PREVIEW / futures_5min / 2018-09-14

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-09-14.parquet
  size:    199 KB
  rows:    12,386

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
2018-09-14 00:00:00	ES	Futures	3166.6	3166.6	3166.33	3166.6	10.0
2018-09-14 00:05:00	ES	Futures	3166.6	3166.88	3166.06	3166.06	155.0
2018-09-14 00:10:00	ES	Futures	3166.33	3166.6	3166.33	3166.6	19.0
2018-09-14 00:15:00	ES	Futures	3166.6	3166.88	3166.6	3166.88	65.0
2018-09-14 00:20:00	ES	Futures	3166.6	3166.6	3166.06	3166.06	129.0
2018-09-14 00:25:00	ES	Futures	3166.06	3166.33	3165.79	3166.33	150.0
2018-09-14 00:30:00	ES	Futures	3166.33	3166.33	3166.06	3166.33	82.0
2018-09-14 00:35:00	ES	Futures	3166.06	3166.33	3166.06	3166.06	16.0
2018-09-14 00:40:00	ES	Futures	3166.06	3166.06	3166.06	3166.06	85.0
2018-09-14 00:45:00	ES	Futures	3166.06	3166.06	3165.52	3166.06	140.0
2018-09-14 00:50:00	ES	Futures	3166.06	3166.06	3165.79	3166.06	72.0
2018-09-14 00:55:00	ES	Futures	3166.06	3166.33	3165.79	3166.33	46.0
2018-09-14 01:00:00	ES	Futures	3166.33	3166.33	3166.06	3166.33	371.0
2018-09-14 01:05:00	ES	Futures	3166.6	3166.88	3166.6	3166.88	167.0
2018-09-14 01:10:00	ES	Futures	3166.88	3167.15	3166.6	3167.15	173.0
2018-09-14 01:15:00	ES	Futures	3167.15	3167.42	3167.15	3167.15	193.0
2018-09-14 01:20:00	ES	Futures	3167.15	3167.42	3166.88	3167.42	223.0
2018-09-14 01:25:00	ES	Futures	3167.15	3167.15	3166.6	3166.6	259.0
2018-09-14 01:30:00	ES	Futures	3166.6	3167.15	3166.6	3166.88	154.0
2018-09-14 01:35:00	ES	Futures	3166.88	3167.15	3166.88	3167.15	182.0
2018-09-14 01:40:00	ES	Futures	3167.15	3168.24	3167.15	3167.96	392.0
2018-09-14 01:45:00	ES	Futures	3167.96	3168.24	3167.96	3168.24	269.0
2018-09-14 01:50:00	ES	Futures	3168.24	3168.51	3167.15	3167.42	333.0
2018-09-14 01:55:00	ES	Futures	3167.69	3167.96	3167.42	3167.69	122.0
2018-09-14 02:00:00	ES	Futures	3167.69	3169.05	3167.69	3168.51	559.0
2018-09-14 02:05:00	ES	Futures	3168.51	3168.51	3167.69	3167.69	196.0
2018-09-14 02:10:00	ES	Futures	3167.96	3168.51	3167.96	3168.51	294.0
2018-09-14 02:15:00	ES	Futures	3168.51	3168.51	3167.96	3167.96	294.0
2018-09-14 02:20:00	ES	Futures	3167.96	3168.24	3167.96	3168.24	209.0
2018-09-14 02:25:00	ES	Futures	3168.51	3170.41	3168.51	3170.14	1105.0
2018-09-14 02:30:00	ES	Futures	3170.41	3171.23	3169.87	3170.96	894.0
2018-09-14 02:35:00	ES	Futures	3170.96	3171.5	3170.68	3171.5	668.0
2018-09-14 02:40:00	ES	Futures	3171.5	3171.5	3170.68	3170.96	282.0
2018-09-14 02:45:00	ES	Futures	3170.96	3171.23	3170.68	3170.96	322.0
2018-09-14 02:50:00	ES	Futures	3170.96	3171.23	3170.41	3170.41	192.0
2018-09-14 02:55:00	ES	Futures	3170.41	3171.77	3170.41	3171.23	952.0
2018-09-14 03:00:00	ES	Futures	3171.5	3172.32	3170.68	3170.96	1675.0
2018-09-14 03:05:00	ES	Futures	3171.23	3172.86	3170.96	3172.86	1781.0
2018-09-14 03:10:00	ES	Futures	3172.59	3172.86	3172.32	3172.59	960.0
2018-09-14 03:15:00	ES	Futures	3172.59	3173.68	3172.59	3173.4	695.0
2018-09-14 03:20:00	ES	Futures	3173.13	3173.4	3171.77	3172.04	781.0
2018-09-14 03:25:00	ES	Futures	3172.04	3173.68	3171.77	3172.86	782.0
2018-09-14 03:30:00	ES	Futures	3172.86	3173.4	3172.59	3173.4	429.0
2018-09-14 03:35:00	ES	Futures	3173.4	3173.95	3172.86	3173.13	710.0
2018-09-14 03:40:00	ES	Futures	3172.86	3173.4	3172.86	3172.86	405.0
2018-09-14 03:45:00	ES	Futures	3172.59	3173.13	3172.32	3172.59	841.0
2018-09-14 03:50:00	ES	Futures	3172.59	3172.59	3171.23	3172.32	1280.0
2018-09-14 03:55:00	ES	Futures	3172.32	3172.86	3171.5	3171.5	1342.0
2018-09-14 04:00:00	ES	Futures	3171.23	3171.77	3170.14	3171.5	1504.0
2018-09-14 04:05:00	ES	Futures	3171.5	3172.04	3171.23	3171.5	686.0

> showing 50 of 12,386 rows — these rows as CSV

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