PREVIEW / futures_5min / 2018-08-24

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-08-24.parquet
  size:    201 KB
  rows:    12,515

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
2018-08-24 00:00:00	ES	Futures	3119.47	3119.74	3119.19	3119.19	102.0
2018-08-24 00:05:00	ES	Futures	3119.47	3119.74	3119.19	3119.19	209.0
2018-08-24 00:10:00	ES	Futures	3119.47	3119.47	3118.92	3119.19	415.0
2018-08-24 00:15:00	ES	Futures	3119.47	3119.47	3118.92	3118.92	204.0
2018-08-24 00:20:00	ES	Futures	3118.92	3119.47	3118.92	3118.92	398.0
2018-08-24 00:25:00	ES	Futures	3118.92	3119.19	3118.38	3118.38	143.0
2018-08-24 00:30:00	ES	Futures	3118.65	3118.92	3118.65	3118.92	279.0
2018-08-24 00:35:00	ES	Futures	3119.19	3119.47	3118.92	3119.19	282.0
2018-08-24 00:40:00	ES	Futures	3119.47	3119.47	3119.19	3119.19	237.0
2018-08-24 00:45:00	ES	Futures	3119.47	3119.47	3118.92	3119.19	114.0
2018-08-24 00:50:00	ES	Futures	3119.19	3119.47	3118.92	3118.92	65.0
2018-08-24 00:55:00	ES	Futures	3118.92	3119.47	3118.92	3119.19	69.0
2018-08-24 01:00:00	ES	Futures	3119.47	3120.28	3118.92	3119.74	728.0
2018-08-24 01:05:00	ES	Futures	3120.01	3120.56	3119.74	3120.01	691.0
2018-08-24 01:10:00	ES	Futures	3119.74	3120.28	3119.47	3120.01	251.0
2018-08-24 01:15:00	ES	Futures	3120.01	3120.01	3119.74	3119.74	257.0
2018-08-24 01:20:00	ES	Futures	3119.74	3120.83	3119.74	3120.01	654.0
2018-08-24 01:25:00	ES	Futures	3120.01	3120.28	3119.74	3120.28	333.0
2018-08-24 01:30:00	ES	Futures	3120.28	3120.56	3120.28	3120.28	553.0
2018-08-24 01:35:00	ES	Futures	3120.28	3120.56	3120.01	3120.28	563.0
2018-08-24 01:40:00	ES	Futures	3120.56	3120.83	3119.74	3120.01	633.0
2018-08-24 01:45:00	ES	Futures	3120.01	3120.28	3120.01	3120.28	463.0
2018-08-24 01:50:00	ES	Futures	3120.28	3120.28	3119.74	3120.01	518.0
2018-08-24 01:55:00	ES	Futures	3119.74	3120.01	3119.19	3119.19	780.0
2018-08-24 02:00:00	ES	Futures	3119.19	3119.74	3118.65	3118.65	1252.0
2018-08-24 02:05:00	ES	Futures	3118.65	3119.19	3118.38	3118.65	545.0
2018-08-24 02:10:00	ES	Futures	3118.65	3118.92	3118.1	3118.92	602.0
2018-08-24 02:15:00	ES	Futures	3118.92	3118.92	3117.83	3118.38	709.0
2018-08-24 02:20:00	ES	Futures	3118.38	3118.38	3117.56	3118.1	307.0
2018-08-24 02:25:00	ES	Futures	3118.1	3118.65	3118.1	3118.38	166.0
2018-08-24 02:30:00	ES	Futures	3118.38	3118.65	3118.38	3118.38	304.0
2018-08-24 02:35:00	ES	Futures	3118.1	3118.38	3117.83	3118.1	612.0
2018-08-24 02:40:00	ES	Futures	3118.1	3118.38	3117.56	3117.83	670.0
2018-08-24 02:45:00	ES	Futures	3117.56	3117.83	3117.29	3117.83	652.0
2018-08-24 02:50:00	ES	Futures	3117.83	3118.1	3117.83	3117.83	401.0
2018-08-24 02:55:00	ES	Futures	3117.83	3118.38	3117.83	3117.83	535.0
2018-08-24 03:00:00	ES	Futures	3117.56	3118.92	3117.56	3118.38	1301.0
2018-08-24 03:05:00	ES	Futures	3118.38	3119.47	3118.1	3119.19	1282.0
2018-08-24 03:10:00	ES	Futures	3119.19	3119.74	3118.65	3118.92	815.0
2018-08-24 03:15:00	ES	Futures	3119.19	3119.74	3118.65	3119.47	661.0
2018-08-24 03:20:00	ES	Futures	3119.74	3120.01	3119.19	3119.19	604.0
2018-08-24 03:25:00	ES	Futures	3119.47	3119.74	3119.19	3119.74	303.0
2018-08-24 03:30:00	ES	Futures	3119.74	3120.28	3119.19	3119.47	1233.0
2018-08-24 03:35:00	ES	Futures	3119.47	3119.74	3119.19	3119.47	389.0
2018-08-24 03:40:00	ES	Futures	3119.19	3119.74	3118.92	3119.74	273.0
2018-08-24 03:45:00	ES	Futures	3119.74	3120.83	3119.74	3120.01	728.0
2018-08-24 03:50:00	ES	Futures	3120.28	3121.65	3119.74	3120.83	1358.0
2018-08-24 03:55:00	ES	Futures	3120.83	3121.1	3120.28	3120.56	664.0
2018-08-24 04:00:00	ES	Futures	3120.56	3122.19	3120.28	3121.65	1764.0
2018-08-24 04:05:00	ES	Futures	3121.92	3121.92	3120.83	3120.83	845.0

> showing 50 of 12,515 rows — these rows as CSV

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