PREVIEW / futures_5min / 2018-08-08

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-08-08.parquet
  size:    238 KB
  rows:    15,534

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
2018-08-08 00:00:00	ES	Futures	3117.56	3117.83	3117.56	3117.83	89.0
2018-08-08 00:05:00	ES	Futures	3117.56	3117.83	3117.56	3117.56	280.0
2018-08-08 00:10:00	ES	Futures	3117.29	3117.56	3117.29	3117.56	93.0
2018-08-08 00:15:00	ES	Futures	3117.56	3117.83	3117.29	3117.29	36.0
2018-08-08 00:20:00	ES	Futures	3117.29	3117.56	3117.29	3117.29	20.0
2018-08-08 00:25:00	ES	Futures	3117.29	3117.29	3117.29	3117.29	7.0
2018-08-08 00:30:00	ES	Futures	3117.29	3117.56	3117.29	3117.56	165.0
2018-08-08 00:35:00	ES	Futures	3117.56	3117.56	3117.29	3117.29	20.0
2018-08-08 00:40:00	ES	Futures	3117.29	3117.56	3116.74	3117.01	524.0
2018-08-08 00:45:00	ES	Futures	3117.01	3117.01	3115.65	3115.92	697.0
2018-08-08 00:50:00	ES	Futures	3115.92	3116.47	3115.65	3115.65	482.0
2018-08-08 00:55:00	ES	Futures	3115.65	3115.92	3115.38	3115.65	403.0
2018-08-08 01:00:00	ES	Futures	3115.92	3116.2	3115.65	3115.92	337.0
2018-08-08 01:05:00	ES	Futures	3115.92	3116.2	3115.65	3116.2	195.0
2018-08-08 01:10:00	ES	Futures	3116.2	3116.47	3116.2	3116.2	154.0
2018-08-08 01:15:00	ES	Futures	3116.47	3117.01	3116.47	3116.74	419.0
2018-08-08 01:20:00	ES	Futures	3116.47	3117.01	3116.2	3116.47	186.0
2018-08-08 01:25:00	ES	Futures	3116.47	3116.74	3115.92	3116.2	234.0
2018-08-08 01:30:00	ES	Futures	3115.92	3116.2	3115.65	3116.2	297.0
2018-08-08 01:35:00	ES	Futures	3116.2	3116.47	3115.92	3116.2	196.0
2018-08-08 01:40:00	ES	Futures	3116.2	3116.47	3115.92	3115.92	321.0
2018-08-08 01:45:00	ES	Futures	3115.92	3116.2	3115.92	3116.2	125.0
2018-08-08 01:50:00	ES	Futures	3116.2	3116.47	3115.92	3115.92	230.0
2018-08-08 01:55:00	ES	Futures	3115.92	3116.2	3115.65	3115.65	376.0
2018-08-08 02:00:00	ES	Futures	3115.65	3115.92	3115.11	3115.38	860.0
2018-08-08 02:05:00	ES	Futures	3115.38	3115.65	3115.11	3115.38	565.0
2018-08-08 02:10:00	ES	Futures	3115.38	3115.38	3115.11	3115.11	598.0
2018-08-08 02:15:00	ES	Futures	3115.11	3115.38	3114.56	3114.56	877.0
2018-08-08 02:20:00	ES	Futures	3114.56	3115.65	3114.56	3115.11	644.0
2018-08-08 02:25:00	ES	Futures	3115.38	3115.38	3114.83	3115.11	174.0
2018-08-08 02:30:00	ES	Futures	3114.83	3114.83	3114.02	3114.29	783.0
2018-08-08 02:35:00	ES	Futures	3114.29	3114.56	3114.02	3114.29	376.0
2018-08-08 02:40:00	ES	Futures	3114.29	3114.29	3112.93	3113.47	1158.0
2018-08-08 02:45:00	ES	Futures	3113.47	3113.47	3112.93	3113.47	347.0
2018-08-08 02:50:00	ES	Futures	3113.47	3114.02	3113.2	3113.2	439.0
2018-08-08 02:55:00	ES	Futures	3113.47	3114.29	3113.47	3114.02	509.0
2018-08-08 03:00:00	ES	Futures	3114.29	3115.38	3114.02	3114.83	2212.0
2018-08-08 03:05:00	ES	Futures	3114.83	3115.38	3114.56	3114.83	872.0
2018-08-08 03:10:00	ES	Futures	3114.83	3114.83	3114.02	3114.56	1047.0
2018-08-08 03:15:00	ES	Futures	3114.83	3115.38	3114.56	3115.11	559.0
2018-08-08 03:20:00	ES	Futures	3115.38	3116.47	3114.83	3115.65	1050.0
2018-08-08 03:25:00	ES	Futures	3115.65	3116.2	3115.11	3115.11	780.0
2018-08-08 03:30:00	ES	Futures	3115.38	3115.92	3114.83	3115.11	576.0
2018-08-08 03:35:00	ES	Futures	3115.11	3115.92	3115.11	3115.92	479.0
2018-08-08 03:40:00	ES	Futures	3115.92	3116.47	3115.92	3115.92	393.0
2018-08-08 03:45:00	ES	Futures	3116.2	3116.74	3115.92	3116.47	666.0
2018-08-08 03:50:00	ES	Futures	3116.74	3117.01	3116.47	3116.74	510.0
2018-08-08 03:55:00	ES	Futures	3117.01	3117.01	3115.92	3116.74	1195.0
2018-08-08 04:00:00	ES	Futures	3116.74	3116.74	3115.65	3115.65	691.0
2018-08-08 04:05:00	ES	Futures	3115.65	3116.2	3115.38	3115.65	1101.0

> showing 50 of 15,534 rows — these rows as CSV

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