PREVIEW / futures_5min / 2018-08-13

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-08-13.parquet
  size:    260 KB
  rows:    16,161

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
2018-08-13 00:00:00	ES	Futures	3077.23	3077.78	3077.23	3077.78	298.0
2018-08-13 00:05:00	ES	Futures	3077.51	3077.51	3076.96	3077.51	363.0
2018-08-13 00:10:00	ES	Futures	3077.51	3077.51	3075.6	3076.14	1539.0
2018-08-13 00:15:00	ES	Futures	3076.14	3076.14	3073.96	3074.51	1851.0
2018-08-13 00:20:00	ES	Futures	3074.78	3075.05	3074.51	3074.78	478.0
2018-08-13 00:25:00	ES	Futures	3074.78	3075.33	3074.24	3075.33	622.0
2018-08-13 00:30:00	ES	Futures	3075.33	3075.6	3075.05	3075.05	489.0
2018-08-13 00:35:00	ES	Futures	3075.33	3075.33	3074.51	3075.33	584.0
2018-08-13 00:40:00	ES	Futures	3075.33	3075.6	3074.78	3075.33	212.0
2018-08-13 00:45:00	ES	Futures	3075.33	3076.14	3075.05	3075.33	398.0
2018-08-13 00:50:00	ES	Futures	3075.6	3076.42	3075.33	3075.6	604.0
2018-08-13 00:55:00	ES	Futures	3075.6	3075.6	3074.78	3075.33	398.0
2018-08-13 01:00:00	ES	Futures	3075.6	3076.14	3075.05	3075.87	524.0
2018-08-13 01:05:00	ES	Futures	3076.14	3078.6	3075.87	3077.78	1468.0
2018-08-13 01:10:00	ES	Futures	3078.05	3078.6	3077.51	3078.05	755.0
2018-08-13 01:15:00	ES	Futures	3078.05	3079.69	3078.05	3079.14	1271.0
2018-08-13 01:20:00	ES	Futures	3078.87	3081.05	3078.87	3080.78	2223.0
2018-08-13 01:25:00	ES	Futures	3081.05	3081.05	3079.14	3079.96	865.0
2018-08-13 01:30:00	ES	Futures	3079.96	3079.96	3078.87	3079.14	717.0
2018-08-13 01:35:00	ES	Futures	3079.14	3079.41	3078.05	3078.32	1061.0
2018-08-13 01:40:00	ES	Futures	3078.6	3078.87	3077.23	3077.51	969.0
2018-08-13 01:45:00	ES	Futures	3077.51	3078.87	3077.51	3078.6	723.0
2018-08-13 01:50:00	ES	Futures	3078.32	3078.6	3077.51	3077.78	519.0
2018-08-13 01:55:00	ES	Futures	3077.78	3079.14	3077.51	3078.87	1046.0
2018-08-13 02:00:00	ES	Futures	3078.87	3081.05	3078.87	3080.78	2009.0
2018-08-13 02:05:00	ES	Futures	3080.78	3081.87	3080.23	3080.23	1156.0
2018-08-13 02:10:00	ES	Futures	3080.5	3082.96	3080.5	3082.14	1443.0
2018-08-13 02:15:00	ES	Futures	3082.14	3083.5	3081.59	3083.23	1515.0
2018-08-13 02:20:00	ES	Futures	3083.23	3083.23	3081.87	3082.68	1301.0
2018-08-13 02:25:00	ES	Futures	3082.68	3083.23	3082.41	3083.23	1167.0
2018-08-13 02:30:00	ES	Futures	3082.96	3083.77	3082.96	3083.23	1370.0
2018-08-13 02:35:00	ES	Futures	3082.96	3086.23	3082.96	3084.86	4157.0
2018-08-13 02:40:00	ES	Futures	3084.86	3085.14	3081.87	3082.68	1764.0
2018-08-13 02:45:00	ES	Futures	3082.68	3083.23	3081.87	3083.23	1673.0
2018-08-13 02:50:00	ES	Futures	3082.96	3083.23	3081.05	3081.32	1748.0
2018-08-13 02:55:00	ES	Futures	3081.32	3081.59	3079.96	3080.5	1698.0
2018-08-13 03:00:00	ES	Futures	3080.5	3082.14	3079.69	3081.87	2893.0
2018-08-13 03:05:00	ES	Futures	3081.87	3082.41	3078.6	3079.96	2438.0
2018-08-13 03:10:00	ES	Futures	3079.96	3082.41	3079.14	3081.05	2379.0
2018-08-13 03:15:00	ES	Futures	3081.32	3081.87	3079.69	3079.96	1537.0
2018-08-13 03:20:00	ES	Futures	3079.96	3080.5	3078.87	3079.14	1498.0
2018-08-13 03:25:00	ES	Futures	3079.14	3080.23	3078.6	3080.23	2026.0
2018-08-13 03:30:00	ES	Futures	3079.96	3080.5	3077.23	3078.05	3264.0
2018-08-13 03:35:00	ES	Futures	3078.05	3079.14	3077.23	3079.14	1660.0
2018-08-13 03:40:00	ES	Futures	3079.41	3079.41	3077.23	3077.51	2148.0
2018-08-13 03:45:00	ES	Futures	3077.51	3077.51	3076.14	3076.42	2741.0
2018-08-13 03:50:00	ES	Futures	3076.42	3076.96	3076.14	3076.42	1158.0
2018-08-13 03:55:00	ES	Futures	3076.42	3077.51	3076.14	3077.51	1276.0
2018-08-13 04:00:00	ES	Futures	3077.23	3078.32	3076.96	3078.05	1552.0
2018-08-13 04:05:00	ES	Futures	3078.32	3078.6	3077.23	3078.05	1511.0

> showing 50 of 16,161 rows — these rows as CSV

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