PREVIEW / futures_5min / 2018-10-22

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-22.parquet
  size:    266 KB
  rows:    16,268

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
2018-10-22 00:00:00	ES	Futures	3015.1	3016.46	3014.28	3014.56	1087.0
2018-10-22 00:05:00	ES	Futures	3014.28	3014.83	3013.2	3014.01	1238.0
2018-10-22 00:10:00	ES	Futures	3014.01	3014.28	3011.84	3013.2	1340.0
2018-10-22 00:15:00	ES	Futures	3012.92	3013.47	3012.38	3013.2	596.0
2018-10-22 00:20:00	ES	Futures	3012.92	3013.2	3012.38	3012.92	521.0
2018-10-22 00:25:00	ES	Futures	3012.92	3014.01	3012.65	3013.74	290.0
2018-10-22 00:30:00	ES	Futures	3013.74	3014.01	3012.92	3013.2	894.0
2018-10-22 00:35:00	ES	Futures	3013.2	3015.37	3013.2	3015.37	1138.0
2018-10-22 00:40:00	ES	Futures	3015.37	3015.37	3014.56	3015.37	697.0
2018-10-22 00:45:00	ES	Futures	3015.37	3016.73	3015.37	3015.92	1298.0
2018-10-22 00:50:00	ES	Futures	3015.92	3016.19	3014.83	3015.1	527.0
2018-10-22 00:55:00	ES	Futures	3015.1	3015.92	3014.56	3015.1	622.0
2018-10-22 01:00:00	ES	Futures	3015.1	3017.28	3014.83	3015.92	787.0
2018-10-22 01:05:00	ES	Futures	3016.19	3016.19	3014.56	3014.83	658.0
2018-10-22 01:10:00	ES	Futures	3014.83	3015.92	3014.56	3015.64	435.0
2018-10-22 01:15:00	ES	Futures	3015.64	3015.92	3013.47	3014.56	667.0
2018-10-22 01:20:00	ES	Futures	3014.56	3016.19	3014.01	3015.92	999.0
2018-10-22 01:25:00	ES	Futures	3016.19	3017.0	3015.64	3016.73	634.0
2018-10-22 01:30:00	ES	Futures	3016.73	3018.36	3016.73	3017.28	970.0
2018-10-22 01:35:00	ES	Futures	3017.28	3017.82	3016.46	3016.46	705.0
2018-10-22 01:40:00	ES	Futures	3016.46	3017.28	3016.19	3016.46	633.0
2018-10-22 01:45:00	ES	Futures	3016.19	3017.55	3016.19	3017.55	418.0
2018-10-22 01:50:00	ES	Futures	3017.28	3017.55	3016.46	3016.73	1326.0
2018-10-22 01:55:00	ES	Futures	3016.73	3017.28	3015.92	3017.28	2044.0
2018-10-22 02:00:00	ES	Futures	3017.55	3018.64	3016.73	3017.28	1485.0
2018-10-22 02:05:00	ES	Futures	3017.28	3018.91	3016.46	3018.36	1485.0
2018-10-22 02:10:00	ES	Futures	3018.64	3019.18	3017.28	3018.09	2083.0
2018-10-22 02:15:00	ES	Futures	3018.09	3020.27	3017.82	3019.45	1876.0
2018-10-22 02:20:00	ES	Futures	3019.72	3021.36	3019.72	3021.08	1746.0
2018-10-22 02:25:00	ES	Futures	3021.36	3021.9	3020.54	3020.81	2822.0
2018-10-22 02:30:00	ES	Futures	3020.81	3021.08	3020.0	3020.54	1793.0
2018-10-22 02:35:00	ES	Futures	3020.54	3020.81	3019.72	3019.72	880.0
2018-10-22 02:40:00	ES	Futures	3019.72	3022.44	3018.64	3021.63	3385.0
2018-10-22 02:45:00	ES	Futures	3021.63	3022.17	3020.81	3021.36	1536.0
2018-10-22 02:50:00	ES	Futures	3021.63	3021.63	3020.27	3021.08	1055.0
2018-10-22 02:55:00	ES	Futures	3020.81	3021.36	3019.72	3020.54	1086.0
2018-10-22 03:00:00	ES	Futures	3020.27	3023.8	3019.45	3022.44	4408.0
2018-10-22 03:05:00	ES	Futures	3022.44	3023.8	3021.36	3022.99	2304.0
2018-10-22 03:10:00	ES	Futures	3022.99	3023.26	3020.81	3021.63	2023.0
2018-10-22 03:15:00	ES	Futures	3021.36	3022.44	3020.54	3021.36	2444.0
2018-10-22 03:20:00	ES	Futures	3021.36	3022.72	3021.08	3021.63	1583.0
2018-10-22 03:25:00	ES	Futures	3021.63	3022.72	3020.81	3022.44	1637.0
2018-10-22 03:30:00	ES	Futures	3022.44	3022.99	3020.81	3022.17	1661.0
2018-10-22 03:35:00	ES	Futures	3022.44	3022.44	3020.0	3021.63	1601.0
2018-10-22 03:40:00	ES	Futures	3021.63	3021.9	3021.08	3021.36	1274.0
2018-10-22 03:45:00	ES	Futures	3021.08	3021.63	3020.0	3020.0	1416.0
2018-10-22 03:50:00	ES	Futures	3020.0	3021.63	3020.0	3021.08	1372.0
2018-10-22 03:55:00	ES	Futures	3020.81	3022.17	3020.27	3020.54	3640.0
2018-10-22 04:00:00	ES	Futures	3020.27	3020.81	3019.18	3019.18	1522.0
2018-10-22 04:05:00	ES	Futures	3019.45	3019.45	3016.73	3017.55	2757.0

> showing 50 of 16,268 rows — these rows as CSV

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