PREVIEW / futures_5min / 2018-09-16

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-09-16.parquet
  size:    41 KB
  rows:    2,402

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
2018-09-16 18:00:00	ES	Futures	3164.97	3164.97	3163.34	3163.88	3354.0
2018-09-16 18:05:00	ES	Futures	3163.88	3163.88	3162.8	3163.34	1106.0
2018-09-16 18:10:00	ES	Futures	3163.34	3163.61	3163.07	3163.61	392.0
2018-09-16 18:15:00	ES	Futures	3163.34	3164.16	3163.34	3163.88	218.0
2018-09-16 18:20:00	ES	Futures	3163.61	3163.88	3162.25	3162.25	532.0
2018-09-16 18:25:00	ES	Futures	3162.52	3162.52	3161.44	3161.71	1329.0
2018-09-16 18:30:00	ES	Futures	3161.71	3161.71	3159.53	3160.62	1893.0
2018-09-16 18:35:00	ES	Futures	3160.62	3160.89	3159.8	3160.08	304.0
2018-09-16 18:40:00	ES	Futures	3160.08	3160.62	3159.8	3160.62	261.0
2018-09-16 18:45:00	ES	Futures	3160.35	3161.44	3160.35	3161.44	401.0
2018-09-16 18:50:00	ES	Futures	3161.44	3161.44	3160.62	3161.16	375.0
2018-09-16 18:55:00	ES	Futures	3161.44	3161.44	3160.89	3161.44	174.0
2018-09-16 19:00:00	ES	Futures	3161.16	3161.44	3161.16	3161.44	169.0
2018-09-16 19:05:00	ES	Futures	3161.16	3161.44	3160.89	3161.44	229.0
2018-09-16 19:10:00	ES	Futures	3161.44	3162.8	3161.16	3162.8	366.0
2018-09-16 19:15:00	ES	Futures	3162.8	3162.8	3161.98	3162.25	396.0
2018-09-16 19:20:00	ES	Futures	3162.25	3162.52	3161.98	3162.52	223.0
2018-09-16 19:25:00	ES	Futures	3162.52	3162.8	3162.25	3162.8	286.0
2018-09-16 19:30:00	ES	Futures	3162.52	3162.8	3161.44	3161.71	260.0
2018-09-16 19:35:00	ES	Futures	3161.44	3161.71	3161.44	3161.71	64.0
2018-09-16 19:40:00	ES	Futures	3161.44	3162.25	3161.44	3162.25	124.0
2018-09-16 19:45:00	ES	Futures	3162.25	3162.52	3162.25	3162.25	235.0
2018-09-16 19:50:00	ES	Futures	3161.98	3162.25	3161.71	3161.71	360.0
2018-09-16 19:55:00	ES	Futures	3161.71	3161.71	3161.16	3161.44	377.0
2018-09-16 20:00:00	ES	Futures	3161.16	3161.71	3160.89	3160.89	583.0
2018-09-16 20:05:00	ES	Futures	3161.16	3162.25	3160.89	3161.98	426.0
2018-09-16 20:10:00	ES	Futures	3161.98	3161.98	3160.62	3160.89	233.0
2018-09-16 20:15:00	ES	Futures	3161.16	3161.16	3160.62	3160.62	231.0
2018-09-16 20:20:00	ES	Futures	3160.62	3160.89	3160.08	3160.35	395.0
2018-09-16 20:25:00	ES	Futures	3160.08	3160.35	3160.08	3160.35	466.0
2018-09-16 20:30:00	ES	Futures	3160.35	3160.35	3159.53	3160.35	395.0
2018-09-16 20:35:00	ES	Futures	3160.35	3161.16	3160.35	3161.16	636.0
2018-09-16 20:40:00	ES	Futures	3160.89	3161.16	3160.35	3161.16	303.0
2018-09-16 20:45:00	ES	Futures	3161.44	3161.71	3160.89	3160.89	287.0
2018-09-16 20:50:00	ES	Futures	3161.16	3161.44	3160.89	3161.44	112.0
2018-09-16 20:55:00	ES	Futures	3161.16	3161.44	3160.89	3161.44	191.0
2018-09-16 21:00:00	ES	Futures	3161.44	3162.25	3161.16	3161.16	423.0
2018-09-16 21:05:00	ES	Futures	3161.44	3161.98	3161.44	3161.44	334.0
2018-09-16 21:10:00	ES	Futures	3161.71	3162.25	3161.16	3161.16	272.0
2018-09-16 21:15:00	ES	Futures	3161.44	3162.8	3160.89	3162.52	627.0
2018-09-16 21:20:00	ES	Futures	3162.8	3163.07	3162.52	3162.8	311.0
2018-09-16 21:25:00	ES	Futures	3162.8	3163.07	3162.52	3163.07	181.0
2018-09-16 21:30:00	ES	Futures	3163.07	3163.61	3162.8	3163.34	1053.0
2018-09-16 21:35:00	ES	Futures	3163.07	3163.88	3162.52	3163.88	643.0
2018-09-16 21:40:00	ES	Futures	3163.88	3163.88	3163.07	3163.07	520.0
2018-09-16 21:45:00	ES	Futures	3163.07	3163.07	3162.52	3163.07	225.0
2018-09-16 21:50:00	ES	Futures	3163.07	3163.07	3161.98	3162.52	460.0
2018-09-16 21:55:00	ES	Futures	3162.25	3163.07	3161.98	3161.98	272.0
2018-09-16 22:00:00	ES	Futures	3161.98	3161.98	3160.62	3160.89	705.0
2018-09-16 22:05:00	ES	Futures	3161.16	3161.44	3160.62	3160.89	451.0

> showing 50 of 2,402 rows — these rows as CSV

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