PREVIEW / futures_5min / 2018-07-29

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-07-29.parquet
  size:    47 KB
  rows:    2,588

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
2018-07-29 18:00:00	ES	Futures	3069.06	3070.97	3065.52	3068.24	2458.0
2018-07-29 18:05:00	ES	Futures	3068.52	3069.61	3067.97	3069.33	857.0
2018-07-29 18:10:00	ES	Futures	3069.06	3069.61	3067.97	3067.97	534.0
2018-07-29 18:15:00	ES	Futures	3068.24	3069.06	3067.97	3068.52	197.0
2018-07-29 18:20:00	ES	Futures	3068.79	3068.79	3067.7	3067.7	192.0
2018-07-29 18:25:00	ES	Futures	3067.97	3068.24	3067.43	3067.7	170.0
2018-07-29 18:30:00	ES	Futures	3067.97	3068.24	3067.7	3067.97	63.0
2018-07-29 18:35:00	ES	Futures	3067.97	3068.52	3067.97	3068.24	161.0
2018-07-29 18:40:00	ES	Futures	3067.97	3069.06	3067.97	3068.79	171.0
2018-07-29 18:45:00	ES	Futures	3068.79	3069.06	3068.52	3069.06	96.0
2018-07-29 18:50:00	ES	Futures	3069.06	3069.06	3068.79	3069.06	22.0
2018-07-29 18:55:00	ES	Futures	3069.06	3069.06	3068.79	3068.79	78.0
2018-07-29 19:00:00	ES	Futures	3068.52	3068.52	3068.24	3068.52	210.0
2018-07-29 19:05:00	ES	Futures	3068.52	3068.52	3067.97	3068.24	92.0
2018-07-29 19:10:00	ES	Futures	3068.52	3069.06	3068.24	3069.06	220.0
2018-07-29 19:15:00	ES	Futures	3069.06	3069.88	3069.06	3069.61	413.0
2018-07-29 19:20:00	ES	Futures	3069.61	3069.88	3069.61	3069.88	38.0
2018-07-29 19:25:00	ES	Futures	3069.88	3069.88	3069.61	3069.88	49.0
2018-07-29 19:30:00	ES	Futures	3069.88	3069.88	3068.79	3069.06	200.0
2018-07-29 19:35:00	ES	Futures	3068.79	3069.06	3068.24	3068.52	187.0
2018-07-29 19:40:00	ES	Futures	3068.52	3068.79	3068.24	3068.24	280.0
2018-07-29 19:45:00	ES	Futures	3068.24	3068.52	3067.43	3067.97	889.0
2018-07-29 19:50:00	ES	Futures	3067.97	3068.24	3067.15	3067.97	716.0
2018-07-29 19:55:00	ES	Futures	3067.97	3068.79	3067.7	3068.24	956.0
2018-07-29 20:00:00	ES	Futures	3067.97	3069.06	3067.97	3068.52	774.0
2018-07-29 20:05:00	ES	Futures	3068.52	3069.06	3066.88	3067.15	697.0
2018-07-29 20:10:00	ES	Futures	3066.88	3067.43	3066.06	3066.34	569.0
2018-07-29 20:15:00	ES	Futures	3066.34	3066.61	3065.52	3065.79	571.0
2018-07-29 20:20:00	ES	Futures	3065.79	3066.06	3062.25	3063.34	3361.0
2018-07-29 20:25:00	ES	Futures	3063.61	3064.16	3063.07	3064.16	653.0
2018-07-29 20:30:00	ES	Futures	3064.16	3064.97	3063.88	3064.43	376.0
2018-07-29 20:35:00	ES	Futures	3064.16	3064.43	3063.07	3063.34	661.0
2018-07-29 20:40:00	ES	Futures	3063.61	3064.16	3062.79	3064.16	514.0
2018-07-29 20:45:00	ES	Futures	3063.88	3064.16	3063.34	3063.88	314.0
2018-07-29 20:50:00	ES	Futures	3063.88	3065.52	3063.88	3065.25	846.0
2018-07-29 20:55:00	ES	Futures	3065.25	3065.25	3064.43	3064.7	437.0
2018-07-29 21:00:00	ES	Futures	3064.7	3065.25	3063.61	3065.25	571.0
2018-07-29 21:05:00	ES	Futures	3065.25	3065.25	3064.43	3064.7	332.0
2018-07-29 21:10:00	ES	Futures	3064.7	3065.52	3064.7	3065.52	229.0
2018-07-29 21:15:00	ES	Futures	3065.52	3065.52	3064.16	3064.43	669.0
2018-07-29 21:20:00	ES	Futures	3064.43	3065.79	3064.43	3064.97	411.0
2018-07-29 21:25:00	ES	Futures	3064.97	3065.79	3064.7	3065.52	612.0
2018-07-29 21:30:00	ES	Futures	3065.25	3066.61	3065.25	3066.06	751.0
2018-07-29 21:35:00	ES	Futures	3066.06	3066.61	3065.25	3065.52	569.0
2018-07-29 21:40:00	ES	Futures	3065.52	3065.52	3064.43	3065.25	1014.0
2018-07-29 21:45:00	ES	Futures	3065.25	3065.25	3064.43	3064.7	462.0
2018-07-29 21:50:00	ES	Futures	3064.7	3066.88	3064.7	3066.88	830.0
2018-07-29 21:55:00	ES	Futures	3066.61	3066.61	3065.79	3065.79	509.0
2018-07-29 22:00:00	ES	Futures	3066.06	3066.06	3064.7	3064.7	562.0
2018-07-29 22:05:00	ES	Futures	3064.7	3065.25	3064.43	3064.97	611.0

> showing 50 of 2,588 rows — these rows as CSV

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