PREVIEW / futures_5min / 2018-07-05

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-07-05.parquet
  size:    246 KB
  rows:    15,354

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
2018-07-05 00:00:00	ES	Futures	2960.07	2960.35	2959.26	2960.35	419.0
2018-07-05 00:05:00	ES	Futures	2960.07	2960.62	2959.8	2960.07	223.0
2018-07-05 00:10:00	ES	Futures	2960.07	2961.16	2959.8	2961.16	212.0
2018-07-05 00:15:00	ES	Futures	2961.44	2961.71	2960.35	2961.16	332.0
2018-07-05 00:20:00	ES	Futures	2961.44	2961.44	2959.8	2960.35	380.0
2018-07-05 00:25:00	ES	Futures	2960.35	2960.62	2959.26	2959.26	237.0
2018-07-05 00:30:00	ES	Futures	2959.26	2960.89	2958.98	2960.07	641.0
2018-07-05 00:35:00	ES	Futures	2960.07	2960.62	2960.07	2960.35	271.0
2018-07-05 00:40:00	ES	Futures	2960.62	2960.62	2959.53	2960.07	447.0
2018-07-05 00:45:00	ES	Futures	2959.8	2960.62	2959.8	2959.8	304.0
2018-07-05 00:50:00	ES	Futures	2959.8	2960.07	2959.53	2959.8	265.0
2018-07-05 00:55:00	ES	Futures	2960.07	2960.62	2959.8	2959.8	388.0
2018-07-05 01:00:00	ES	Futures	2960.07	2960.07	2957.89	2957.89	695.0
2018-07-05 01:05:00	ES	Futures	2957.89	2958.98	2957.89	2958.71	527.0
2018-07-05 01:10:00	ES	Futures	2958.71	2958.98	2957.62	2957.62	628.0
2018-07-05 01:15:00	ES	Futures	2957.62	2958.98	2957.62	2958.71	693.0
2018-07-05 01:20:00	ES	Futures	2958.71	2959.53	2958.71	2958.98	326.0
2018-07-05 01:25:00	ES	Futures	2958.98	2959.26	2958.98	2958.98	262.0
2018-07-05 01:30:00	ES	Futures	2959.26	2959.53	2957.35	2957.89	777.0
2018-07-05 01:35:00	ES	Futures	2957.89	2959.26	2957.62	2958.71	385.0
2018-07-05 01:40:00	ES	Futures	2958.71	2959.8	2958.17	2959.53	369.0
2018-07-05 01:45:00	ES	Futures	2959.53	2961.98	2959.53	2961.44	1550.0
2018-07-05 01:50:00	ES	Futures	2961.44	2963.07	2961.44	2962.25	1126.0
2018-07-05 01:55:00	ES	Futures	2961.98	2962.53	2961.71	2962.53	462.0
2018-07-05 02:00:00	ES	Futures	2962.25	2963.34	2961.16	2961.44	1267.0
2018-07-05 02:05:00	ES	Futures	2961.16	2962.53	2960.89	2962.53	665.0
2018-07-05 02:10:00	ES	Futures	2962.25	2962.53	2960.62	2960.62	674.0
2018-07-05 02:15:00	ES	Futures	2960.62	2960.89	2959.53	2959.8	788.0
2018-07-05 02:20:00	ES	Futures	2959.8	2960.89	2959.8	2960.07	707.0
2018-07-05 02:25:00	ES	Futures	2960.07	2960.35	2958.44	2958.44	1020.0
2018-07-05 02:30:00	ES	Futures	2958.71	2959.8	2958.71	2959.26	699.0
2018-07-05 02:35:00	ES	Futures	2958.98	2960.35	2958.98	2960.35	520.0
2018-07-05 02:40:00	ES	Futures	2960.35	2961.44	2960.35	2961.16	565.0
2018-07-05 02:45:00	ES	Futures	2961.16	2961.44	2959.53	2959.53	660.0
2018-07-05 02:50:00	ES	Futures	2959.8	2961.16	2959.8	2960.89	475.0
2018-07-05 02:55:00	ES	Futures	2960.89	2961.98	2960.62	2961.71	479.0
2018-07-05 03:00:00	ES	Futures	2961.71	2963.89	2961.44	2963.34	2079.0
2018-07-05 03:05:00	ES	Futures	2963.62	2965.25	2962.25	2965.25	2483.0
2018-07-05 03:10:00	ES	Futures	2964.98	2967.43	2964.71	2967.16	2782.0
2018-07-05 03:15:00	ES	Futures	2967.16	2968.52	2966.89	2968.52	2581.0
2018-07-05 03:20:00	ES	Futures	2968.25	2970.43	2968.25	2969.34	2958.0
2018-07-05 03:25:00	ES	Futures	2969.34	2970.43	2968.79	2969.88	1386.0
2018-07-05 03:30:00	ES	Futures	2969.61	2970.43	2968.79	2968.79	886.0
2018-07-05 03:35:00	ES	Futures	2968.79	2970.97	2967.98	2970.43	1815.0
2018-07-05 03:40:00	ES	Futures	2970.16	2971.24	2969.88	2969.88	1342.0
2018-07-05 03:45:00	ES	Futures	2969.88	2970.43	2968.52	2969.07	1328.0
2018-07-05 03:50:00	ES	Futures	2969.07	2969.88	2968.79	2969.07	597.0
2018-07-05 03:55:00	ES	Futures	2969.07	2969.61	2968.79	2969.61	684.0
2018-07-05 04:00:00	ES	Futures	2969.34	2970.43	2968.79	2969.07	975.0
2018-07-05 04:05:00	ES	Futures	2969.07	2969.61	2968.52	2969.34	1063.0

> showing 50 of 15,354 rows — these rows as CSV

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