PREVIEW / futures_5min / 2018-11-01

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-01.parquet
  size:    285 KB
  rows:    16,853

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
2018-11-01 00:00:00	ES	Futures	2960.16	2960.7	2958.8	2959.07	553.0
2018-11-01 00:05:00	ES	Futures	2959.07	2959.34	2958.8	2959.07	114.0
2018-11-01 00:10:00	ES	Futures	2959.34	2959.34	2958.25	2958.52	178.0
2018-11-01 00:15:00	ES	Futures	2958.25	2958.25	2957.16	2957.16	400.0
2018-11-01 00:20:00	ES	Futures	2957.44	2957.71	2956.08	2956.35	336.0
2018-11-01 00:25:00	ES	Futures	2956.62	2956.62	2955.53	2956.08	683.0
2018-11-01 00:30:00	ES	Futures	2956.08	2956.62	2955.53	2956.08	489.0
2018-11-01 00:35:00	ES	Futures	2956.35	2956.89	2956.08	2956.62	339.0
2018-11-01 00:40:00	ES	Futures	2956.62	2957.16	2956.08	2957.16	537.0
2018-11-01 00:45:00	ES	Futures	2957.16	2957.44	2956.62	2956.62	280.0
2018-11-01 00:50:00	ES	Futures	2956.62	2956.89	2955.8	2955.8	319.0
2018-11-01 00:55:00	ES	Futures	2955.8	2956.62	2955.26	2956.62	392.0
2018-11-01 01:00:00	ES	Futures	2956.62	2956.89	2956.08	2956.08	256.0
2018-11-01 01:05:00	ES	Futures	2956.35	2957.16	2955.53	2956.89	490.0
2018-11-01 01:10:00	ES	Futures	2957.16	2957.16	2956.08	2956.62	363.0
2018-11-01 01:15:00	ES	Futures	2956.62	2956.62	2955.26	2956.08	552.0
2018-11-01 01:20:00	ES	Futures	2956.08	2956.89	2956.08	2956.89	191.0
2018-11-01 01:25:00	ES	Futures	2956.89	2957.71	2956.35	2956.62	475.0
2018-11-01 01:30:00	ES	Futures	2956.62	2957.16	2955.8	2955.8	530.0
2018-11-01 01:35:00	ES	Futures	2955.8	2956.89	2955.53	2956.89	408.0
2018-11-01 01:40:00	ES	Futures	2956.89	2956.89	2956.08	2956.35	310.0
2018-11-01 01:45:00	ES	Futures	2956.35	2956.62	2955.8	2956.08	506.0
2018-11-01 01:50:00	ES	Futures	2955.8	2956.08	2954.99	2955.53	496.0
2018-11-01 01:55:00	ES	Futures	2955.26	2955.53	2953.63	2955.53	995.0
2018-11-01 02:00:00	ES	Futures	2955.53	2955.53	2953.08	2953.36	639.0
2018-11-01 02:05:00	ES	Futures	2953.36	2953.63	2952.27	2952.81	1060.0
2018-11-01 02:10:00	ES	Futures	2952.81	2952.81	2950.09	2950.91	1709.0
2018-11-01 02:15:00	ES	Futures	2950.64	2950.64	2949.55	2950.64	1048.0
2018-11-01 02:20:00	ES	Futures	2950.64	2950.64	2948.19	2948.19	896.0
2018-11-01 02:25:00	ES	Futures	2948.19	2948.46	2946.28	2948.19	979.0
2018-11-01 02:30:00	ES	Futures	2948.19	2951.45	2948.19	2950.09	1183.0
2018-11-01 02:35:00	ES	Futures	2950.09	2951.18	2949.82	2950.64	528.0
2018-11-01 02:40:00	ES	Futures	2950.36	2950.91	2949.28	2949.55	825.0
2018-11-01 02:45:00	ES	Futures	2949.82	2950.36	2949.0	2949.55	1034.0
2018-11-01 02:50:00	ES	Futures	2949.55	2950.09	2947.92	2948.46	669.0
2018-11-01 02:55:00	ES	Futures	2948.73	2949.55	2948.73	2948.73	389.0
2018-11-01 03:00:00	ES	Futures	2949.0	2949.28	2947.1	2949.0	1310.0
2018-11-01 03:05:00	ES	Futures	2948.73	2950.09	2948.19	2949.82	1062.0
2018-11-01 03:10:00	ES	Futures	2949.82	2951.18	2949.82	2951.18	811.0
2018-11-01 03:15:00	ES	Futures	2950.91	2952.54	2949.82	2952.27	1474.0
2018-11-01 03:20:00	ES	Futures	2952.54	2952.54	2951.18	2951.18	760.0
2018-11-01 03:25:00	ES	Futures	2951.18	2952.27	2950.91	2952.27	526.0
2018-11-01 03:30:00	ES	Futures	2952.27	2953.08	2951.18	2951.45	1309.0
2018-11-01 03:35:00	ES	Futures	2951.45	2951.45	2949.0	2949.82	1153.0
2018-11-01 03:40:00	ES	Futures	2950.09	2950.36	2948.73	2950.09	1041.0
2018-11-01 03:45:00	ES	Futures	2950.09	2950.09	2946.83	2947.1	1602.0
2018-11-01 03:50:00	ES	Futures	2946.83	2947.37	2945.47	2946.56	1812.0
2018-11-01 03:55:00	ES	Futures	2946.83	2950.09	2946.56	2949.55	1553.0
2018-11-01 04:00:00	ES	Futures	2949.55	2950.09	2947.92	2950.09	5489.0
2018-11-01 04:05:00	ES	Futures	2950.09	2952.54	2949.82	2952.27	3283.0

> showing 50 of 16,853 rows — these rows as CSV

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