PREVIEW / futures_5min / 2018-10-25

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-25.parquet
  size:    282 KB
  rows:    16,727

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
2018-10-25 00:00:00	ES	Futures	2907.93	2907.93	2905.76	2905.76	647.0
2018-10-25 00:05:00	ES	Futures	2906.03	2906.84	2904.4	2905.21	733.0
2018-10-25 00:10:00	ES	Futures	2905.21	2905.76	2904.67	2904.94	630.0
2018-10-25 00:15:00	ES	Futures	2904.67	2906.57	2904.4	2905.48	773.0
2018-10-25 00:20:00	ES	Futures	2905.48	2906.57	2905.48	2906.03	320.0
2018-10-25 00:25:00	ES	Futures	2905.76	2907.93	2905.21	2907.39	495.0
2018-10-25 00:30:00	ES	Futures	2907.39	2907.39	2904.67	2904.94	658.0
2018-10-25 00:35:00	ES	Futures	2904.67	2906.57	2904.67	2905.48	390.0
2018-10-25 00:40:00	ES	Futures	2905.48	2906.57	2904.94	2906.03	326.0
2018-10-25 00:45:00	ES	Futures	2905.76	2906.57	2905.48	2906.03	321.0
2018-10-25 00:50:00	ES	Futures	2906.3	2906.3	2904.94	2906.03	303.0
2018-10-25 00:55:00	ES	Futures	2906.03	2906.3	2904.12	2904.12	719.0
2018-10-25 01:00:00	ES	Futures	2904.12	2904.4	2900.59	2901.95	2151.0
2018-10-25 01:05:00	ES	Futures	2901.68	2903.04	2901.13	2902.22	850.0
2018-10-25 01:10:00	ES	Futures	2902.49	2903.58	2901.4	2901.4	872.0
2018-10-25 01:15:00	ES	Futures	2901.68	2902.76	2898.14	2898.96	1780.0
2018-10-25 01:20:00	ES	Futures	2898.96	2900.32	2898.14	2898.41	938.0
2018-10-25 01:25:00	ES	Futures	2898.14	2899.77	2897.87	2898.96	839.0
2018-10-25 01:30:00	ES	Futures	2898.96	2909.02	2898.68	2907.66	2452.0
2018-10-25 01:35:00	ES	Futures	2907.66	2908.2	2905.48	2907.39	1183.0
2018-10-25 01:40:00	ES	Futures	2907.39	2907.39	2904.67	2905.48	1106.0
2018-10-25 01:45:00	ES	Futures	2905.21	2906.57	2904.12	2906.03	874.0
2018-10-25 01:50:00	ES	Futures	2906.03	2906.03	2903.04	2903.31	888.0
2018-10-25 01:55:00	ES	Futures	2903.04	2903.04	2901.13	2902.22	1476.0
2018-10-25 02:00:00	ES	Futures	2902.49	2907.93	2902.22	2905.76	2863.0
2018-10-25 02:05:00	ES	Futures	2905.76	2906.84	2904.94	2906.3	1325.0
2018-10-25 02:10:00	ES	Futures	2906.03	2907.93	2906.03	2906.84	1463.0
2018-10-25 02:15:00	ES	Futures	2906.84	2909.02	2906.57	2908.75	1725.0
2018-10-25 02:20:00	ES	Futures	2908.75	2910.92	2908.48	2910.11	3580.0
2018-10-25 02:25:00	ES	Futures	2910.38	2911.2	2909.84	2910.92	1954.0
2018-10-25 02:30:00	ES	Futures	2910.92	2911.2	2909.29	2911.2	1772.0
2018-10-25 02:35:00	ES	Futures	2910.92	2912.01	2909.56	2909.84	1987.0
2018-10-25 02:40:00	ES	Futures	2910.11	2911.74	2909.84	2911.47	1535.0
2018-10-25 02:45:00	ES	Futures	2911.47	2911.74	2909.02	2910.11	1375.0
2018-10-25 02:50:00	ES	Futures	2909.84	2909.84	2906.84	2906.84	1250.0
2018-10-25 02:55:00	ES	Futures	2906.84	2907.93	2905.48	2906.84	2080.0
2018-10-25 03:00:00	ES	Futures	2906.84	2907.12	2902.22	2904.4	7135.0
2018-10-25 03:05:00	ES	Futures	2904.12	2904.67	2899.77	2901.13	4605.0
2018-10-25 03:10:00	ES	Futures	2901.13	2904.12	2901.13	2903.85	3412.0
2018-10-25 03:15:00	ES	Futures	2903.85	2909.29	2903.85	2909.02	3920.0
2018-10-25 03:20:00	ES	Futures	2908.75	2911.74	2908.75	2911.2	3473.0
2018-10-25 03:25:00	ES	Futures	2911.2	2911.74	2909.84	2910.65	3493.0
2018-10-25 03:30:00	ES	Futures	2910.65	2912.01	2909.56	2912.01	3077.0
2018-10-25 03:35:00	ES	Futures	2912.01	2915.55	2912.01	2914.46	5939.0
2018-10-25 03:40:00	ES	Futures	2914.46	2917.45	2913.92	2916.36	5802.0
2018-10-25 03:45:00	ES	Futures	2916.36	2916.36	2913.92	2913.92	4207.0
2018-10-25 03:50:00	ES	Futures	2913.64	2915.82	2912.56	2915.82	3907.0
2018-10-25 03:55:00	ES	Futures	2915.55	2917.18	2914.73	2916.91	3258.0
2018-10-25 04:00:00	ES	Futures	2916.64	2918.81	2915.55	2918.0	4930.0
2018-10-25 04:05:00	ES	Futures	2918.0	2919.36	2917.45	2919.08	2857.0

> showing 50 of 16,727 rows — these rows as CSV

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