PREVIEW / futures_5min / 2018-08-28

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-08-28.parquet
  size:    226 KB
  rows:    15,002

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
2018-08-28 00:00:00	ES	Futures	3161.7	3161.7	3161.43	3161.43	198.0
2018-08-28 00:05:00	ES	Futures	3161.7	3161.97	3161.43	3161.7	175.0
2018-08-28 00:10:00	ES	Futures	3161.7	3161.97	3161.43	3161.7	203.0
2018-08-28 00:15:00	ES	Futures	3161.7	3161.7	3161.15	3161.15	256.0
2018-08-28 00:20:00	ES	Futures	3160.88	3161.15	3160.88	3161.15	31.0
2018-08-28 00:25:00	ES	Futures	3160.88	3160.88	3160.06	3160.06	945.0
2018-08-28 00:30:00	ES	Futures	3160.34	3160.61	3160.06	3160.34	323.0
2018-08-28 00:35:00	ES	Futures	3160.61	3160.61	3160.34	3160.34	27.0
2018-08-28 00:40:00	ES	Futures	3160.34	3160.61	3160.34	3160.34	36.0
2018-08-28 00:45:00	ES	Futures	3160.61	3160.88	3160.34	3160.88	113.0
2018-08-28 00:50:00	ES	Futures	3160.88	3160.88	3160.61	3160.61	37.0
2018-08-28 00:55:00	ES	Futures	3160.61	3160.61	3159.79	3159.79	249.0
2018-08-28 01:00:00	ES	Futures	3160.06	3160.06	3158.7	3158.97	1279.0
2018-08-28 01:05:00	ES	Futures	3158.7	3159.52	3158.7	3159.25	379.0
2018-08-28 01:10:00	ES	Futures	3159.52	3159.79	3159.25	3159.52	302.0
2018-08-28 01:15:00	ES	Futures	3159.25	3159.52	3158.97	3158.97	245.0
2018-08-28 01:20:00	ES	Futures	3158.97	3158.97	3158.7	3158.97	468.0
2018-08-28 01:25:00	ES	Futures	3158.97	3159.52	3158.7	3159.52	159.0
2018-08-28 01:30:00	ES	Futures	3159.52	3159.79	3159.25	3159.52	271.0
2018-08-28 01:35:00	ES	Futures	3159.52	3160.06	3159.52	3160.06	302.0
2018-08-28 01:40:00	ES	Futures	3160.06	3160.06	3159.25	3159.52	308.0
2018-08-28 01:45:00	ES	Futures	3159.52	3159.52	3159.25	3159.25	380.0
2018-08-28 01:50:00	ES	Futures	3159.25	3159.52	3158.97	3158.97	228.0
2018-08-28 01:55:00	ES	Futures	3158.97	3159.25	3158.97	3159.25	1058.0
2018-08-28 02:00:00	ES	Futures	3158.97	3159.52	3158.97	3158.97	620.0
2018-08-28 02:05:00	ES	Futures	3158.97	3159.52	3158.97	3158.97	348.0
2018-08-28 02:10:00	ES	Futures	3158.97	3159.25	3158.7	3158.97	299.0
2018-08-28 02:15:00	ES	Futures	3158.97	3158.97	3158.16	3158.16	647.0
2018-08-28 02:20:00	ES	Futures	3158.16	3158.43	3157.88	3158.16	806.0
2018-08-28 02:25:00	ES	Futures	3158.16	3158.7	3157.88	3158.7	398.0
2018-08-28 02:30:00	ES	Futures	3158.43	3158.7	3158.16	3158.43	284.0
2018-08-28 02:35:00	ES	Futures	3158.43	3158.7	3158.43	3158.43	249.0
2018-08-28 02:40:00	ES	Futures	3158.7	3159.25	3158.43	3159.25	257.0
2018-08-28 02:45:00	ES	Futures	3158.97	3160.34	3158.97	3159.52	1258.0
2018-08-28 02:50:00	ES	Futures	3159.52	3160.61	3159.52	3160.34	516.0
2018-08-28 02:55:00	ES	Futures	3160.34	3160.34	3159.79	3160.34	725.0
2018-08-28 03:00:00	ES	Futures	3160.34	3160.88	3159.79	3160.06	1452.0
2018-08-28 03:05:00	ES	Futures	3160.06	3160.06	3158.97	3159.52	1712.0
2018-08-28 03:10:00	ES	Futures	3159.79	3160.06	3158.97	3159.79	1275.0
2018-08-28 03:15:00	ES	Futures	3159.52	3160.34	3159.52	3160.06	612.0
2018-08-28 03:20:00	ES	Futures	3160.06	3160.61	3159.79	3160.06	475.0
2018-08-28 03:25:00	ES	Futures	3160.06	3160.34	3159.79	3160.06	520.0
2018-08-28 03:30:00	ES	Futures	3160.06	3160.34	3159.25	3159.52	557.0
2018-08-28 03:35:00	ES	Futures	3159.79	3160.06	3159.25	3159.52	978.0
2018-08-28 03:40:00	ES	Futures	3159.52	3160.06	3159.52	3160.06	472.0
2018-08-28 03:45:00	ES	Futures	3159.79	3160.34	3159.79	3160.34	720.0
2018-08-28 03:50:00	ES	Futures	3160.06	3160.34	3159.25	3159.52	533.0
2018-08-28 03:55:00	ES	Futures	3159.25	3159.79	3159.25	3159.52	519.0
2018-08-28 04:00:00	ES	Futures	3159.52	3160.06	3158.97	3158.97	914.0
2018-08-28 04:05:00	ES	Futures	3158.97	3159.79	3158.97	3158.97	972.0

> showing 50 of 15,002 rows — these rows as CSV

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