PREVIEW / futures_5min / 2018-11-04

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-04.parquet
  size:    54 KB
  rows:    2,940

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
2018-11-04 18:00:00	ES	Futures	2962.06	2962.6	2958.25	2958.8	2670.0
2018-11-04 18:05:00	ES	Futures	2958.52	2959.07	2956.62	2957.16	1094.0
2018-11-04 18:10:00	ES	Futures	2957.44	2959.88	2956.35	2959.88	1093.0
2018-11-04 18:15:00	ES	Futures	2959.88	2960.97	2957.16	2957.71	758.0
2018-11-04 18:20:00	ES	Futures	2957.44	2958.25	2955.53	2955.53	642.0
2018-11-04 18:25:00	ES	Futures	2955.8	2956.08	2953.36	2954.72	1432.0
2018-11-04 18:30:00	ES	Futures	2954.72	2956.62	2954.44	2956.08	521.0
2018-11-04 18:35:00	ES	Futures	2956.08	2956.08	2954.72	2954.72	352.0
2018-11-04 18:40:00	ES	Futures	2954.99	2956.08	2954.44	2955.26	500.0
2018-11-04 18:45:00	ES	Futures	2955.26	2956.89	2955.26	2956.62	552.0
2018-11-04 18:50:00	ES	Futures	2956.89	2956.89	2955.53	2955.8	421.0
2018-11-04 18:55:00	ES	Futures	2955.53	2955.53	2954.17	2954.44	555.0
2018-11-04 19:00:00	ES	Futures	2954.72	2954.72	2952.27	2953.08	1455.0
2018-11-04 19:05:00	ES	Futures	2953.36	2954.99	2952.54	2954.44	843.0
2018-11-04 19:10:00	ES	Futures	2954.44	2955.26	2954.17	2954.72	721.0
2018-11-04 19:15:00	ES	Futures	2954.99	2957.16	2953.9	2956.08	844.0
2018-11-04 19:20:00	ES	Futures	2956.08	2957.44	2955.26	2956.08	891.0
2018-11-04 19:25:00	ES	Futures	2956.35	2957.71	2955.53	2956.08	562.0
2018-11-04 19:30:00	ES	Futures	2956.08	2957.16	2955.53	2956.62	511.0
2018-11-04 19:35:00	ES	Futures	2956.62	2958.52	2956.35	2957.98	815.0
2018-11-04 19:40:00	ES	Futures	2957.98	2958.25	2956.62	2956.89	707.0
2018-11-04 19:45:00	ES	Futures	2956.62	2957.44	2956.08	2956.08	397.0
2018-11-04 19:50:00	ES	Futures	2956.35	2956.62	2954.99	2956.62	453.0
2018-11-04 19:55:00	ES	Futures	2956.62	2957.16	2955.8	2956.08	351.0
2018-11-04 20:00:00	ES	Futures	2956.08	2956.62	2955.26	2956.62	686.0
2018-11-04 20:05:00	ES	Futures	2956.89	2957.71	2956.08	2957.44	499.0
2018-11-04 20:10:00	ES	Futures	2957.71	2957.71	2956.35	2957.44	525.0
2018-11-04 20:15:00	ES	Futures	2957.44	2958.8	2956.62	2956.89	802.0
2018-11-04 20:20:00	ES	Futures	2956.62	2957.44	2955.8	2956.62	631.0
2018-11-04 20:25:00	ES	Futures	2956.62	2957.44	2955.8	2956.08	420.0
2018-11-04 20:30:00	ES	Futures	2956.08	2957.44	2953.63	2953.9	1501.0
2018-11-04 20:35:00	ES	Futures	2953.9	2953.9	2952.0	2953.08	1189.0
2018-11-04 20:40:00	ES	Futures	2953.08	2954.44	2951.45	2953.08	3573.0
2018-11-04 20:45:00	ES	Futures	2953.08	2953.9	2951.72	2953.36	939.0
2018-11-04 20:50:00	ES	Futures	2953.63	2953.9	2953.08	2953.63	580.0
2018-11-04 20:55:00	ES	Futures	2953.63	2954.72	2953.08	2953.08	594.0
2018-11-04 21:00:00	ES	Futures	2953.08	2954.17	2952.81	2953.08	637.0
2018-11-04 21:05:00	ES	Futures	2953.08	2954.17	2952.54	2954.17	425.0
2018-11-04 21:10:00	ES	Futures	2954.17	2957.16	2953.9	2956.62	1979.0
2018-11-04 21:15:00	ES	Futures	2956.89	2958.52	2956.08	2957.16	1475.0
2018-11-04 21:20:00	ES	Futures	2957.44	2957.71	2954.72	2955.26	1543.0
2018-11-04 21:25:00	ES	Futures	2955.26	2956.08	2954.99	2956.08	454.0
2018-11-04 21:30:00	ES	Futures	2956.08	2956.89	2954.99	2955.26	654.0
2018-11-04 21:35:00	ES	Futures	2955.26	2956.35	2954.17	2954.72	1013.0
2018-11-04 21:40:00	ES	Futures	2954.72	2955.26	2953.63	2953.9	534.0
2018-11-04 21:45:00	ES	Futures	2953.9	2954.72	2953.36	2953.36	544.0
2018-11-04 21:50:00	ES	Futures	2953.63	2954.44	2953.08	2953.9	693.0
2018-11-04 21:55:00	ES	Futures	2954.17	2955.8	2953.63	2955.26	521.0
2018-11-04 22:00:00	ES	Futures	2955.26	2955.53	2954.72	2954.72	498.0
2018-11-04 22:05:00	ES	Futures	2954.72	2955.26	2954.17	2954.72	281.0

> showing 50 of 2,940 rows — these rows as CSV

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