PREVIEW / futures_5min / 2018-07-09

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-07-09.parquet
  size:    242 KB
  rows:    15,771

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
2018-07-09 00:00:00	ES	Futures	3022.47	3022.47	3021.92	3022.2	196.0
2018-07-09 00:05:00	ES	Futures	3022.2	3022.74	3021.92	3022.74	285.0
2018-07-09 00:10:00	ES	Futures	3022.74	3023.01	3022.47	3022.74	173.0
2018-07-09 00:15:00	ES	Futures	3022.74	3022.74	3021.92	3022.2	248.0
2018-07-09 00:20:00	ES	Futures	3022.2	3022.74	3021.92	3022.47	214.0
2018-07-09 00:25:00	ES	Futures	3022.74	3023.01	3022.47	3022.47	85.0
2018-07-09 00:30:00	ES	Futures	3022.2	3022.74	3021.92	3022.2	283.0
2018-07-09 00:35:00	ES	Futures	3022.2	3022.47	3021.92	3022.47	287.0
2018-07-09 00:40:00	ES	Futures	3022.2	3022.47	3021.92	3022.2	195.0
2018-07-09 00:45:00	ES	Futures	3022.2	3022.47	3021.92	3021.92	272.0
2018-07-09 00:50:00	ES	Futures	3022.2	3022.2	3021.65	3021.65	107.0
2018-07-09 00:55:00	ES	Futures	3021.92	3021.92	3021.38	3021.65	242.0
2018-07-09 01:00:00	ES	Futures	3021.65	3021.65	3020.29	3020.83	762.0
2018-07-09 01:05:00	ES	Futures	3020.83	3021.65	3020.83	3021.38	424.0
2018-07-09 01:10:00	ES	Futures	3021.38	3021.65	3021.11	3021.65	279.0
2018-07-09 01:15:00	ES	Futures	3021.65	3021.65	3021.11	3021.38	336.0
2018-07-09 01:20:00	ES	Futures	3021.38	3021.92	3021.38	3021.65	314.0
2018-07-09 01:25:00	ES	Futures	3021.65	3021.65	3021.11	3021.38	206.0
2018-07-09 01:30:00	ES	Futures	3021.11	3021.65	3021.11	3021.38	418.0
2018-07-09 01:35:00	ES	Futures	3021.11	3021.92	3021.11	3021.38	346.0
2018-07-09 01:40:00	ES	Futures	3021.38	3021.92	3021.38	3021.65	311.0
2018-07-09 01:45:00	ES	Futures	3021.65	3022.47	3021.11	3022.2	497.0
2018-07-09 01:50:00	ES	Futures	3022.2	3022.2	3021.11	3021.11	427.0
2018-07-09 01:55:00	ES	Futures	3021.11	3021.65	3021.11	3021.38	174.0
2018-07-09 02:00:00	ES	Futures	3021.38	3021.65	3020.83	3021.11	700.0
2018-07-09 02:05:00	ES	Futures	3021.11	3021.92	3021.11	3021.65	531.0
2018-07-09 02:10:00	ES	Futures	3021.92	3022.47	3021.65	3022.2	848.0
2018-07-09 02:15:00	ES	Futures	3022.47	3022.47	3021.38	3021.65	727.0
2018-07-09 02:20:00	ES	Futures	3021.65	3021.92	3021.11	3021.92	657.0
2018-07-09 02:25:00	ES	Futures	3021.92	3022.2	3021.65	3021.92	276.0
2018-07-09 02:30:00	ES	Futures	3021.65	3021.92	3020.56	3020.83	944.0
2018-07-09 02:35:00	ES	Futures	3021.11	3021.38	3020.83	3020.83	189.0
2018-07-09 02:40:00	ES	Futures	3020.83	3021.11	3020.29	3020.83	508.0
2018-07-09 02:45:00	ES	Futures	3020.83	3021.38	3020.29	3020.56	316.0
2018-07-09 02:50:00	ES	Futures	3020.83	3021.38	3020.56	3021.38	279.0
2018-07-09 02:55:00	ES	Futures	3021.11	3021.65	3021.11	3021.11	260.0
2018-07-09 03:00:00	ES	Futures	3021.38	3022.2	3020.83	3021.65	1755.0
2018-07-09 03:05:00	ES	Futures	3021.65	3021.92	3020.56	3021.38	1373.0
2018-07-09 03:10:00	ES	Futures	3021.65	3021.92	3021.38	3021.65	481.0
2018-07-09 03:15:00	ES	Futures	3021.65	3021.65	3020.56	3020.56	998.0
2018-07-09 03:20:00	ES	Futures	3020.56	3021.65	3020.29	3021.38	1049.0
2018-07-09 03:25:00	ES	Futures	3021.38	3022.47	3021.11	3022.2	1223.0
2018-07-09 03:30:00	ES	Futures	3022.2	3023.01	3021.92	3023.01	1217.0
2018-07-09 03:35:00	ES	Futures	3023.01	3023.56	3022.2	3022.47	1243.0
2018-07-09 03:40:00	ES	Futures	3022.47	3022.74	3021.92	3022.74	817.0
2018-07-09 03:45:00	ES	Futures	3023.01	3023.56	3022.74	3023.56	1273.0
2018-07-09 03:50:00	ES	Futures	3023.56	3023.83	3023.29	3023.83	874.0
2018-07-09 03:55:00	ES	Futures	3023.56	3024.1	3023.29	3023.56	700.0
2018-07-09 04:00:00	ES	Futures	3023.56	3023.83	3021.65	3022.2	1462.0
2018-07-09 04:05:00	ES	Futures	3022.47	3022.74	3022.2	3022.74	960.0

> showing 50 of 15,771 rows — these rows as CSV

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