PREVIEW / futures_5min / 2018-11-11

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-11.parquet
  size:    53 KB
  rows:    2,880

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
2018-11-11 18:00:00	ES	Futures	3023.26	3024.08	3020.81	3021.08	2989.0
2018-11-11 18:05:00	ES	Futures	3021.08	3021.63	3017.82	3018.64	2329.0
2018-11-11 18:10:00	ES	Futures	3018.36	3019.18	3017.82	3019.18	793.0
2018-11-11 18:15:00	ES	Futures	3019.18	3019.18	3018.09	3018.91	401.0
2018-11-11 18:20:00	ES	Futures	3019.18	3021.08	3019.18	3021.08	755.0
2018-11-11 18:25:00	ES	Futures	3021.08	3022.72	3020.54	3022.44	388.0
2018-11-11 18:30:00	ES	Futures	3022.44	3023.8	3022.17	3022.99	695.0
2018-11-11 18:35:00	ES	Futures	3022.72	3023.26	3021.63	3021.9	256.0
2018-11-11 18:40:00	ES	Futures	3022.17	3023.26	3021.9	3022.17	349.0
2018-11-11 18:45:00	ES	Futures	3022.17	3022.17	3020.54	3021.08	415.0
2018-11-11 18:50:00	ES	Futures	3021.08	3023.26	3020.81	3022.17	438.0
2018-11-11 18:55:00	ES	Futures	3022.44	3024.08	3022.17	3022.99	556.0
2018-11-11 19:00:00	ES	Futures	3022.72	3024.62	3022.44	3024.08	778.0
2018-11-11 19:05:00	ES	Futures	3023.8	3025.44	3023.53	3025.44	916.0
2018-11-11 19:10:00	ES	Futures	3025.16	3025.16	3022.99	3023.53	780.0
2018-11-11 19:15:00	ES	Futures	3023.53	3024.08	3022.72	3023.53	478.0
2018-11-11 19:20:00	ES	Futures	3023.53	3024.35	3023.26	3023.8	360.0
2018-11-11 19:25:00	ES	Futures	3023.8	3024.89	3022.99	3024.62	556.0
2018-11-11 19:30:00	ES	Futures	3024.62	3027.61	3024.35	3026.8	2075.0
2018-11-11 19:35:00	ES	Futures	3026.8	3027.88	3026.8	3027.34	694.0
2018-11-11 19:40:00	ES	Futures	3027.61	3027.88	3026.52	3026.52	398.0
2018-11-11 19:45:00	ES	Futures	3026.52	3026.8	3025.98	3026.52	313.0
2018-11-11 19:50:00	ES	Futures	3026.25	3027.34	3025.98	3027.07	403.0
2018-11-11 19:55:00	ES	Futures	3027.07	3027.61	3026.52	3027.07	664.0
2018-11-11 20:00:00	ES	Futures	3027.34	3028.97	3027.34	3028.7	1011.0
2018-11-11 20:05:00	ES	Futures	3028.97	3030.88	3028.7	3029.79	1344.0
2018-11-11 20:10:00	ES	Futures	3029.79	3030.33	3029.52	3030.06	599.0
2018-11-11 20:15:00	ES	Futures	3030.06	3031.15	3029.52	3030.88	904.0
2018-11-11 20:20:00	ES	Futures	3030.6	3031.42	3029.52	3029.79	755.0
2018-11-11 20:25:00	ES	Futures	3029.79	3031.15	3029.79	3031.15	871.0
2018-11-11 20:30:00	ES	Futures	3031.15	3031.96	3030.06	3031.96	1090.0
2018-11-11 20:35:00	ES	Futures	3031.69	3035.23	3031.69	3034.41	2792.0
2018-11-11 20:40:00	ES	Futures	3034.41	3034.96	3032.51	3032.78	1655.0
2018-11-11 20:45:00	ES	Futures	3033.05	3033.32	3031.69	3032.24	905.0
2018-11-11 20:50:00	ES	Futures	3031.96	3032.24	3031.15	3031.69	1017.0
2018-11-11 20:55:00	ES	Futures	3031.69	3033.6	3031.42	3033.6	1032.0
2018-11-11 21:00:00	ES	Futures	3033.32	3034.14	3032.24	3033.32	1207.0
2018-11-11 21:05:00	ES	Futures	3033.32	3033.87	3033.05	3033.87	431.0
2018-11-11 21:10:00	ES	Futures	3033.6	3034.14	3032.51	3032.78	921.0
2018-11-11 21:15:00	ES	Futures	3032.78	3033.32	3032.51	3032.51	615.0
2018-11-11 21:20:00	ES	Futures	3032.78	3034.14	3032.78	3033.05	564.0
2018-11-11 21:25:00	ES	Futures	3033.05	3035.23	3033.05	3034.68	907.0
2018-11-11 21:30:00	ES	Futures	3034.96	3035.23	3033.6	3034.41	653.0
2018-11-11 21:35:00	ES	Futures	3034.41	3034.41	3033.6	3033.87	370.0
2018-11-11 21:40:00	ES	Futures	3033.87	3033.87	3032.78	3033.32	276.0
2018-11-11 21:45:00	ES	Futures	3033.32	3034.41	3033.32	3033.6	596.0
2018-11-11 21:50:00	ES	Futures	3033.6	3034.68	3033.6	3034.14	835.0
2018-11-11 21:55:00	ES	Futures	3033.87	3036.32	3033.6	3035.77	839.0
2018-11-11 22:00:00	ES	Futures	3036.04	3036.04	3034.14	3034.41	733.0
2018-11-11 22:05:00	ES	Futures	3034.41	3035.23	3034.41	3034.68	359.0

> showing 50 of 2,880 rows — these rows as CSV

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