PREVIEW / futures_5min / 2018-08-10

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-08-10.parquet
  size:    244 KB
  rows:    13,566

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
2018-08-10 00:00:00	ES	Futures	3106.12	3106.39	3105.84	3106.39	64.0
2018-08-10 00:05:00	ES	Futures	3106.12	3106.39	3105.57	3105.84	243.0
2018-08-10 00:10:00	ES	Futures	3105.84	3105.84	3105.57	3105.57	14.0
2018-08-10 00:15:00	ES	Futures	3105.57	3105.84	3105.3	3105.3	215.0
2018-08-10 00:20:00	ES	Futures	3105.57	3105.57	3104.21	3104.48	664.0
2018-08-10 00:25:00	ES	Futures	3104.48	3104.75	3104.48	3104.75	122.0
2018-08-10 00:30:00	ES	Futures	3104.75	3105.3	3104.75	3105.03	351.0
2018-08-10 00:35:00	ES	Futures	3105.3	3105.57	3105.03	3105.3	131.0
2018-08-10 00:40:00	ES	Futures	3105.57	3105.84	3105.3	3105.57	174.0
2018-08-10 00:45:00	ES	Futures	3105.84	3105.84	3105.03	3105.03	198.0
2018-08-10 00:50:00	ES	Futures	3105.03	3105.3	3104.75	3104.75	182.0
2018-08-10 00:55:00	ES	Futures	3105.03	3105.03	3104.75	3104.75	150.0
2018-08-10 01:00:00	ES	Futures	3105.03	3105.03	3104.75	3104.75	140.0
2018-08-10 01:05:00	ES	Futures	3104.75	3105.03	3102.03	3102.57	2260.0
2018-08-10 01:10:00	ES	Futures	3102.57	3103.12	3102.3	3102.57	1267.0
2018-08-10 01:15:00	ES	Futures	3102.85	3102.85	3101.48	3102.03	1904.0
2018-08-10 01:20:00	ES	Futures	3102.3	3102.3	3101.48	3101.76	1782.0
2018-08-10 01:25:00	ES	Futures	3101.76	3101.76	3099.85	3100.12	2990.0
2018-08-10 01:30:00	ES	Futures	3099.85	3100.39	3098.49	3099.3	4619.0
2018-08-10 01:35:00	ES	Futures	3099.3	3100.12	3098.76	3098.76	1628.0
2018-08-10 01:40:00	ES	Futures	3098.76	3099.58	3097.94	3098.49	1542.0
2018-08-10 01:45:00	ES	Futures	3098.21	3098.49	3097.67	3098.21	916.0
2018-08-10 01:50:00	ES	Futures	3098.49	3099.58	3098.21	3099.3	940.0
2018-08-10 01:55:00	ES	Futures	3099.58	3099.58	3098.76	3098.76	466.0
2018-08-10 02:00:00	ES	Futures	3098.76	3099.85	3098.76	3099.85	1390.0
2018-08-10 02:05:00	ES	Futures	3099.58	3099.58	3099.03	3099.3	673.0
2018-08-10 02:10:00	ES	Futures	3099.3	3099.3	3098.21	3098.49	1554.0
2018-08-10 02:15:00	ES	Futures	3098.49	3098.49	3097.4	3098.49	2486.0
2018-08-10 02:20:00	ES	Futures	3098.49	3098.76	3097.4	3098.21	2079.0
2018-08-10 02:25:00	ES	Futures	3097.94	3099.03	3097.4	3098.49	980.0
2018-08-10 02:30:00	ES	Futures	3098.76	3098.76	3097.4	3098.49	2476.0
2018-08-10 02:35:00	ES	Futures	3098.49	3098.49	3096.58	3097.4	2405.0
2018-08-10 02:40:00	ES	Futures	3097.4	3097.4	3096.85	3096.85	1064.0
2018-08-10 02:45:00	ES	Futures	3096.85	3097.12	3096.03	3096.31	2266.0
2018-08-10 02:50:00	ES	Futures	3096.31	3096.85	3095.76	3095.76	1588.0
2018-08-10 02:55:00	ES	Futures	3095.76	3096.58	3095.49	3095.49	1313.0
2018-08-10 03:00:00	ES	Futures	3095.49	3097.67	3094.13	3096.85	6281.0
2018-08-10 03:05:00	ES	Futures	3097.12	3097.4	3095.76	3097.4	2532.0
2018-08-10 03:10:00	ES	Futures	3097.12	3097.67	3096.03	3096.85	1923.0
2018-08-10 03:15:00	ES	Futures	3096.85	3098.21	3096.31	3097.94	1785.0
2018-08-10 03:20:00	ES	Futures	3097.94	3097.94	3096.85	3097.67	1155.0
2018-08-10 03:25:00	ES	Futures	3097.4	3098.76	3096.85	3098.76	1441.0
2018-08-10 03:30:00	ES	Futures	3098.76	3099.85	3098.21	3098.49	2245.0
2018-08-10 03:35:00	ES	Futures	3098.76	3099.85	3098.49	3099.03	1672.0
2018-08-10 03:40:00	ES	Futures	3098.76	3098.76	3097.4	3097.67	2158.0
2018-08-10 03:45:00	ES	Futures	3097.67	3098.21	3095.76	3096.03	2596.0
2018-08-10 03:50:00	ES	Futures	3096.03	3096.31	3094.4	3094.94	3906.0
2018-08-10 03:55:00	ES	Futures	3094.94	3096.31	3094.94	3095.49	1207.0
2018-08-10 04:00:00	ES	Futures	3095.49	3096.85	3094.67	3096.31	2611.0
2018-08-10 04:05:00	ES	Futures	3096.58	3097.4	3095.76	3095.76	1194.0

> showing 50 of 13,566 rows — these rows as CSV

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