PREVIEW / futures_5min / 2018-09-18

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-09-18.parquet
  size:    251 KB
  rows:    15,581

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
2018-09-18 00:00:00	ES	Futures	3148.92	3149.2	3148.65	3148.92	268.0
2018-09-18 00:05:00	ES	Futures	3148.92	3148.92	3148.11	3148.11	291.0
2018-09-18 00:10:00	ES	Futures	3148.11	3148.38	3147.29	3147.29	557.0
2018-09-18 00:15:00	ES	Futures	3147.29	3147.56	3147.02	3147.56	270.0
2018-09-18 00:20:00	ES	Futures	3147.29	3147.56	3146.75	3147.02	184.0
2018-09-18 00:25:00	ES	Futures	3147.02	3147.56	3147.02	3147.56	285.0
2018-09-18 00:30:00	ES	Futures	3147.56	3147.84	3147.29	3147.56	140.0
2018-09-18 00:35:00	ES	Futures	3147.84	3148.11	3147.56	3148.11	221.0
2018-09-18 00:40:00	ES	Futures	3147.84	3148.11	3147.84	3148.11	230.0
2018-09-18 00:45:00	ES	Futures	3148.38	3148.38	3147.56	3148.11	170.0
2018-09-18 00:50:00	ES	Futures	3147.84	3148.11	3147.84	3147.84	230.0
2018-09-18 00:55:00	ES	Futures	3147.84	3148.38	3147.84	3147.84	119.0
2018-09-18 01:00:00	ES	Futures	3147.84	3148.38	3147.29	3147.29	397.0
2018-09-18 01:05:00	ES	Futures	3147.56	3147.84	3147.29	3147.56	264.0
2018-09-18 01:10:00	ES	Futures	3147.56	3147.84	3147.02	3147.29	190.0
2018-09-18 01:15:00	ES	Futures	3147.02	3148.11	3147.02	3147.84	280.0
2018-09-18 01:20:00	ES	Futures	3147.84	3148.11	3147.29	3147.29	229.0
2018-09-18 01:25:00	ES	Futures	3147.29	3147.84	3147.29	3147.56	177.0
2018-09-18 01:30:00	ES	Futures	3147.56	3147.56	3147.29	3147.29	232.0
2018-09-18 01:35:00	ES	Futures	3147.56	3148.11	3147.56	3147.84	188.0
2018-09-18 01:40:00	ES	Futures	3147.84	3147.84	3147.56	3147.84	239.0
2018-09-18 01:45:00	ES	Futures	3147.84	3148.11	3147.84	3147.84	256.0
2018-09-18 01:50:00	ES	Futures	3147.56	3149.2	3147.56	3148.92	968.0
2018-09-18 01:55:00	ES	Futures	3148.92	3149.47	3148.92	3149.2	364.0
2018-09-18 02:00:00	ES	Futures	3149.2	3151.37	3149.2	3151.1	1867.0
2018-09-18 02:05:00	ES	Futures	3151.1	3152.73	3150.83	3152.19	1823.0
2018-09-18 02:10:00	ES	Futures	3152.19	3152.73	3151.92	3152.19	760.0
2018-09-18 02:15:00	ES	Futures	3152.19	3153.82	3152.19	3153.0	1300.0
2018-09-18 02:20:00	ES	Futures	3153.28	3154.36	3153.28	3154.09	1580.0
2018-09-18 02:25:00	ES	Futures	3153.82	3154.09	3153.28	3154.09	634.0
2018-09-18 02:30:00	ES	Futures	3154.09	3154.36	3153.55	3154.09	894.0
2018-09-18 02:35:00	ES	Futures	3153.82	3153.82	3153.0	3153.55	455.0
2018-09-18 02:40:00	ES	Futures	3153.82	3154.09	3153.0	3153.55	1137.0
2018-09-18 02:45:00	ES	Futures	3153.55	3154.64	3153.0	3154.64	959.0
2018-09-18 02:50:00	ES	Futures	3154.36	3154.91	3153.55	3153.55	1243.0
2018-09-18 02:55:00	ES	Futures	3153.55	3154.09	3153.28	3154.09	605.0
2018-09-18 03:00:00	ES	Futures	3153.82	3153.82	3151.37	3151.92	6571.0
2018-09-18 03:05:00	ES	Futures	3151.92	3152.19	3151.1	3151.64	1915.0
2018-09-18 03:10:00	ES	Futures	3151.64	3151.92	3150.56	3150.56	2266.0
2018-09-18 03:15:00	ES	Futures	3150.56	3151.37	3150.28	3151.37	1514.0
2018-09-18 03:20:00	ES	Futures	3151.37	3153.0	3151.37	3152.73	2166.0
2018-09-18 03:25:00	ES	Futures	3152.73	3154.64	3152.73	3154.09	2444.0
2018-09-18 03:30:00	ES	Futures	3154.36	3156.0	3153.82	3155.45	4955.0
2018-09-18 03:35:00	ES	Futures	3155.72	3155.72	3154.36	3154.36	1279.0
2018-09-18 03:40:00	ES	Futures	3154.36	3154.91	3153.82	3153.82	1303.0
2018-09-18 03:45:00	ES	Futures	3154.09	3155.18	3154.09	3154.91	1210.0
2018-09-18 03:50:00	ES	Futures	3154.91	3155.45	3154.09	3154.64	1180.0
2018-09-18 03:55:00	ES	Futures	3154.36	3155.18	3154.09	3154.64	997.0
2018-09-18 04:00:00	ES	Futures	3154.64	3155.18	3154.36	3154.91	1043.0
2018-09-18 04:05:00	ES	Futures	3154.91	3155.18	3154.36	3154.36	887.0

> showing 50 of 15,581 rows — these rows as CSV

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