PREVIEW / futures_5min / 2018-08-14

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-08-14.parquet
  size:    248 KB
  rows:    15,617

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
2018-08-14 00:00:00	ES	Futures	3085.95	3085.95	3085.68	3085.68	77.0
2018-08-14 00:05:00	ES	Futures	3085.68	3085.95	3085.41	3085.41	159.0
2018-08-14 00:10:00	ES	Futures	3085.68	3085.68	3085.41	3085.68	306.0
2018-08-14 00:15:00	ES	Futures	3085.68	3085.95	3085.68	3085.68	232.0
2018-08-14 00:20:00	ES	Futures	3085.68	3085.95	3085.68	3085.68	50.0
2018-08-14 00:25:00	ES	Futures	3085.95	3086.5	3085.68	3086.23	716.0
2018-08-14 00:30:00	ES	Futures	3086.23	3086.77	3085.41	3085.68	996.0
2018-08-14 00:35:00	ES	Futures	3085.41	3085.68	3085.14	3085.41	216.0
2018-08-14 00:40:00	ES	Futures	3085.14	3085.41	3084.86	3085.14	283.0
2018-08-14 00:45:00	ES	Futures	3084.86	3085.41	3084.86	3085.14	260.0
2018-08-14 00:50:00	ES	Futures	3085.41	3085.68	3085.14	3085.41	135.0
2018-08-14 00:55:00	ES	Futures	3085.68	3085.68	3084.86	3084.86	317.0
2018-08-14 01:00:00	ES	Futures	3084.86	3085.68	3084.32	3084.59	758.0
2018-08-14 01:05:00	ES	Futures	3084.32	3084.86	3083.77	3084.86	580.0
2018-08-14 01:10:00	ES	Futures	3084.86	3085.14	3084.59	3084.86	306.0
2018-08-14 01:15:00	ES	Futures	3084.86	3085.14	3084.05	3084.86	350.0
2018-08-14 01:20:00	ES	Futures	3084.86	3084.86	3084.32	3084.59	267.0
2018-08-14 01:25:00	ES	Futures	3084.59	3085.14	3084.59	3084.86	360.0
2018-08-14 01:30:00	ES	Futures	3084.86	3085.68	3084.86	3085.68	462.0
2018-08-14 01:35:00	ES	Futures	3085.41	3085.68	3085.14	3085.68	733.0
2018-08-14 01:40:00	ES	Futures	3085.68	3085.68	3084.59	3084.59	1062.0
2018-08-14 01:45:00	ES	Futures	3084.32	3085.68	3084.32	3085.68	817.0
2018-08-14 01:50:00	ES	Futures	3085.68	3086.77	3085.68	3085.95	1510.0
2018-08-14 01:55:00	ES	Futures	3085.95	3086.23	3085.68	3085.95	251.0
2018-08-14 02:00:00	ES	Futures	3085.95	3086.5	3085.41	3085.68	1075.0
2018-08-14 02:05:00	ES	Futures	3085.68	3087.32	3085.68	3087.04	982.0
2018-08-14 02:10:00	ES	Futures	3087.04	3087.86	3087.04	3087.32	1346.0
2018-08-14 02:15:00	ES	Futures	3087.32	3090.04	3087.32	3089.77	2970.0
2018-08-14 02:20:00	ES	Futures	3089.5	3090.04	3088.95	3089.22	1629.0
2018-08-14 02:25:00	ES	Futures	3089.22	3090.31	3088.95	3090.04	1515.0
2018-08-14 02:30:00	ES	Futures	3089.77	3090.04	3088.95	3088.95	1245.0
2018-08-14 02:35:00	ES	Futures	3088.95	3089.77	3088.68	3089.77	874.0
2018-08-14 02:40:00	ES	Futures	3089.77	3090.04	3089.5	3090.04	1754.0
2018-08-14 02:45:00	ES	Futures	3089.77	3090.31	3089.77	3089.77	1488.0
2018-08-14 02:50:00	ES	Futures	3089.77	3090.04	3089.22	3089.22	784.0
2018-08-14 02:55:00	ES	Futures	3089.5	3089.77	3089.22	3089.5	812.0
2018-08-14 03:00:00	ES	Futures	3089.77	3092.22	3089.5	3089.5	6221.0
2018-08-14 03:05:00	ES	Futures	3089.5	3090.86	3088.95	3089.22	3400.0
2018-08-14 03:10:00	ES	Futures	3089.5	3091.4	3089.22	3090.59	1460.0
2018-08-14 03:15:00	ES	Futures	3090.59	3091.13	3090.31	3090.31	1483.0
2018-08-14 03:20:00	ES	Futures	3090.31	3091.13	3090.04	3090.31	1659.0
2018-08-14 03:25:00	ES	Futures	3090.31	3091.4	3090.31	3091.13	929.0
2018-08-14 03:30:00	ES	Futures	3091.13	3091.4	3089.77	3090.04	1288.0
2018-08-14 03:35:00	ES	Futures	3090.31	3090.59	3089.22	3090.31	916.0
2018-08-14 03:40:00	ES	Futures	3090.31	3091.4	3090.31	3091.13	959.0
2018-08-14 03:45:00	ES	Futures	3090.86	3091.4	3090.04	3091.4	679.0
2018-08-14 03:50:00	ES	Futures	3091.4	3092.76	3091.13	3092.22	2950.0
2018-08-14 03:55:00	ES	Futures	3092.22	3093.85	3091.68	3093.85	2574.0
2018-08-14 04:00:00	ES	Futures	3093.85	3093.85	3093.04	3093.31	1053.0
2018-08-14 04:05:00	ES	Futures	3093.31	3093.85	3092.76	3093.58	996.0

> showing 50 of 15,617 rows — these rows as CSV

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