PREVIEW / futures_5min / 2018-08-19

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-08-19.parquet
  size:    43 KB
  rows:    2,529

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
2018-08-19 18:00:00	ES	Futures	3108.02	3110.48	3107.75	3109.11	2285.0
2018-08-19 18:05:00	ES	Futures	3109.11	3110.48	3109.11	3110.48	462.0
2018-08-19 18:10:00	ES	Futures	3110.48	3110.75	3109.39	3109.39	353.0
2018-08-19 18:15:00	ES	Futures	3109.39	3110.48	3109.39	3110.2	166.0
2018-08-19 18:20:00	ES	Futures	3110.48	3110.75	3109.66	3110.75	309.0
2018-08-19 18:25:00	ES	Futures	3110.75	3111.02	3109.93	3110.48	473.0
2018-08-19 18:30:00	ES	Futures	3110.48	3111.02	3110.48	3111.02	333.0
2018-08-19 18:35:00	ES	Futures	3111.02	3111.29	3111.02	3111.29	201.0
2018-08-19 18:40:00	ES	Futures	3111.29	3111.57	3111.29	3111.57	321.0
2018-08-19 18:45:00	ES	Futures	3111.57	3111.57	3111.29	3111.57	69.0
2018-08-19 18:50:00	ES	Futures	3111.29	3111.84	3111.29	3111.57	258.0
2018-08-19 18:55:00	ES	Futures	3111.57	3111.84	3111.29	3111.57	150.0
2018-08-19 19:00:00	ES	Futures	3111.57	3111.84	3110.75	3110.75	216.0
2018-08-19 19:05:00	ES	Futures	3110.75	3110.75	3110.48	3110.75	203.0
2018-08-19 19:10:00	ES	Futures	3111.02	3111.29	3111.02	3111.02	128.0
2018-08-19 19:15:00	ES	Futures	3111.02	3111.29	3110.75	3111.29	130.0
2018-08-19 19:20:00	ES	Futures	3111.29	3111.29	3111.02	3111.02	69.0
2018-08-19 19:25:00	ES	Futures	3111.02	3111.02	3110.48	3110.75	133.0
2018-08-19 19:30:00	ES	Futures	3111.02	3111.29	3110.48	3110.75	499.0
2018-08-19 19:35:00	ES	Futures	3110.75	3111.02	3109.93	3109.93	572.0
2018-08-19 19:40:00	ES	Futures	3110.2	3110.75	3109.93	3110.2	243.0
2018-08-19 19:45:00	ES	Futures	3110.2	3110.48	3109.66	3110.2	510.0
2018-08-19 19:50:00	ES	Futures	3109.93	3110.2	3109.39	3109.66	423.0
2018-08-19 19:55:00	ES	Futures	3109.66	3109.93	3109.11	3109.39	573.0
2018-08-19 20:00:00	ES	Futures	3109.39	3111.57	3109.11	3111.02	1289.0
2018-08-19 20:05:00	ES	Futures	3110.75	3111.29	3109.66	3109.93	746.0
2018-08-19 20:10:00	ES	Futures	3109.66	3110.2	3109.66	3109.93	355.0
2018-08-19 20:15:00	ES	Futures	3109.93	3111.29	3109.93	3110.75	729.0
2018-08-19 20:20:00	ES	Futures	3110.75	3111.29	3110.48	3111.02	312.0
2018-08-19 20:25:00	ES	Futures	3110.75	3111.02	3110.48	3110.75	261.0
2018-08-19 20:30:00	ES	Futures	3110.48	3110.75	3109.93	3110.75	686.0
2018-08-19 20:35:00	ES	Futures	3110.75	3111.29	3110.2	3110.2	581.0
2018-08-19 20:40:00	ES	Futures	3110.2	3110.2	3109.66	3109.66	245.0
2018-08-19 20:45:00	ES	Futures	3109.93	3110.2	3109.11	3109.66	929.0
2018-08-19 20:50:00	ES	Futures	3109.66	3110.2	3109.66	3110.2	480.0
2018-08-19 20:55:00	ES	Futures	3110.2	3110.2	3109.11	3109.11	419.0
2018-08-19 21:00:00	ES	Futures	3109.11	3109.39	3107.48	3107.48	1881.0
2018-08-19 21:05:00	ES	Futures	3107.48	3108.57	3107.21	3108.02	725.0
2018-08-19 21:10:00	ES	Futures	3108.3	3108.57	3107.21	3108.02	1272.0
2018-08-19 21:15:00	ES	Futures	3107.75	3108.57	3107.48	3108.02	937.0
2018-08-19 21:20:00	ES	Futures	3108.02	3108.3	3107.48	3108.02	476.0
2018-08-19 21:25:00	ES	Futures	3108.02	3108.3	3107.75	3108.3	625.0
2018-08-19 21:30:00	ES	Futures	3108.02	3108.57	3106.39	3106.66	1710.0
2018-08-19 21:35:00	ES	Futures	3106.39	3109.11	3106.39	3108.84	1486.0
2018-08-19 21:40:00	ES	Futures	3108.84	3109.93	3108.57	3109.93	1618.0
2018-08-19 21:45:00	ES	Futures	3110.2	3111.02	3109.66	3110.48	1521.0
2018-08-19 21:50:00	ES	Futures	3110.48	3111.02	3109.66	3109.93	778.0
2018-08-19 21:55:00	ES	Futures	3109.66	3109.93	3108.84	3108.84	368.0
2018-08-19 22:00:00	ES	Futures	3109.11	3109.93	3108.84	3109.66	585.0
2018-08-19 22:05:00	ES	Futures	3109.66	3110.2	3109.39	3109.93	371.0

> showing 50 of 2,529 rows — these rows as CSV

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