PREVIEW / futures_5min / 2018-10-09

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-09.parquet
  size:    269 KB
  rows:    16,459

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
2018-10-09 00:00:00	ES	Futures	3144.84	3145.39	3144.03	3144.03	472.0
2018-10-09 00:05:00	ES	Futures	3144.3	3144.84	3144.03	3144.3	230.0
2018-10-09 00:10:00	ES	Futures	3144.3	3144.3	3143.76	3144.03	278.0
2018-10-09 00:15:00	ES	Futures	3144.03	3144.84	3144.03	3144.3	418.0
2018-10-09 00:20:00	ES	Futures	3144.57	3144.57	3143.76	3144.03	530.0
2018-10-09 00:25:00	ES	Futures	3144.3	3145.66	3144.03	3145.39	591.0
2018-10-09 00:30:00	ES	Futures	3145.39	3146.2	3145.12	3145.93	618.0
2018-10-09 00:35:00	ES	Futures	3145.93	3146.2	3145.12	3145.66	711.0
2018-10-09 00:40:00	ES	Futures	3145.66	3145.93	3145.39	3145.39	250.0
2018-10-09 00:45:00	ES	Futures	3145.39	3145.66	3144.84	3145.39	434.0
2018-10-09 00:50:00	ES	Futures	3145.39	3145.93	3145.39	3145.39	279.0
2018-10-09 00:55:00	ES	Futures	3145.39	3145.39	3144.57	3144.84	351.0
2018-10-09 01:00:00	ES	Futures	3144.84	3145.39	3144.3	3145.39	527.0
2018-10-09 01:05:00	ES	Futures	3145.39	3145.66	3144.84	3144.84	385.0
2018-10-09 01:10:00	ES	Futures	3145.12	3145.39	3144.3	3144.57	553.0
2018-10-09 01:15:00	ES	Futures	3144.84	3144.84	3144.3	3144.3	382.0
2018-10-09 01:20:00	ES	Futures	3144.3	3144.84	3144.03	3144.57	444.0
2018-10-09 01:25:00	ES	Futures	3144.57	3144.84	3144.3	3144.84	359.0
2018-10-09 01:30:00	ES	Futures	3144.57	3144.84	3143.76	3143.76	487.0
2018-10-09 01:35:00	ES	Futures	3143.76	3144.3	3143.76	3144.03	262.0
2018-10-09 01:40:00	ES	Futures	3144.03	3144.3	3143.76	3143.76	320.0
2018-10-09 01:45:00	ES	Futures	3143.76	3144.03	3143.48	3143.76	378.0
2018-10-09 01:50:00	ES	Futures	3143.76	3143.76	3143.21	3143.21	448.0
2018-10-09 01:55:00	ES	Futures	3143.21	3143.76	3142.94	3143.76	871.0
2018-10-09 02:00:00	ES	Futures	3143.48	3144.03	3142.12	3142.12	943.0
2018-10-09 02:05:00	ES	Futures	3142.4	3143.21	3142.4	3142.4	705.0
2018-10-09 02:10:00	ES	Futures	3142.4	3142.4	3141.31	3141.85	1178.0
2018-10-09 02:15:00	ES	Futures	3141.58	3142.67	3141.58	3142.67	553.0
2018-10-09 02:20:00	ES	Futures	3142.67	3142.67	3141.85	3142.12	403.0
2018-10-09 02:25:00	ES	Futures	3142.12	3142.4	3141.85	3141.85	392.0
2018-10-09 02:30:00	ES	Futures	3141.58	3141.58	3141.04	3141.31	889.0
2018-10-09 02:35:00	ES	Futures	3141.04	3142.4	3141.04	3142.12	847.0
2018-10-09 02:40:00	ES	Futures	3142.12	3142.67	3141.85	3142.67	492.0
2018-10-09 02:45:00	ES	Futures	3142.4	3143.21	3142.12	3142.94	481.0
2018-10-09 02:50:00	ES	Futures	3143.21	3143.48	3142.67	3142.94	274.0
2018-10-09 02:55:00	ES	Futures	3142.94	3143.76	3142.94	3143.76	393.0
2018-10-09 03:00:00	ES	Futures	3143.48	3145.12	3141.85	3144.84	3387.0
2018-10-09 03:05:00	ES	Futures	3144.57	3145.66	3144.03	3144.57	2466.0
2018-10-09 03:10:00	ES	Futures	3144.57	3144.84	3142.67	3142.67	1251.0
2018-10-09 03:15:00	ES	Futures	3142.67	3142.94	3142.12	3142.4	1034.0
2018-10-09 03:20:00	ES	Futures	3142.4	3143.21	3142.12	3142.12	1145.0
2018-10-09 03:25:00	ES	Futures	3142.4	3142.67	3141.85	3142.12	1136.0
2018-10-09 03:30:00	ES	Futures	3142.4	3143.76	3141.58	3143.76	2264.0
2018-10-09 03:35:00	ES	Futures	3143.48	3143.76	3143.21	3143.21	961.0
2018-10-09 03:40:00	ES	Futures	3143.48	3143.76	3142.12	3142.4	1121.0
2018-10-09 03:45:00	ES	Futures	3142.12	3143.21	3142.12	3142.4	683.0
2018-10-09 03:50:00	ES	Futures	3142.67	3142.94	3142.12	3142.67	557.0
2018-10-09 03:55:00	ES	Futures	3142.4	3142.4	3141.31	3141.58	1540.0
2018-10-09 04:00:00	ES	Futures	3141.58	3141.85	3140.49	3141.58	1891.0
2018-10-09 04:05:00	ES	Futures	3141.31	3141.85	3140.49	3140.49	1097.0

> showing 50 of 16,459 rows — these rows as CSV

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