PREVIEW / futures_5min / 2018-09-13

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-09-13.parquet
  size:    218 KB
  rows:    14,276

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
2018-09-13 00:00:00	ES	Futures	3146.71	3146.99	3146.71	3146.71	134.0
2018-09-13 00:05:00	ES	Futures	3146.71	3146.71	3146.44	3146.71	49.0
2018-09-13 00:10:00	ES	Futures	3146.44	3146.71	3146.17	3146.44	166.0
2018-09-13 00:15:00	ES	Futures	3146.17	3146.71	3146.17	3146.44	205.0
2018-09-13 00:20:00	ES	Futures	3146.44	3146.44	3145.62	3145.9	422.0
2018-09-13 00:25:00	ES	Futures	3145.9	3146.17	3145.9	3145.9	53.0
2018-09-13 00:30:00	ES	Futures	3145.9	3146.17	3145.35	3145.62	252.0
2018-09-13 00:35:00	ES	Futures	3145.62	3145.9	3145.08	3145.35	338.0
2018-09-13 00:40:00	ES	Futures	3145.35	3145.62	3145.35	3145.62	17.0
2018-09-13 00:45:00	ES	Futures	3145.62	3145.62	3145.35	3145.35	17.0
2018-09-13 00:50:00	ES	Futures	3145.35	3145.35	3145.08	3145.08	114.0
2018-09-13 00:55:00	ES	Futures	3145.35	3145.35	3145.08	3145.08	174.0
2018-09-13 01:00:00	ES	Futures	3145.08	3145.08	3144.26	3144.53	960.0
2018-09-13 01:05:00	ES	Futures	3144.53	3145.08	3144.53	3144.81	386.0
2018-09-13 01:10:00	ES	Futures	3144.81	3144.81	3144.53	3144.53	188.0
2018-09-13 01:15:00	ES	Futures	3144.53	3145.08	3144.53	3145.08	359.0
2018-09-13 01:20:00	ES	Futures	3145.08	3145.08	3144.81	3144.81	267.0
2018-09-13 01:25:00	ES	Futures	3144.81	3145.62	3144.81	3145.62	362.0
2018-09-13 01:30:00	ES	Futures	3145.62	3145.62	3145.08	3145.35	136.0
2018-09-13 01:35:00	ES	Futures	3145.62	3145.62	3145.08	3145.08	481.0
2018-09-13 01:40:00	ES	Futures	3145.08	3145.08	3144.81	3144.81	117.0
2018-09-13 01:45:00	ES	Futures	3144.81	3145.62	3144.81	3145.62	113.0
2018-09-13 01:50:00	ES	Futures	3145.35	3145.35	3144.26	3144.53	357.0
2018-09-13 01:55:00	ES	Futures	3144.53	3144.53	3144.26	3144.26	234.0
2018-09-13 02:00:00	ES	Futures	3144.53	3145.35	3144.26	3144.53	888.0
2018-09-13 02:05:00	ES	Futures	3144.26	3144.81	3143.99	3144.81	763.0
2018-09-13 02:10:00	ES	Futures	3145.08	3145.35	3144.26	3144.26	473.0
2018-09-13 02:15:00	ES	Futures	3144.26	3144.81	3143.99	3144.26	366.0
2018-09-13 02:20:00	ES	Futures	3144.53	3145.08	3144.53	3145.08	193.0
2018-09-13 02:25:00	ES	Futures	3145.35	3146.44	3145.35	3146.44	760.0
2018-09-13 02:30:00	ES	Futures	3146.44	3146.99	3146.17	3146.71	719.0
2018-09-13 02:35:00	ES	Futures	3146.71	3147.26	3146.71	3147.26	595.0
2018-09-13 02:40:00	ES	Futures	3146.99	3147.26	3146.17	3146.17	382.0
2018-09-13 02:45:00	ES	Futures	3146.17	3146.71	3146.17	3146.44	163.0
2018-09-13 02:50:00	ES	Futures	3146.71	3147.26	3146.71	3147.26	431.0
2018-09-13 02:55:00	ES	Futures	3146.99	3147.53	3146.44	3147.26	719.0
2018-09-13 03:00:00	ES	Futures	3147.26	3148.08	3146.99	3147.26	1821.0
2018-09-13 03:05:00	ES	Futures	3147.53	3148.35	3147.26	3147.8	1332.0
2018-09-13 03:10:00	ES	Futures	3147.8	3149.44	3147.8	3148.35	2893.0
2018-09-13 03:15:00	ES	Futures	3148.35	3148.89	3148.08	3148.62	1034.0
2018-09-13 03:20:00	ES	Futures	3148.35	3150.26	3148.35	3150.26	1678.0
2018-09-13 03:25:00	ES	Futures	3150.26	3150.8	3149.71	3150.53	1150.0
2018-09-13 03:30:00	ES	Futures	3150.53	3150.8	3149.71	3150.26	733.0
2018-09-13 03:35:00	ES	Futures	3149.98	3151.07	3149.98	3150.8	1307.0
2018-09-13 03:40:00	ES	Futures	3150.8	3151.62	3150.26	3151.07	1964.0
2018-09-13 03:45:00	ES	Futures	3151.07	3151.35	3150.53	3151.35	613.0
2018-09-13 03:50:00	ES	Futures	3151.07	3151.62	3150.53	3151.07	1318.0
2018-09-13 03:55:00	ES	Futures	3151.07	3151.89	3150.53	3151.62	1337.0
2018-09-13 04:00:00	ES	Futures	3151.62	3151.89	3151.35	3151.62	1684.0
2018-09-13 04:05:00	ES	Futures	3151.35	3151.89	3151.35	3151.35	1176.0

> showing 50 of 14,276 rows — these rows as CSV

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