PREVIEW / futures_5min / 2018-08-07

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-08-07.parquet
  size:    226 KB
  rows:    15,501

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
2018-08-07 00:00:00	ES	Futures	3108.57	3108.84	3108.02	3108.84	186.0
2018-08-07 00:05:00	ES	Futures	3108.57	3108.84	3108.3	3108.84	95.0
2018-08-07 00:10:00	ES	Futures	3108.57	3108.84	3108.02	3108.3	191.0
2018-08-07 00:15:00	ES	Futures	3108.02	3108.3	3107.75	3107.75	189.0
2018-08-07 00:20:00	ES	Futures	3107.75	3108.3	3107.75	3108.3	73.0
2018-08-07 00:25:00	ES	Futures	3108.02	3108.3	3108.02	3108.3	76.0
2018-08-07 00:30:00	ES	Futures	3108.02	3108.3	3108.02	3108.3	59.0
2018-08-07 00:35:00	ES	Futures	3108.3	3108.57	3108.3	3108.57	66.0
2018-08-07 00:40:00	ES	Futures	3108.57	3108.57	3108.3	3108.57	173.0
2018-08-07 00:45:00	ES	Futures	3108.57	3108.57	3107.75	3108.3	150.0
2018-08-07 00:50:00	ES	Futures	3108.02	3108.3	3107.75	3108.02	193.0
2018-08-07 00:55:00	ES	Futures	3108.02	3108.02	3107.75	3108.02	277.0
2018-08-07 01:00:00	ES	Futures	3107.75	3108.3	3107.75	3108.02	306.0
2018-08-07 01:05:00	ES	Futures	3108.02	3108.57	3108.02	3108.3	203.0
2018-08-07 01:10:00	ES	Futures	3108.57	3108.57	3107.75	3107.75	202.0
2018-08-07 01:15:00	ES	Futures	3108.02	3108.02	3107.75	3107.75	81.0
2018-08-07 01:20:00	ES	Futures	3108.02	3108.02	3107.75	3107.75	22.0
2018-08-07 01:25:00	ES	Futures	3108.02	3108.3	3108.02	3108.3	184.0
2018-08-07 01:30:00	ES	Futures	3108.57	3108.57	3108.3	3108.57	197.0
2018-08-07 01:35:00	ES	Futures	3108.57	3108.84	3108.3	3108.84	163.0
2018-08-07 01:40:00	ES	Futures	3108.84	3108.84	3108.02	3108.02	531.0
2018-08-07 01:45:00	ES	Futures	3108.3	3108.3	3108.02	3108.3	56.0
2018-08-07 01:50:00	ES	Futures	3108.3	3108.3	3108.02	3108.3	149.0
2018-08-07 01:55:00	ES	Futures	3108.3	3108.84	3108.02	3108.84	270.0
2018-08-07 02:00:00	ES	Futures	3108.84	3109.93	3108.57	3109.66	879.0
2018-08-07 02:05:00	ES	Futures	3109.93	3109.93	3108.84	3109.11	729.0
2018-08-07 02:10:00	ES	Futures	3109.11	3109.93	3109.11	3109.93	241.0
2018-08-07 02:15:00	ES	Futures	3109.93	3111.02	3109.66	3111.02	922.0
2018-08-07 02:20:00	ES	Futures	3110.75	3111.02	3110.2	3110.2	931.0
2018-08-07 02:25:00	ES	Futures	3110.2	3110.75	3110.2	3110.75	154.0
2018-08-07 02:30:00	ES	Futures	3110.75	3110.75	3110.2	3110.48	328.0
2018-08-07 02:35:00	ES	Futures	3110.48	3111.02	3110.2	3110.75	437.0
2018-08-07 02:40:00	ES	Futures	3110.75	3111.02	3110.48	3111.02	565.0
2018-08-07 02:45:00	ES	Futures	3111.02	3113.2	3110.75	3112.11	3625.0
2018-08-07 02:50:00	ES	Futures	3111.84	3112.65	3111.84	3112.11	589.0
2018-08-07 02:55:00	ES	Futures	3112.38	3112.38	3111.29	3111.29	978.0
2018-08-07 03:00:00	ES	Futures	3111.57	3112.93	3111.29	3112.65	1929.0
2018-08-07 03:05:00	ES	Futures	3112.65	3113.2	3112.11	3112.38	1862.0
2018-08-07 03:10:00	ES	Futures	3112.38	3112.65	3111.29	3111.57	900.0
2018-08-07 03:15:00	ES	Futures	3111.57	3112.38	3111.29	3112.11	768.0
2018-08-07 03:20:00	ES	Futures	3112.11	3112.38	3111.02	3111.57	1179.0
2018-08-07 03:25:00	ES	Futures	3111.57	3112.38	3111.57	3111.84	672.0
2018-08-07 03:30:00	ES	Futures	3111.57	3111.84	3111.29	3111.29	646.0
2018-08-07 03:35:00	ES	Futures	3111.57	3112.93	3111.57	3112.11	1034.0
2018-08-07 03:40:00	ES	Futures	3112.38	3112.93	3112.11	3112.11	1067.0
2018-08-07 03:45:00	ES	Futures	3112.38	3112.93	3112.11	3112.65	608.0
2018-08-07 03:50:00	ES	Futures	3112.65	3112.93	3112.38	3112.65	363.0
2018-08-07 03:55:00	ES	Futures	3112.93	3113.47	3112.65	3113.2	1076.0
2018-08-07 04:00:00	ES	Futures	3113.47	3113.47	3112.38	3112.38	1013.0
2018-08-07 04:05:00	ES	Futures	3112.38	3112.93	3112.11	3112.38	923.0

> showing 50 of 15,501 rows — these rows as CSV

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