PREVIEW / futures_5min / 2018-07-03

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-07-03.parquet
  size:    249 KB
  rows:    14,970

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
2018-07-03 00:00:00	ES	Futures	2970.97	2970.97	2969.34	2969.34	684.0
2018-07-03 00:05:00	ES	Futures	2969.61	2970.7	2969.61	2970.7	407.0
2018-07-03 00:10:00	ES	Futures	2970.7	2971.24	2970.16	2970.16	221.0
2018-07-03 00:15:00	ES	Futures	2970.16	2970.16	2969.07	2969.34	293.0
2018-07-03 00:20:00	ES	Futures	2969.34	2970.43	2969.34	2969.88	336.0
2018-07-03 00:25:00	ES	Futures	2969.88	2970.7	2969.34	2970.43	461.0
2018-07-03 00:30:00	ES	Futures	2970.16	2970.16	2969.34	2969.61	331.0
2018-07-03 00:35:00	ES	Futures	2969.61	2969.61	2968.25	2968.52	241.0
2018-07-03 00:40:00	ES	Futures	2968.52	2969.61	2967.98	2969.07	446.0
2018-07-03 00:45:00	ES	Futures	2969.34	2970.7	2968.79	2968.79	396.0
2018-07-03 00:50:00	ES	Futures	2968.79	2969.61	2968.25	2968.52	483.0
2018-07-03 00:55:00	ES	Futures	2968.52	2969.07	2967.98	2968.25	230.0
2018-07-03 01:00:00	ES	Futures	2968.52	2968.52	2967.16	2967.16	957.0
2018-07-03 01:05:00	ES	Futures	2966.89	2967.7	2966.34	2967.7	902.0
2018-07-03 01:10:00	ES	Futures	2967.7	2968.52	2967.16	2967.98	492.0
2018-07-03 01:15:00	ES	Futures	2968.25	2969.07	2967.7	2969.07	459.0
2018-07-03 01:20:00	ES	Futures	2968.79	2969.34	2967.43	2969.34	584.0
2018-07-03 01:25:00	ES	Futures	2969.34	2970.97	2968.79	2970.7	1291.0
2018-07-03 01:30:00	ES	Futures	2970.97	2975.06	2970.43	2974.51	3131.0
2018-07-03 01:35:00	ES	Futures	2974.24	2977.51	2974.24	2975.6	2562.0
2018-07-03 01:40:00	ES	Futures	2975.88	2975.88	2972.88	2975.33	1395.0
2018-07-03 01:45:00	ES	Futures	2975.33	2975.88	2972.88	2974.51	1424.0
2018-07-03 01:50:00	ES	Futures	2974.51	2974.51	2971.52	2973.42	1120.0
2018-07-03 01:55:00	ES	Futures	2973.42	2974.51	2973.15	2974.24	958.0
2018-07-03 02:00:00	ES	Futures	2973.97	2975.06	2972.06	2974.24	2078.0
2018-07-03 02:05:00	ES	Futures	2974.24	2975.06	2973.7	2974.51	930.0
2018-07-03 02:10:00	ES	Futures	2974.24	2976.15	2974.24	2974.79	1304.0
2018-07-03 02:15:00	ES	Futures	2974.79	2976.42	2974.79	2975.6	1092.0
2018-07-03 02:20:00	ES	Futures	2975.6	2976.69	2974.79	2976.15	1285.0
2018-07-03 02:25:00	ES	Futures	2975.88	2975.88	2973.7	2975.06	746.0
2018-07-03 02:30:00	ES	Futures	2975.33	2978.33	2975.06	2976.97	2257.0
2018-07-03 02:35:00	ES	Futures	2976.97	2977.24	2976.15	2976.15	717.0
2018-07-03 02:40:00	ES	Futures	2976.42	2976.97	2975.06	2975.33	1052.0
2018-07-03 02:45:00	ES	Futures	2975.33	2976.42	2975.06	2976.42	709.0
2018-07-03 02:50:00	ES	Futures	2976.15	2977.24	2975.6	2977.24	497.0
2018-07-03 02:55:00	ES	Futures	2976.97	2978.06	2976.42	2977.51	728.0
2018-07-03 03:00:00	ES	Futures	2977.51	2977.51	2975.6	2977.24	2006.0
2018-07-03 03:05:00	ES	Futures	2977.24	2979.42	2977.24	2979.42	2286.0
2018-07-03 03:10:00	ES	Futures	2979.42	2979.69	2977.24	2978.06	1456.0
2018-07-03 03:15:00	ES	Futures	2977.78	2978.6	2976.69	2976.97	1333.0
2018-07-03 03:20:00	ES	Futures	2976.97	2977.78	2975.6	2976.42	1560.0
2018-07-03 03:25:00	ES	Futures	2976.15	2976.42	2971.79	2972.61	3428.0
2018-07-03 03:30:00	ES	Futures	2972.88	2974.51	2971.52	2974.51	2359.0
2018-07-03 03:35:00	ES	Futures	2974.24	2975.6	2973.42	2975.33	1396.0
2018-07-03 03:40:00	ES	Futures	2975.6	2975.88	2974.79	2975.6	1075.0
2018-07-03 03:45:00	ES	Futures	2975.6	2976.15	2973.97	2976.15	1281.0
2018-07-03 03:50:00	ES	Futures	2976.42	2976.42	2975.06	2975.33	918.0
2018-07-03 03:55:00	ES	Futures	2975.6	2978.33	2975.33	2978.33	2245.0
2018-07-03 04:00:00	ES	Futures	2978.33	2979.42	2978.06	2978.6	1882.0
2018-07-03 04:05:00	ES	Futures	2978.33	2979.15	2978.06	2978.33	563.0

> showing 50 of 14,970 rows — these rows as CSV

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