957.35	2955.99	2956.8	368.0
2018-07-02 01:25:00	ES	Futures	2956.8	2957.08	2954.9	2955.17	466.0
2018-07-02 01:30:00	ES	Futures	2955.44	2955.44	2953.81	2954.08	865.0
2018-07-02 01:35:00	ES	Futures	2954.08	2955.17	2951.63	2953.53	2041.0
2018-07-02 01:40:00	ES	Futures	2953.81	2953.81	2952.44	2953.26	740.0
2018-07-02 01:45:00	ES	Futures	2952.99	2954.08	2952.17	2952.44	1092.0
2018-07-02 01:50:00	ES	Futures	2952.44	2952.44	2950.54	2951.63	2026.0
2018-07-02 01:55:00	ES	Futures	2951.63	2951.9	2950.81	2951.35	1028.0
2018-07-02 02:00:00	ES	Futures	2951.35	2953.26	2950.81	2952.99	2268.0
2018-07-02 02:05:00	ES	Futures	2952.72	2954.08	2952.44	2953.53	1291.0
2018-07-02 02:10:00	ES	Futures	2953.53	2954.08	2952.72	2953.26	1285.0
2018-07-02 02:15:00	ES	Futures	2953.26	2954.9	2953.26	2953.53	1591.0
2018-07-02 02:20:00	ES	Futures	2953.81	2953.81	2949.45	2950.27	2205.0
2018-07-02 02:25:00	ES	Futures	2950.27	2951.35	2949.99	2950.81	1542.0
2018-07-02 02:30:00	ES	Futures	2951.08	2951.9	2950.54	2951.63	1187.0
2018-07-02 02:35:00	ES	Futures	2951.35	2951.63	2949.99	2950.81	951.0
2018-07-02 02:40:00	ES	Futures	2950.54	2951.08	2948.63	2949.45	1124.0
2018-07-02 02:45:00	ES	Futures	2949.45	2949.72	2947.27	2947.81	1956.0
2018-07-02 02:50:00	ES	Futures	2948.09	2948.63	2944.82	2945.91	3331.0
2018-07-02 02:55:00	ES	Futures	2945.63	2949.99	2945.36	2949.72	2475.0
2018-07-02 03:00:00	ES	Futures	2949.99	2951.08	2947.81	2948.36	3345.0
2018-07-02 03:05:00	ES	Futures	2948.36	2948.36	2945.63	2946.45	2741.0
2018-07-02 03:10:00	ES	Futures	2946.45	2948.9	2945.91	2947.54	2608.0
2018-07-02 03:15:00	ES	Futures	2947.27	2947.54	2941.55	2942.64	4448.0
2018-07-02 03:20:00	ES	Futures	2942.64	2944.54	2942.09	2943.73	2848.0
2018-07-02 03:25:00	ES	Futures	2943.73	2945.63	2943.45	2945.36	2480.0
2018-07-02 03:30:00	ES	Futures	2945.63	2947.0	2944.0	2945.09	2319.0
2018-07-02 03:35:00	ES	Futures	2945.36	2945.36	2943.18	2944.27	1926.0
2018-07-02 03:40:00	ES	Futures	2944.27	2944.54	2942.91	2942.91	1600.0
2018-07-02 03:45:00	ES	Futures	2942.91	2949.45	2941.0	2948.9	5283.0
2018-07-02 03:50:00	ES	Futures	2948.9	2949.72	2945.09	2945.91	3540.0
2018-07-02 03:55:00	ES	Futures	2945.91	2948.09	2944.82	2945.91	2629.0
2018-07-02 04:00:00	ES	Futures	2945.91	2947.81	2945.36	2947.0	2466.0
2018-07-02 04:05:00	ES	Futures	2947.0	2948.9	2946.45	2948.63	1725.0

> showing 50 of 15,996 rows — these rows as CSV

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