PREVIEW / futures_5min / 2018-10-24

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-24.parquet
  size:    294 KB
  rows:    16,652

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
2018-10-24 00:00:00	ES	Futures	2989.53	2989.8	2988.72	2988.99	738.0
2018-10-24 00:05:00	ES	Futures	2988.72	2989.8	2988.44	2988.99	905.0
2018-10-24 00:10:00	ES	Futures	2988.99	2990.08	2988.72	2988.99	967.0
2018-10-24 00:15:00	ES	Futures	2989.26	2989.8	2988.44	2989.26	832.0
2018-10-24 00:20:00	ES	Futures	2989.26	2990.08	2989.26	2990.08	686.0
2018-10-24 00:25:00	ES	Futures	2990.08	2990.35	2989.53	2989.53	536.0
2018-10-24 00:30:00	ES	Futures	2989.8	2990.08	2989.26	2989.26	1332.0
2018-10-24 00:35:00	ES	Futures	2989.26	2989.53	2988.44	2988.44	921.0
2018-10-24 00:40:00	ES	Futures	2988.44	2989.53	2988.44	2989.26	863.0
2018-10-24 00:45:00	ES	Futures	2989.53	2990.35	2989.26	2989.8	785.0
2018-10-24 00:50:00	ES	Futures	2990.08	2991.44	2989.8	2990.89	898.0
2018-10-24 00:55:00	ES	Futures	2991.16	2991.16	2989.53	2989.8	1033.0
2018-10-24 01:00:00	ES	Futures	2989.8	2990.35	2984.64	2985.18	2848.0
2018-10-24 01:05:00	ES	Futures	2985.18	2985.45	2983.28	2983.28	745.0
2018-10-24 01:10:00	ES	Futures	2983.28	2985.18	2983.28	2984.36	676.0
2018-10-24 01:15:00	ES	Futures	2984.36	2985.18	2983.82	2984.64	674.0
2018-10-24 01:20:00	ES	Futures	2984.64	2984.64	2980.56	2980.56	2147.0
2018-10-24 01:25:00	ES	Futures	2980.83	2981.92	2980.01	2980.56	1524.0
2018-10-24 01:30:00	ES	Futures	2980.28	2981.37	2980.01	2980.83	1092.0
2018-10-24 01:35:00	ES	Futures	2980.83	2981.64	2980.28	2981.37	791.0
2018-10-24 01:40:00	ES	Futures	2981.37	2981.92	2981.1	2981.37	1153.0
2018-10-24 01:45:00	ES	Futures	2981.37	2981.37	2980.01	2980.56	1483.0
2018-10-24 01:50:00	ES	Futures	2980.56	2981.37	2980.01	2981.1	1382.0
2018-10-24 01:55:00	ES	Futures	2980.83	2980.83	2979.47	2980.28	831.0
2018-10-24 02:00:00	ES	Futures	2980.28	2980.56	2978.65	2979.47	1976.0
2018-10-24 02:05:00	ES	Futures	2979.74	2980.56	2979.47	2980.01	771.0
2018-10-24 02:10:00	ES	Futures	2980.01	2980.83	2977.29	2977.29	1676.0
2018-10-24 02:15:00	ES	Futures	2977.29	2978.65	2977.29	2978.11	1524.0
2018-10-24 02:20:00	ES	Futures	2978.38	2978.92	2978.11	2978.92	988.0
2018-10-24 02:25:00	ES	Futures	2978.92	2978.92	2977.84	2978.38	860.0
2018-10-24 02:30:00	ES	Futures	2978.65	2979.2	2976.75	2977.84	1089.0
2018-10-24 02:35:00	ES	Futures	2977.84	2977.84	2976.2	2976.2	1014.0
2018-10-24 02:40:00	ES	Futures	2975.93	2976.2	2972.67	2974.03	5289.0
2018-10-24 02:45:00	ES	Futures	2973.76	2974.57	2972.67	2973.21	1266.0
2018-10-24 02:50:00	ES	Futures	2973.48	2974.3	2972.67	2973.76	689.0
2018-10-24 02:55:00	ES	Futures	2973.76	2973.76	2971.85	2972.12	1373.0
2018-10-24 03:00:00	ES	Futures	2972.12	2972.12	2965.32	2967.23	9761.0
2018-10-24 03:05:00	ES	Futures	2967.5	2971.31	2966.68	2969.68	3387.0
2018-10-24 03:10:00	ES	Futures	2969.68	2971.04	2968.59	2970.76	2388.0
2018-10-24 03:15:00	ES	Futures	2970.49	2970.76	2966.68	2966.68	4268.0
2018-10-24 03:20:00	ES	Futures	2966.68	2970.76	2966.14	2970.22	5112.0
2018-10-24 03:25:00	ES	Futures	2969.95	2969.95	2966.68	2966.96	1745.0
2018-10-24 03:30:00	ES	Futures	2966.96	2967.77	2960.7	2966.68	11072.0
2018-10-24 03:35:00	ES	Futures	2966.68	2969.68	2966.41	2969.13	3051.0
2018-10-24 03:40:00	ES	Futures	2969.4	2969.95	2967.77	2969.4	2201.0
2018-10-24 03:45:00	ES	Futures	2969.4	2971.85	2967.23	2971.04	3883.0
2018-10-24 03:50:00	ES	Futures	2971.04	2972.94	2969.4	2969.68	3634.0
2018-10-24 03:55:00	ES	Futures	2969.95	2970.49	2966.96	2967.5	3372.0
2018-10-24 04:00:00	ES	Futures	2967.5	2969.95	2965.6	2969.4	3275.0
2018-10-24 04:05:00	ES	Futures	2969.13	2969.68	2964.24	2965.87	4864.0

> showing 50 of 16,652 rows — these rows as CSV

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