PREVIEW / futures_5min / 2018-11-08

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-08.parquet
  size:    264 KB
  rows:    16,525

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
2018-11-08 00:00:00	ES	Futures	3063.24	3063.24	3061.61	3061.61	726.0
2018-11-08 00:05:00	ES	Futures	3061.61	3061.88	3061.07	3061.34	570.0
2018-11-08 00:10:00	ES	Futures	3061.61	3061.88	3061.07	3061.07	399.0
2018-11-08 00:15:00	ES	Futures	3061.07	3061.61	3060.25	3060.8	544.0
2018-11-08 00:20:00	ES	Futures	3060.8	3061.34	3060.25	3060.52	535.0
2018-11-08 00:25:00	ES	Futures	3060.52	3060.52	3059.44	3059.44	491.0
2018-11-08 00:30:00	ES	Futures	3059.44	3061.07	3059.44	3060.8	798.0
2018-11-08 00:35:00	ES	Futures	3060.8	3061.07	3060.25	3060.25	339.0
2018-11-08 00:40:00	ES	Futures	3060.52	3060.52	3059.98	3059.98	457.0
2018-11-08 00:45:00	ES	Futures	3059.98	3060.8	3059.98	3060.25	413.0
2018-11-08 00:50:00	ES	Futures	3060.25	3060.25	3059.44	3059.44	497.0
2018-11-08 00:55:00	ES	Futures	3059.71	3060.25	3058.89	3060.25	664.0
2018-11-08 01:00:00	ES	Futures	3060.25	3061.07	3058.35	3058.62	967.0
2018-11-08 01:05:00	ES	Futures	3058.35	3059.16	3058.35	3059.16	611.0
2018-11-08 01:10:00	ES	Futures	3059.16	3059.98	3058.89	3059.16	381.0
2018-11-08 01:15:00	ES	Futures	3059.44	3059.71	3058.89	3058.89	333.0
2018-11-08 01:20:00	ES	Futures	3059.16	3059.16	3058.35	3058.89	454.0
2018-11-08 01:25:00	ES	Futures	3058.89	3058.89	3057.8	3057.8	547.0
2018-11-08 01:30:00	ES	Futures	3058.08	3058.35	3057.8	3057.8	677.0
2018-11-08 01:35:00	ES	Futures	3057.8	3058.62	3057.8	3058.35	297.0
2018-11-08 01:40:00	ES	Futures	3058.35	3059.16	3057.53	3057.8	432.0
2018-11-08 01:45:00	ES	Futures	3057.8	3059.16	3057.53	3059.16	419.0
2018-11-08 01:50:00	ES	Futures	3058.89	3059.44	3058.62	3059.16	189.0
2018-11-08 01:55:00	ES	Futures	3059.16	3059.44	3058.62	3058.62	463.0
2018-11-08 02:00:00	ES	Futures	3058.62	3059.44	3058.08	3058.62	1138.0
2018-11-08 02:05:00	ES	Futures	3058.62	3058.62	3057.8	3058.35	2026.0
2018-11-08 02:10:00	ES	Futures	3058.35	3059.44	3058.08	3058.35	1127.0
2018-11-08 02:15:00	ES	Futures	3058.35	3059.44	3058.08	3059.16	936.0
2018-11-08 02:20:00	ES	Futures	3059.44	3059.44	3058.62	3059.16	532.0
2018-11-08 02:25:00	ES	Futures	3059.16	3059.44	3058.62	3058.89	299.0
2018-11-08 02:30:00	ES	Futures	3059.16	3060.52	3058.35	3059.98	1082.0
2018-11-08 02:35:00	ES	Futures	3059.71	3060.52	3059.16	3060.52	605.0
2018-11-08 02:40:00	ES	Futures	3060.25	3061.07	3060.25	3060.8	1198.0
2018-11-08 02:45:00	ES	Futures	3060.8	3061.07	3059.98	3060.52	1114.0
2018-11-08 02:50:00	ES	Futures	3060.52	3062.16	3060.25	3061.61	1211.0
2018-11-08 02:55:00	ES	Futures	3061.61	3062.7	3061.34	3062.7	1006.0
2018-11-08 03:00:00	ES	Futures	3062.7	3063.52	3061.88	3062.43	4053.0
2018-11-08 03:05:00	ES	Futures	3062.43	3063.24	3061.88	3063.24	3389.0
2018-11-08 03:10:00	ES	Futures	3063.24	3064.33	3062.7	3063.52	3068.0
2018-11-08 03:15:00	ES	Futures	3063.52	3063.52	3062.16	3063.24	2891.0
2018-11-08 03:20:00	ES	Futures	3063.52	3063.79	3062.16	3062.16	2433.0
2018-11-08 03:25:00	ES	Futures	3062.16	3062.97	3061.88	3062.16	1342.0
2018-11-08 03:30:00	ES	Futures	3062.43	3062.7	3061.07	3061.07	2269.0
2018-11-08 03:35:00	ES	Futures	3060.8	3062.16	3060.52	3062.16	1247.0
2018-11-08 03:40:00	ES	Futures	3061.88	3062.16	3060.52	3060.52	1057.0
2018-11-08 03:45:00	ES	Futures	3060.52	3061.07	3059.71	3061.07	2104.0
2018-11-08 03:50:00	ES	Futures	3061.07	3061.07	3059.98	3060.52	886.0
2018-11-08 03:55:00	ES	Futures	3060.52	3061.07	3059.44	3060.52	1341.0
2018-11-08 04:00:00	ES	Futures	3060.8	3060.8	3059.71	3059.98	1613.0
2018-11-08 04:05:00	ES	Futures	3059.71	3061.61	3059.44	3060.8	1640.0

> showing 50 of 16,525 rows — these rows as CSV

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