PREVIEW / futures_5min / 2018-10-29

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-29.parquet
  size:    290 KB
  rows:    16,835

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
2018-10-29 00:00:00	ES	Futures	2900.86	2902.22	2900.86	2901.95	337.0
2018-10-29 00:05:00	ES	Futures	2902.22	2904.12	2901.95	2903.04	537.0
2018-10-29 00:10:00	ES	Futures	2903.04	2903.85	2902.49	2902.49	256.0
2018-10-29 00:15:00	ES	Futures	2902.49	2904.12	2901.68	2904.12	400.0
2018-10-29 00:20:00	ES	Futures	2903.85	2904.12	2903.04	2903.85	215.0
2018-10-29 00:25:00	ES	Futures	2903.58	2903.58	2901.95	2902.49	192.0
2018-10-29 00:30:00	ES	Futures	2902.49	2902.49	2901.13	2901.4	328.0
2018-10-29 00:35:00	ES	Futures	2901.4	2902.76	2901.4	2902.76	346.0
2018-10-29 00:40:00	ES	Futures	2902.49	2905.21	2902.22	2904.4	1064.0
2018-10-29 00:45:00	ES	Futures	2904.4	2904.4	2903.04	2903.04	2368.0
2018-10-29 00:50:00	ES	Futures	2903.04	2903.04	2901.68	2901.68	384.0
2018-10-29 00:55:00	ES	Futures	2901.68	2901.95	2901.13	2901.4	355.0
2018-10-29 01:00:00	ES	Futures	2901.4	2901.68	2898.96	2899.77	836.0
2018-10-29 01:05:00	ES	Futures	2899.77	2901.95	2899.23	2901.4	712.0
2018-10-29 01:10:00	ES	Futures	2901.68	2905.48	2901.68	2904.67	1114.0
2018-10-29 01:15:00	ES	Futures	2904.94	2906.03	2904.67	2905.76	607.0
2018-10-29 01:20:00	ES	Futures	2905.76	2905.76	2904.12	2904.94	558.0
2018-10-29 01:25:00	ES	Futures	2904.67	2904.67	2902.49	2903.04	466.0
2018-10-29 01:30:00	ES	Futures	2903.04	2903.04	2899.5	2899.77	1230.0
2018-10-29 01:35:00	ES	Futures	2899.5	2900.32	2898.41	2900.04	663.0
2018-10-29 01:40:00	ES	Futures	2900.04	2900.32	2898.41	2899.23	688.0
2018-10-29 01:45:00	ES	Futures	2899.23	2899.23	2897.05	2897.05	1258.0
2018-10-29 01:50:00	ES	Futures	2896.78	2897.05	2895.69	2896.78	1343.0
2018-10-29 01:55:00	ES	Futures	2896.78	2897.87	2896.51	2897.05	1289.0
2018-10-29 02:00:00	ES	Futures	2897.32	2897.32	2895.69	2896.24	940.0
2018-10-29 02:05:00	ES	Futures	2896.24	2897.05	2894.61	2894.88	1078.0
2018-10-29 02:10:00	ES	Futures	2895.15	2895.97	2894.61	2894.88	839.0
2018-10-29 02:15:00	ES	Futures	2894.61	2895.97	2894.06	2895.69	1473.0
2018-10-29 02:20:00	ES	Futures	2895.69	2895.69	2894.88	2894.88	332.0
2018-10-29 02:25:00	ES	Futures	2894.61	2894.61	2894.06	2894.33	1633.0
2018-10-29 02:30:00	ES	Futures	2894.06	2895.69	2894.06	2895.69	978.0
2018-10-29 02:35:00	ES	Futures	2895.42	2898.14	2895.15	2897.6	925.0
2018-10-29 02:40:00	ES	Futures	2897.6	2898.14	2897.05	2897.05	772.0
2018-10-29 02:45:00	ES	Futures	2897.05	2898.14	2896.51	2897.87	643.0
2018-10-29 02:50:00	ES	Futures	2897.6	2898.14	2896.51	2896.51	431.0
2018-10-29 02:55:00	ES	Futures	2896.51	2897.05	2895.42	2895.69	568.0
2018-10-29 03:00:00	ES	Futures	2895.42	2901.68	2894.33	2901.68	2239.0
2018-10-29 03:05:00	ES	Futures	2901.4	2901.68	2898.96	2899.5	1315.0
2018-10-29 03:10:00	ES	Futures	2899.77	2901.95	2899.5	2901.68	894.0
2018-10-29 03:15:00	ES	Futures	2901.68	2901.68	2899.77	2900.86	985.0
2018-10-29 03:20:00	ES	Futures	2900.86	2901.4	2898.41	2899.5	1109.0
2018-10-29 03:25:00	ES	Futures	2899.23	2899.23	2898.41	2898.41	514.0
2018-10-29 03:30:00	ES	Futures	2898.41	2900.04	2896.51	2897.32	1497.0
2018-10-29 03:35:00	ES	Futures	2897.32	2898.14	2895.97	2897.32	1029.0
2018-10-29 03:40:00	ES	Futures	2897.6	2899.5	2897.32	2898.68	1144.0
2018-10-29 03:45:00	ES	Futures	2898.41	2901.68	2897.05	2900.86	1632.0
2018-10-29 03:50:00	ES	Futures	2900.59	2901.68	2900.32	2900.86	1522.0
2018-10-29 03:55:00	ES	Futures	2900.86	2901.68	2899.77	2900.86	1001.0
2018-10-29 04:00:00	ES	Futures	2900.59	2902.76	2898.14	2901.68	2670.0
2018-10-29 04:05:00	ES	Futures	2901.68	2904.12	2901.4	2903.04	2623.0

> showing 50 of 16,835 rows — these rows as CSV

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