PREVIEW / futures_5min / 2018-09-27

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-09-27.parquet
  size:    259 KB
  rows:    15,797

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
2018-09-27 00:00:00	ES	Futures	3169.6	3169.6	3169.05	3169.05	110.0
2018-09-27 00:05:00	ES	Futures	3169.05	3169.87	3169.05	3169.6	256.0
2018-09-27 00:10:00	ES	Futures	3169.87	3169.87	3169.05	3169.05	353.0
2018-09-27 00:15:00	ES	Futures	3169.32	3169.6	3168.78	3169.32	651.0
2018-09-27 00:20:00	ES	Futures	3169.32	3169.32	3168.78	3168.78	303.0
2018-09-27 00:25:00	ES	Futures	3168.78	3169.05	3168.51	3168.78	120.0
2018-09-27 00:30:00	ES	Futures	3168.78	3169.05	3168.51	3168.78	187.0
2018-09-27 00:35:00	ES	Futures	3168.78	3169.32	3168.78	3169.05	91.0
2018-09-27 00:40:00	ES	Futures	3169.32	3169.32	3169.05	3169.32	151.0
2018-09-27 00:45:00	ES	Futures	3169.6	3169.6	3169.32	3169.6	90.0
2018-09-27 00:50:00	ES	Futures	3169.6	3170.14	3169.6	3169.87	208.0
2018-09-27 00:55:00	ES	Futures	3169.87	3170.14	3169.6	3169.6	103.0
2018-09-27 01:00:00	ES	Futures	3169.87	3170.68	3169.87	3169.87	468.0
2018-09-27 01:05:00	ES	Futures	3169.87	3170.41	3169.6	3170.14	562.0
2018-09-27 01:10:00	ES	Futures	3170.41	3170.41	3169.05	3169.05	679.0
2018-09-27 01:15:00	ES	Futures	3169.05	3169.32	3168.51	3169.32	702.0
2018-09-27 01:20:00	ES	Futures	3169.32	3169.6	3169.05	3169.32	217.0
2018-09-27 01:25:00	ES	Futures	3169.32	3169.87	3169.05	3169.05	303.0
2018-09-27 01:30:00	ES	Futures	3169.05	3169.05	3167.42	3167.96	993.0
2018-09-27 01:35:00	ES	Futures	3167.69	3167.96	3166.33	3166.33	1338.0
2018-09-27 01:40:00	ES	Futures	3166.33	3166.88	3166.06	3166.6	1414.0
2018-09-27 01:45:00	ES	Futures	3166.33	3166.88	3166.33	3166.6	427.0
2018-09-27 01:50:00	ES	Futures	3166.33	3166.6	3166.06	3166.33	501.0
2018-09-27 01:55:00	ES	Futures	3166.6	3166.88	3166.06	3166.33	511.0
2018-09-27 02:00:00	ES	Futures	3166.33	3166.6	3164.97	3165.52	2018.0
2018-09-27 02:05:00	ES	Futures	3165.52	3166.6	3165.52	3166.33	453.0
2018-09-27 02:10:00	ES	Futures	3166.33	3167.69	3166.33	3167.69	1170.0
2018-09-27 02:15:00	ES	Futures	3167.42	3167.96	3167.42	3167.69	388.0
2018-09-27 02:20:00	ES	Futures	3167.69	3168.24	3167.69	3167.69	525.0
2018-09-27 02:25:00	ES	Futures	3167.69	3167.69	3166.88	3167.42	640.0
2018-09-27 02:30:00	ES	Futures	3167.42	3167.69	3166.88	3167.42	820.0
2018-09-27 02:35:00	ES	Futures	3167.42	3167.69	3166.88	3167.15	517.0
2018-09-27 02:40:00	ES	Futures	3167.42	3167.69	3166.6	3166.88	457.0
2018-09-27 02:45:00	ES	Futures	3166.6	3167.42	3166.6	3167.15	577.0
2018-09-27 02:50:00	ES	Futures	3167.15	3167.69	3166.88	3167.69	468.0
2018-09-27 02:55:00	ES	Futures	3167.42	3167.69	3166.88	3167.42	768.0
2018-09-27 03:00:00	ES	Futures	3167.42	3167.96	3167.15	3167.42	1989.0
2018-09-27 03:05:00	ES	Futures	3167.69	3169.87	3167.69	3169.6	2889.0
2018-09-27 03:10:00	ES	Futures	3169.6	3169.6	3167.42	3167.69	2854.0
2018-09-27 03:15:00	ES	Futures	3167.69	3168.24	3166.88	3167.42	1213.0
2018-09-27 03:20:00	ES	Futures	3167.69	3167.69	3166.06	3166.6	1305.0
2018-09-27 03:25:00	ES	Futures	3166.33	3166.6	3165.24	3166.06	2697.0
2018-09-27 03:30:00	ES	Futures	3166.06	3166.06	3164.97	3165.79	1598.0
2018-09-27 03:35:00	ES	Futures	3165.52	3166.06	3165.24	3165.24	730.0
2018-09-27 03:40:00	ES	Futures	3165.24	3165.52	3163.61	3164.7	2558.0
2018-09-27 03:45:00	ES	Futures	3164.43	3164.97	3163.34	3163.88	2774.0
2018-09-27 03:50:00	ES	Futures	3163.88	3164.7	3163.61	3164.16	964.0
2018-09-27 03:55:00	ES	Futures	3164.16	3164.43	3163.61	3164.16	756.0
2018-09-27 04:00:00	ES	Futures	3164.16	3166.06	3164.16	3166.06	1049.0
2018-09-27 04:05:00	ES	Futures	3166.06	3166.06	3164.43	3164.7	987.0

> showing 50 of 15,797 rows — these rows as CSV

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