PREVIEW / futures_5min / 2018-07-24

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-07-24.parquet
  size:    247 KB
  rows:    15,573

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
2018-07-24 00:00:00	ES	Futures	3071.51	3071.79	3071.24	3071.24	150.0
2018-07-24 00:05:00	ES	Futures	3071.51	3071.79	3071.24	3071.24	116.0
2018-07-24 00:10:00	ES	Futures	3071.24	3071.51	3071.24	3071.51	107.0
2018-07-24 00:15:00	ES	Futures	3071.24	3071.79	3071.24	3071.24	107.0
2018-07-24 00:20:00	ES	Futures	3071.24	3071.24	3070.97	3071.24	102.0
2018-07-24 00:25:00	ES	Futures	3071.24	3071.51	3070.97	3071.51	157.0
2018-07-24 00:30:00	ES	Futures	3071.51	3071.51	3071.24	3071.24	62.0
2018-07-24 00:35:00	ES	Futures	3071.24	3071.24	3070.7	3070.97	222.0
2018-07-24 00:40:00	ES	Futures	3070.7	3070.97	3070.7	3070.7	154.0
2018-07-24 00:45:00	ES	Futures	3070.97	3070.97	3070.42	3070.7	331.0
2018-07-24 00:50:00	ES	Futures	3070.7	3070.97	3070.42	3070.7	163.0
2018-07-24 00:55:00	ES	Futures	3070.7	3071.24	3070.7	3071.24	150.0
2018-07-24 01:00:00	ES	Futures	3070.97	3071.24	3070.7	3070.97	453.0
2018-07-24 01:05:00	ES	Futures	3071.24	3071.24	3070.7	3070.7	71.0
2018-07-24 01:10:00	ES	Futures	3070.7	3070.97	3070.7	3070.7	29.0
2018-07-24 01:15:00	ES	Futures	3070.7	3071.24	3070.7	3070.7	195.0
2018-07-24 01:20:00	ES	Futures	3070.97	3071.24	3070.7	3070.97	162.0
2018-07-24 01:25:00	ES	Futures	3070.97	3071.24	3070.7	3070.97	160.0
2018-07-24 01:30:00	ES	Futures	3071.24	3071.51	3070.97	3071.51	64.0
2018-07-24 01:35:00	ES	Futures	3071.24	3071.79	3071.24	3071.51	264.0
2018-07-24 01:40:00	ES	Futures	3071.79	3071.79	3070.7	3070.7	227.0
2018-07-24 01:45:00	ES	Futures	3070.7	3070.97	3070.42	3070.42	423.0
2018-07-24 01:50:00	ES	Futures	3070.42	3070.7	3069.88	3070.42	490.0
2018-07-24 01:55:00	ES	Futures	3070.42	3070.7	3070.15	3070.42	196.0
2018-07-24 02:00:00	ES	Futures	3070.42	3070.7	3070.15	3070.42	697.0
2018-07-24 02:05:00	ES	Futures	3070.42	3070.42	3069.61	3069.61	433.0
2018-07-24 02:10:00	ES	Futures	3069.61	3069.88	3069.06	3069.61	727.0
2018-07-24 02:15:00	ES	Futures	3069.61	3070.42	3069.33	3070.42	562.0
2018-07-24 02:20:00	ES	Futures	3070.42	3070.42	3069.88	3070.42	275.0
2018-07-24 02:25:00	ES	Futures	3070.42	3070.42	3069.88	3070.15	450.0
2018-07-24 02:30:00	ES	Futures	3070.15	3070.42	3069.88	3070.15	209.0
2018-07-24 02:35:00	ES	Futures	3070.15	3070.15	3069.61	3069.61	276.0
2018-07-24 02:40:00	ES	Futures	3069.88	3069.88	3069.61	3069.88	183.0
2018-07-24 02:45:00	ES	Futures	3069.88	3069.88	3069.33	3069.61	234.0
2018-07-24 02:50:00	ES	Futures	3069.61	3069.61	3068.79	3069.06	1162.0
2018-07-24 02:55:00	ES	Futures	3069.06	3069.06	3068.52	3068.52	393.0
2018-07-24 03:00:00	ES	Futures	3068.52	3068.79	3066.34	3066.61	3933.0
2018-07-24 03:05:00	ES	Futures	3066.34	3067.15	3063.61	3064.97	4419.0
2018-07-24 03:10:00	ES	Futures	3064.97	3066.06	3064.16	3065.79	1929.0
2018-07-24 03:15:00	ES	Futures	3065.79	3066.34	3064.97	3066.06	1385.0
2018-07-24 03:20:00	ES	Futures	3066.34	3066.88	3066.06	3066.34	789.0
2018-07-24 03:25:00	ES	Futures	3066.34	3066.61	3065.25	3065.25	819.0
2018-07-24 03:30:00	ES	Futures	3065.52	3066.88	3064.7	3066.34	1416.0
2018-07-24 03:35:00	ES	Futures	3066.88	3066.88	3066.06	3066.34	726.0
2018-07-24 03:40:00	ES	Futures	3066.34	3067.15	3066.34	3066.61	567.0
2018-07-24 03:45:00	ES	Futures	3066.61	3066.61	3065.79	3066.34	717.0
2018-07-24 03:50:00	ES	Futures	3066.34	3066.88	3065.79	3065.79	765.0
2018-07-24 03:55:00	ES	Futures	3065.79	3066.61	3065.25	3066.61	602.0
2018-07-24 04:00:00	ES	Futures	3066.61	3067.43	3066.06	3067.15	684.0
2018-07-24 04:05:00	ES	Futures	3066.88	3067.43	3066.34	3066.34	703.0

> showing 50 of 15,573 rows — these rows as CSV

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