PREVIEW / futures_5min / 2018-10-19

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-19.parquet
  size:    237 KB
  rows:    13,819

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
2018-10-19 00:00:00	ES	Futures	3022.44	3023.26	3022.17	3023.26	291.0
2018-10-19 00:05:00	ES	Futures	3023.26	3023.53	3022.99	3022.99	162.0
2018-10-19 00:10:00	ES	Futures	3022.99	3023.26	3022.72	3023.26	212.0
2018-10-19 00:15:00	ES	Futures	3023.26	3023.53	3022.99	3023.53	94.0
2018-10-19 00:20:00	ES	Futures	3023.8	3023.8	3023.26	3023.8	259.0
2018-10-19 00:25:00	ES	Futures	3023.8	3024.08	3023.53	3023.53	110.0
2018-10-19 00:30:00	ES	Futures	3023.8	3023.8	3022.72	3023.53	217.0
2018-10-19 00:35:00	ES	Futures	3023.53	3024.89	3023.53	3024.35	302.0
2018-10-19 00:40:00	ES	Futures	3024.35	3025.16	3024.08	3024.89	209.0
2018-10-19 00:45:00	ES	Futures	3024.89	3025.44	3024.62	3024.89	223.0
2018-10-19 00:50:00	ES	Futures	3024.89	3025.16	3024.35	3024.62	251.0
2018-10-19 00:55:00	ES	Futures	3024.62	3024.89	3024.08	3024.08	217.0
2018-10-19 01:00:00	ES	Futures	3024.35	3024.89	3023.8	3024.35	541.0
2018-10-19 01:05:00	ES	Futures	3024.35	3026.8	3024.35	3026.52	1265.0
2018-10-19 01:10:00	ES	Futures	3026.8	3027.34	3026.52	3026.8	1820.0
2018-10-19 01:15:00	ES	Futures	3026.8	3028.16	3026.52	3026.52	1850.0
2018-10-19 01:20:00	ES	Futures	3026.52	3027.88	3026.52	3027.88	405.0
2018-10-19 01:25:00	ES	Futures	3027.61	3028.16	3026.8	3027.34	641.0
2018-10-19 01:30:00	ES	Futures	3027.07	3027.88	3025.71	3027.34	749.0
2018-10-19 01:35:00	ES	Futures	3027.34	3027.88	3027.34	3027.61	458.0
2018-10-19 01:40:00	ES	Futures	3027.88	3029.24	3027.88	3029.24	1652.0
2018-10-19 01:45:00	ES	Futures	3028.97	3029.24	3027.88	3028.7	679.0
2018-10-19 01:50:00	ES	Futures	3028.43	3029.24	3028.16	3028.7	942.0
2018-10-19 01:55:00	ES	Futures	3028.7	3028.97	3028.16	3028.7	594.0
2018-10-19 02:00:00	ES	Futures	3028.7	3030.33	3028.7	3028.97	1807.0
2018-10-19 02:05:00	ES	Futures	3028.7	3029.52	3028.43	3029.24	1132.0
2018-10-19 02:10:00	ES	Futures	3028.97	3030.33	3028.97	3029.79	987.0
2018-10-19 02:15:00	ES	Futures	3030.06	3030.6	3028.97	3029.24	2256.0
2018-10-19 02:20:00	ES	Futures	3029.52	3029.52	3027.61	3028.43	2021.0
2018-10-19 02:25:00	ES	Futures	3028.7	3028.97	3027.61	3027.61	1026.0
2018-10-19 02:30:00	ES	Futures	3027.88	3027.88	3025.16	3025.98	1707.0
2018-10-19 02:35:00	ES	Futures	3026.25	3026.25	3024.89	3025.16	1522.0
2018-10-19 02:40:00	ES	Futures	3025.16	3026.52	3024.62	3026.25	1677.0
2018-10-19 02:45:00	ES	Futures	3026.52	3027.07	3025.98	3026.25	2079.0
2018-10-19 02:50:00	ES	Futures	3026.25	3028.43	3025.98	3027.07	1938.0
2018-10-19 02:55:00	ES	Futures	3027.07	3027.61	3025.98	3026.8	1262.0
2018-10-19 03:00:00	ES	Futures	3026.52	3026.8	3024.08	3025.44	4472.0
2018-10-19 03:05:00	ES	Futures	3025.44	3026.52	3024.89	3025.16	2134.0
2018-10-19 03:10:00	ES	Futures	3025.16	3027.61	3025.16	3026.25	2431.0
2018-10-19 03:15:00	ES	Futures	3026.25	3027.34	3025.16	3025.71	2014.0
2018-10-19 03:20:00	ES	Futures	3025.98	3027.07	3024.35	3024.35	1744.0
2018-10-19 03:25:00	ES	Futures	3024.08	3024.89	3023.26	3024.89	2429.0
2018-10-19 03:30:00	ES	Futures	3024.62	3025.16	3022.44	3022.72	1404.0
2018-10-19 03:35:00	ES	Futures	3022.72	3024.08	3022.72	3022.99	1707.0
2018-10-19 03:40:00	ES	Futures	3022.99	3023.26	3020.27	3021.36	3645.0
2018-10-19 03:45:00	ES	Futures	3021.36	3022.72	3019.72	3020.54	2866.0
2018-10-19 03:50:00	ES	Futures	3020.54	3022.72	3020.54	3021.36	1805.0
2018-10-19 03:55:00	ES	Futures	3021.63	3022.99	3021.36	3022.17	1421.0
2018-10-19 04:00:00	ES	Futures	3021.9	3022.17	3019.72	3020.0	2231.0
2018-10-19 04:05:00	ES	Futures	3020.0	3020.54	3018.36	3020.27	2853.0

> showing 50 of 13,819 rows — these rows as CSV

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