PREVIEW / futures_5min / 2018-11-09

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-09.parquet
  size:    236 KB
  rows:    13,797

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
2018-11-09 00:00:00	ES	Futures	3055.9	3055.9	3054.81	3055.63	536.0
2018-11-09 00:05:00	ES	Futures	3055.36	3055.63	3054.81	3055.08	498.0
2018-11-09 00:10:00	ES	Futures	3055.08	3056.17	3055.08	3055.63	385.0
2018-11-09 00:15:00	ES	Futures	3055.9	3056.17	3055.08	3056.17	263.0
2018-11-09 00:20:00	ES	Futures	3055.9	3056.17	3054.81	3055.9	250.0
2018-11-09 00:25:00	ES	Futures	3055.9	3056.99	3055.63	3056.72	168.0
2018-11-09 00:30:00	ES	Futures	3056.72	3056.72	3056.17	3056.17	308.0
2018-11-09 00:35:00	ES	Futures	3056.44	3056.44	3054.81	3054.81	358.0
2018-11-09 00:40:00	ES	Futures	3055.08	3055.36	3054.81	3054.81	222.0
2018-11-09 00:45:00	ES	Futures	3054.81	3054.81	3052.64	3053.18	846.0
2018-11-09 00:50:00	ES	Futures	3053.18	3053.45	3052.91	3053.18	258.0
2018-11-09 00:55:00	ES	Futures	3052.91	3053.45	3052.09	3052.36	471.0
2018-11-09 01:00:00	ES	Futures	3052.36	3052.91	3051.82	3051.82	401.0
2018-11-09 01:05:00	ES	Futures	3052.09	3052.64	3051.82	3052.36	488.0
2018-11-09 01:10:00	ES	Futures	3052.36	3053.18	3052.36	3053.18	362.0
2018-11-09 01:15:00	ES	Futures	3053.18	3053.45	3052.36	3052.91	344.0
2018-11-09 01:20:00	ES	Futures	3052.64	3053.72	3052.36	3052.64	308.0
2018-11-09 01:25:00	ES	Futures	3052.64	3052.91	3052.36	3052.91	172.0
2018-11-09 01:30:00	ES	Futures	3052.91	3053.45	3052.91	3053.45	169.0
2018-11-09 01:35:00	ES	Futures	3053.45	3053.45	3053.18	3053.45	84.0
2018-11-09 01:40:00	ES	Futures	3053.18	3053.45	3052.64	3053.18	124.0
2018-11-09 01:45:00	ES	Futures	3053.18	3053.45	3052.91	3052.91	127.0
2018-11-09 01:50:00	ES	Futures	3052.91	3053.45	3052.91	3053.18	107.0
2018-11-09 01:55:00	ES	Futures	3053.18	3053.18	3051.55	3051.82	326.0
2018-11-09 02:00:00	ES	Futures	3052.09	3052.09	3051.0	3051.55	955.0
2018-11-09 02:05:00	ES	Futures	3051.82	3051.82	3051.28	3051.82	341.0
2018-11-09 02:10:00	ES	Futures	3051.82	3051.82	3050.46	3050.73	503.0
2018-11-09 02:15:00	ES	Futures	3050.73	3050.73	3049.92	3050.46	726.0
2018-11-09 02:20:00	ES	Futures	3050.19	3050.46	3047.74	3047.74	1668.0
2018-11-09 02:25:00	ES	Futures	3048.01	3048.28	3047.2	3048.01	1193.0
2018-11-09 02:30:00	ES	Futures	3048.01	3048.01	3046.38	3046.65	1054.0
2018-11-09 02:35:00	ES	Futures	3046.65	3048.01	3046.38	3046.92	1131.0
2018-11-09 02:40:00	ES	Futures	3046.92	3047.47	3045.56	3046.11	977.0
2018-11-09 02:45:00	ES	Futures	3046.11	3046.92	3044.48	3045.02	1686.0
2018-11-09 02:50:00	ES	Futures	3045.02	3045.29	3043.93	3045.02	1164.0
2018-11-09 02:55:00	ES	Futures	3045.02	3046.11	3044.75	3045.56	715.0
2018-11-09 03:00:00	ES	Futures	3045.56	3046.11	3043.66	3043.93	2236.0
2018-11-09 03:05:00	ES	Futures	3043.66	3043.93	3041.76	3043.12	3125.0
2018-11-09 03:10:00	ES	Futures	3043.12	3045.29	3042.84	3043.93	1782.0
2018-11-09 03:15:00	ES	Futures	3043.93	3044.48	3041.76	3043.93	1456.0
2018-11-09 03:20:00	ES	Futures	3043.93	3044.2	3041.48	3041.76	1537.0
2018-11-09 03:25:00	ES	Futures	3041.76	3042.03	3040.12	3040.94	2877.0
2018-11-09 03:30:00	ES	Futures	3040.94	3042.03	3039.04	3039.58	1994.0
2018-11-09 03:35:00	ES	Futures	3039.58	3043.12	3039.04	3042.57	2193.0
2018-11-09 03:40:00	ES	Futures	3042.3	3044.2	3041.21	3041.21	3872.0
2018-11-09 03:45:00	ES	Futures	3041.21	3041.76	3039.85	3040.4	1480.0
2018-11-09 03:50:00	ES	Futures	3040.4	3041.48	3039.58	3040.67	1778.0
2018-11-09 03:55:00	ES	Futures	3040.94	3042.57	3040.94	3041.48	924.0
2018-11-09 04:00:00	ES	Futures	3041.48	3043.12	3041.21	3042.84	1301.0
2018-11-09 04:05:00	ES	Futures	3042.84	3044.75	3042.57	3044.48	1514.0

> showing 50 of 13,797 rows — these rows as CSV

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