PREVIEW / futures_5min / 2018-07-19

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-07-19.parquet
  size:    262 KB
  rows:    15,984

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
2018-07-19 00:00:00	ES	Futures	3068.52	3068.52	3067.7	3067.97	375.0
2018-07-19 00:05:00	ES	Futures	3067.97	3067.97	3067.43	3067.7	388.0
2018-07-19 00:10:00	ES	Futures	3067.7	3067.7	3066.88	3066.88	401.0
2018-07-19 00:15:00	ES	Futures	3067.15	3067.97	3066.88	3067.43	307.0
2018-07-19 00:20:00	ES	Futures	3067.7	3067.7	3067.15	3067.43	106.0
2018-07-19 00:25:00	ES	Futures	3067.43	3067.7	3067.43	3067.7	184.0
2018-07-19 00:30:00	ES	Futures	3067.7	3067.97	3067.43	3067.43	95.0
2018-07-19 00:35:00	ES	Futures	3067.43	3067.7	3067.15	3067.15	155.0
2018-07-19 00:40:00	ES	Futures	3067.43	3067.7	3066.88	3066.88	272.0
2018-07-19 00:45:00	ES	Futures	3066.88	3067.7	3066.88	3067.43	307.0
2018-07-19 00:50:00	ES	Futures	3067.43	3067.7	3067.43	3067.43	37.0
2018-07-19 00:55:00	ES	Futures	3067.43	3067.43	3066.88	3067.15	79.0
2018-07-19 01:00:00	ES	Futures	3067.15	3067.7	3066.88	3066.88	392.0
2018-07-19 01:05:00	ES	Futures	3067.15	3067.43	3066.06	3067.15	815.0
2018-07-19 01:10:00	ES	Futures	3067.43	3067.43	3067.15	3067.15	275.0
2018-07-19 01:15:00	ES	Futures	3067.15	3067.43	3066.61	3067.15	236.0
2018-07-19 01:20:00	ES	Futures	3067.43	3068.24	3067.43	3068.24	426.0
2018-07-19 01:25:00	ES	Futures	3067.97	3068.24	3067.7	3067.7	222.0
2018-07-19 01:30:00	ES	Futures	3067.7	3067.7	3067.15	3067.43	214.0
2018-07-19 01:35:00	ES	Futures	3067.43	3067.43	3067.15	3067.15	260.0
2018-07-19 01:40:00	ES	Futures	3067.43	3067.7	3067.15	3067.43	95.0
2018-07-19 01:45:00	ES	Futures	3067.7	3067.7	3066.88	3066.88	353.0
2018-07-19 01:50:00	ES	Futures	3067.15	3067.15	3066.61	3066.61	536.0
2018-07-19 01:55:00	ES	Futures	3066.88	3066.88	3066.34	3066.34	265.0
2018-07-19 02:00:00	ES	Futures	3066.61	3067.15	3066.34	3066.88	416.0
2018-07-19 02:05:00	ES	Futures	3066.88	3067.15	3066.34	3066.34	255.0
2018-07-19 02:10:00	ES	Futures	3066.34	3066.61	3066.34	3066.61	311.0
2018-07-19 02:15:00	ES	Futures	3066.61	3067.15	3066.34	3066.88	465.0
2018-07-19 02:20:00	ES	Futures	3066.88	3067.15	3066.34	3066.34	432.0
2018-07-19 02:25:00	ES	Futures	3066.34	3066.34	3064.97	3065.52	1031.0
2018-07-19 02:30:00	ES	Futures	3065.79	3065.79	3064.16	3064.43	919.0
2018-07-19 02:35:00	ES	Futures	3064.43	3064.7	3063.61	3064.7	1236.0
2018-07-19 02:40:00	ES	Futures	3064.7	3065.52	3064.43	3064.7	742.0
2018-07-19 02:45:00	ES	Futures	3064.7	3064.97	3063.88	3064.43	1057.0
2018-07-19 02:50:00	ES	Futures	3064.7	3065.52	3064.16	3065.25	535.0
2018-07-19 02:55:00	ES	Futures	3065.25	3065.52	3065.25	3065.25	306.0
2018-07-19 03:00:00	ES	Futures	3065.25	3066.34	3064.43	3064.7	1656.0
2018-07-19 03:05:00	ES	Futures	3064.7	3065.52	3063.88	3064.16	988.0
2018-07-19 03:10:00	ES	Futures	3064.16	3064.97	3063.34	3064.97	2021.0
2018-07-19 03:15:00	ES	Futures	3065.25	3066.34	3064.7	3066.06	1190.0
2018-07-19 03:20:00	ES	Futures	3066.06	3066.06	3064.7	3064.97	931.0
2018-07-19 03:25:00	ES	Futures	3064.97	3065.25	3063.34	3063.88	1660.0
2018-07-19 03:30:00	ES	Futures	3063.88	3065.25	3063.88	3064.16	627.0
2018-07-19 03:35:00	ES	Futures	3064.16	3065.25	3063.61	3064.43	860.0
2018-07-19 03:40:00	ES	Futures	3064.7	3065.25	3063.61	3063.88	468.0
2018-07-19 03:45:00	ES	Futures	3063.88	3064.16	3062.79	3063.07	831.0
2018-07-19 03:50:00	ES	Futures	3062.79	3063.34	3062.25	3063.34	1422.0
2018-07-19 03:55:00	ES	Futures	3063.07	3063.34	3061.7	3062.25	1303.0
2018-07-19 04:00:00	ES	Futures	3062.25	3062.25	3060.34	3061.7	2780.0
2018-07-19 04:05:00	ES	Futures	3061.7	3062.79	3061.43	3062.52	875.0

> showing 50 of 15,984 rows — these rows as CSV

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