PREVIEW / futures_5min / 2018-10-15

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-15.parquet
  size:    267 KB
  rows:    16,520

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
2018-10-15 00:00:00	ES	Futures	3005.31	3007.48	3005.31	3006.67	850.0
2018-10-15 00:05:00	ES	Futures	3006.67	3006.67	3005.31	3005.85	425.0
2018-10-15 00:10:00	ES	Futures	3006.12	3006.94	3006.12	3006.12	364.0
2018-10-15 00:15:00	ES	Futures	3006.12	3006.12	3004.76	3004.76	542.0
2018-10-15 00:20:00	ES	Futures	3004.76	3005.85	3004.76	3005.31	323.0
2018-10-15 00:25:00	ES	Futures	3005.31	3005.85	3005.04	3005.58	116.0
2018-10-15 00:30:00	ES	Futures	3005.85	3007.21	3005.58	3007.21	533.0
2018-10-15 00:35:00	ES	Futures	3007.21	3007.21	3003.95	3005.04	1174.0
2018-10-15 00:40:00	ES	Futures	3005.04	3005.58	3004.49	3005.58	280.0
2018-10-15 00:45:00	ES	Futures	3005.58	3005.85	3004.76	3004.76	318.0
2018-10-15 00:50:00	ES	Futures	3005.04	3005.85	3005.04	3005.85	191.0
2018-10-15 00:55:00	ES	Futures	3005.85	3006.12	3005.58	3006.12	236.0
2018-10-15 01:00:00	ES	Futures	3005.85	3006.12	3003.4	3005.04	935.0
2018-10-15 01:05:00	ES	Futures	3004.76	3004.76	3003.68	3003.95	355.0
2018-10-15 01:10:00	ES	Futures	3004.22	3004.76	3003.68	3004.22	630.0
2018-10-15 01:15:00	ES	Futures	3004.22	3005.04	3001.77	3002.86	1057.0
2018-10-15 01:20:00	ES	Futures	3002.59	3002.59	3000.68	3000.96	984.0
2018-10-15 01:25:00	ES	Futures	3000.96	3001.23	2999.87	3000.14	967.0
2018-10-15 01:30:00	ES	Futures	2999.87	3000.96	2998.78	2999.6	1263.0
2018-10-15 01:35:00	ES	Futures	2999.6	2999.87	2997.96	2999.05	901.0
2018-10-15 01:40:00	ES	Futures	2999.05	3000.68	2998.51	3000.14	859.0
2018-10-15 01:45:00	ES	Futures	2999.87	3000.68	2999.6	2999.87	496.0
2018-10-15 01:50:00	ES	Futures	2999.87	3000.14	2999.32	2999.32	431.0
2018-10-15 01:55:00	ES	Futures	2999.32	2999.6	2997.96	2998.51	763.0
2018-10-15 02:00:00	ES	Futures	2998.51	3000.68	2997.96	3000.14	1797.0
2018-10-15 02:05:00	ES	Futures	2999.87	3001.5	2999.32	3001.23	818.0
2018-10-15 02:10:00	ES	Futures	3001.23	3001.5	2994.16	2994.97	2318.0
2018-10-15 02:15:00	ES	Futures	2995.24	2997.69	2994.97	2995.79	2036.0
2018-10-15 02:20:00	ES	Futures	2996.06	2998.24	2995.79	2996.88	1200.0
2018-10-15 02:25:00	ES	Futures	2996.88	2998.78	2995.79	2997.42	1231.0
2018-10-15 02:30:00	ES	Futures	2997.42	2999.05	2997.15	2999.05	909.0
2018-10-15 02:35:00	ES	Futures	2999.05	2999.6	2997.42	2997.96	927.0
2018-10-15 02:40:00	ES	Futures	2997.96	2999.32	2996.33	2996.6	1203.0
2018-10-15 02:45:00	ES	Futures	2996.6	2998.78	2996.6	2997.15	1048.0
2018-10-15 02:50:00	ES	Futures	2997.42	2999.87	2997.42	2999.32	979.0
2018-10-15 02:55:00	ES	Futures	2999.05	3000.68	2999.05	3000.41	867.0
2018-10-15 03:00:00	ES	Futures	3000.14	3001.77	2996.88	2999.32	3244.0
2018-10-15 03:05:00	ES	Futures	2999.32	3000.68	2998.78	2999.87	2052.0
2018-10-15 03:10:00	ES	Futures	2999.87	3000.68	2998.78	3000.41	1229.0
2018-10-15 03:15:00	ES	Futures	3000.41	3001.5	3000.14	3000.68	1775.0
2018-10-15 03:20:00	ES	Futures	3000.96	3002.86	3000.14	3002.32	2357.0
2018-10-15 03:25:00	ES	Futures	3002.32	3002.59	2999.87	3000.14	1390.0
2018-10-15 03:30:00	ES	Futures	3000.14	3000.14	2997.42	2997.96	2272.0
2018-10-15 03:35:00	ES	Futures	2997.69	2997.96	2994.7	2995.24	2663.0
2018-10-15 03:40:00	ES	Futures	2995.24	2997.15	2994.43	2994.97	2133.0
2018-10-15 03:45:00	ES	Futures	2995.24	2996.33	2994.16	2996.33	2382.0
2018-10-15 03:50:00	ES	Futures	2996.33	2997.15	2994.97	2996.88	1632.0
2018-10-15 03:55:00	ES	Futures	2996.88	2997.42	2996.06	2997.15	1407.0
2018-10-15 04:00:00	ES	Futures	2997.15	2997.96	2995.52	2997.69	1588.0
2018-10-15 04:05:00	ES	Futures	2997.42	2999.32	2997.42	2998.51	1402.0

> showing 50 of 16,520 rows — these rows as CSV

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