PREVIEW / futures_5min / 2018-10-14

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-14.parquet
  size:    53 KB
  rows:    2,893

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
2018-10-14 18:00:00	ES	Futures	3013.74	3015.1	3009.39	3010.2	4946.0
2018-10-14 18:05:00	ES	Futures	3009.66	3009.93	3005.58	3006.12	2794.0
2018-10-14 18:10:00	ES	Futures	3006.12	3006.4	2999.6	3000.41	2919.0
2018-10-14 18:15:00	ES	Futures	3000.14	3002.04	2999.05	3001.5	1244.0
2018-10-14 18:20:00	ES	Futures	3001.5	3004.76	2999.05	3003.95	1260.0
2018-10-14 18:25:00	ES	Futures	3003.95	3004.22	3002.32	3003.95	436.0
2018-10-14 18:30:00	ES	Futures	3003.95	3006.4	3003.13	3003.4	1528.0
2018-10-14 18:35:00	ES	Futures	3003.4	3004.22	3000.41	3002.04	1264.0
2018-10-14 18:40:00	ES	Futures	3001.77	3003.13	3001.5	3002.32	699.0
2018-10-14 18:45:00	ES	Futures	3002.32	3005.31	3001.77	3005.31	531.0
2018-10-14 18:50:00	ES	Futures	3005.31	3006.12	3004.76	3006.12	629.0
2018-10-14 18:55:00	ES	Futures	3006.12	3006.12	3003.95	3005.04	1024.0
2018-10-14 19:00:00	ES	Futures	3005.04	3006.12	3004.49	3005.85	663.0
2018-10-14 19:05:00	ES	Futures	3005.85	3008.84	3005.85	3008.03	1448.0
2018-10-14 19:10:00	ES	Futures	3008.03	3008.57	3006.94	3008.03	864.0
2018-10-14 19:15:00	ES	Futures	3007.76	3008.84	3006.67	3006.94	921.0
2018-10-14 19:20:00	ES	Futures	3006.94	3008.84	3006.4	3008.84	479.0
2018-10-14 19:25:00	ES	Futures	3008.84	3008.84	3007.48	3008.3	527.0
2018-10-14 19:30:00	ES	Futures	3008.57	3008.57	3005.85	3007.48	856.0
2018-10-14 19:35:00	ES	Futures	3007.48	3008.03	3006.12	3006.94	580.0
2018-10-14 19:40:00	ES	Futures	3006.94	3011.02	3006.4	3010.2	1107.0
2018-10-14 19:45:00	ES	Futures	3010.48	3011.02	3008.3	3011.02	1006.0
2018-10-14 19:50:00	ES	Futures	3011.02	3011.56	3010.48	3010.75	1023.0
2018-10-14 19:55:00	ES	Futures	3010.75	3011.29	3009.39	3011.29	862.0
2018-10-14 20:00:00	ES	Futures	3011.29	3012.92	3010.2	3011.02	2541.0
2018-10-14 20:05:00	ES	Futures	3011.02	3011.56	3009.66	3010.48	2234.0
2018-10-14 20:10:00	ES	Futures	3010.48	3011.02	3008.03	3008.57	1890.0
2018-10-14 20:15:00	ES	Futures	3008.84	3010.75	3007.76	3007.76	1158.0
2018-10-14 20:20:00	ES	Futures	3008.03	3008.57	3006.67	3008.57	1176.0
2018-10-14 20:25:00	ES	Futures	3008.57	3008.57	3005.85	3006.4	893.0
2018-10-14 20:30:00	ES	Futures	3006.4	3006.67	3004.22	3004.76	1967.0
2018-10-14 20:35:00	ES	Futures	3004.76	3005.85	3003.13	3003.4	1261.0
2018-10-14 20:40:00	ES	Futures	3003.68	3005.31	3003.13	3005.04	1305.0
2018-10-14 20:45:00	ES	Futures	3005.04	3005.31	3001.77	3002.04	2112.0
2018-10-14 20:50:00	ES	Futures	3002.32	3003.4	3002.04	3002.32	907.0
2018-10-14 20:55:00	ES	Futures	3002.04	3002.59	3000.14	3002.04	1401.0
2018-10-14 21:00:00	ES	Futures	3002.32	3002.32	2998.24	2998.78	2681.0
2018-10-14 21:05:00	ES	Futures	2998.51	2999.32	2997.69	2998.78	1887.0
2018-10-14 21:10:00	ES	Futures	2999.05	3001.77	2997.96	3000.96	1953.0
2018-10-14 21:15:00	ES	Futures	3000.96	3002.86	2999.87	3001.77	1962.0
2018-10-14 21:20:00	ES	Futures	3002.04	3003.68	3002.04	3003.4	1389.0
2018-10-14 21:25:00	ES	Futures	3003.4	3005.58	3002.86	3003.68	2368.0
2018-10-14 21:30:00	ES	Futures	3003.68	3005.31	3002.04	3002.32	1620.0
2018-10-14 21:35:00	ES	Futures	3002.32	3004.49	3001.77	3002.59	1477.0
2018-10-14 21:40:00	ES	Futures	3002.59	3004.49	3000.96	3004.49	1414.0
2018-10-14 21:45:00	ES	Futures	3004.49	3004.76	3001.23	3004.49	1434.0
2018-10-14 21:50:00	ES	Futures	3004.49	3006.67	3003.68	3005.31	1952.0
2018-10-14 21:55:00	ES	Futures	3005.31	3009.66	3005.31	3008.84	2960.0
2018-10-14 22:00:00	ES	Futures	3009.12	3009.12	3007.48	3008.3	1053.0
2018-10-14 22:05:00	ES	Futures	3008.03	3010.2	3007.48	3007.76	1463.0

> showing 50 of 2,893 rows — these rows as CSV

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