PREVIEW / futures_5min / 2018-09-09

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-09-09.parquet
  size:    44 KB
  rows:    2,483

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
2018-09-09 18:00:00	ES	Futures	3132.0	3133.36	3131.46	3132.55	1967.0
2018-09-09 18:05:00	ES	Futures	3132.55	3135.27	3132.55	3134.18	1266.0
2018-09-09 18:10:00	ES	Futures	3134.45	3134.45	3133.63	3134.45	247.0
2018-09-09 18:15:00	ES	Futures	3134.45	3135.0	3134.18	3134.72	276.0
2018-09-09 18:20:00	ES	Futures	3135.0	3135.0	3134.72	3134.72	143.0
2018-09-09 18:25:00	ES	Futures	3134.72	3134.72	3134.45	3134.45	65.0
2018-09-09 18:30:00	ES	Futures	3134.72	3134.72	3134.18	3134.18	208.0
2018-09-09 18:35:00	ES	Futures	3134.45	3134.72	3134.45	3134.72	83.0
2018-09-09 18:40:00	ES	Futures	3134.72	3134.72	3134.72	3134.72	52.0
2018-09-09 18:45:00	ES	Futures	3134.72	3134.72	3134.45	3134.72	92.0
2018-09-09 18:50:00	ES	Futures	3134.72	3134.72	3134.45	3134.45	7.0
2018-09-09 18:55:00	ES	Futures	3134.72	3134.72	3134.45	3134.45	137.0
2018-09-09 19:00:00	ES	Futures	3134.72	3134.72	3134.18	3134.18	72.0
2018-09-09 19:05:00	ES	Futures	3134.45	3134.72	3134.18	3134.72	222.0
2018-09-09 19:10:00	ES	Futures	3134.72	3134.72	3134.45	3134.45	66.0
2018-09-09 19:15:00	ES	Futures	3134.72	3135.27	3134.45	3135.27	256.0
2018-09-09 19:20:00	ES	Futures	3135.27	3135.27	3135.0	3135.27	87.0
2018-09-09 19:25:00	ES	Futures	3135.27	3135.27	3135.0	3135.0	35.0
2018-09-09 19:30:00	ES	Futures	3135.0	3135.0	3133.91	3133.91	569.0
2018-09-09 19:35:00	ES	Futures	3133.91	3134.18	3133.09	3133.91	424.0
2018-09-09 19:40:00	ES	Futures	3133.63	3134.18	3133.09	3133.36	227.0
2018-09-09 19:45:00	ES	Futures	3133.09	3133.36	3131.46	3132.27	1075.0
2018-09-09 19:50:00	ES	Futures	3132.55	3134.18	3132.55	3133.36	601.0
2018-09-09 19:55:00	ES	Futures	3133.63	3134.18	3133.63	3133.63	160.0
2018-09-09 20:00:00	ES	Futures	3133.63	3135.81	3133.63	3135.27	917.0
2018-09-09 20:05:00	ES	Futures	3135.54	3135.81	3134.72	3135.54	1273.0
2018-09-09 20:10:00	ES	Futures	3135.54	3135.81	3135.0	3135.54	525.0
2018-09-09 20:15:00	ES	Futures	3135.27	3136.63	3135.27	3135.81	723.0
2018-09-09 20:20:00	ES	Futures	3135.54	3135.81	3135.0	3135.27	497.0
2018-09-09 20:25:00	ES	Futures	3135.27	3135.54	3134.72	3135.0	533.0
2018-09-09 20:30:00	ES	Futures	3135.0	3136.9	3134.18	3136.36	997.0
2018-09-09 20:35:00	ES	Futures	3136.36	3136.63	3136.09	3136.09	482.0
2018-09-09 20:40:00	ES	Futures	3136.09	3136.36	3135.54	3136.36	759.0
2018-09-09 20:45:00	ES	Futures	3136.63	3137.18	3135.81	3136.09	683.0
2018-09-09 20:50:00	ES	Futures	3136.09	3136.09	3135.27	3135.81	458.0
2018-09-09 20:55:00	ES	Futures	3136.09	3137.99	3136.09	3137.99	1546.0
2018-09-09 21:00:00	ES	Futures	3137.99	3138.27	3137.18	3137.45	961.0
2018-09-09 21:05:00	ES	Futures	3137.72	3138.27	3137.18	3137.99	962.0
2018-09-09 21:10:00	ES	Futures	3138.27	3138.81	3137.99	3138.27	1225.0
2018-09-09 21:15:00	ES	Futures	3138.54	3140.17	3137.99	3137.99	3162.0
2018-09-09 21:20:00	ES	Futures	3137.99	3138.27	3137.45	3137.72	709.0
2018-09-09 21:25:00	ES	Futures	3137.72	3139.08	3137.45	3138.81	805.0
2018-09-09 21:30:00	ES	Futures	3138.81	3140.72	3138.81	3139.36	2019.0
2018-09-09 21:35:00	ES	Futures	3139.36	3140.72	3138.54	3140.17	1113.0
2018-09-09 21:40:00	ES	Futures	3140.17	3140.17	3138.81	3138.81	754.0
2018-09-09 21:45:00	ES	Futures	3138.81	3139.36	3137.99	3137.99	1025.0
2018-09-09 21:50:00	ES	Futures	3137.99	3138.54	3137.72	3138.27	1165.0
2018-09-09 21:55:00	ES	Futures	3138.27	3138.54	3137.72	3137.72	843.0
2018-09-09 22:00:00	ES	Futures	3137.99	3138.27	3136.9	3137.99	848.0
2018-09-09 22:05:00	ES	Futures	3137.99	3138.54	3137.45	3137.72	637.0

> showing 50 of 2,483 rows — these rows as CSV

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