PREVIEW / futures_5min / 2018-10-26

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-26.parquet
  size:    257 KB
  rows:    14,041

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
2018-10-26 00:00:00	ES	Futures	2893.79	2895.97	2891.34	2893.79	1924.0
2018-10-26 00:05:00	ES	Futures	2893.52	2893.79	2891.34	2892.7	2154.0
2018-10-26 00:10:00	ES	Futures	2892.7	2895.42	2892.43	2893.79	2310.0
2018-10-26 00:15:00	ES	Futures	2894.06	2895.69	2893.52	2894.33	1306.0
2018-10-26 00:20:00	ES	Futures	2894.61	2895.97	2893.52	2895.97	499.0
2018-10-26 00:25:00	ES	Futures	2895.69	2895.69	2893.79	2895.15	490.0
2018-10-26 00:30:00	ES	Futures	2895.42	2898.14	2894.88	2896.51	2731.0
2018-10-26 00:35:00	ES	Futures	2896.78	2900.32	2896.78	2900.04	3062.0
2018-10-26 00:40:00	ES	Futures	2900.32	2901.13	2898.68	2900.32	1631.0
2018-10-26 00:45:00	ES	Futures	2900.32	2904.4	2900.32	2903.58	2289.0
2018-10-26 00:50:00	ES	Futures	2903.31	2904.4	2901.68	2902.76	2845.0
2018-10-26 00:55:00	ES	Futures	2903.04	2904.4	2901.95	2902.22	1752.0
2018-10-26 01:00:00	ES	Futures	2902.22	2906.57	2902.22	2903.85	3253.0
2018-10-26 01:05:00	ES	Futures	2903.85	2905.21	2902.22	2903.04	1344.0
2018-10-26 01:10:00	ES	Futures	2903.31	2905.48	2902.49	2903.04	1076.0
2018-10-26 01:15:00	ES	Futures	2903.04	2905.21	2902.22	2905.21	2174.0
2018-10-26 01:20:00	ES	Futures	2905.48	2907.66	2905.48	2905.76	2956.0
2018-10-26 01:25:00	ES	Futures	2905.76	2905.76	2900.59	2900.59	1284.0
2018-10-26 01:30:00	ES	Futures	2900.86	2901.4	2894.61	2896.51	3170.0
2018-10-26 01:35:00	ES	Futures	2896.24	2898.14	2895.69	2897.32	1348.0
2018-10-26 01:40:00	ES	Futures	2897.32	2902.49	2896.24	2901.13	1587.0
2018-10-26 01:45:00	ES	Futures	2901.4	2904.12	2900.86	2902.76	2061.0
2018-10-26 01:50:00	ES	Futures	2902.49	2903.04	2897.87	2898.68	2324.0
2018-10-26 01:55:00	ES	Futures	2898.68	2899.77	2897.32	2898.96	1870.0
2018-10-26 02:00:00	ES	Futures	2898.96	2906.03	2898.96	2904.12	3779.0
2018-10-26 02:05:00	ES	Futures	2904.12	2905.21	2903.31	2904.4	1240.0
2018-10-26 02:10:00	ES	Futures	2904.67	2907.39	2904.12	2907.12	1826.0
2018-10-26 02:15:00	ES	Futures	2907.12	2908.75	2907.12	2907.39	2327.0
2018-10-26 02:20:00	ES	Futures	2907.39	2911.74	2906.57	2910.92	4029.0
2018-10-26 02:25:00	ES	Futures	2910.92	2910.92	2907.93	2909.29	2027.0
2018-10-26 02:30:00	ES	Futures	2909.29	2909.84	2907.93	2909.56	1403.0
2018-10-26 02:35:00	ES	Futures	2909.29	2911.74	2909.02	2910.38	2022.0
2018-10-26 02:40:00	ES	Futures	2910.38	2911.74	2910.11	2910.92	1716.0
2018-10-26 02:45:00	ES	Futures	2911.2	2913.1	2910.92	2912.28	2654.0
2018-10-26 02:50:00	ES	Futures	2912.01	2912.28	2909.84	2909.84	1551.0
2018-10-26 02:55:00	ES	Futures	2909.84	2911.47	2906.57	2910.38	2512.0
2018-10-26 03:00:00	ES	Futures	2910.38	2910.38	2905.21	2906.84	4414.0
2018-10-26 03:05:00	ES	Futures	2906.84	2911.74	2905.21	2909.56	5825.0
2018-10-26 03:10:00	ES	Futures	2909.29	2912.28	2908.75	2910.92	2389.0
2018-10-26 03:15:00	ES	Futures	2910.92	2910.92	2903.85	2906.3	5657.0
2018-10-26 03:20:00	ES	Futures	2906.3	2906.3	2900.59	2901.4	5027.0
2018-10-26 03:25:00	ES	Futures	2901.13	2901.95	2897.6	2898.68	4902.0
2018-10-26 03:30:00	ES	Futures	2898.41	2899.77	2896.51	2899.77	4317.0
2018-10-26 03:35:00	ES	Futures	2899.77	2901.95	2897.32	2901.95	4874.0
2018-10-26 03:40:00	ES	Futures	2901.95	2902.22	2900.04	2900.59	2885.0
2018-10-26 03:45:00	ES	Futures	2900.59	2906.03	2900.59	2904.4	3464.0
2018-10-26 03:50:00	ES	Futures	2904.67	2906.57	2904.12	2904.94	2811.0
2018-10-26 03:55:00	ES	Futures	2904.67	2904.67	2901.13	2901.4	2448.0
2018-10-26 04:00:00	ES	Futures	2901.13	2901.95	2897.87	2897.87	3058.0
2018-10-26 04:05:00	ES	Futures	2898.14	2899.5	2897.32	2898.41	2581.0

> showing 50 of 14,041 rows — these rows as CSV

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