PREVIEW / futures_5min / 2018-08-23

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-08-23.parquet
  size:    226 KB
  rows:    15,204

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
2018-08-23 00:00:00	ES	Futures	3115.92	3115.92	3115.65	3115.65	166.0
2018-08-23 00:05:00	ES	Futures	3115.65	3117.01	3115.65	3116.74	562.0
2018-08-23 00:10:00	ES	Futures	3116.74	3117.56	3116.74	3117.01	551.0
2018-08-23 00:15:00	ES	Futures	3116.74	3117.01	3116.47	3116.74	209.0
2018-08-23 00:20:00	ES	Futures	3116.47	3116.74	3116.2	3116.47	217.0
2018-08-23 00:25:00	ES	Futures	3116.74	3116.74	3116.47	3116.74	152.0
2018-08-23 00:30:00	ES	Futures	3116.47	3116.74	3116.2	3116.2	49.0
2018-08-23 00:35:00	ES	Futures	3116.2	3116.2	3115.92	3116.2	193.0
2018-08-23 00:40:00	ES	Futures	3115.92	3116.2	3115.65	3115.92	85.0
2018-08-23 00:45:00	ES	Futures	3115.65	3116.2	3115.65	3115.92	125.0
2018-08-23 00:50:00	ES	Futures	3116.2	3116.47	3115.92	3115.92	147.0
2018-08-23 00:55:00	ES	Futures	3115.92	3116.2	3115.92	3115.92	68.0
2018-08-23 01:00:00	ES	Futures	3115.65	3116.2	3114.83	3114.83	520.0
2018-08-23 01:05:00	ES	Futures	3114.83	3115.65	3114.83	3115.65	403.0
2018-08-23 01:10:00	ES	Futures	3115.65	3115.65	3115.38	3115.38	184.0
2018-08-23 01:15:00	ES	Futures	3115.38	3115.38	3115.11	3115.38	123.0
2018-08-23 01:20:00	ES	Futures	3115.38	3115.65	3115.38	3115.65	33.0
2018-08-23 01:25:00	ES	Futures	3115.65	3116.74	3115.38	3116.47	798.0
2018-08-23 01:30:00	ES	Futures	3116.74	3116.74	3115.92	3116.47	697.0
2018-08-23 01:35:00	ES	Futures	3116.74	3117.29	3116.74	3117.01	848.0
2018-08-23 01:40:00	ES	Futures	3117.01	3117.56	3117.01	3117.29	1114.0
2018-08-23 01:45:00	ES	Futures	3117.29	3117.56	3117.01	3117.29	553.0
2018-08-23 01:50:00	ES	Futures	3117.29	3117.56	3117.01	3117.01	382.0
2018-08-23 01:55:00	ES	Futures	3117.29	3117.29	3116.47	3117.01	410.0
2018-08-23 02:00:00	ES	Futures	3117.01	3117.56	3117.01	3117.01	598.0
2018-08-23 02:05:00	ES	Futures	3117.01	3117.29	3116.2	3117.01	308.0
2018-08-23 02:10:00	ES	Futures	3117.01	3118.38	3117.01	3118.38	874.0
2018-08-23 02:15:00	ES	Futures	3118.38	3118.65	3118.1	3118.38	470.0
2018-08-23 02:20:00	ES	Futures	3118.38	3118.92	3118.1	3118.65	842.0
2018-08-23 02:25:00	ES	Futures	3118.38	3118.38	3117.83	3117.83	196.0
2018-08-23 02:30:00	ES	Futures	3117.83	3118.1	3117.56	3117.56	173.0
2018-08-23 02:35:00	ES	Futures	3117.56	3118.1	3117.29	3117.83	342.0
2018-08-23 02:40:00	ES	Futures	3117.56	3118.1	3117.29	3118.1	358.0
2018-08-23 02:45:00	ES	Futures	3118.1	3118.92	3118.1	3118.38	646.0
2018-08-23 02:50:00	ES	Futures	3118.38	3118.38	3117.56	3117.56	360.0
2018-08-23 02:55:00	ES	Futures	3117.29	3118.65	3117.29	3118.65	687.0
2018-08-23 03:00:00	ES	Futures	3118.65	3119.47	3118.38	3118.38	2200.0
2018-08-23 03:05:00	ES	Futures	3118.65	3118.65	3117.56	3117.56	1279.0
2018-08-23 03:10:00	ES	Futures	3117.56	3118.92	3117.56	3118.65	1058.0
2018-08-23 03:15:00	ES	Futures	3118.92	3119.19	3118.1	3118.1	777.0
2018-08-23 03:20:00	ES	Futures	3118.1	3118.38	3117.29	3117.29	430.0
2018-08-23 03:25:00	ES	Futures	3117.56	3117.56	3117.29	3117.56	297.0
2018-08-23 03:30:00	ES	Futures	3117.83	3118.65	3117.56	3117.56	1072.0
2018-08-23 03:35:00	ES	Futures	3117.56	3118.65	3117.29	3118.1	1607.0
2018-08-23 03:40:00	ES	Futures	3118.1	3119.19	3118.1	3118.65	599.0
2018-08-23 03:45:00	ES	Futures	3118.65	3119.19	3118.38	3118.92	916.0
2018-08-23 03:50:00	ES	Futures	3118.92	3119.47	3118.65	3119.19	749.0
2018-08-23 03:55:00	ES	Futures	3119.19	3120.01	3118.65	3118.92	1589.0
2018-08-23 04:00:00	ES	Futures	3118.92	3118.92	3117.56	3117.83	1897.0
2018-08-23 04:05:00	ES	Futures	3117.83	3118.1	3117.29	3117.29	1376.0

> showing 50 of 15,204 rows — these rows as CSV

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