PREVIEW / futures_5min / 2018-08-29

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-08-29.parquet
  size:    242 KB
  rows:    15,324

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
2018-08-29 00:00:00	ES	Futures	3165.51	3165.51	3165.24	3165.51	136.0
2018-08-29 00:05:00	ES	Futures	3165.51	3165.51	3164.97	3165.24	104.0
2018-08-29 00:10:00	ES	Futures	3164.97	3165.51	3164.97	3165.24	140.0
2018-08-29 00:15:00	ES	Futures	3165.24	3165.24	3165.24	3165.24	101.0
2018-08-29 00:20:00	ES	Futures	3164.97	3165.51	3164.97	3165.24	227.0
2018-08-29 00:25:00	ES	Futures	3165.24	3165.51	3165.24	3165.24	34.0
2018-08-29 00:30:00	ES	Futures	3165.24	3165.51	3165.24	3165.24	90.0
2018-08-29 00:35:00	ES	Futures	3165.24	3165.24	3164.97	3164.97	116.0
2018-08-29 00:40:00	ES	Futures	3164.97	3164.97	3164.7	3164.7	168.0
2018-08-29 00:45:00	ES	Futures	3164.97	3164.97	3164.42	3164.42	218.0
2018-08-29 00:50:00	ES	Futures	3164.7	3164.97	3164.42	3164.7	41.0
2018-08-29 00:55:00	ES	Futures	3164.7	3165.24	3164.7	3165.24	139.0
2018-08-29 01:00:00	ES	Futures	3165.24	3165.24	3164.7	3164.7	350.0
2018-08-29 01:05:00	ES	Futures	3164.7	3164.7	3163.61	3164.42	1206.0
2018-08-29 01:10:00	ES	Futures	3164.42	3164.7	3164.15	3164.42	319.0
2018-08-29 01:15:00	ES	Futures	3164.15	3164.7	3164.15	3164.42	234.0
2018-08-29 01:20:00	ES	Futures	3164.42	3165.51	3164.42	3165.24	376.0
2018-08-29 01:25:00	ES	Futures	3164.97	3166.06	3164.97	3165.79	478.0
2018-08-29 01:30:00	ES	Futures	3165.79	3165.79	3164.7	3165.24	531.0
2018-08-29 01:35:00	ES	Futures	3165.24	3165.51	3164.97	3164.97	311.0
2018-08-29 01:40:00	ES	Futures	3165.24	3165.24	3164.97	3164.97	166.0
2018-08-29 01:45:00	ES	Futures	3165.24	3165.24	3164.97	3164.97	120.0
2018-08-29 01:50:00	ES	Futures	3164.97	3164.97	3164.15	3164.42	1014.0
2018-08-29 01:55:00	ES	Futures	3164.7	3164.7	3163.61	3163.88	1240.0
2018-08-29 02:00:00	ES	Futures	3164.15	3164.15	3163.33	3163.88	893.0
2018-08-29 02:05:00	ES	Futures	3163.88	3164.15	3163.33	3163.88	551.0
2018-08-29 02:10:00	ES	Futures	3163.88	3164.15	3163.61	3163.88	424.0
2018-08-29 02:15:00	ES	Futures	3164.15	3164.15	3163.88	3164.15	90.0
2018-08-29 02:20:00	ES	Futures	3164.15	3164.15	3163.88	3164.15	347.0
2018-08-29 02:25:00	ES	Futures	3164.15	3164.15	3163.33	3163.88	425.0
2018-08-29 02:30:00	ES	Futures	3163.88	3163.88	3163.33	3163.61	239.0
2018-08-29 02:35:00	ES	Futures	3163.61	3163.61	3163.06	3163.61	346.0
2018-08-29 02:40:00	ES	Futures	3163.33	3163.61	3163.06	3163.33	354.0
2018-08-29 02:45:00	ES	Futures	3163.33	3163.33	3163.06	3163.06	397.0
2018-08-29 02:50:00	ES	Futures	3163.06	3163.33	3163.06	3163.33	182.0
2018-08-29 02:55:00	ES	Futures	3163.33	3164.42	3163.06	3163.88	2061.0
2018-08-29 03:00:00	ES	Futures	3164.15	3165.24	3163.33	3164.7	2826.0
2018-08-29 03:05:00	ES	Futures	3164.42	3164.97	3163.88	3164.15	987.0
2018-08-29 03:10:00	ES	Futures	3163.88	3164.42	3163.61	3163.88	890.0
2018-08-29 03:15:00	ES	Futures	3163.61	3164.97	3163.61	3164.7	503.0
2018-08-29 03:20:00	ES	Futures	3164.42	3164.97	3164.15	3164.15	728.0
2018-08-29 03:25:00	ES	Futures	3164.15	3164.7	3163.61	3163.88	511.0
2018-08-29 03:30:00	ES	Futures	3163.88	3164.15	3163.06	3163.88	1170.0
2018-08-29 03:35:00	ES	Futures	3163.88	3164.15	3163.33	3164.15	1147.0
2018-08-29 03:40:00	ES	Futures	3164.15	3164.42	3163.88	3164.15	688.0
2018-08-29 03:45:00	ES	Futures	3163.88	3163.88	3162.24	3162.52	1506.0
2018-08-29 03:50:00	ES	Futures	3162.52	3162.79	3161.97	3162.52	765.0
2018-08-29 03:55:00	ES	Futures	3162.79	3162.79	3161.7	3162.52	958.0
2018-08-29 04:00:00	ES	Futures	3162.24	3162.52	3161.97	3162.52	1226.0
2018-08-29 04:05:00	ES	Futures	3162.52	3163.06	3162.24	3163.06	791.0

> showing 50 of 15,324 rows — these rows as CSV

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