PREVIEW / futures_5min / 2018-10-30

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-30.parquet
  size:    271 KB
  rows:    16,498

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
2018-10-30 00:00:00	ES	Futures	2890.25	2890.25	2887.81	2887.81	690.0
2018-10-30 00:05:00	ES	Futures	2888.08	2889.17	2887.81	2888.62	607.0
2018-10-30 00:10:00	ES	Futures	2888.62	2890.53	2888.35	2890.53	368.0
2018-10-30 00:15:00	ES	Futures	2890.8	2891.61	2890.25	2891.07	507.0
2018-10-30 00:20:00	ES	Futures	2891.07	2892.16	2890.53	2892.16	660.0
2018-10-30 00:25:00	ES	Futures	2892.16	2897.87	2891.61	2896.78	3893.0
2018-10-30 00:30:00	ES	Futures	2896.51	2898.68	2896.24	2898.41	1103.0
2018-10-30 00:35:00	ES	Futures	2898.14	2898.68	2896.78	2896.78	937.0
2018-10-30 00:40:00	ES	Futures	2896.78	2897.6	2896.51	2897.05	717.0
2018-10-30 00:45:00	ES	Futures	2897.05	2897.87	2896.78	2897.6	425.0
2018-10-30 00:50:00	ES	Futures	2897.32	2897.32	2895.69	2896.24	959.0
2018-10-30 00:55:00	ES	Futures	2896.24	2896.78	2895.15	2895.97	604.0
2018-10-30 01:00:00	ES	Futures	2896.24	2898.41	2895.97	2898.41	1040.0
2018-10-30 01:05:00	ES	Futures	2898.14	2898.41	2896.78	2897.87	990.0
2018-10-30 01:10:00	ES	Futures	2897.87	2897.87	2895.15	2896.51	1079.0
2018-10-30 01:15:00	ES	Futures	2896.51	2897.05	2895.97	2896.78	383.0
2018-10-30 01:20:00	ES	Futures	2896.78	2897.32	2895.69	2896.51	578.0
2018-10-30 01:25:00	ES	Futures	2896.51	2896.78	2895.97	2896.24	251.0
2018-10-30 01:30:00	ES	Futures	2896.24	2897.32	2894.33	2894.88	1006.0
2018-10-30 01:35:00	ES	Futures	2894.88	2895.15	2894.61	2894.88	252.0
2018-10-30 01:40:00	ES	Futures	2895.15	2895.42	2894.06	2894.61	375.0
2018-10-30 01:45:00	ES	Futures	2894.61	2896.24	2894.61	2894.88	261.0
2018-10-30 01:50:00	ES	Futures	2894.88	2895.42	2894.06	2895.15	331.0
2018-10-30 01:55:00	ES	Futures	2895.15	2895.15	2892.43	2892.97	576.0
2018-10-30 02:00:00	ES	Futures	2892.7	2893.25	2887.81	2888.89	2115.0
2018-10-30 02:05:00	ES	Futures	2888.89	2890.25	2887.81	2889.98	419.0
2018-10-30 02:10:00	ES	Futures	2890.25	2892.43	2890.25	2892.43	492.0
2018-10-30 02:15:00	ES	Futures	2892.43	2892.43	2891.07	2891.89	368.0
2018-10-30 02:20:00	ES	Futures	2891.89	2892.16	2891.34	2891.34	388.0
2018-10-30 02:25:00	ES	Futures	2891.34	2891.61	2890.25	2890.53	322.0
2018-10-30 02:30:00	ES	Futures	2890.53	2891.61	2889.44	2889.44	515.0
2018-10-30 02:35:00	ES	Futures	2889.44	2889.44	2887.53	2888.62	1093.0
2018-10-30 02:40:00	ES	Futures	2888.62	2889.17	2888.08	2888.35	406.0
2018-10-30 02:45:00	ES	Futures	2888.35	2888.62	2886.99	2888.08	675.0
2018-10-30 02:50:00	ES	Futures	2887.81	2892.97	2887.81	2892.97	1258.0
2018-10-30 02:55:00	ES	Futures	2892.7	2894.61	2892.43	2893.79	835.0
2018-10-30 03:00:00	ES	Futures	2894.06	2894.33	2891.89	2892.16	1602.0
2018-10-30 03:05:00	ES	Futures	2892.16	2892.7	2890.25	2891.34	1143.0
2018-10-30 03:10:00	ES	Futures	2891.61	2893.52	2891.07	2892.97	1930.0
2018-10-30 03:15:00	ES	Futures	2892.97	2895.15	2892.7	2894.88	1186.0
2018-10-30 03:20:00	ES	Futures	2894.88	2895.42	2893.52	2894.06	1464.0
2018-10-30 03:25:00	ES	Futures	2894.06	2895.69	2893.25	2895.42	1138.0
2018-10-30 03:30:00	ES	Futures	2894.88	2895.97	2893.25	2893.52	1325.0
2018-10-30 03:35:00	ES	Futures	2893.25	2894.88	2892.7	2894.61	671.0
2018-10-30 03:40:00	ES	Futures	2894.61	2895.97	2893.52	2895.42	1023.0
2018-10-30 03:45:00	ES	Futures	2895.42	2896.24	2894.33	2895.15	1367.0
2018-10-30 03:50:00	ES	Futures	2895.15	2895.15	2892.16	2892.7	1397.0
2018-10-30 03:55:00	ES	Futures	2892.7	2893.25	2890.8	2890.8	1184.0
2018-10-30 04:00:00	ES	Futures	2890.8	2892.16	2889.71	2892.16	3531.0
2018-10-30 04:05:00	ES	Futures	2892.16	2892.43	2888.89	2889.98	2691.0

> showing 50 of 16,498 rows — these rows as CSV

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