PREVIEW / futures_5min / 2018-07-27

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-07-27.parquet
  size:    197 KB
  rows:    12,937

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
2018-07-27 00:00:00	ES	Futures	3099.58	3100.39	3099.3	3100.39	420.0
2018-07-27 00:05:00	ES	Futures	3100.12	3100.39	3099.58	3099.85	112.0
2018-07-27 00:10:00	ES	Futures	3099.85	3100.12	3099.85	3099.85	104.0
2018-07-27 00:15:00	ES	Futures	3099.85	3099.85	3099.3	3099.3	203.0
2018-07-27 00:20:00	ES	Futures	3099.3	3099.85	3099.3	3099.3	160.0
2018-07-27 00:25:00	ES	Futures	3099.58	3099.58	3099.3	3099.3	212.0
2018-07-27 00:30:00	ES	Futures	3099.3	3099.85	3099.3	3099.3	219.0
2018-07-27 00:35:00	ES	Futures	3099.58	3099.58	3099.03	3099.3	226.0
2018-07-27 00:40:00	ES	Futures	3099.3	3099.58	3098.76	3098.76	352.0
2018-07-27 00:45:00	ES	Futures	3099.03	3099.3	3098.76	3099.3	144.0
2018-07-27 00:50:00	ES	Futures	3099.3	3099.58	3099.3	3099.3	124.0
2018-07-27 00:55:00	ES	Futures	3099.3	3099.58	3099.3	3099.3	53.0
2018-07-27 01:00:00	ES	Futures	3099.3	3099.58	3098.21	3098.76	755.0
2018-07-27 01:05:00	ES	Futures	3098.76	3099.3	3098.76	3099.03	189.0
2018-07-27 01:10:00	ES	Futures	3099.03	3099.3	3099.03	3099.03	123.0
2018-07-27 01:15:00	ES	Futures	3099.03	3099.03	3098.76	3098.76	207.0
2018-07-27 01:20:00	ES	Futures	3099.03	3099.3	3098.49	3098.76	325.0
2018-07-27 01:25:00	ES	Futures	3098.76	3099.03	3098.49	3098.76	206.0
2018-07-27 01:30:00	ES	Futures	3099.03	3099.3	3098.49	3098.76	213.0
2018-07-27 01:35:00	ES	Futures	3099.03	3099.58	3098.76	3099.3	315.0
2018-07-27 01:40:00	ES	Futures	3099.03	3099.58	3098.76	3099.3	258.0
2018-07-27 01:45:00	ES	Futures	3099.3	3099.58	3099.03	3099.58	162.0
2018-07-27 01:50:00	ES	Futures	3099.3	3099.58	3099.3	3099.3	93.0
2018-07-27 01:55:00	ES	Futures	3099.58	3099.85	3099.03	3099.58	276.0
2018-07-27 02:00:00	ES	Futures	3099.58	3100.12	3099.58	3099.85	500.0
2018-07-27 02:05:00	ES	Futures	3099.85	3100.39	3099.85	3100.39	550.0
2018-07-27 02:10:00	ES	Futures	3100.12	3100.39	3099.85	3099.85	379.0
2018-07-27 02:15:00	ES	Futures	3100.12	3100.39	3099.85	3100.12	313.0
2018-07-27 02:20:00	ES	Futures	3100.12	3100.94	3100.12	3100.94	520.0
2018-07-27 02:25:00	ES	Futures	3100.94	3101.76	3100.67	3101.21	1979.0
2018-07-27 02:30:00	ES	Futures	3101.21	3101.21	3100.39	3100.39	375.0
2018-07-27 02:35:00	ES	Futures	3100.39	3100.94	3100.12	3100.12	394.0
2018-07-27 02:40:00	ES	Futures	3100.12	3100.67	3100.12	3100.39	176.0
2018-07-27 02:45:00	ES	Futures	3100.39	3100.67	3100.12	3100.12	211.0
2018-07-27 02:50:00	ES	Futures	3100.12	3100.39	3099.03	3099.03	699.0
2018-07-27 02:55:00	ES	Futures	3099.3	3099.85	3098.76	3099.3	555.0
2018-07-27 03:00:00	ES	Futures	3099.58	3100.12	3099.03	3099.58	1030.0
2018-07-27 03:05:00	ES	Futures	3099.3	3099.58	3099.03	3099.58	1146.0
2018-07-27 03:10:00	ES	Futures	3099.58	3099.85	3099.3	3099.85	422.0
2018-07-27 03:15:00	ES	Futures	3099.85	3100.67	3099.85	3100.67	397.0
2018-07-27 03:20:00	ES	Futures	3100.39	3100.94	3099.85	3099.85	518.0
2018-07-27 03:25:00	ES	Futures	3100.12	3100.67	3099.3	3100.67	359.0
2018-07-27 03:30:00	ES	Futures	3100.67	3101.48	3100.39	3100.94	651.0
2018-07-27 03:35:00	ES	Futures	3101.21	3101.21	3099.58	3099.85	733.0
2018-07-27 03:40:00	ES	Futures	3100.12	3100.39	3099.58	3100.12	453.0
2018-07-27 03:45:00	ES	Futures	3099.85	3100.12	3099.58	3099.85	514.0
2018-07-27 03:50:00	ES	Futures	3099.85	3100.39	3099.85	3099.85	461.0
2018-07-27 03:55:00	ES	Futures	3099.85	3099.85	3099.03	3099.03	506.0
2018-07-27 04:00:00	ES	Futures	3099.03	3100.12	3099.03	3099.85	925.0
2018-07-27 04:05:00	ES	Futures	3099.85	3100.12	3099.3	3099.58	739.0

> showing 50 of 12,937 rows — these rows as CSV

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