PREVIEW / futures_5min / 2018-11-05

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-05.parquet
  size:    255 KB
  rows:    16,401

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
2018-11-05 00:00:00	ES	Futures	2954.72	2955.26	2953.36	2954.44	1517.0
2018-11-05 00:05:00	ES	Futures	2954.44	2955.8	2953.9	2955.53	436.0
2018-11-05 00:10:00	ES	Futures	2955.53	2956.89	2955.26	2955.8	576.0
2018-11-05 00:15:00	ES	Futures	2955.8	2956.62	2955.26	2956.62	379.0
2018-11-05 00:20:00	ES	Futures	2956.62	2956.89	2956.08	2956.35	319.0
2018-11-05 00:25:00	ES	Futures	2956.35	2957.16	2956.08	2956.89	195.0
2018-11-05 00:30:00	ES	Futures	2956.89	2957.16	2955.8	2956.08	438.0
2018-11-05 00:35:00	ES	Futures	2956.35	2956.35	2955.8	2956.35	174.0
2018-11-05 00:40:00	ES	Futures	2956.35	2956.62	2955.8	2956.08	167.0
2018-11-05 00:45:00	ES	Futures	2956.08	2956.35	2955.8	2955.8	132.0
2018-11-05 00:50:00	ES	Futures	2956.08	2956.35	2955.53	2956.08	209.0
2018-11-05 00:55:00	ES	Futures	2955.8	2956.35	2955.53	2955.8	290.0
2018-11-05 01:00:00	ES	Futures	2956.08	2956.08	2955.26	2955.53	105.0
2018-11-05 01:05:00	ES	Futures	2955.53	2956.08	2955.53	2955.8	111.0
2018-11-05 01:10:00	ES	Futures	2955.53	2955.8	2955.26	2955.26	191.0
2018-11-05 01:15:00	ES	Futures	2955.26	2955.53	2955.26	2955.26	224.0
2018-11-05 01:20:00	ES	Futures	2955.53	2957.71	2955.53	2957.44	534.0
2018-11-05 01:25:00	ES	Futures	2957.44	2958.8	2957.44	2958.25	340.0
2018-11-05 01:30:00	ES	Futures	2958.25	2959.07	2957.16	2957.44	662.0
2018-11-05 01:35:00	ES	Futures	2957.71	2957.71	2957.44	2957.71	95.0
2018-11-05 01:40:00	ES	Futures	2957.44	2958.52	2957.44	2958.25	340.0
2018-11-05 01:45:00	ES	Futures	2958.52	2958.52	2957.98	2958.25	271.0
2018-11-05 01:50:00	ES	Futures	2958.25	2958.8	2957.98	2957.98	237.0
2018-11-05 01:55:00	ES	Futures	2957.98	2958.25	2957.71	2957.71	369.0
2018-11-05 02:00:00	ES	Futures	2957.71	2957.98	2956.89	2957.44	1418.0
2018-11-05 02:05:00	ES	Futures	2957.16	2958.25	2956.89	2957.16	823.0
2018-11-05 02:10:00	ES	Futures	2957.16	2958.25	2956.62	2957.98	470.0
2018-11-05 02:15:00	ES	Futures	2957.98	2957.98	2956.89	2957.16	429.0
2018-11-05 02:20:00	ES	Futures	2957.16	2957.44	2956.62	2957.16	622.0
2018-11-05 02:25:00	ES	Futures	2956.89	2957.44	2956.62	2956.62	709.0
2018-11-05 02:30:00	ES	Futures	2956.62	2956.89	2956.08	2956.89	766.0
2018-11-05 02:35:00	ES	Futures	2956.62	2956.62	2956.08	2956.08	463.0
2018-11-05 02:40:00	ES	Futures	2956.08	2956.62	2956.08	2956.35	465.0
2018-11-05 02:45:00	ES	Futures	2956.35	2957.16	2956.08	2956.35	638.0
2018-11-05 02:50:00	ES	Futures	2956.35	2956.62	2955.8	2956.35	505.0
2018-11-05 02:55:00	ES	Futures	2956.35	2956.62	2955.8	2956.08	344.0
2018-11-05 03:00:00	ES	Futures	2955.8	2956.89	2955.53	2955.8	2277.0
2018-11-05 03:05:00	ES	Futures	2956.08	2957.16	2954.99	2956.62	2785.0
2018-11-05 03:10:00	ES	Futures	2956.62	2956.89	2955.26	2956.08	1147.0
2018-11-05 03:15:00	ES	Futures	2956.08	2956.35	2954.99	2954.99	1279.0
2018-11-05 03:20:00	ES	Futures	2955.26	2956.08	2954.72	2955.26	1017.0
2018-11-05 03:25:00	ES	Futures	2955.26	2958.52	2954.99	2957.98	1169.0
2018-11-05 03:30:00	ES	Futures	2957.98	2958.52	2956.89	2956.89	1072.0
2018-11-05 03:35:00	ES	Futures	2956.89	2957.44	2955.8	2956.89	794.0
2018-11-05 03:40:00	ES	Futures	2956.89	2956.89	2955.26	2956.08	866.0
2018-11-05 03:45:00	ES	Futures	2956.35	2956.62	2955.53	2955.53	623.0
2018-11-05 03:50:00	ES	Futures	2955.53	2955.8	2954.17	2954.17	1611.0
2018-11-05 03:55:00	ES	Futures	2954.44	2955.8	2953.9	2954.99	1562.0
2018-11-05 04:00:00	ES	Futures	2954.99	2956.62	2953.9	2954.99	2120.0
2018-11-05 04:05:00	ES	Futures	2954.99	2955.53	2953.36	2953.36	916.0

> showing 50 of 16,401 rows — these rows as CSV

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