PREVIEW / futures_5min / 2018-09-19

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-09-19.parquet
  size:    228 KB
  rows:    15,474

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
2018-09-19 00:00:00	ES	Futures	3166.6	3166.88	3166.33	3166.88	535.0
2018-09-19 00:05:00	ES	Futures	3166.88	3167.15	3166.6	3166.88	236.0
2018-09-19 00:10:00	ES	Futures	3166.88	3167.15	3166.88	3166.88	31.0
2018-09-19 00:15:00	ES	Futures	3167.15	3167.42	3166.88	3167.42	208.0
2018-09-19 00:20:00	ES	Futures	3167.42	3167.42	3167.15	3167.15	11.0
2018-09-19 00:25:00	ES	Futures	3167.42	3167.42	3167.15	3167.42	141.0
2018-09-19 00:30:00	ES	Futures	3167.42	3167.42	3166.88	3166.88	121.0
2018-09-19 00:35:00	ES	Futures	3166.88	3167.15	3166.6	3166.88	77.0
2018-09-19 00:40:00	ES	Futures	3166.6	3167.15	3166.6	3167.15	216.0
2018-09-19 00:45:00	ES	Futures	3167.15	3167.42	3166.88	3167.42	188.0
2018-09-19 00:50:00	ES	Futures	3167.42	3167.42	3166.88	3167.15	150.0
2018-09-19 00:55:00	ES	Futures	3166.88	3167.69	3166.88	3167.69	195.0
2018-09-19 01:00:00	ES	Futures	3167.42	3167.69	3166.88	3167.69	478.0
2018-09-19 01:05:00	ES	Futures	3167.69	3167.96	3167.42	3167.69	218.0
2018-09-19 01:10:00	ES	Futures	3167.69	3168.24	3167.69	3168.24	198.0
2018-09-19 01:15:00	ES	Futures	3168.24	3168.24	3167.42	3167.42	234.0
2018-09-19 01:20:00	ES	Futures	3167.42	3167.42	3166.6	3166.88	281.0
2018-09-19 01:25:00	ES	Futures	3166.6	3167.42	3166.6	3167.42	296.0
2018-09-19 01:30:00	ES	Futures	3167.42	3167.96	3167.15	3167.15	384.0
2018-09-19 01:35:00	ES	Futures	3167.42	3167.69	3167.15	3167.69	140.0
2018-09-19 01:40:00	ES	Futures	3167.69	3167.96	3167.42	3167.69	150.0
2018-09-19 01:45:00	ES	Futures	3167.69	3168.24	3167.69	3168.24	297.0
2018-09-19 01:50:00	ES	Futures	3168.24	3168.51	3167.69	3167.69	156.0
2018-09-19 01:55:00	ES	Futures	3167.69	3168.51	3167.69	3168.24	345.0
2018-09-19 02:00:00	ES	Futures	3167.96	3168.78	3167.96	3168.78	424.0
2018-09-19 02:05:00	ES	Futures	3168.78	3168.78	3167.69	3167.69	432.0
2018-09-19 02:10:00	ES	Futures	3167.69	3169.05	3167.69	3168.78	541.0
2018-09-19 02:15:00	ES	Futures	3168.78	3169.05	3168.78	3169.05	123.0
2018-09-19 02:20:00	ES	Futures	3169.05	3169.6	3168.78	3169.32	321.0
2018-09-19 02:25:00	ES	Futures	3169.6	3169.6	3169.32	3169.6	114.0
2018-09-19 02:30:00	ES	Futures	3169.6	3170.14	3169.32	3170.14	732.0
2018-09-19 02:35:00	ES	Futures	3170.14	3170.14	3169.6	3169.6	294.0
2018-09-19 02:40:00	ES	Futures	3169.87	3169.87	3168.78	3168.78	492.0
2018-09-19 02:45:00	ES	Futures	3168.78	3169.32	3168.78	3169.05	288.0
2018-09-19 02:50:00	ES	Futures	3169.05	3169.05	3168.78	3169.05	209.0
2018-09-19 02:55:00	ES	Futures	3168.78	3168.78	3168.24	3168.51	376.0
2018-09-19 03:00:00	ES	Futures	3168.78	3169.32	3167.42	3169.32	2204.0
2018-09-19 03:05:00	ES	Futures	3169.32	3169.32	3168.51	3168.78	1707.0
2018-09-19 03:10:00	ES	Futures	3169.05	3169.87	3168.78	3169.05	1521.0
2018-09-19 03:15:00	ES	Futures	3169.32	3169.6	3168.78	3169.32	976.0
2018-09-19 03:20:00	ES	Futures	3169.32	3169.6	3169.05	3169.32	292.0
2018-09-19 03:25:00	ES	Futures	3169.05	3169.05	3167.96	3168.24	956.0
2018-09-19 03:30:00	ES	Futures	3168.24	3169.87	3168.24	3169.87	559.0
2018-09-19 03:35:00	ES	Futures	3169.6	3169.87	3169.05	3169.05	762.0
2018-09-19 03:40:00	ES	Futures	3168.78	3169.05	3168.24	3168.51	628.0
2018-09-19 03:45:00	ES	Futures	3168.51	3168.78	3167.42	3167.69	582.0
2018-09-19 03:50:00	ES	Futures	3167.69	3167.96	3166.6	3167.42	1061.0
2018-09-19 03:55:00	ES	Futures	3167.42	3167.42	3166.6	3166.6	496.0
2018-09-19 04:00:00	ES	Futures	3166.88	3167.42	3166.33	3167.15	1163.0
2018-09-19 04:05:00	ES	Futures	3166.88	3167.42	3166.6	3167.42	738.0

> showing 50 of 15,474 rows — these rows as CSV

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