PREVIEW / futures_5min / 2018-08-09

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-08-09.parquet
  size:    242 KB
  rows:    15,545

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
2018-08-09 00:00:00	ES	Futures	3114.56	3114.83	3114.29	3114.83	203.0
2018-08-09 00:05:00	ES	Futures	3114.83	3114.83	3114.56	3114.56	177.0
2018-08-09 00:10:00	ES	Futures	3114.29	3115.11	3114.29	3114.56	173.0
2018-08-09 00:15:00	ES	Futures	3114.56	3114.83	3114.29	3114.29	213.0
2018-08-09 00:20:00	ES	Futures	3114.56	3114.56	3114.29	3114.56	66.0
2018-08-09 00:25:00	ES	Futures	3114.56	3114.56	3114.29	3114.29	18.0
2018-08-09 00:30:00	ES	Futures	3114.56	3114.56	3114.02	3114.29	128.0
2018-08-09 00:35:00	ES	Futures	3114.02	3114.29	3114.02	3114.02	20.0
2018-08-09 00:40:00	ES	Futures	3114.29	3114.29	3113.74	3113.74	178.0
2018-08-09 00:45:00	ES	Futures	3114.02	3114.02	3113.74	3114.02	71.0
2018-08-09 00:50:00	ES	Futures	3114.02	3114.02	3113.2	3113.74	397.0
2018-08-09 00:55:00	ES	Futures	3113.47	3114.29	3113.47	3114.02	129.0
2018-08-09 01:00:00	ES	Futures	3114.02	3114.56	3114.02	3114.29	464.0
2018-08-09 01:05:00	ES	Futures	3114.02	3114.83	3114.02	3114.56	396.0
2018-08-09 01:10:00	ES	Futures	3114.56	3115.11	3114.56	3114.83	235.0
2018-08-09 01:15:00	ES	Futures	3114.56	3114.83	3114.29	3114.56	120.0
2018-08-09 01:20:00	ES	Futures	3114.29	3114.56	3114.29	3114.29	46.0
2018-08-09 01:25:00	ES	Futures	3114.29	3114.56	3114.02	3114.29	193.0
2018-08-09 01:30:00	ES	Futures	3114.02	3114.29	3114.02	3114.29	141.0
2018-08-09 01:35:00	ES	Futures	3114.29	3114.56	3114.29	3114.56	94.0
2018-08-09 01:40:00	ES	Futures	3114.29	3114.56	3114.29	3114.56	62.0
2018-08-09 01:45:00	ES	Futures	3114.56	3114.56	3114.29	3114.29	180.0
2018-08-09 01:50:00	ES	Futures	3114.29	3114.56	3114.29	3114.29	129.0
2018-08-09 01:55:00	ES	Futures	3114.29	3114.56	3114.02	3114.02	126.0
2018-08-09 02:00:00	ES	Futures	3114.02	3114.83	3114.02	3114.56	342.0
2018-08-09 02:05:00	ES	Futures	3114.56	3114.56	3114.29	3114.29	157.0
2018-08-09 02:10:00	ES	Futures	3114.29	3114.56	3114.29	3114.29	230.0
2018-08-09 02:15:00	ES	Futures	3114.29	3114.56	3114.29	3114.29	56.0
2018-08-09 02:20:00	ES	Futures	3114.29	3114.56	3114.02	3114.29	313.0
2018-08-09 02:25:00	ES	Futures	3114.56	3114.56	3114.02	3114.29	213.0
2018-08-09 02:30:00	ES	Futures	3114.02	3114.56	3113.74	3113.74	636.0
2018-08-09 02:35:00	ES	Futures	3113.74	3114.02	3113.74	3113.74	70.0
2018-08-09 02:40:00	ES	Futures	3113.74	3114.02	3113.47	3113.47	146.0
2018-08-09 02:45:00	ES	Futures	3113.47	3113.74	3113.2	3113.2	413.0
2018-08-09 02:50:00	ES	Futures	3113.2	3113.2	3112.93	3112.93	260.0
2018-08-09 02:55:00	ES	Futures	3112.93	3113.2	3112.65	3112.93	588.0
2018-08-09 03:00:00	ES	Futures	3113.2	3113.2	3111.57	3111.84	1439.0
2018-08-09 03:05:00	ES	Futures	3111.84	3112.38	3111.02	3111.29	1313.0
2018-08-09 03:10:00	ES	Futures	3111.02	3111.84	3110.48	3110.75	1387.0
2018-08-09 03:15:00	ES	Futures	3110.75	3111.84	3110.48	3111.84	697.0
2018-08-09 03:20:00	ES	Futures	3111.57	3112.38	3111.57	3112.11	962.0
2018-08-09 03:25:00	ES	Futures	3111.84	3111.84	3111.29	3111.84	503.0
2018-08-09 03:30:00	ES	Futures	3111.57	3111.84	3111.29	3111.57	1069.0
2018-08-09 03:35:00	ES	Futures	3111.57	3112.11	3111.29	3111.84	715.0
2018-08-09 03:40:00	ES	Futures	3111.84	3112.11	3111.29	3111.57	490.0
2018-08-09 03:45:00	ES	Futures	3111.57	3112.11	3111.57	3111.84	552.0
2018-08-09 03:50:00	ES	Futures	3111.57	3111.84	3111.29	3111.29	352.0
2018-08-09 03:55:00	ES	Futures	3111.57	3111.84	3111.57	3111.57	318.0
2018-08-09 04:00:00	ES	Futures	3111.57	3112.11	3111.57	3111.57	649.0
2018-08-09 04:05:00	ES	Futures	3111.57	3112.11	3111.57	3111.84	547.0

> showing 50 of 15,545 rows — these rows as CSV

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