PREVIEW / futures_5min / 2018-07-06

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-07-06.parquet
  size:    219 KB
  rows:    13,120

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
2018-07-06 00:00:00	ES	Futures	2985.41	2985.41	2983.78	2983.78	495.0
2018-07-06 00:05:00	ES	Futures	2983.51	2984.05	2982.96	2984.05	1054.0
2018-07-06 00:10:00	ES	Futures	2984.05	2991.68	2984.05	2989.77	7845.0
2018-07-06 00:15:00	ES	Futures	2990.05	2990.86	2988.96	2989.5	1285.0
2018-07-06 00:20:00	ES	Futures	2989.5	2990.32	2988.96	2990.05	801.0
2018-07-06 00:25:00	ES	Futures	2990.05	2991.41	2989.77	2990.05	767.0
2018-07-06 00:30:00	ES	Futures	2989.77	2991.41	2989.5	2990.05	884.0
2018-07-06 00:35:00	ES	Futures	2990.05	2990.86	2989.77	2989.77	330.0
2018-07-06 00:40:00	ES	Futures	2989.77	2989.77	2988.68	2989.77	818.0
2018-07-06 00:45:00	ES	Futures	2989.77	2990.05	2988.68	2988.96	304.0
2018-07-06 00:50:00	ES	Futures	2988.96	2989.5	2988.96	2988.96	249.0
2018-07-06 00:55:00	ES	Futures	2989.23	2990.32	2987.59	2987.59	972.0
2018-07-06 01:00:00	ES	Futures	2987.32	2989.77	2986.78	2989.5	1524.0
2018-07-06 01:05:00	ES	Futures	2989.5	2991.41	2989.23	2990.59	977.0
2018-07-06 01:10:00	ES	Futures	2990.86	2992.22	2989.77	2990.05	2044.0
2018-07-06 01:15:00	ES	Futures	2990.05	2990.05	2989.23	2990.05	624.0
2018-07-06 01:20:00	ES	Futures	2990.05	2991.41	2989.5	2990.86	583.0
2018-07-06 01:25:00	ES	Futures	2991.14	2992.5	2991.14	2992.5	1388.0
2018-07-06 01:30:00	ES	Futures	2992.5	2993.31	2992.22	2992.5	2039.0
2018-07-06 01:35:00	ES	Futures	2992.5	2992.77	2991.41	2991.95	907.0
2018-07-06 01:40:00	ES	Futures	2991.95	2993.31	2989.23	2992.5	2674.0
2018-07-06 01:45:00	ES	Futures	2992.5	2992.77	2991.14	2991.95	1393.0
2018-07-06 01:50:00	ES	Futures	2992.22	2993.04	2991.68	2992.77	585.0
2018-07-06 01:55:00	ES	Futures	2993.04	2993.59	2992.5	2993.31	2072.0
2018-07-06 02:00:00	ES	Futures	2993.31	2994.4	2992.22	2992.77	2380.0
2018-07-06 02:05:00	ES	Futures	2992.77	2992.77	2991.68	2991.95	774.0
2018-07-06 02:10:00	ES	Futures	2992.22	2992.22	2989.77	2989.77	1541.0
2018-07-06 02:15:00	ES	Futures	2989.77	2990.05	2987.59	2988.14	1513.0
2018-07-06 02:20:00	ES	Futures	2988.14	2989.23	2987.59	2988.96	847.0
2018-07-06 02:25:00	ES	Futures	2989.23	2990.32	2989.23	2989.77	718.0
2018-07-06 02:30:00	ES	Futures	2989.77	2990.86	2989.23	2990.05	928.0
2018-07-06 02:35:00	ES	Futures	2990.32	2990.32	2988.96	2988.96	414.0
2018-07-06 02:40:00	ES	Futures	2989.23	2989.23	2987.05	2987.05	1355.0
2018-07-06 02:45:00	ES	Futures	2987.32	2988.41	2987.05	2988.14	836.0
2018-07-06 02:50:00	ES	Futures	2988.14	2988.68	2987.32	2988.41	661.0
2018-07-06 02:55:00	ES	Futures	2988.68	2989.23	2987.87	2988.41	579.0
2018-07-06 03:00:00	ES	Futures	2988.68	2988.96	2986.78	2987.87	2014.0
2018-07-06 03:05:00	ES	Futures	2987.87	2987.87	2984.32	2986.23	2817.0
2018-07-06 03:10:00	ES	Futures	2985.96	2987.32	2985.41	2986.23	1168.0
2018-07-06 03:15:00	ES	Futures	2986.23	2986.78	2985.14	2985.41	1162.0
2018-07-06 03:20:00	ES	Futures	2985.41	2985.41	2982.42	2982.69	1955.0
2018-07-06 03:25:00	ES	Futures	2982.69	2982.96	2981.6	2982.14	1880.0
2018-07-06 03:30:00	ES	Futures	2982.14	2982.96	2980.51	2981.05	1638.0
2018-07-06 03:35:00	ES	Futures	2981.05	2983.78	2980.51	2982.69	1900.0
2018-07-06 03:40:00	ES	Futures	2982.96	2983.23	2981.87	2982.42	830.0
2018-07-06 03:45:00	ES	Futures	2982.69	2983.78	2982.42	2983.51	613.0
2018-07-06 03:50:00	ES	Futures	2983.78	2985.41	2983.23	2983.78	1475.0
2018-07-06 03:55:00	ES	Futures	2983.51	2983.78	2982.14	2983.51	1208.0
2018-07-06 04:00:00	ES	Futures	2983.51	2984.87	2982.69	2984.6	1159.0
2018-07-06 04:05:00	ES	Futures	2984.32	2984.87	2982.14	2982.96	1008.0

> showing 50 of 13,120 rows — these rows as CSV

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