PREVIEW / futures_5min / 2018-10-31

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-31.parquet
  size:    269 KB
  rows:    16,611

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
2018-10-31 00:00:00	ES	Futures	2926.43	2926.43	2925.07	2925.07	318.0
2018-10-31 00:05:00	ES	Futures	2925.07	2925.88	2924.52	2925.88	582.0
2018-10-31 00:10:00	ES	Futures	2925.88	2925.88	2923.71	2923.98	627.0
2018-10-31 00:15:00	ES	Futures	2924.25	2925.34	2923.71	2924.8	491.0
2018-10-31 00:20:00	ES	Futures	2924.8	2925.34	2924.25	2924.52	374.0
2018-10-31 00:25:00	ES	Futures	2924.52	2926.43	2924.52	2926.16	383.0
2018-10-31 00:30:00	ES	Futures	2926.16	2926.43	2925.34	2925.88	230.0
2018-10-31 00:35:00	ES	Futures	2925.88	2925.88	2924.52	2924.8	319.0
2018-10-31 00:40:00	ES	Futures	2924.8	2926.7	2924.52	2926.7	667.0
2018-10-31 00:45:00	ES	Futures	2926.7	2926.97	2926.16	2926.43	363.0
2018-10-31 00:50:00	ES	Futures	2926.43	2926.7	2926.16	2926.43	178.0
2018-10-31 00:55:00	ES	Futures	2926.7	2928.06	2925.88	2927.52	579.0
2018-10-31 01:00:00	ES	Futures	2927.24	2928.88	2927.24	2928.06	1247.0
2018-10-31 01:05:00	ES	Futures	2928.06	2930.51	2927.24	2930.24	1440.0
2018-10-31 01:10:00	ES	Futures	2930.24	2931.6	2930.24	2931.32	1623.0
2018-10-31 01:15:00	ES	Futures	2931.05	2931.87	2931.05	2931.6	570.0
2018-10-31 01:20:00	ES	Futures	2931.32	2931.87	2930.78	2931.05	498.0
2018-10-31 01:25:00	ES	Futures	2930.78	2932.96	2930.78	2932.68	1240.0
2018-10-31 01:30:00	ES	Futures	2932.41	2933.23	2931.87	2932.41	1012.0
2018-10-31 01:35:00	ES	Futures	2932.14	2933.5	2931.87	2931.87	515.0
2018-10-31 01:40:00	ES	Futures	2931.87	2932.68	2931.6	2932.41	284.0
2018-10-31 01:45:00	ES	Futures	2932.68	2933.23	2931.6	2931.87	417.0
2018-10-31 01:50:00	ES	Futures	2932.14	2932.68	2931.87	2931.87	274.0
2018-10-31 01:55:00	ES	Futures	2931.87	2933.23	2931.6	2932.96	493.0
2018-10-31 02:00:00	ES	Futures	2932.96	2932.96	2931.05	2931.05	663.0
2018-10-31 02:05:00	ES	Futures	2931.05	2932.96	2931.05	2932.68	368.0
2018-10-31 02:10:00	ES	Futures	2932.68	2932.68	2931.05	2931.6	348.0
2018-10-31 02:15:00	ES	Futures	2931.6	2931.6	2930.24	2930.24	552.0
2018-10-31 02:20:00	ES	Futures	2930.24	2931.6	2930.24	2931.05	690.0
2018-10-31 02:25:00	ES	Futures	2931.05	2932.14	2931.05	2931.87	306.0
2018-10-31 02:30:00	ES	Futures	2931.6	2931.6	2930.51	2930.78	310.0
2018-10-31 02:35:00	ES	Futures	2931.05	2932.41	2930.78	2932.41	325.0
2018-10-31 02:40:00	ES	Futures	2932.41	2933.77	2932.41	2933.5	1459.0
2018-10-31 02:45:00	ES	Futures	2933.23	2933.5	2932.41	2933.23	709.0
2018-10-31 02:50:00	ES	Futures	2933.23	2933.5	2932.68	2933.5	498.0
2018-10-31 02:55:00	ES	Futures	2933.23	2933.5	2932.41	2933.23	641.0
2018-10-31 03:00:00	ES	Futures	2933.5	2934.32	2931.6	2933.77	1512.0
2018-10-31 03:05:00	ES	Futures	2933.77	2936.49	2933.77	2933.77	3180.0
2018-10-31 03:10:00	ES	Futures	2933.77	2935.13	2933.77	2934.32	990.0
2018-10-31 03:15:00	ES	Futures	2934.32	2934.32	2932.68	2933.77	794.0
2018-10-31 03:20:00	ES	Futures	2933.5	2934.32	2932.68	2933.77	837.0
2018-10-31 03:25:00	ES	Futures	2933.77	2934.32	2933.23	2933.77	712.0
2018-10-31 03:30:00	ES	Futures	2934.04	2935.68	2934.04	2935.13	941.0
2018-10-31 03:35:00	ES	Futures	2934.86	2935.13	2934.32	2934.59	638.0
2018-10-31 03:40:00	ES	Futures	2934.59	2935.68	2934.59	2934.86	698.0
2018-10-31 03:45:00	ES	Futures	2934.86	2936.22	2934.59	2935.95	1392.0
2018-10-31 03:50:00	ES	Futures	2935.95	2937.04	2935.4	2937.04	1333.0
2018-10-31 03:55:00	ES	Futures	2936.76	2937.31	2934.59	2935.4	2064.0
2018-10-31 04:00:00	ES	Futures	2935.13	2937.04	2934.86	2936.49	2358.0
2018-10-31 04:05:00	ES	Futures	2936.49	2936.76	2934.04	2935.13	2528.0

> showing 50 of 16,611 rows — these rows as CSV

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