PREVIEW / futures_5min / 2018-10-08

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-08.parquet
  size:    266 KB
  rows:    16,382

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
2018-10-08 00:00:00	ES	Futures	3148.65	3148.65	3147.84	3148.38	608.0
2018-10-08 00:05:00	ES	Futures	3148.38	3148.38	3147.56	3148.11	197.0
2018-10-08 00:10:00	ES	Futures	3148.11	3148.38	3147.84	3148.38	229.0
2018-10-08 00:15:00	ES	Futures	3148.38	3148.65	3148.11	3148.38	249.0
2018-10-08 00:20:00	ES	Futures	3148.38	3149.2	3148.38	3149.2	266.0
2018-10-08 00:25:00	ES	Futures	3149.2	3149.47	3148.65	3149.47	262.0
2018-10-08 00:30:00	ES	Futures	3149.2	3150.83	3148.92	3149.74	725.0
2018-10-08 00:35:00	ES	Futures	3149.74	3150.28	3149.74	3149.74	176.0
2018-10-08 00:40:00	ES	Futures	3149.74	3150.01	3149.2	3149.47	611.0
2018-10-08 00:45:00	ES	Futures	3149.47	3149.47	3148.92	3149.2	639.0
2018-10-08 00:50:00	ES	Futures	3149.2	3149.2	3148.92	3149.2	516.0
2018-10-08 00:55:00	ES	Futures	3148.92	3149.47	3148.92	3149.47	400.0
2018-10-08 01:00:00	ES	Futures	3149.47	3150.28	3149.2	3149.2	719.0
2018-10-08 01:05:00	ES	Futures	3149.2	3150.83	3149.2	3150.01	390.0
2018-10-08 01:10:00	ES	Futures	3150.01	3150.83	3150.01	3150.83	293.0
2018-10-08 01:15:00	ES	Futures	3150.56	3150.56	3150.01	3150.28	104.0
2018-10-08 01:20:00	ES	Futures	3150.28	3150.28	3149.47	3150.01	155.0
2018-10-08 01:25:00	ES	Futures	3149.74	3150.01	3148.38	3148.65	343.0
2018-10-08 01:30:00	ES	Futures	3148.65	3148.92	3148.11	3148.65	298.0
2018-10-08 01:35:00	ES	Futures	3148.65	3149.74	3148.65	3148.92	186.0
2018-10-08 01:40:00	ES	Futures	3149.2	3149.47	3148.92	3149.47	164.0
2018-10-08 01:45:00	ES	Futures	3149.2	3149.47	3148.92	3149.2	166.0
2018-10-08 01:50:00	ES	Futures	3149.2	3149.2	3148.65	3148.65	131.0
2018-10-08 01:55:00	ES	Futures	3148.65	3149.2	3148.65	3148.92	139.0
2018-10-08 02:00:00	ES	Futures	3148.92	3149.47	3148.11	3148.11	497.0
2018-10-08 02:05:00	ES	Futures	3148.11	3148.38	3147.56	3148.11	590.0
2018-10-08 02:10:00	ES	Futures	3147.84	3148.38	3147.29	3148.11	529.0
2018-10-08 02:15:00	ES	Futures	3147.84	3148.11	3147.56	3148.11	205.0
2018-10-08 02:20:00	ES	Futures	3148.11	3148.11	3147.29	3147.29	427.0
2018-10-08 02:25:00	ES	Futures	3147.29	3147.84	3146.48	3147.02	528.0
2018-10-08 02:30:00	ES	Futures	3147.29	3147.29	3146.2	3146.2	465.0
2018-10-08 02:35:00	ES	Futures	3146.2	3146.75	3145.66	3145.93	989.0
2018-10-08 02:40:00	ES	Futures	3145.93	3146.48	3145.39	3145.39	793.0
2018-10-08 02:45:00	ES	Futures	3145.39	3145.66	3144.57	3144.84	909.0
2018-10-08 02:50:00	ES	Futures	3144.84	3145.12	3144.57	3144.57	500.0
2018-10-08 02:55:00	ES	Futures	3144.57	3145.12	3143.76	3143.76	822.0
2018-10-08 03:00:00	ES	Futures	3144.03	3144.57	3141.85	3142.4	3709.0
2018-10-08 03:05:00	ES	Futures	3142.4	3143.76	3142.12	3142.4	2414.0
2018-10-08 03:10:00	ES	Futures	3142.67	3144.03	3142.12	3142.4	1878.0
2018-10-08 03:15:00	ES	Futures	3142.4	3142.4	3140.49	3141.04	2758.0
2018-10-08 03:20:00	ES	Futures	3141.31	3142.67	3140.49	3141.85	1895.0
2018-10-08 03:25:00	ES	Futures	3141.85	3142.12	3140.49	3141.85	1400.0
2018-10-08 03:30:00	ES	Futures	3141.58	3142.94	3141.04	3142.12	1296.0
2018-10-08 03:35:00	ES	Futures	3142.12	3142.4	3141.58	3141.85	683.0
2018-10-08 03:40:00	ES	Futures	3142.12	3142.67	3140.22	3140.49	1161.0
2018-10-08 03:45:00	ES	Futures	3140.49	3141.04	3139.13	3140.76	2505.0
2018-10-08 03:50:00	ES	Futures	3140.76	3141.04	3139.95	3140.49	1150.0
2018-10-08 03:55:00	ES	Futures	3140.76	3141.58	3140.49	3140.76	1971.0
2018-10-08 04:00:00	ES	Futures	3141.04	3141.31	3140.22	3140.22	1132.0
2018-10-08 04:05:00	ES	Futures	3140.49	3141.31	3139.68	3140.76	1329.0

> showing 50 of 16,382 rows — these rows as CSV

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