PREVIEW / futures_5min / 2018-10-17

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-17.parquet
  size:    273 KB
  rows:    16,483

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
2018-10-17 00:00:00	ES	Futures	3065.15	3065.15	3064.33	3064.6	288.0
2018-10-17 00:05:00	ES	Futures	3064.33	3065.15	3064.33	3064.6	207.0
2018-10-17 00:10:00	ES	Futures	3064.6	3064.6	3064.33	3064.33	252.0
2018-10-17 00:15:00	ES	Futures	3064.33	3064.88	3064.06	3064.88	328.0
2018-10-17 00:20:00	ES	Futures	3064.88	3064.88	3064.6	3064.88	185.0
2018-10-17 00:25:00	ES	Futures	3064.88	3064.88	3064.06	3064.33	255.0
2018-10-17 00:30:00	ES	Futures	3064.06	3064.33	3063.79	3064.33	418.0
2018-10-17 00:35:00	ES	Futures	3064.33	3064.33	3063.79	3064.06	250.0
2018-10-17 00:40:00	ES	Futures	3064.06	3065.15	3064.06	3064.33	333.0
2018-10-17 00:45:00	ES	Futures	3064.33	3064.6	3063.79	3064.33	197.0
2018-10-17 00:50:00	ES	Futures	3064.33	3065.15	3064.33	3065.15	241.0
2018-10-17 00:55:00	ES	Futures	3065.15	3065.15	3064.06	3064.33	197.0
2018-10-17 01:00:00	ES	Futures	3064.6	3064.6	3063.52	3063.79	509.0
2018-10-17 01:05:00	ES	Futures	3063.79	3064.33	3063.52	3064.33	317.0
2018-10-17 01:10:00	ES	Futures	3064.06	3064.6	3064.06	3064.33	677.0
2018-10-17 01:15:00	ES	Futures	3064.33	3065.15	3064.06	3064.88	380.0
2018-10-17 01:20:00	ES	Futures	3064.88	3064.88	3063.79	3064.33	673.0
2018-10-17 01:25:00	ES	Futures	3064.06	3064.06	3063.24	3063.52	435.0
2018-10-17 01:30:00	ES	Futures	3063.52	3063.52	3061.61	3061.61	1061.0
2018-10-17 01:35:00	ES	Futures	3061.88	3063.24	3061.61	3063.24	1006.0
2018-10-17 01:40:00	ES	Futures	3063.24	3063.52	3062.43	3062.97	431.0
2018-10-17 01:45:00	ES	Futures	3063.24	3063.79	3062.97	3063.79	713.0
2018-10-17 01:50:00	ES	Futures	3063.79	3065.15	3063.79	3064.06	1333.0
2018-10-17 01:55:00	ES	Futures	3064.33	3064.6	3064.06	3064.33	636.0
2018-10-17 02:00:00	ES	Futures	3064.33	3065.96	3064.06	3065.15	2146.0
2018-10-17 02:05:00	ES	Futures	3065.42	3066.24	3065.15	3065.69	1806.0
2018-10-17 02:10:00	ES	Futures	3065.96	3066.24	3065.69	3065.96	538.0
2018-10-17 02:15:00	ES	Futures	3065.96	3066.78	3065.42	3065.96	1732.0
2018-10-17 02:20:00	ES	Futures	3065.96	3067.32	3065.69	3066.51	1361.0
2018-10-17 02:25:00	ES	Futures	3066.78	3067.6	3066.51	3066.78	1040.0
2018-10-17 02:30:00	ES	Futures	3066.78	3067.6	3066.78	3067.6	743.0
2018-10-17 02:35:00	ES	Futures	3067.6	3068.68	3067.05	3067.87	2185.0
2018-10-17 02:40:00	ES	Futures	3068.14	3071.95	3068.14	3071.68	4907.0
2018-10-17 02:45:00	ES	Futures	3071.95	3072.22	3071.13	3071.95	2908.0
2018-10-17 02:50:00	ES	Futures	3071.95	3071.95	3070.59	3070.86	1720.0
2018-10-17 02:55:00	ES	Futures	3070.86	3071.68	3070.32	3070.59	1507.0
2018-10-17 03:00:00	ES	Futures	3070.59	3070.86	3069.23	3070.32	3410.0
2018-10-17 03:05:00	ES	Futures	3070.59	3072.22	3070.32	3071.95	2494.0
2018-10-17 03:10:00	ES	Futures	3071.68	3072.76	3071.13	3071.4	2437.0
2018-10-17 03:15:00	ES	Futures	3071.4	3071.68	3070.04	3070.59	2412.0
2018-10-17 03:20:00	ES	Futures	3070.86	3071.4	3069.77	3070.04	1617.0
2018-10-17 03:25:00	ES	Futures	3070.32	3070.59	3069.23	3069.5	1468.0
2018-10-17 03:30:00	ES	Futures	3069.5	3069.77	3067.05	3067.32	2480.0
2018-10-17 03:35:00	ES	Futures	3067.05	3067.87	3066.24	3066.78	3094.0
2018-10-17 03:40:00	ES	Futures	3066.78	3067.32	3066.24	3066.78	1427.0
2018-10-17 03:45:00	ES	Futures	3066.78	3067.6	3066.51	3067.05	1818.0
2018-10-17 03:50:00	ES	Futures	3067.05	3067.6	3066.51	3066.78	1701.0
2018-10-17 03:55:00	ES	Futures	3066.51	3066.51	3065.42	3065.96	2541.0
2018-10-17 04:00:00	ES	Futures	3065.96	3065.96	3064.33	3064.88	2376.0
2018-10-17 04:05:00	ES	Futures	3064.6	3065.42	3064.33	3064.88	2322.0

> showing 50 of 16,483 rows — these rows as CSV

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