PREVIEW / futures_5min / 2018-08-15

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-08-15.parquet
  size:    283 KB
  rows:    16,123

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
2018-08-15 00:00:00	ES	Futures	3091.68	3091.68	3089.77	3089.77	611.0
2018-08-15 00:05:00	ES	Futures	3090.04	3091.13	3089.77	3090.59	923.0
2018-08-15 00:10:00	ES	Futures	3090.86	3091.13	3089.77	3090.31	1067.0
2018-08-15 00:15:00	ES	Futures	3090.31	3090.31	3090.04	3090.04	135.0
2018-08-15 00:20:00	ES	Futures	3090.31	3090.86	3090.31	3090.86	167.0
2018-08-15 00:25:00	ES	Futures	3090.86	3091.13	3090.86	3091.13	48.0
2018-08-15 00:30:00	ES	Futures	3091.13	3091.4	3090.86	3090.86	240.0
2018-08-15 00:35:00	ES	Futures	3090.86	3091.4	3090.59	3091.13	316.0
2018-08-15 00:40:00	ES	Futures	3091.13	3091.13	3090.86	3091.13	75.0
2018-08-15 00:45:00	ES	Futures	3090.86	3091.13	3090.86	3090.86	128.0
2018-08-15 00:50:00	ES	Futures	3090.86	3091.4	3090.86	3091.13	217.0
2018-08-15 00:55:00	ES	Futures	3091.13	3091.68	3091.13	3091.68	176.0
2018-08-15 01:00:00	ES	Futures	3091.4	3091.68	3090.86	3091.13	418.0
2018-08-15 01:05:00	ES	Futures	3091.13	3091.13	3090.59	3090.86	293.0
2018-08-15 01:10:00	ES	Futures	3090.86	3090.86	3090.04	3090.31	332.0
2018-08-15 01:15:00	ES	Futures	3090.31	3090.59	3090.31	3090.59	264.0
2018-08-15 01:20:00	ES	Futures	3090.59	3091.4	3090.31	3091.13	277.0
2018-08-15 01:25:00	ES	Futures	3091.13	3091.4	3090.86	3091.4	263.0
2018-08-15 01:30:00	ES	Futures	3091.13	3091.4	3090.86	3091.4	133.0
2018-08-15 01:35:00	ES	Futures	3091.4	3092.49	3091.13	3092.22	521.0
2018-08-15 01:40:00	ES	Futures	3092.22	3092.49	3091.95	3092.49	349.0
2018-08-15 01:45:00	ES	Futures	3092.49	3092.49	3091.68	3091.95	308.0
2018-08-15 01:50:00	ES	Futures	3091.95	3092.22	3091.68	3092.22	495.0
2018-08-15 01:55:00	ES	Futures	3091.95	3092.22	3091.68	3092.22	389.0
2018-08-15 02:00:00	ES	Futures	3092.22	3092.49	3091.4	3091.95	648.0
2018-08-15 02:05:00	ES	Futures	3091.68	3092.49	3091.4	3092.49	661.0
2018-08-15 02:10:00	ES	Futures	3092.49	3092.76	3091.95	3092.49	1247.0
2018-08-15 02:15:00	ES	Futures	3092.22	3093.04	3091.95	3092.76	504.0
2018-08-15 02:20:00	ES	Futures	3092.76	3093.04	3092.49	3093.04	473.0
2018-08-15 02:25:00	ES	Futures	3093.04	3093.04	3092.76	3093.04	211.0
2018-08-15 02:30:00	ES	Futures	3093.04	3093.04	3092.76	3093.04	344.0
2018-08-15 02:35:00	ES	Futures	3093.04	3093.31	3092.76	3093.31	393.0
2018-08-15 02:40:00	ES	Futures	3093.31	3093.58	3093.04	3093.58	463.0
2018-08-15 02:45:00	ES	Futures	3093.58	3093.85	3093.31	3093.58	553.0
2018-08-15 02:50:00	ES	Futures	3093.58	3094.67	3093.58	3094.13	1626.0
2018-08-15 02:55:00	ES	Futures	3094.13	3094.13	3093.31	3093.85	573.0
2018-08-15 03:00:00	ES	Futures	3093.85	3094.4	3092.76	3092.76	2412.0
2018-08-15 03:05:00	ES	Futures	3092.76	3093.58	3091.95	3093.58	1446.0
2018-08-15 03:10:00	ES	Futures	3093.31	3093.85	3092.76	3092.76	2116.0
2018-08-15 03:15:00	ES	Futures	3092.76	3094.94	3092.76	3094.13	2150.0
2018-08-15 03:20:00	ES	Futures	3093.85	3094.13	3093.31	3093.58	1174.0
2018-08-15 03:25:00	ES	Futures	3093.58	3093.85	3092.49	3093.04	813.0
2018-08-15 03:30:00	ES	Futures	3093.04	3093.31	3092.49	3092.76	572.0
2018-08-15 03:35:00	ES	Futures	3092.76	3093.31	3092.49	3092.76	956.0
2018-08-15 03:40:00	ES	Futures	3093.04	3093.04	3091.95	3092.22	1253.0
2018-08-15 03:45:00	ES	Futures	3092.49	3092.76	3091.4	3091.95	2747.0
2018-08-15 03:50:00	ES	Futures	3091.68	3092.76	3091.4	3092.22	1309.0
2018-08-15 03:55:00	ES	Futures	3092.22	3092.76	3091.95	3092.49	347.0
2018-08-15 04:00:00	ES	Futures	3092.49	3093.04	3092.22	3092.76	586.0
2018-08-15 04:05:00	ES	Futures	3092.76	3092.76	3091.4	3092.49	1300.0

> showing 50 of 16,123 rows — these rows as CSV

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