PREVIEW / futures_5min / 2018-08-16

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-08-16.parquet
  size:    244 KB
  rows:    15,744

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
2018-08-16 00:00:00	ES	Futures	3084.05	3084.05	3083.5	3083.77	345.0
2018-08-16 00:05:00	ES	Futures	3083.77	3085.14	3083.77	3084.59	1011.0
2018-08-16 00:10:00	ES	Futures	3084.59	3085.14	3084.05	3084.86	584.0
2018-08-16 00:15:00	ES	Futures	3084.59	3085.14	3084.32	3084.59	343.0
2018-08-16 00:20:00	ES	Futures	3084.59	3084.86	3083.77	3083.77	288.0
2018-08-16 00:25:00	ES	Futures	3084.05	3084.86	3083.77	3084.59	575.0
2018-08-16 00:30:00	ES	Futures	3084.59	3085.14	3084.32	3084.59	224.0
2018-08-16 00:35:00	ES	Futures	3084.32	3084.59	3082.96	3084.32	801.0
2018-08-16 00:40:00	ES	Futures	3084.32	3084.59	3083.77	3084.59	330.0
2018-08-16 00:45:00	ES	Futures	3084.59	3084.59	3084.32	3084.32	291.0
2018-08-16 00:50:00	ES	Futures	3084.05	3084.32	3083.77	3084.32	223.0
2018-08-16 00:55:00	ES	Futures	3084.05	3084.32	3084.05	3084.32	121.0
2018-08-16 01:00:00	ES	Futures	3084.32	3085.68	3084.05	3085.41	1252.0
2018-08-16 01:05:00	ES	Futures	3085.41	3085.95	3084.05	3084.86	1297.0
2018-08-16 01:10:00	ES	Futures	3084.86	3085.68	3083.23	3085.41	977.0
2018-08-16 01:15:00	ES	Futures	3085.41	3085.68	3084.86	3085.14	752.0
2018-08-16 01:20:00	ES	Futures	3085.14	3085.41	3084.86	3084.86	565.0
2018-08-16 01:25:00	ES	Futures	3085.14	3085.68	3084.86	3085.68	491.0
2018-08-16 01:30:00	ES	Futures	3085.68	3086.5	3085.41	3086.5	881.0
2018-08-16 01:35:00	ES	Futures	3086.5	3086.77	3085.68	3086.23	732.0
2018-08-16 01:40:00	ES	Futures	3086.23	3086.77	3085.68	3085.95	516.0
2018-08-16 01:45:00	ES	Futures	3085.95	3086.77	3085.95	3086.5	751.0
2018-08-16 01:50:00	ES	Futures	3086.5	3086.5	3085.95	3086.23	899.0
2018-08-16 01:55:00	ES	Futures	3086.5	3087.04	3086.23	3087.04	533.0
2018-08-16 02:00:00	ES	Futures	3086.77	3087.04	3084.59	3085.95	2237.0
2018-08-16 02:05:00	ES	Futures	3085.95	3086.77	3085.95	3086.5	1540.0
2018-08-16 02:10:00	ES	Futures	3086.23	3086.77	3085.14	3085.14	885.0
2018-08-16 02:15:00	ES	Futures	3085.14	3085.14	3084.05	3084.59	1069.0
2018-08-16 02:20:00	ES	Futures	3084.32	3084.86	3084.05	3084.86	1109.0
2018-08-16 02:25:00	ES	Futures	3084.59	3085.14	3084.59	3085.14	444.0
2018-08-16 02:30:00	ES	Futures	3085.14	3086.23	3084.86	3085.95	684.0
2018-08-16 02:35:00	ES	Futures	3085.95	3085.95	3085.14	3085.14	737.0
2018-08-16 02:40:00	ES	Futures	3085.41	3085.95	3085.14	3085.95	794.0
2018-08-16 02:45:00	ES	Futures	3085.95	3085.95	3084.86	3085.14	387.0
2018-08-16 02:50:00	ES	Futures	3085.41	3085.68	3084.59	3084.59	585.0
2018-08-16 02:55:00	ES	Futures	3084.86	3085.14	3084.32	3084.86	651.0
2018-08-16 03:00:00	ES	Futures	3085.14	3085.14	3083.23	3083.77	2594.0
2018-08-16 03:05:00	ES	Futures	3083.77	3083.77	3082.14	3082.41	1979.0
2018-08-16 03:10:00	ES	Futures	3082.41	3082.68	3081.59	3081.87	1240.0
2018-08-16 03:15:00	ES	Futures	3081.87	3082.68	3081.59	3082.68	948.0
2018-08-16 03:20:00	ES	Futures	3082.68	3082.68	3081.32	3081.59	802.0
2018-08-16 03:25:00	ES	Futures	3081.59	3082.14	3081.05	3081.87	1297.0
2018-08-16 03:30:00	ES	Futures	3081.59	3082.14	3079.41	3079.69	2009.0
2018-08-16 03:35:00	ES	Futures	3079.69	3081.05	3079.41	3080.78	1040.0
2018-08-16 03:40:00	ES	Futures	3080.78	3081.87	3080.23	3081.32	1068.0
2018-08-16 03:45:00	ES	Futures	3081.32	3081.59	3080.5	3080.5	656.0
2018-08-16 03:50:00	ES	Futures	3080.23	3081.05	3079.41	3079.69	1317.0
2018-08-16 03:55:00	ES	Futures	3079.69	3080.78	3079.41	3080.5	838.0
2018-08-16 04:00:00	ES	Futures	3080.5	3082.14	3079.69	3081.87	1352.0
2018-08-16 04:05:00	ES	Futures	3081.87	3083.23	3081.59	3082.68	2580.0

> showing 50 of 15,744 rows — these rows as CSV

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