PREVIEW / futures_5min / 2018-10-28

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-28.parquet
  size:    56 KB
  rows:    2,970

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
2018-10-28 18:00:00	ES	Futures	2901.68	2904.4	2900.59	2901.13	3391.0
2018-10-28 18:05:00	ES	Futures	2901.13	2903.04	2901.13	2901.95	1018.0
2018-10-28 18:10:00	ES	Futures	2901.68	2907.12	2901.4	2906.84	1594.0
2018-10-28 18:15:00	ES	Futures	2906.84	2910.38	2906.03	2909.56	1494.0
2018-10-28 18:20:00	ES	Futures	2909.84	2912.01	2909.56	2910.65	1426.0
2018-10-28 18:25:00	ES	Futures	2910.38	2917.45	2910.11	2916.36	2914.0
2018-10-28 18:30:00	ES	Futures	2916.36	2917.18	2914.19	2914.73	1678.0
2018-10-28 18:35:00	ES	Futures	2914.46	2916.64	2913.92	2915.55	653.0
2018-10-28 18:40:00	ES	Futures	2915.82	2915.82	2914.19	2915.0	339.0
2018-10-28 18:45:00	ES	Futures	2915.0	2918.27	2912.83	2913.37	1694.0
2018-10-28 18:50:00	ES	Futures	2913.1	2916.36	2912.56	2912.83	995.0
2018-10-28 18:55:00	ES	Futures	2912.83	2914.19	2912.01	2912.83	804.0
2018-10-28 19:00:00	ES	Futures	2912.83	2914.46	2910.65	2913.37	1340.0
2018-10-28 19:05:00	ES	Futures	2913.37	2916.36	2912.56	2914.46	1495.0
2018-10-28 19:10:00	ES	Futures	2914.46	2915.28	2913.37	2913.64	1550.0
2018-10-28 19:15:00	ES	Futures	2913.92	2914.19	2912.56	2912.56	470.0
2018-10-28 19:20:00	ES	Futures	2912.56	2913.1	2911.74	2912.01	432.0
2018-10-28 19:25:00	ES	Futures	2912.28	2912.83	2911.74	2912.56	439.0
2018-10-28 19:30:00	ES	Futures	2912.83	2914.19	2912.01	2913.64	674.0
2018-10-28 19:35:00	ES	Futures	2913.64	2913.92	2912.01	2912.28	537.0
2018-10-28 19:40:00	ES	Futures	2912.01	2913.1	2911.47	2912.28	460.0
2018-10-28 19:45:00	ES	Futures	2912.01	2913.1	2910.11	2912.01	1228.0
2018-10-28 19:50:00	ES	Futures	2911.74	2912.28	2907.93	2908.48	2216.0
2018-10-28 19:55:00	ES	Futures	2908.75	2909.84	2908.2	2909.29	936.0
2018-10-28 20:00:00	ES	Futures	2909.29	2910.65	2908.48	2909.84	1850.0
2018-10-28 20:05:00	ES	Futures	2909.56	2912.28	2908.2	2910.65	2461.0
2018-10-28 20:10:00	ES	Futures	2910.92	2912.01	2909.56	2910.65	1231.0
2018-10-28 20:15:00	ES	Futures	2910.65	2911.74	2910.38	2910.92	904.0
2018-10-28 20:20:00	ES	Futures	2910.92	2912.01	2909.84	2911.74	1134.0
2018-10-28 20:25:00	ES	Futures	2911.74	2913.64	2910.92	2913.64	1175.0
2018-10-28 20:30:00	ES	Futures	2913.64	2913.92	2912.28	2913.1	876.0
2018-10-28 20:35:00	ES	Futures	2912.83	2914.73	2912.56	2913.64	1173.0
2018-10-28 20:40:00	ES	Futures	2913.92	2913.92	2911.74	2912.56	886.0
2018-10-28 20:45:00	ES	Futures	2912.56	2913.64	2911.74	2913.1	997.0
2018-10-28 20:50:00	ES	Futures	2912.83	2913.1	2909.84	2910.38	1154.0
2018-10-28 20:55:00	ES	Futures	2910.38	2910.92	2908.48	2910.65	1087.0
2018-10-28 21:00:00	ES	Futures	2910.38	2910.92	2908.48	2910.65	1116.0
2018-10-28 21:05:00	ES	Futures	2910.65	2910.92	2906.57	2907.12	1272.0
2018-10-28 21:10:00	ES	Futures	2906.84	2909.02	2906.3	2907.39	1660.0
2018-10-28 21:15:00	ES	Futures	2907.39	2909.84	2907.39	2907.66	1406.0
2018-10-28 21:20:00	ES	Futures	2907.66	2910.38	2907.66	2909.56	868.0
2018-10-28 21:25:00	ES	Futures	2909.29	2910.38	2907.66	2909.84	1152.0
2018-10-28 21:30:00	ES	Futures	2910.11	2910.65	2905.21	2906.57	2311.0
2018-10-28 21:35:00	ES	Futures	2906.3	2906.84	2903.04	2903.58	2694.0
2018-10-28 21:40:00	ES	Futures	2903.58	2904.67	2900.86	2904.12	2289.0
2018-10-28 21:45:00	ES	Futures	2904.12	2906.03	2903.04	2905.48	1054.0
2018-10-28 21:50:00	ES	Futures	2905.76	2906.84	2904.94	2906.84	918.0
2018-10-28 21:55:00	ES	Futures	2906.84	2906.84	2902.22	2903.85	1792.0
2018-10-28 22:00:00	ES	Futures	2903.85	2905.48	2901.95	2903.85	1956.0
2018-10-28 22:05:00	ES	Futures	2903.58	2905.21	2901.13	2901.68	2982.0

> showing 50 of 2,970 rows — these rows as CSV

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