PREVIEW / futures_5min / 2018-11-02

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-02.parquet
  size:    255 KB
  rows:    14,102

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
2018-11-02 00:00:00	ES	Futures	2971.31	2971.31	2970.22	2970.76	209.0
2018-11-02 00:05:00	ES	Futures	2971.04	2971.04	2970.49	2970.49	177.0
2018-11-02 00:10:00	ES	Futures	2970.76	2970.76	2970.49	2970.76	152.0
2018-11-02 00:15:00	ES	Futures	2971.04	2971.31	2970.22	2970.22	204.0
2018-11-02 00:20:00	ES	Futures	2970.22	2971.04	2969.95	2970.76	270.0
2018-11-02 00:25:00	ES	Futures	2970.76	2971.58	2970.76	2970.76	254.0
2018-11-02 00:30:00	ES	Futures	2970.76	2972.4	2970.76	2972.4	504.0
2018-11-02 00:35:00	ES	Futures	2972.4	2972.4	2971.85	2972.4	182.0
2018-11-02 00:40:00	ES	Futures	2972.4	2972.67	2972.12	2972.12	284.0
2018-11-02 00:45:00	ES	Futures	2972.4	2988.44	2972.4	2984.91	10050.0
2018-11-02 00:50:00	ES	Futures	2985.18	2989.26	2984.91	2988.44	5127.0
2018-11-02 00:55:00	ES	Futures	2988.44	2991.71	2988.17	2989.53	4128.0
2018-11-02 01:00:00	ES	Futures	2989.8	2996.6	2988.72	2994.97	5299.0
2018-11-02 01:05:00	ES	Futures	2994.7	2995.24	2991.98	2993.61	2785.0
2018-11-02 01:10:00	ES	Futures	2993.07	2995.79	2992.52	2993.34	2017.0
2018-11-02 01:15:00	ES	Futures	2993.61	2995.24	2992.52	2993.61	2287.0
2018-11-02 01:20:00	ES	Futures	2993.61	2998.51	2993.07	2998.24	2818.0
2018-11-02 01:25:00	ES	Futures	2997.96	2997.96	2994.16	2994.43	2356.0
2018-11-02 01:30:00	ES	Futures	2994.7	2996.6	2994.16	2995.52	1010.0
2018-11-02 01:35:00	ES	Futures	2995.52	2999.05	2995.52	2997.69	3933.0
2018-11-02 01:40:00	ES	Futures	2997.42	2997.96	2996.06	2996.88	1202.0
2018-11-02 01:45:00	ES	Futures	2997.15	2997.15	2994.97	2996.6	1091.0
2018-11-02 01:50:00	ES	Futures	2996.33	2996.88	2995.52	2996.06	792.0
2018-11-02 01:55:00	ES	Futures	2996.06	2998.51	2995.24	2997.96	1226.0
2018-11-02 02:00:00	ES	Futures	2997.69	2998.24	2996.33	2997.42	1680.0
2018-11-02 02:05:00	ES	Futures	2997.69	2998.51	2997.15	2997.69	1166.0
2018-11-02 02:10:00	ES	Futures	2997.69	3000.41	2997.42	2999.87	1763.0
2018-11-02 02:15:00	ES	Futures	2999.87	3001.23	2999.6	3000.68	2278.0
2018-11-02 02:20:00	ES	Futures	3000.68	3006.4	2999.87	3006.12	5409.0
2018-11-02 02:25:00	ES	Futures	3006.12	3007.21	3003.68	3003.95	2695.0
2018-11-02 02:30:00	ES	Futures	3004.22	3004.76	3002.04	3002.86	1485.0
2018-11-02 02:35:00	ES	Futures	3003.13	3003.4	3000.41	3000.41	985.0
2018-11-02 02:40:00	ES	Futures	3000.41	3000.68	2999.05	2999.32	1740.0
2018-11-02 02:45:00	ES	Futures	2999.32	3000.96	2999.32	3000.68	1741.0
2018-11-02 02:50:00	ES	Futures	3000.68	3001.77	3000.14	3000.96	2409.0
2018-11-02 02:55:00	ES	Futures	3000.96	3002.04	3000.41	3001.23	1518.0
2018-11-02 03:00:00	ES	Futures	3001.23	3002.32	2998.78	3002.04	3075.0
2018-11-02 03:05:00	ES	Futures	3002.04	3005.85	3002.04	3005.31	3589.0
2018-11-02 03:10:00	ES	Futures	3005.31	3006.94	3004.49	3006.67	2122.0
2018-11-02 03:15:00	ES	Futures	3006.67	3006.67	3005.04	3005.31	1348.0
2018-11-02 03:20:00	ES	Futures	3005.31	3006.12	3003.95	3005.31	2082.0
2018-11-02 03:25:00	ES	Futures	3005.04	3005.58	3004.49	3005.04	1373.0
2018-11-02 03:30:00	ES	Futures	3005.04	3005.04	3002.32	3002.32	1444.0
2018-11-02 03:35:00	ES	Futures	3002.32	3007.48	3000.96	3005.85	3942.0
2018-11-02 03:40:00	ES	Futures	3006.4	3006.67	3005.31	3005.58	1335.0
2018-11-02 03:45:00	ES	Futures	3005.58	3005.85	3004.76	3005.85	2089.0
2018-11-02 03:50:00	ES	Futures	3005.85	3005.85	3002.86	3003.13	1696.0
2018-11-02 03:55:00	ES	Futures	3003.13	3005.58	3002.04	3005.04	3518.0
2018-11-02 04:00:00	ES	Futures	3004.76	3005.04	3002.59	3004.76	4126.0
2018-11-02 04:05:00	ES	Futures	3004.49	3005.58	3001.5	3003.13	4770.0

> showing 50 of 14,102 rows — these rows as CSV

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