PREVIEW / futures_5min / 2018-10-12

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-12.parquet
  size:    245 KB
  rows:    13,752

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
2018-10-12 00:00:00	ES	Futures	3011.56	3012.65	3011.02	3012.65	510.0
2018-10-12 00:05:00	ES	Futures	3012.65	3013.2	3012.11	3012.65	609.0
2018-10-12 00:10:00	ES	Futures	3012.38	3013.2	3012.11	3012.38	670.0
2018-10-12 00:15:00	ES	Futures	3012.11	3012.65	3011.02	3011.84	592.0
2018-10-12 00:20:00	ES	Futures	3011.56	3012.38	3010.75	3012.11	533.0
2018-10-12 00:25:00	ES	Futures	3012.11	3012.11	3009.12	3009.39	941.0
2018-10-12 00:30:00	ES	Futures	3009.39	3010.48	3008.84	3010.48	792.0
2018-10-12 00:35:00	ES	Futures	3010.75	3014.28	3010.75	3014.01	2464.0
2018-10-12 00:40:00	ES	Futures	3014.01	3014.83	3013.47	3014.56	1191.0
2018-10-12 00:45:00	ES	Futures	3014.56	3015.37	3013.74	3015.37	1094.0
2018-10-12 00:50:00	ES	Futures	3015.37	3017.0	3014.56	3016.73	2093.0
2018-10-12 00:55:00	ES	Futures	3016.73	3017.28	3015.92	3017.28	1777.0
2018-10-12 01:00:00	ES	Futures	3017.0	3017.55	3016.19	3017.0	1470.0
2018-10-12 01:05:00	ES	Futures	3017.0	3018.36	3017.0	3018.09	1753.0
2018-10-12 01:10:00	ES	Futures	3017.82	3018.91	3017.0	3018.91	1695.0
2018-10-12 01:15:00	ES	Futures	3018.64	3018.91	3017.28	3017.55	1272.0
2018-10-12 01:20:00	ES	Futures	3017.82	3024.08	3017.28	3023.8	4673.0
2018-10-12 01:25:00	ES	Futures	3023.8	3025.16	3022.44	3022.44	2948.0
2018-10-12 01:30:00	ES	Futures	3022.44	3023.8	3021.08	3022.72	1763.0
2018-10-12 01:35:00	ES	Futures	3022.99	3023.26	3021.36	3022.17	974.0
2018-10-12 01:40:00	ES	Futures	3022.17	3024.62	3022.17	3023.26	1412.0
2018-10-12 01:45:00	ES	Futures	3023.26	3023.26	3020.27	3020.27	2134.0
2018-10-12 01:50:00	ES	Futures	3020.27	3021.36	3019.18	3020.81	2187.0
2018-10-12 01:55:00	ES	Futures	3020.81	3020.81	3018.64	3020.54	1724.0
2018-10-12 02:00:00	ES	Futures	3020.54	3021.36	3017.0	3018.64	2238.0
2018-10-12 02:05:00	ES	Futures	3018.36	3020.54	3016.73	3016.73	1954.0
2018-10-12 02:10:00	ES	Futures	3017.0	3018.91	3016.73	3018.91	2242.0
2018-10-12 02:15:00	ES	Futures	3018.91	3020.81	3016.46	3020.0	2527.0
2018-10-12 02:20:00	ES	Futures	3020.0	3022.72	3019.45	3022.17	2163.0
2018-10-12 02:25:00	ES	Futures	3022.17	3024.89	3021.63	3023.53	3616.0
2018-10-12 02:30:00	ES	Futures	3023.8	3026.52	3022.99	3025.98	4047.0
2018-10-12 02:35:00	ES	Futures	3025.71	3028.16	3023.53	3027.34	2930.0
2018-10-12 02:40:00	ES	Futures	3027.61	3029.79	3026.8	3027.88	3481.0
2018-10-12 02:45:00	ES	Futures	3027.61	3029.79	3027.07	3027.88	2403.0
2018-10-12 02:50:00	ES	Futures	3027.88	3030.06	3027.34	3027.88	3671.0
2018-10-12 02:55:00	ES	Futures	3028.16	3029.79	3026.8	3029.24	1902.0
2018-10-12 03:00:00	ES	Futures	3029.24	3029.24	3023.26	3025.16	5984.0
2018-10-12 03:05:00	ES	Futures	3025.16	3026.8	3024.35	3025.44	3355.0
2018-10-12 03:10:00	ES	Futures	3025.44	3028.97	3024.35	3028.7	5091.0
2018-10-12 03:15:00	ES	Futures	3028.7	3029.52	3024.89	3025.98	3832.0
2018-10-12 03:20:00	ES	Futures	3025.71	3026.8	3024.89	3025.98	2400.0
2018-10-12 03:25:00	ES	Futures	3025.98	3028.43	3024.89	3027.07	5360.0
2018-10-12 03:30:00	ES	Futures	3027.07	3027.07	3022.99	3023.8	2992.0
2018-10-12 03:35:00	ES	Futures	3023.8	3024.62	3022.72	3023.26	2010.0
2018-10-12 03:40:00	ES	Futures	3023.26	3025.16	3023.26	3024.35	1782.0
2018-10-12 03:45:00	ES	Futures	3024.35	3024.62	3022.44	3022.72	1358.0
2018-10-12 03:50:00	ES	Futures	3022.44	3022.99	3021.36	3021.9	2065.0
2018-10-12 03:55:00	ES	Futures	3021.9	3024.35	3021.63	3024.08	1745.0
2018-10-12 04:00:00	ES	Futures	3024.35	3024.35	3021.9	3022.17	3536.0
2018-10-12 04:05:00	ES	Futures	3022.44	3022.44	3019.72	3020.81	3414.0

> showing 50 of 13,752 rows — these rows as CSV

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