PREVIEW / futures_5min / 2018-09-12

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-09-12.parquet
  size:    211 KB
  rows:    13,437

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
2018-09-12 00:00:00	ES	Futures	3146.99	3147.26	3146.99	3146.99	89.0
2018-09-12 00:05:00	ES	Futures	3147.26	3147.53	3147.26	3147.26	301.0
2018-09-12 00:10:00	ES	Futures	3147.26	3147.8	3146.99	3147.26	266.0
2018-09-12 00:15:00	ES	Futures	3147.26	3147.53	3147.26	3147.53	216.0
2018-09-12 00:20:00	ES	Futures	3147.26	3147.53	3147.26	3147.53	113.0
2018-09-12 00:25:00	ES	Futures	3147.26	3147.53	3146.99	3147.26	314.0
2018-09-12 00:30:00	ES	Futures	3147.26	3147.53	3147.26	3147.26	256.0
2018-09-12 00:35:00	ES	Futures	3146.99	3147.26	3146.71	3146.99	163.0
2018-09-12 00:40:00	ES	Futures	3146.99	3147.26	3146.71	3147.26	170.0
2018-09-12 00:45:00	ES	Futures	3146.99	3147.53	3146.99	3147.53	213.0
2018-09-12 00:50:00	ES	Futures	3147.53	3147.8	3147.26	3147.8	113.0
2018-09-12 00:55:00	ES	Futures	3147.8	3147.8	3147.53	3147.53	162.0
2018-09-12 01:00:00	ES	Futures	3147.8	3149.17	3147.8	3148.08	738.0
2018-09-12 01:05:00	ES	Futures	3148.35	3149.17	3148.08	3148.62	553.0
2018-09-12 01:10:00	ES	Futures	3148.89	3148.89	3148.35	3148.62	201.0
2018-09-12 01:15:00	ES	Futures	3148.35	3148.35	3147.53	3147.53	437.0
2018-09-12 01:20:00	ES	Futures	3147.53	3148.35	3147.53	3148.08	348.0
2018-09-12 01:25:00	ES	Futures	3147.8	3148.08	3147.53	3147.8	324.0
2018-09-12 01:30:00	ES	Futures	3147.8	3148.08	3147.53	3147.8	160.0
2018-09-12 01:35:00	ES	Futures	3147.8	3148.08	3147.53	3147.8	276.0
2018-09-12 01:40:00	ES	Futures	3148.08	3149.17	3148.08	3149.17	405.0
2018-09-12 01:45:00	ES	Futures	3149.17	3149.44	3149.17	3149.44	726.0
2018-09-12 01:50:00	ES	Futures	3149.44	3150.26	3149.17	3149.98	947.0
2018-09-12 01:55:00	ES	Futures	3149.71	3150.26	3149.71	3149.98	285.0
2018-09-12 02:00:00	ES	Futures	3149.71	3150.26	3149.71	3150.26	559.0
2018-09-12 02:05:00	ES	Futures	3150.26	3151.07	3150.26	3150.8	611.0
2018-09-12 02:10:00	ES	Futures	3151.07	3151.07	3150.53	3150.8	209.0
2018-09-12 02:15:00	ES	Futures	3150.8	3151.35	3150.53	3150.53	797.0
2018-09-12 02:20:00	ES	Futures	3150.53	3150.8	3150.53	3150.8	149.0
2018-09-12 02:25:00	ES	Futures	3150.53	3150.8	3150.53	3150.53	329.0
2018-09-12 02:30:00	ES	Futures	3150.8	3150.8	3149.71	3150.26	678.0
2018-09-12 02:35:00	ES	Futures	3149.98	3150.8	3149.98	3150.26	401.0
2018-09-12 02:40:00	ES	Futures	3150.26	3150.8	3149.98	3150.53	322.0
2018-09-12 02:45:00	ES	Futures	3150.8	3150.8	3149.71	3149.71	507.0
2018-09-12 02:50:00	ES	Futures	3149.71	3149.71	3149.17	3149.71	755.0
2018-09-12 02:55:00	ES	Futures	3149.44	3149.71	3148.89	3148.89	690.0
2018-09-12 03:00:00	ES	Futures	3148.62	3149.71	3148.08	3148.89	1989.0
2018-09-12 03:05:00	ES	Futures	3148.89	3150.26	3148.89	3149.44	1163.0
2018-09-12 03:10:00	ES	Futures	3149.44	3151.62	3149.44	3150.8	1563.0
2018-09-12 03:15:00	ES	Futures	3150.8	3151.62	3150.26	3150.26	772.0
2018-09-12 03:20:00	ES	Futures	3150.53	3150.53	3149.98	3150.26	620.0
2018-09-12 03:25:00	ES	Futures	3149.98	3150.8	3149.98	3150.8	539.0
2018-09-12 03:30:00	ES	Futures	3150.8	3151.07	3149.71	3150.26	876.0
2018-09-12 03:35:00	ES	Futures	3150.26	3151.62	3149.98	3151.35	1043.0
2018-09-12 03:40:00	ES	Futures	3151.35	3152.16	3151.35	3151.89	1670.0
2018-09-12 03:45:00	ES	Futures	3152.16	3154.34	3151.89	3154.07	3519.0
2018-09-12 03:50:00	ES	Futures	3153.8	3155.16	3153.8	3153.8	3138.0
2018-09-12 03:55:00	ES	Futures	3153.52	3154.34	3153.25	3154.07	1493.0
2018-09-12 04:00:00	ES	Futures	3154.07	3154.61	3153.25	3154.07	1914.0
2018-09-12 04:05:00	ES	Futures	3154.07	3154.34	3153.25	3154.07	1707.0

> showing 50 of 13,437 rows — these rows as CSV

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