PREVIEW / futures_5min / 2018-07-17

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-07-17.parquet
  size:    248 KB
  rows:    15,551

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
2018-07-17 00:00:00	ES	Futures	3049.44	3050.26	3049.44	3049.72	294.0
2018-07-17 00:05:00	ES	Futures	3049.72	3050.53	3049.72	3050.26	304.0
2018-07-17 00:10:00	ES	Futures	3050.26	3050.53	3049.99	3050.26	136.0
2018-07-17 00:15:00	ES	Futures	3050.26	3050.81	3049.99	3050.53	345.0
2018-07-17 00:20:00	ES	Futures	3050.53	3050.81	3050.26	3050.26	225.0
2018-07-17 00:25:00	ES	Futures	3050.26	3050.26	3049.99	3050.26	133.0
2018-07-17 00:30:00	ES	Futures	3050.53	3050.53	3049.99	3050.26	179.0
2018-07-17 00:35:00	ES	Futures	3050.53	3050.53	3050.26	3050.26	105.0
2018-07-17 00:40:00	ES	Futures	3050.26	3050.81	3050.26	3050.53	207.0
2018-07-17 00:45:00	ES	Futures	3050.81	3050.81	3050.53	3050.81	96.0
2018-07-17 00:50:00	ES	Futures	3050.53	3050.81	3050.53	3050.53	62.0
2018-07-17 00:55:00	ES	Futures	3050.53	3050.81	3050.26	3050.53	125.0
2018-07-17 01:00:00	ES	Futures	3050.81	3050.81	3049.72	3049.72	331.0
2018-07-17 01:05:00	ES	Futures	3049.99	3050.26	3049.44	3049.72	354.0
2018-07-17 01:10:00	ES	Futures	3049.44	3049.99	3048.63	3049.17	701.0
2018-07-17 01:15:00	ES	Futures	3049.17	3049.17	3048.35	3048.63	459.0
2018-07-17 01:20:00	ES	Futures	3048.63	3048.63	3048.08	3048.08	360.0
2018-07-17 01:25:00	ES	Futures	3048.35	3049.17	3048.35	3048.63	320.0
2018-07-17 01:30:00	ES	Futures	3048.9	3048.9	3047.81	3048.08	395.0
2018-07-17 01:35:00	ES	Futures	3047.81	3047.81	3046.17	3046.99	1457.0
2018-07-17 01:40:00	ES	Futures	3046.99	3046.99	3046.17	3046.45	392.0
2018-07-17 01:45:00	ES	Futures	3046.72	3047.26	3045.63	3045.63	674.0
2018-07-17 01:50:00	ES	Futures	3045.63	3046.17	3043.99	3043.99	2263.0
2018-07-17 01:55:00	ES	Futures	3044.27	3045.36	3043.99	3044.81	916.0
2018-07-17 02:00:00	ES	Futures	3044.54	3045.36	3043.45	3043.99	1681.0
2018-07-17 02:05:00	ES	Futures	3043.99	3045.36	3043.72	3045.36	844.0
2018-07-17 02:10:00	ES	Futures	3045.63	3046.99	3045.36	3046.72	1141.0
2018-07-17 02:15:00	ES	Futures	3046.45	3046.72	3045.63	3046.17	559.0
2018-07-17 02:20:00	ES	Futures	3046.17	3046.45	3045.36	3045.9	580.0
2018-07-17 02:25:00	ES	Futures	3045.9	3046.99	3045.36	3046.72	355.0
2018-07-17 02:30:00	ES	Futures	3046.99	3046.99	3046.45	3046.72	277.0
2018-07-17 02:35:00	ES	Futures	3046.72	3046.99	3045.9	3045.9	489.0
2018-07-17 02:40:00	ES	Futures	3046.17	3046.17	3044.54	3045.08	1025.0
2018-07-17 02:45:00	ES	Futures	3045.08	3045.63	3044.81	3045.36	398.0
2018-07-17 02:50:00	ES	Futures	3045.08	3045.63	3044.54	3044.54	502.0
2018-07-17 02:55:00	ES	Futures	3044.54	3044.81	3043.99	3044.27	357.0
2018-07-17 03:00:00	ES	Futures	3044.27	3045.63	3043.99	3045.08	1187.0
2018-07-17 03:05:00	ES	Futures	3045.08	3046.72	3044.54	3045.9	1050.0
2018-07-17 03:10:00	ES	Futures	3045.9	3045.9	3044.27	3044.27	780.0
2018-07-17 03:15:00	ES	Futures	3044.27	3044.54	3042.09	3042.63	2124.0
2018-07-17 03:20:00	ES	Futures	3042.36	3042.63	3041.27	3042.63	1693.0
2018-07-17 03:25:00	ES	Futures	3042.36	3043.18	3042.09	3042.63	1068.0
2018-07-17 03:30:00	ES	Futures	3042.63	3043.18	3041.81	3042.36	772.0
2018-07-17 03:35:00	ES	Futures	3042.63	3043.72	3042.36	3043.45	670.0
2018-07-17 03:40:00	ES	Futures	3043.72	3044.27	3043.45	3044.27	599.0
2018-07-17 03:45:00	ES	Futures	3044.27	3046.45	3043.99	3046.17	1494.0
2018-07-17 03:50:00	ES	Futures	3046.17	3046.72	3045.9	3046.17	1312.0
2018-07-17 03:55:00	ES	Futures	3046.45	3046.72	3046.17	3046.45	872.0
2018-07-17 04:00:00	ES	Futures	3046.45	3049.17	3046.45	3048.08	2265.0
2018-07-17 04:05:00	ES	Futures	3048.08	3048.35	3047.26	3047.54	879.0

> showing 50 of 15,551 rows — these rows as CSV

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