PREVIEW / futures_5min / 2018-08-02

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-08-02.parquet
  size:    260 KB
  rows:    16,046

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
2018-08-02 00:00:00	ES	Futures	3060.07	3060.89	3059.52	3060.61	435.0
2018-08-02 00:05:00	ES	Futures	3060.61	3060.61	3059.52	3060.07	413.0
2018-08-02 00:10:00	ES	Futures	3060.07	3060.34	3059.8	3060.07	186.0
2018-08-02 00:15:00	ES	Futures	3059.8	3060.07	3058.98	3058.98	542.0
2018-08-02 00:20:00	ES	Futures	3058.98	3058.98	3056.8	3057.89	1755.0
2018-08-02 00:25:00	ES	Futures	3057.89	3057.89	3056.8	3057.62	605.0
2018-08-02 00:30:00	ES	Futures	3057.34	3060.07	3057.07	3060.07	1761.0
2018-08-02 00:35:00	ES	Futures	3060.07	3060.34	3059.52	3060.34	478.0
2018-08-02 00:40:00	ES	Futures	3060.61	3061.43	3060.07	3060.89	977.0
2018-08-02 00:45:00	ES	Futures	3060.89	3061.16	3060.34	3060.61	417.0
2018-08-02 00:50:00	ES	Futures	3060.89	3060.89	3059.8	3060.34	301.0
2018-08-02 00:55:00	ES	Futures	3060.34	3061.16	3059.8	3060.34	450.0
2018-08-02 01:00:00	ES	Futures	3060.34	3061.98	3059.8	3059.8	1375.0
2018-08-02 01:05:00	ES	Futures	3059.8	3060.61	3058.98	3059.8	972.0
2018-08-02 01:10:00	ES	Futures	3059.8	3060.89	3059.8	3060.34	759.0
2018-08-02 01:15:00	ES	Futures	3060.07	3060.34	3058.16	3058.16	1101.0
2018-08-02 01:20:00	ES	Futures	3057.89	3059.52	3057.34	3058.98	987.0
2018-08-02 01:25:00	ES	Futures	3058.98	3058.98	3058.43	3058.43	340.0
2018-08-02 01:30:00	ES	Futures	3058.43	3058.71	3057.34	3058.16	652.0
2018-08-02 01:35:00	ES	Futures	3058.16	3058.43	3057.34	3058.16	1159.0
2018-08-02 01:40:00	ES	Futures	3058.43	3060.34	3058.16	3059.52	1938.0
2018-08-02 01:45:00	ES	Futures	3059.52	3059.8	3058.71	3058.98	1675.0
2018-08-02 01:50:00	ES	Futures	3058.98	3058.98	3057.89	3057.89	945.0
2018-08-02 01:55:00	ES	Futures	3057.89	3058.43	3057.62	3058.16	1078.0
2018-08-02 02:00:00	ES	Futures	3058.16	3058.71	3057.07	3057.62	1215.0
2018-08-02 02:05:00	ES	Futures	3057.89	3057.89	3057.07	3057.62	790.0
2018-08-02 02:10:00	ES	Futures	3057.89	3058.43	3056.8	3057.07	803.0
2018-08-02 02:15:00	ES	Futures	3056.8	3057.62	3055.98	3055.98	2445.0
2018-08-02 02:20:00	ES	Futures	3055.98	3056.53	3055.44	3055.98	682.0
2018-08-02 02:25:00	ES	Futures	3056.25	3057.07	3055.71	3056.8	807.0
2018-08-02 02:30:00	ES	Futures	3057.07	3058.71	3056.8	3057.89	903.0
2018-08-02 02:35:00	ES	Futures	3057.89	3058.43	3057.34	3058.16	543.0
2018-08-02 02:40:00	ES	Futures	3057.89	3057.89	3057.07	3057.34	989.0
2018-08-02 02:45:00	ES	Futures	3057.34	3057.89	3055.98	3055.98	1447.0
2018-08-02 02:50:00	ES	Futures	3055.98	3056.53	3054.07	3054.35	1605.0
2018-08-02 02:55:00	ES	Futures	3054.35	3054.89	3053.26	3054.89	1700.0
2018-08-02 03:00:00	ES	Futures	3054.89	3055.44	3052.44	3052.71	4137.0
2018-08-02 03:05:00	ES	Futures	3052.71	3053.8	3052.17	3053.53	1734.0
2018-08-02 03:10:00	ES	Futures	3053.26	3055.44	3053.26	3055.16	2982.0
2018-08-02 03:15:00	ES	Futures	3054.89	3054.89	3052.17	3052.17	1761.0
2018-08-02 03:20:00	ES	Futures	3052.17	3052.98	3051.35	3052.98	2869.0
2018-08-02 03:25:00	ES	Futures	3052.98	3053.53	3052.17	3053.53	1523.0
2018-08-02 03:30:00	ES	Futures	3053.26	3053.8	3051.62	3051.89	1794.0
2018-08-02 03:35:00	ES	Futures	3051.89	3054.35	3051.89	3054.35	2256.0
2018-08-02 03:40:00	ES	Futures	3054.07	3054.07	3052.44	3052.71	1232.0
2018-08-02 03:45:00	ES	Futures	3052.71	3053.53	3051.89	3053.53	4712.0
2018-08-02 03:50:00	ES	Futures	3053.26	3054.07	3053.26	3054.07	1286.0
2018-08-02 03:55:00	ES	Futures	3054.07	3054.07	3052.98	3053.26	1937.0
2018-08-02 04:00:00	ES	Futures	3052.98	3053.8	3052.17	3053.8	1768.0
2018-08-02 04:05:00	ES	Futures	3053.8	3054.89	3053.53	3054.89	1599.0

> showing 50 of 16,046 rows — these rows as CSV

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