PREVIEW / futures_5min / 2018-10-11

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-11.parquet
  size:    295 KB
  rows:    17,043

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
2018-10-11 00:00:00	ES	Futures	3008.57	3009.66	3004.49	3005.31	1774.0
2018-10-11 00:05:00	ES	Futures	3005.04	3005.85	3003.68	3005.31	954.0
2018-10-11 00:10:00	ES	Futures	3005.04	3005.31	3003.95	3003.95	544.0
2018-10-11 00:15:00	ES	Futures	3003.95	3005.04	3001.77	3004.22	1176.0
2018-10-11 00:20:00	ES	Futures	3003.95	3004.22	2998.51	2999.05	1439.0
2018-10-11 00:25:00	ES	Futures	2999.05	2999.87	2996.33	2997.69	1983.0
2018-10-11 00:30:00	ES	Futures	2997.42	3004.49	2997.15	3002.04	2026.0
2018-10-11 00:35:00	ES	Futures	3001.77	3003.68	3001.5	3003.4	1108.0
2018-10-11 00:40:00	ES	Futures	3003.4	3005.04	3002.59	3002.86	1125.0
2018-10-11 00:45:00	ES	Futures	3002.86	3002.86	3000.14	3001.77	1225.0
2018-10-11 00:50:00	ES	Futures	3001.77	3001.77	2998.78	3000.68	1292.0
2018-10-11 00:55:00	ES	Futures	3000.41	3000.41	2998.78	2999.6	991.0
2018-10-11 01:00:00	ES	Futures	2999.6	3001.5	2999.6	2999.6	924.0
2018-10-11 01:05:00	ES	Futures	2999.6	3000.14	2998.24	2998.51	1364.0
2018-10-11 01:10:00	ES	Futures	2998.51	2999.6	2997.15	2999.32	1593.0
2018-10-11 01:15:00	ES	Futures	2999.32	2999.6	2997.69	2998.78	913.0
2018-10-11 01:20:00	ES	Futures	2998.78	2999.05	2994.7	2996.6	2234.0
2018-10-11 01:25:00	ES	Futures	2996.88	2996.88	2990.35	2992.52	4087.0
2018-10-11 01:30:00	ES	Futures	2992.25	2996.88	2992.25	2996.06	1533.0
2018-10-11 01:35:00	ES	Futures	2995.79	2999.05	2994.43	2998.78	1834.0
2018-10-11 01:40:00	ES	Futures	2998.51	3001.77	2997.42	2998.51	2224.0
2018-10-11 01:45:00	ES	Futures	2998.78	3000.68	2998.51	2999.32	1377.0
2018-10-11 01:50:00	ES	Futures	2999.32	2999.32	2996.6	2998.24	1786.0
2018-10-11 01:55:00	ES	Futures	2998.24	2998.24	2996.33	2997.15	1797.0
2018-10-11 02:00:00	ES	Futures	2997.15	3004.76	2996.88	3003.95	6223.0
2018-10-11 02:05:00	ES	Futures	3003.95	3008.03	3003.68	3006.4	3976.0
2018-10-11 02:10:00	ES	Futures	3006.12	3006.94	3003.95	3004.49	2203.0
2018-10-11 02:15:00	ES	Futures	3004.22	3005.85	3003.4	3005.04	2408.0
2018-10-11 02:20:00	ES	Futures	3005.04	3007.76	3005.04	3006.67	2675.0
2018-10-11 02:25:00	ES	Futures	3006.4	3008.03	3006.12	3007.21	1950.0
2018-10-11 02:30:00	ES	Futures	3007.21	3007.76	3005.31	3005.58	1990.0
2018-10-11 02:35:00	ES	Futures	3005.58	3008.84	3005.58	3007.21	2628.0
2018-10-11 02:40:00	ES	Futures	3007.21	3012.38	3007.21	3011.29	3354.0
2018-10-11 02:45:00	ES	Futures	3011.56	3012.38	3009.39	3011.29	3278.0
2018-10-11 02:50:00	ES	Futures	3011.29	3017.55	3009.39	3017.28	6450.0
2018-10-11 02:55:00	ES	Futures	3017.28	3017.82	3010.75	3011.56	5061.0
2018-10-11 03:00:00	ES	Futures	3011.56	3013.74	3009.39	3009.93	7359.0
2018-10-11 03:05:00	ES	Futures	3009.93	3013.47	3009.39	3012.38	5491.0
2018-10-11 03:10:00	ES	Futures	3012.38	3017.28	3012.11	3016.73	9179.0
2018-10-11 03:15:00	ES	Futures	3016.73	3017.82	3015.37	3016.19	6835.0
2018-10-11 03:20:00	ES	Futures	3016.46	3021.9	3015.64	3021.36	7956.0
2018-10-11 03:25:00	ES	Futures	3021.36	3023.8	3020.54	3022.44	7871.0
2018-10-11 03:30:00	ES	Futures	3022.44	3024.35	3022.17	3024.08	6801.0
2018-10-11 03:35:00	ES	Futures	3024.08	3024.35	3020.27	3020.81	5261.0
2018-10-11 03:40:00	ES	Futures	3021.08	3022.17	3018.91	3020.27	6019.0
2018-10-11 03:45:00	ES	Futures	3020.27	3020.81	3013.47	3014.83	7466.0
2018-10-11 03:50:00	ES	Futures	3014.56	3014.56	3010.48	3011.29	6689.0
2018-10-11 03:55:00	ES	Futures	3011.56	3012.11	3000.96	3002.32	8738.0
2018-10-11 04:00:00	ES	Futures	3002.32	3004.76	3000.96	3004.49	7456.0
2018-10-11 04:05:00	ES	Futures	3004.22	3004.76	3001.5	3004.76	5205.0

> showing 50 of 17,043 rows — these rows as CSV

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