PREVIEW / futures_5min / 2018-09-04

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-09-04.parquet
  size:    262 KB
  rows:    15,679

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
2018-09-04 00:00:00	ES	Futures	3166.6	3166.88	3166.06	3166.06	344.0
2018-09-04 00:05:00	ES	Futures	3166.06	3166.33	3165.51	3166.33	669.0
2018-09-04 00:10:00	ES	Futures	3166.33	3167.15	3166.33	3166.88	285.0
2018-09-04 00:15:00	ES	Futures	3166.88	3166.88	3166.6	3166.88	11.0
2018-09-04 00:20:00	ES	Futures	3166.6	3166.6	3166.33	3166.6	133.0
2018-09-04 00:25:00	ES	Futures	3166.6	3166.88	3166.33	3166.6	81.0
2018-09-04 00:30:00	ES	Futures	3166.6	3168.24	3166.6	3168.24	1000.0
2018-09-04 00:35:00	ES	Futures	3167.97	3168.24	3167.69	3167.97	213.0
2018-09-04 00:40:00	ES	Futures	3167.97	3168.24	3167.69	3167.69	193.0
2018-09-04 00:45:00	ES	Futures	3167.97	3168.24	3167.69	3167.97	117.0
2018-09-04 00:50:00	ES	Futures	3167.97	3168.24	3167.69	3168.24	104.0
2018-09-04 00:55:00	ES	Futures	3168.24	3168.24	3167.69	3167.97	90.0
2018-09-04 01:00:00	ES	Futures	3167.69	3168.51	3167.69	3168.51	479.0
2018-09-04 01:05:00	ES	Futures	3168.24	3168.24	3167.15	3167.69	483.0
2018-09-04 01:10:00	ES	Futures	3167.69	3168.24	3167.69	3167.97	313.0
2018-09-04 01:15:00	ES	Futures	3167.97	3168.51	3167.69	3168.51	452.0
2018-09-04 01:20:00	ES	Futures	3168.78	3169.87	3168.51	3169.06	1091.0
2018-09-04 01:25:00	ES	Futures	3169.06	3169.87	3169.06	3169.33	409.0
2018-09-04 01:30:00	ES	Futures	3169.33	3170.15	3169.33	3169.87	835.0
2018-09-04 01:35:00	ES	Futures	3169.87	3170.42	3169.87	3170.42	802.0
2018-09-04 01:40:00	ES	Futures	3170.42	3170.69	3169.87	3169.87	391.0
2018-09-04 01:45:00	ES	Futures	3170.15	3170.69	3169.6	3170.69	1146.0
2018-09-04 01:50:00	ES	Futures	3170.69	3170.69	3169.6	3169.6	333.0
2018-09-04 01:55:00	ES	Futures	3169.6	3169.87	3169.33	3169.33	1040.0
2018-09-04 02:00:00	ES	Futures	3169.33	3170.96	3169.33	3170.69	771.0
2018-09-04 02:05:00	ES	Futures	3170.96	3171.51	3170.96	3171.24	765.0
2018-09-04 02:10:00	ES	Futures	3171.24	3171.51	3170.96	3171.51	380.0
2018-09-04 02:15:00	ES	Futures	3171.51	3171.78	3170.96	3171.51	401.0
2018-09-04 02:20:00	ES	Futures	3171.51	3171.51	3171.24	3171.51	214.0
2018-09-04 02:25:00	ES	Futures	3171.24	3172.05	3170.96	3171.78	730.0
2018-09-04 02:30:00	ES	Futures	3171.51	3171.78	3170.96	3171.51	870.0
2018-09-04 02:35:00	ES	Futures	3171.51	3172.05	3171.24	3171.78	728.0
2018-09-04 02:40:00	ES	Futures	3172.05	3172.33	3170.96	3171.24	563.0
2018-09-04 02:45:00	ES	Futures	3170.96	3172.33	3170.69	3171.51	976.0
2018-09-04 02:50:00	ES	Futures	3171.51	3171.78	3171.24	3171.51	387.0
2018-09-04 02:55:00	ES	Futures	3171.51	3172.05	3171.24	3171.78	468.0
2018-09-04 03:00:00	ES	Futures	3171.78	3173.14	3171.24	3172.6	2525.0
2018-09-04 03:05:00	ES	Futures	3172.6	3173.69	3172.6	3173.69	2104.0
2018-09-04 03:10:00	ES	Futures	3173.41	3173.69	3172.87	3173.14	1110.0
2018-09-04 03:15:00	ES	Futures	3173.14	3173.14	3171.24	3172.05	2264.0
2018-09-04 03:20:00	ES	Futures	3172.33	3172.6	3171.51	3172.6	964.0
2018-09-04 03:25:00	ES	Futures	3172.33	3172.87	3171.78	3172.6	810.0
2018-09-04 03:30:00	ES	Futures	3172.6	3172.6	3170.42	3170.42	1418.0
2018-09-04 03:35:00	ES	Futures	3170.42	3171.78	3170.42	3171.24	837.0
2018-09-04 03:40:00	ES	Futures	3171.51	3172.33	3171.24	3171.78	804.0
2018-09-04 03:45:00	ES	Futures	3171.51	3171.78	3171.24	3171.24	609.0
2018-09-04 03:50:00	ES	Futures	3171.24	3171.24	3170.15	3170.15	777.0
2018-09-04 03:55:00	ES	Futures	3170.15	3170.69	3169.6	3170.69	1289.0
2018-09-04 04:00:00	ES	Futures	3170.69	3170.96	3170.15	3170.42	765.0
2018-09-04 04:05:00	ES	Futures	3170.69	3171.51	3170.15	3171.51	811.0

> showing 50 of 15,679 rows — these rows as CSV

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