PREVIEW / futures_5min / 2018-08-27

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-08-27.parquet
  size:    215 KB
  rows:    14,043

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
2018-08-27 00:00:00	ES	Futures	3142.9	3143.17	3142.63	3142.9	312.0
2018-08-27 00:05:00	ES	Futures	3142.63	3142.9	3142.35	3142.35	291.0
2018-08-27 00:10:00	ES	Futures	3142.63	3142.63	3142.08	3142.35	244.0
2018-08-27 00:15:00	ES	Futures	3142.08	3142.35	3142.08	3142.08	59.0
2018-08-27 00:20:00	ES	Futures	3142.35	3142.63	3142.08	3142.35	93.0
2018-08-27 00:25:00	ES	Futures	3142.63	3142.9	3142.35	3142.63	111.0
2018-08-27 00:30:00	ES	Futures	3142.63	3142.9	3142.35	3142.9	278.0
2018-08-27 00:35:00	ES	Futures	3142.9	3142.9	3142.63	3142.9	42.0
2018-08-27 00:40:00	ES	Futures	3142.63	3142.9	3142.35	3142.35	264.0
2018-08-27 00:45:00	ES	Futures	3142.63	3142.63	3142.35	3142.63	51.0
2018-08-27 00:50:00	ES	Futures	3142.63	3143.17	3142.63	3143.17	311.0
2018-08-27 00:55:00	ES	Futures	3142.9	3143.17	3142.63	3142.63	213.0
2018-08-27 01:00:00	ES	Futures	3142.9	3143.44	3142.63	3142.9	1163.0
2018-08-27 01:05:00	ES	Futures	3142.9	3142.9	3142.35	3142.63	430.0
2018-08-27 01:10:00	ES	Futures	3142.63	3143.17	3142.35	3142.63	519.0
2018-08-27 01:15:00	ES	Futures	3142.63	3142.63	3142.35	3142.35	231.0
2018-08-27 01:20:00	ES	Futures	3142.35	3142.63	3142.35	3142.63	121.0
2018-08-27 01:25:00	ES	Futures	3142.63	3142.9	3142.35	3142.35	93.0
2018-08-27 01:30:00	ES	Futures	3142.63	3142.63	3142.35	3142.63	141.0
2018-08-27 01:35:00	ES	Futures	3142.63	3142.63	3142.35	3142.63	178.0
2018-08-27 01:40:00	ES	Futures	3142.63	3142.63	3142.35	3142.35	271.0
2018-08-27 01:45:00	ES	Futures	3142.35	3142.9	3142.35	3142.63	420.0
2018-08-27 01:50:00	ES	Futures	3142.63	3142.63	3142.08	3142.35	389.0
2018-08-27 01:55:00	ES	Futures	3142.35	3142.63	3142.08	3142.08	731.0
2018-08-27 02:00:00	ES	Futures	3142.08	3142.35	3141.54	3141.54	567.0
2018-08-27 02:05:00	ES	Futures	3141.54	3141.81	3141.26	3141.54	293.0
2018-08-27 02:10:00	ES	Futures	3141.81	3142.08	3141.54	3141.81	704.0
2018-08-27 02:15:00	ES	Futures	3142.08	3142.35	3142.08	3142.08	235.0
2018-08-27 02:20:00	ES	Futures	3142.08	3142.63	3141.81	3141.81	821.0
2018-08-27 02:25:00	ES	Futures	3142.08	3142.08	3141.54	3141.81	346.0
2018-08-27 02:30:00	ES	Futures	3142.08	3142.35	3141.54	3141.54	427.0
2018-08-27 02:35:00	ES	Futures	3141.81	3141.81	3140.99	3141.26	703.0
2018-08-27 02:40:00	ES	Futures	3141.54	3141.54	3140.99	3141.26	240.0
2018-08-27 02:45:00	ES	Futures	3141.26	3141.54	3141.26	3141.54	107.0
2018-08-27 02:50:00	ES	Futures	3141.54	3141.54	3141.26	3141.54	384.0
2018-08-27 02:55:00	ES	Futures	3141.54	3142.08	3141.26	3141.81	221.0
2018-08-27 03:00:00	ES	Futures	3141.81	3141.81	3141.26	3141.54	1147.0
2018-08-27 03:05:00	ES	Futures	3141.54	3142.9	3141.26	3142.63	1008.0
2018-08-27 03:10:00	ES	Futures	3142.63	3142.9	3142.08	3142.63	512.0
2018-08-27 03:15:00	ES	Futures	3142.63	3142.63	3141.54	3142.08	1057.0
2018-08-27 03:20:00	ES	Futures	3141.81	3142.08	3141.54	3141.54	351.0
2018-08-27 03:25:00	ES	Futures	3141.54	3142.08	3141.26	3141.81	988.0
2018-08-27 03:30:00	ES	Futures	3141.54	3142.08	3141.26	3141.81	783.0
2018-08-27 03:35:00	ES	Futures	3141.81	3141.81	3141.26	3141.54	472.0
2018-08-27 03:40:00	ES	Futures	3141.54	3141.81	3141.26	3141.81	975.0
2018-08-27 03:45:00	ES	Futures	3141.81	3142.08	3141.54	3141.81	784.0
2018-08-27 03:50:00	ES	Futures	3142.08	3142.08	3141.26	3141.26	457.0
2018-08-27 03:55:00	ES	Futures	3141.26	3141.54	3140.17	3140.72	814.0
2018-08-27 04:00:00	ES	Futures	3140.45	3141.26	3140.45	3140.72	791.0
2018-08-27 04:05:00	ES	Futures	3140.99	3141.26	3140.72	3140.72	714.0

> showing 50 of 14,043 rows — these rows as CSV

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