PREVIEW / futures_5min / 2018-09-05

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-09-05.parquet
  size:    246 KB
  rows:    15,023

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
2018-09-05 00:00:00	ES	Futures	3157.88	3157.88	3157.61	3157.88	195.0
2018-09-05 00:05:00	ES	Futures	3157.88	3158.16	3157.61	3157.61	97.0
2018-09-05 00:10:00	ES	Futures	3157.61	3158.16	3157.61	3158.16	199.0
2018-09-05 00:15:00	ES	Futures	3158.16	3158.16	3157.88	3158.16	64.0
2018-09-05 00:20:00	ES	Futures	3157.88	3158.16	3157.61	3157.88	203.0
2018-09-05 00:25:00	ES	Futures	3157.88	3157.88	3157.61	3157.88	319.0
2018-09-05 00:30:00	ES	Futures	3157.61	3157.88	3157.61	3157.61	189.0
2018-09-05 00:35:00	ES	Futures	3157.61	3157.61	3157.34	3157.34	213.0
2018-09-05 00:40:00	ES	Futures	3157.34	3157.61	3157.07	3157.07	185.0
2018-09-05 00:45:00	ES	Futures	3157.07	3157.34	3157.07	3157.07	196.0
2018-09-05 00:50:00	ES	Futures	3157.34	3157.34	3157.07	3157.07	31.0
2018-09-05 00:55:00	ES	Futures	3157.07	3157.61	3157.07	3157.07	387.0
2018-09-05 01:00:00	ES	Futures	3157.34	3157.34	3156.52	3156.79	393.0
2018-09-05 01:05:00	ES	Futures	3157.07	3157.61	3157.07	3157.34	346.0
2018-09-05 01:10:00	ES	Futures	3157.34	3157.61	3156.52	3156.79	486.0
2018-09-05 01:15:00	ES	Futures	3156.79	3157.88	3156.79	3157.61	533.0
2018-09-05 01:20:00	ES	Futures	3157.61	3157.88	3157.34	3157.34	289.0
2018-09-05 01:25:00	ES	Futures	3157.34	3157.61	3157.07	3157.34	191.0
2018-09-05 01:30:00	ES	Futures	3157.34	3157.34	3156.79	3157.34	297.0
2018-09-05 01:35:00	ES	Futures	3157.07	3157.07	3156.52	3156.79	753.0
2018-09-05 01:40:00	ES	Futures	3156.79	3156.79	3155.7	3155.7	822.0
2018-09-05 01:45:00	ES	Futures	3155.7	3155.98	3154.89	3154.89	1379.0
2018-09-05 01:50:00	ES	Futures	3154.89	3155.16	3154.34	3154.61	862.0
2018-09-05 01:55:00	ES	Futures	3154.61	3154.89	3154.61	3154.61	514.0
2018-09-05 02:00:00	ES	Futures	3154.61	3154.61	3151.35	3151.35	2362.0
2018-09-05 02:05:00	ES	Futures	3151.35	3152.71	3151.07	3152.71	1500.0
2018-09-05 02:10:00	ES	Futures	3152.71	3152.98	3151.62	3151.62	1095.0
2018-09-05 02:15:00	ES	Futures	3151.62	3152.16	3150.26	3150.53	1802.0
2018-09-05 02:20:00	ES	Futures	3150.53	3151.89	3150.53	3151.89	601.0
2018-09-05 02:25:00	ES	Futures	3151.89	3152.44	3151.62	3151.89	736.0
2018-09-05 02:30:00	ES	Futures	3151.89	3151.89	3149.98	3151.35	1648.0
2018-09-05 02:35:00	ES	Futures	3151.62	3152.16	3151.35	3151.35	973.0
2018-09-05 02:40:00	ES	Futures	3151.35	3151.89	3151.07	3151.62	404.0
2018-09-05 02:45:00	ES	Futures	3151.62	3151.62	3150.8	3151.07	519.0
2018-09-05 02:50:00	ES	Futures	3151.07	3151.35	3149.44	3149.71	1784.0
2018-09-05 02:55:00	ES	Futures	3149.98	3150.26	3148.62	3149.17	864.0
2018-09-05 03:00:00	ES	Futures	3149.17	3151.62	3148.89	3149.44	2796.0
2018-09-05 03:05:00	ES	Futures	3149.44	3149.98	3148.35	3148.62	2399.0
2018-09-05 03:10:00	ES	Futures	3148.62	3149.44	3148.08	3148.35	2032.0
2018-09-05 03:15:00	ES	Futures	3148.35	3148.35	3146.99	3148.08	3020.0
2018-09-05 03:20:00	ES	Futures	3148.08	3148.35	3144.81	3145.35	4545.0
2018-09-05 03:25:00	ES	Futures	3145.08	3145.62	3144.53	3145.35	3138.0
2018-09-05 03:30:00	ES	Futures	3145.35	3147.26	3145.35	3147.26	2317.0
2018-09-05 03:35:00	ES	Futures	3147.26	3147.8	3146.44	3146.99	2091.0
2018-09-05 03:40:00	ES	Futures	3146.99	3147.8	3146.71	3147.26	1801.0
2018-09-05 03:45:00	ES	Futures	3147.26	3147.26	3145.62	3146.44	1651.0
2018-09-05 03:50:00	ES	Futures	3146.71	3146.99	3145.62	3146.44	1802.0
2018-09-05 03:55:00	ES	Futures	3146.71	3148.08	3146.44	3147.8	1879.0
2018-09-05 04:00:00	ES	Futures	3147.53	3148.35	3146.99	3146.99	2293.0
2018-09-05 04:05:00	ES	Futures	3146.99	3148.89	3146.99	3148.35	2328.0

> showing 50 of 15,023 rows — these rows as CSV

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