PREVIEW / futures_5min / 2018-10-21

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-21.parquet
  size:    56 KB
  rows:    2,909

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
2018-10-21 18:00:00	ES	Futures	3000.68	3004.76	2999.87	3002.32	5856.0
2018-10-21 18:05:00	ES	Futures	3002.04	3005.31	3001.5	3005.04	1574.0
2018-10-21 18:10:00	ES	Futures	3004.76	3005.58	3003.4	3003.68	989.0
2018-10-21 18:15:00	ES	Futures	3003.68	3003.95	3001.5	3003.95	1914.0
2018-10-21 18:20:00	ES	Futures	3003.95	3003.95	3001.5	3002.04	603.0
2018-10-21 18:25:00	ES	Futures	3002.04	3002.59	2998.24	2998.78	1713.0
2018-10-21 18:30:00	ES	Futures	2999.05	2999.32	2995.24	2997.69	2990.0
2018-10-21 18:35:00	ES	Futures	2997.69	2998.78	2996.33	2998.51	1390.0
2018-10-21 18:40:00	ES	Futures	2998.51	2999.87	2997.42	2999.6	906.0
2018-10-21 18:45:00	ES	Futures	2999.6	3000.41	2999.05	2999.6	845.0
2018-10-21 18:50:00	ES	Futures	2999.6	3000.68	2999.32	3000.41	598.0
2018-10-21 18:55:00	ES	Futures	3000.14	3000.41	2999.32	2999.87	385.0
2018-10-21 19:00:00	ES	Futures	2999.87	3000.41	2999.6	2999.87	727.0
2018-10-21 19:05:00	ES	Futures	3000.14	3000.14	2997.69	2997.96	1222.0
2018-10-21 19:10:00	ES	Futures	2997.96	2999.32	2997.69	2998.78	884.0
2018-10-21 19:15:00	ES	Futures	2998.78	3001.23	2998.78	3000.96	1031.0
2018-10-21 19:20:00	ES	Futures	3000.68	3000.96	2999.32	3000.41	828.0
2018-10-21 19:25:00	ES	Futures	3000.41	3000.68	2998.78	2999.32	785.0
2018-10-21 19:30:00	ES	Futures	2999.05	3000.14	2998.24	2998.78	1349.0
2018-10-21 19:35:00	ES	Futures	2998.78	2999.05	2997.15	2999.05	988.0
2018-10-21 19:40:00	ES	Futures	2999.32	3000.14	2998.78	2999.32	617.0
2018-10-21 19:45:00	ES	Futures	2999.6	3002.32	2999.32	3001.77	1217.0
2018-10-21 19:50:00	ES	Futures	3001.77	3001.77	3000.68	3001.5	894.0
2018-10-21 19:55:00	ES	Futures	3001.77	3002.32	3000.96	3000.96	1014.0
2018-10-21 20:00:00	ES	Futures	3000.96	3001.5	2999.87	3000.68	1646.0
2018-10-21 20:05:00	ES	Futures	3000.96	3001.77	2997.15	2997.69	2397.0
2018-10-21 20:10:00	ES	Futures	2997.69	2998.78	2995.79	2996.33	2663.0
2018-10-21 20:15:00	ES	Futures	2996.33	2996.6	2991.71	2992.52	5038.0
2018-10-21 20:20:00	ES	Futures	2992.8	2994.97	2992.52	2994.7	1626.0
2018-10-21 20:25:00	ES	Futures	2994.7	2996.6	2994.43	2996.33	1845.0
2018-10-21 20:30:00	ES	Futures	2996.33	2996.33	2993.07	2993.07	1287.0
2018-10-21 20:35:00	ES	Futures	2993.34	2994.43	2991.98	2993.61	1627.0
2018-10-21 20:40:00	ES	Futures	2993.61	2995.52	2993.07	2995.24	1776.0
2018-10-21 20:45:00	ES	Futures	2995.24	2997.96	2994.7	2997.42	1717.0
2018-10-21 20:50:00	ES	Futures	2997.42	2997.69	2996.6	2996.88	942.0
2018-10-21 20:55:00	ES	Futures	2996.88	2998.24	2996.6	2996.88	1035.0
2018-10-21 21:00:00	ES	Futures	2996.88	2999.87	2996.6	2999.87	1589.0
2018-10-21 21:05:00	ES	Futures	2999.87	3000.96	2998.51	3000.14	1285.0
2018-10-21 21:10:00	ES	Futures	3000.14	3000.68	2997.96	2997.96	1602.0
2018-10-21 21:15:00	ES	Futures	2998.24	3000.68	2997.96	2999.87	1789.0
2018-10-21 21:20:00	ES	Futures	2999.87	3001.23	2999.05	2999.87	1259.0
2018-10-21 21:25:00	ES	Futures	3000.14	3002.32	3000.14	3001.23	1329.0
2018-10-21 21:30:00	ES	Futures	3001.5	3005.85	3001.5	3004.76	3045.0
2018-10-21 21:35:00	ES	Futures	3005.04	3006.4	3004.76	3005.04	1944.0
2018-10-21 21:40:00	ES	Futures	3005.04	3006.94	3004.22	3005.31	1749.0
2018-10-21 21:45:00	ES	Futures	3005.58	3007.76	3005.31	3006.12	2765.0
2018-10-21 21:50:00	ES	Futures	3006.4	3006.4	3003.4	3004.22	1623.0
2018-10-21 21:55:00	ES	Futures	3003.95	3004.76	3002.59	3003.4	1613.0
2018-10-21 22:00:00	ES	Futures	3003.4	3004.49	3003.13	3004.22	1268.0
2018-10-21 22:05:00	ES	Futures	3004.22	3005.58	3004.22	3004.76	994.0

> showing 50 of 2,909 rows — these rows as CSV

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