PREVIEW / futures_5min / 2018-11-06

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-06.parquet
  size:    269 KB
  rows:    16,571

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
2018-11-06 00:00:00	ES	Futures	2982.46	2983.28	2982.19	2982.46	384.0
2018-11-06 00:05:00	ES	Futures	2982.46	2982.46	2981.64	2982.46	248.0
2018-11-06 00:10:00	ES	Futures	2982.46	2983.0	2981.64	2981.92	261.0
2018-11-06 00:15:00	ES	Futures	2981.92	2982.46	2981.64	2981.92	96.0
2018-11-06 00:20:00	ES	Futures	2981.92	2982.19	2981.37	2981.37	182.0
2018-11-06 00:25:00	ES	Futures	2981.64	2982.73	2981.37	2981.92	276.0
2018-11-06 00:30:00	ES	Futures	2982.19	2982.73	2981.92	2982.73	194.0
2018-11-06 00:35:00	ES	Futures	2982.73	2984.36	2982.46	2983.55	595.0
2018-11-06 00:40:00	ES	Futures	2983.55	2983.55	2982.46	2983.0	366.0
2018-11-06 00:45:00	ES	Futures	2983.0	2983.55	2982.73	2983.55	273.0
2018-11-06 00:50:00	ES	Futures	2983.55	2983.55	2982.46	2982.46	328.0
2018-11-06 00:55:00	ES	Futures	2982.73	2983.82	2982.46	2983.55	519.0
2018-11-06 01:00:00	ES	Futures	2983.55	2984.91	2983.55	2984.36	706.0
2018-11-06 01:05:00	ES	Futures	2984.36	2984.64	2984.09	2984.09	387.0
2018-11-06 01:10:00	ES	Futures	2984.09	2984.91	2983.82	2984.91	349.0
2018-11-06 01:15:00	ES	Futures	2984.91	2985.45	2984.36	2984.36	308.0
2018-11-06 01:20:00	ES	Futures	2984.36	2984.64	2984.09	2984.36	232.0
2018-11-06 01:25:00	ES	Futures	2984.36	2984.36	2983.82	2984.36	189.0
2018-11-06 01:30:00	ES	Futures	2984.36	2985.18	2984.36	2984.91	337.0
2018-11-06 01:35:00	ES	Futures	2984.91	2984.91	2983.82	2984.91	332.0
2018-11-06 01:40:00	ES	Futures	2985.18	2985.18	2984.09	2984.36	287.0
2018-11-06 01:45:00	ES	Futures	2984.36	2985.45	2984.09	2984.91	221.0
2018-11-06 01:50:00	ES	Futures	2985.18	2985.45	2984.36	2984.36	282.0
2018-11-06 01:55:00	ES	Futures	2984.36	2984.36	2983.82	2984.36	207.0
2018-11-06 02:00:00	ES	Futures	2984.36	2986.27	2984.09	2986.0	1086.0
2018-11-06 02:05:00	ES	Futures	2985.72	2987.36	2985.72	2987.08	1697.0
2018-11-06 02:10:00	ES	Futures	2987.36	2988.17	2986.27	2986.81	1045.0
2018-11-06 02:15:00	ES	Futures	2986.81	2987.63	2986.54	2986.54	720.0
2018-11-06 02:20:00	ES	Futures	2986.54	2987.08	2986.27	2986.27	453.0
2018-11-06 02:25:00	ES	Futures	2986.27	2986.54	2985.45	2986.0	721.0
2018-11-06 02:30:00	ES	Futures	2986.0	2986.27	2984.91	2985.18	825.0
2018-11-06 02:35:00	ES	Futures	2985.45	2985.45	2984.09	2984.36	501.0
2018-11-06 02:40:00	ES	Futures	2984.36	2984.64	2983.55	2983.82	714.0
2018-11-06 02:45:00	ES	Futures	2983.82	2984.09	2983.28	2984.09	810.0
2018-11-06 02:50:00	ES	Futures	2984.09	2984.91	2984.09	2984.64	522.0
2018-11-06 02:55:00	ES	Futures	2984.36	2984.36	2981.64	2983.0	1257.0
2018-11-06 03:00:00	ES	Futures	2982.73	2983.0	2980.83	2982.19	2129.0
2018-11-06 03:05:00	ES	Futures	2981.92	2982.19	2979.47	2979.74	2066.0
2018-11-06 03:10:00	ES	Futures	2979.47	2980.28	2978.65	2980.28	1297.0
2018-11-06 03:15:00	ES	Futures	2980.28	2980.28	2978.92	2979.47	1222.0
2018-11-06 03:20:00	ES	Futures	2979.47	2979.74	2976.75	2977.56	2847.0
2018-11-06 03:25:00	ES	Futures	2977.56	2978.11	2975.93	2976.2	1710.0
2018-11-06 03:30:00	ES	Futures	2976.48	2977.02	2975.93	2976.48	998.0
2018-11-06 03:35:00	ES	Futures	2976.75	2977.02	2973.76	2974.57	2111.0
2018-11-06 03:40:00	ES	Futures	2974.57	2975.93	2974.57	2975.93	1580.0
2018-11-06 03:45:00	ES	Futures	2975.93	2976.2	2974.3	2975.93	1238.0
2018-11-06 03:50:00	ES	Futures	2975.66	2976.2	2975.12	2975.93	976.0
2018-11-06 03:55:00	ES	Futures	2976.2	2977.02	2975.12	2976.2	1636.0
2018-11-06 04:00:00	ES	Futures	2976.2	2977.29	2975.66	2977.02	1880.0
2018-11-06 04:05:00	ES	Futures	2977.02	2977.84	2977.02	2977.29	833.0

> showing 50 of 16,571 rows — these rows as CSV

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