PREVIEW / futures_5min / 2018-08-17

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-08-17.parquet
  size:    220 KB
  rows:    12,916

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
2018-08-17 00:00:00	ES	Futures	3101.76	3102.3	3101.48	3102.3	411.0
2018-08-17 00:05:00	ES	Futures	3102.03	3102.57	3102.03	3102.3	198.0
2018-08-17 00:10:00	ES	Futures	3102.57	3102.57	3102.3	3102.3	198.0
2018-08-17 00:15:00	ES	Futures	3102.3	3102.57	3102.03	3102.3	71.0
2018-08-17 00:20:00	ES	Futures	3102.3	3102.57	3101.76	3102.3	327.0
2018-08-17 00:25:00	ES	Futures	3102.57	3102.57	3102.3	3102.3	37.0
2018-08-17 00:30:00	ES	Futures	3102.3	3102.57	3101.76	3101.76	79.0
2018-08-17 00:35:00	ES	Futures	3101.76	3102.03	3101.21	3101.76	322.0
2018-08-17 00:40:00	ES	Futures	3101.76	3101.76	3101.21	3101.48	111.0
2018-08-17 00:45:00	ES	Futures	3101.48	3101.48	3101.21	3101.21	139.0
2018-08-17 00:50:00	ES	Futures	3101.21	3101.21	3100.67	3100.94	194.0
2018-08-17 00:55:00	ES	Futures	3100.94	3100.94	3099.3	3099.85	1175.0
2018-08-17 01:00:00	ES	Futures	3099.85	3100.39	3099.3	3100.12	708.0
2018-08-17 01:05:00	ES	Futures	3100.12	3100.39	3100.12	3100.12	288.0
2018-08-17 01:10:00	ES	Futures	3099.85	3100.12	3099.58	3099.85	137.0
2018-08-17 01:15:00	ES	Futures	3099.85	3100.12	3099.58	3099.85	90.0
2018-08-17 01:20:00	ES	Futures	3099.85	3099.85	3099.58	3099.85	136.0
2018-08-17 01:25:00	ES	Futures	3099.58	3099.58	3099.3	3099.58	268.0
2018-08-17 01:30:00	ES	Futures	3099.58	3099.58	3099.3	3099.58	224.0
2018-08-17 01:35:00	ES	Futures	3099.3	3100.12	3099.3	3100.12	303.0
2018-08-17 01:40:00	ES	Futures	3099.85	3099.85	3099.3	3099.3	558.0
2018-08-17 01:45:00	ES	Futures	3099.03	3099.85	3099.03	3099.85	767.0
2018-08-17 01:50:00	ES	Futures	3099.85	3100.39	3099.85	3100.12	826.0
2018-08-17 01:55:00	ES	Futures	3100.12	3100.12	3098.76	3099.03	663.0
2018-08-17 02:00:00	ES	Futures	3099.03	3099.58	3099.03	3099.03	603.0
2018-08-17 02:05:00	ES	Futures	3099.3	3100.39	3099.3	3100.12	474.0
2018-08-17 02:10:00	ES	Futures	3100.12	3100.39	3099.58	3099.85	1209.0
2018-08-17 02:15:00	ES	Futures	3099.85	3100.12	3099.3	3099.58	541.0
2018-08-17 02:20:00	ES	Futures	3099.85	3101.76	3099.85	3100.67	1399.0
2018-08-17 02:25:00	ES	Futures	3100.67	3101.21	3100.67	3100.67	299.0
2018-08-17 02:30:00	ES	Futures	3100.39	3101.21	3099.85	3100.12	409.0
2018-08-17 02:35:00	ES	Futures	3100.12	3100.67	3100.12	3100.67	534.0
2018-08-17 02:40:00	ES	Futures	3100.39	3100.39	3099.85	3099.85	285.0
2018-08-17 02:45:00	ES	Futures	3099.85	3101.21	3099.58	3101.21	515.0
2018-08-17 02:50:00	ES	Futures	3101.21	3101.48	3100.67	3101.21	447.0
2018-08-17 02:55:00	ES	Futures	3101.21	3101.48	3100.94	3101.21	496.0
2018-08-17 03:00:00	ES	Futures	3101.21	3101.48	3100.39	3100.94	993.0
2018-08-17 03:05:00	ES	Futures	3100.94	3101.76	3100.67	3100.67	875.0
2018-08-17 03:10:00	ES	Futures	3100.94	3101.21	3100.12	3101.21	713.0
2018-08-17 03:15:00	ES	Futures	3101.21	3101.48	3100.67	3101.21	461.0
2018-08-17 03:20:00	ES	Futures	3101.48	3101.76	3101.21	3101.21	283.0
2018-08-17 03:25:00	ES	Futures	3101.21	3101.21	3100.39	3100.94	757.0
2018-08-17 03:30:00	ES	Futures	3100.67	3101.48	3100.39	3100.94	415.0
2018-08-17 03:35:00	ES	Futures	3100.94	3100.94	3099.58	3099.85	638.0
2018-08-17 03:40:00	ES	Futures	3100.12	3100.39	3099.58	3100.12	643.0
2018-08-17 03:45:00	ES	Futures	3100.39	3102.03	3100.12	3101.21	1003.0
2018-08-17 03:50:00	ES	Futures	3101.21	3102.03	3101.21	3102.03	432.0
2018-08-17 03:55:00	ES	Futures	3102.03	3102.3	3101.21	3101.48	578.0
2018-08-17 04:00:00	ES	Futures	3101.48	3101.76	3100.67	3101.21	576.0
2018-08-17 04:05:00	ES	Futures	3101.48	3103.12	3101.21	3103.12	1191.0

> showing 50 of 12,916 rows — these rows as CSV

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