PREVIEW / futures_5min / 2018-11-07

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-07.parquet
  size:    274 KB
  rows:    16,489

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
2018-11-07 00:00:00	ES	Futures	3008.57	3014.83	3008.57	3013.47	2738.0
2018-11-07 00:05:00	ES	Futures	3013.47	3014.83	3010.75	3011.02	1141.0
2018-11-07 00:10:00	ES	Futures	3011.02	3012.11	3009.39	3009.66	988.0
2018-11-07 00:15:00	ES	Futures	3009.66	3011.02	3008.3	3008.84	1806.0
2018-11-07 00:20:00	ES	Futures	3008.57	3009.93	3008.03	3008.84	920.0
2018-11-07 00:25:00	ES	Futures	3008.84	3009.93	3008.3	3008.84	420.0
2018-11-07 00:30:00	ES	Futures	3008.84	3009.66	3007.48	3007.76	1249.0
2018-11-07 00:35:00	ES	Futures	3007.48	3008.3	3006.4	3006.94	1429.0
2018-11-07 00:40:00	ES	Futures	3006.94	3007.48	3004.76	3005.58	1585.0
2018-11-07 00:45:00	ES	Futures	3005.85	3006.12	3004.49	3005.04	908.0
2018-11-07 00:50:00	ES	Futures	3005.04	3005.04	3002.32	3003.13	1859.0
2018-11-07 00:55:00	ES	Futures	3002.86	3004.49	3001.77	3004.22	2275.0
2018-11-07 01:00:00	ES	Futures	3004.22	3006.67	3003.13	3005.85	1185.0
2018-11-07 01:05:00	ES	Futures	3005.85	3006.12	3004.49	3004.76	693.0
2018-11-07 01:10:00	ES	Futures	3004.49	3005.58	3003.95	3004.49	646.0
2018-11-07 01:15:00	ES	Futures	3004.22	3004.49	3002.32	3004.49	575.0
2018-11-07 01:20:00	ES	Futures	3004.49	3005.31	3004.22	3005.04	378.0
2018-11-07 01:25:00	ES	Futures	3005.04	3005.31	3003.13	3003.4	363.0
2018-11-07 01:30:00	ES	Futures	3003.68	3005.31	3003.68	3004.76	648.0
2018-11-07 01:35:00	ES	Futures	3004.76	3008.84	3004.76	3006.67	888.0
2018-11-07 01:40:00	ES	Futures	3006.4	3007.48	3005.58	3005.85	543.0
2018-11-07 01:45:00	ES	Futures	3006.12	3007.48	3005.58	3006.67	1009.0
2018-11-07 01:50:00	ES	Futures	3006.67	3006.67	3005.04	3005.85	659.0
2018-11-07 01:55:00	ES	Futures	3005.58	3005.85	3004.49	3005.31	575.0
2018-11-07 02:00:00	ES	Futures	3005.31	3007.48	3005.04	3006.94	1938.0
2018-11-07 02:05:00	ES	Futures	3006.94	3008.03	3006.12	3006.4	1095.0
2018-11-07 02:10:00	ES	Futures	3006.4	3006.67	3002.32	3003.4	2304.0
2018-11-07 02:15:00	ES	Futures	3003.13	3003.68	3001.23	3002.04	2270.0
2018-11-07 02:20:00	ES	Futures	3002.32	3004.22	3002.32	3004.22	1359.0
2018-11-07 02:25:00	ES	Futures	3004.22	3004.49	3002.86	3002.86	984.0
2018-11-07 02:30:00	ES	Futures	3003.13	3007.21	3003.13	3005.85	1579.0
2018-11-07 02:35:00	ES	Futures	3005.58	3005.85	3004.49	3005.58	500.0
2018-11-07 02:40:00	ES	Futures	3005.58	3006.67	3005.04	3005.04	742.0
2018-11-07 02:45:00	ES	Futures	3005.04	3005.58	3003.68	3004.49	1099.0
2018-11-07 02:50:00	ES	Futures	3004.76	3005.58	3004.49	3004.76	528.0
2018-11-07 02:55:00	ES	Futures	3004.76	3005.31	3003.95	3004.49	1004.0
2018-11-07 03:00:00	ES	Futures	3004.49	3009.93	3004.49	3008.57	4219.0
2018-11-07 03:05:00	ES	Futures	3008.57	3013.47	3008.57	3013.2	3521.0
2018-11-07 03:10:00	ES	Futures	3013.2	3017.55	3012.92	3016.73	6261.0
2018-11-07 03:15:00	ES	Futures	3016.73	3017.28	3015.1	3016.19	3288.0
2018-11-07 03:20:00	ES	Futures	3016.19	3021.08	3015.92	3017.28	7374.0
2018-11-07 03:25:00	ES	Futures	3017.28	3018.09	3015.92	3016.19	2647.0
2018-11-07 03:30:00	ES	Futures	3016.19	3019.45	3016.19	3018.36	3938.0
2018-11-07 03:35:00	ES	Futures	3018.36	3020.81	3017.55	3018.36	3305.0
2018-11-07 03:40:00	ES	Futures	3018.64	3022.72	3018.09	3021.63	4241.0
2018-11-07 03:45:00	ES	Futures	3021.36	3024.89	3021.36	3023.26	6029.0
2018-11-07 03:50:00	ES	Futures	3023.26	3025.16	3023.26	3023.8	3746.0
2018-11-07 03:55:00	ES	Futures	3023.53	3023.8	3021.9	3022.44	3355.0
2018-11-07 04:00:00	ES	Futures	3022.72	3023.8	3022.17	3022.44	2467.0
2018-11-07 04:05:00	ES	Futures	3022.44	3024.89	3022.44	3022.99	2819.0

> showing 50 of 16,489 rows — these rows as CSV

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