PREVIEW / futures_5min / 2018-11-12

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-12.parquet
  size:    281 KB
  rows:    16,502

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
2018-11-12 00:00:00	ES	Futures	3036.86	3037.4	3036.04	3036.59	451.0
2018-11-12 00:05:00	ES	Futures	3036.59	3037.13	3036.04	3036.04	167.0
2018-11-12 00:10:00	ES	Futures	3035.77	3036.59	3034.96	3034.96	820.0
2018-11-12 00:15:00	ES	Futures	3034.96	3035.5	3034.41	3035.5	491.0
2018-11-12 00:20:00	ES	Futures	3035.5	3036.04	3034.96	3035.77	279.0
2018-11-12 00:25:00	ES	Futures	3035.77	3036.86	3035.5	3036.59	353.0
2018-11-12 00:30:00	ES	Futures	3036.32	3036.86	3035.77	3035.77	304.0
2018-11-12 00:35:00	ES	Futures	3035.77	3036.04	3035.23	3035.5	305.0
2018-11-12 00:40:00	ES	Futures	3035.5	3036.04	3035.23	3035.77	146.0
2018-11-12 00:45:00	ES	Futures	3035.77	3036.86	3035.77	3036.59	253.0
2018-11-12 00:50:00	ES	Futures	3036.86	3037.13	3036.04	3036.32	260.0
2018-11-12 00:55:00	ES	Futures	3036.59	3037.95	3036.04	3037.68	399.0
2018-11-12 01:00:00	ES	Futures	3037.68	3037.95	3036.32	3036.59	446.0
2018-11-12 01:05:00	ES	Futures	3036.59	3037.68	3036.32	3037.4	210.0
2018-11-12 01:10:00	ES	Futures	3037.13	3037.68	3036.04	3036.59	317.0
2018-11-12 01:15:00	ES	Futures	3036.59	3036.59	3036.04	3036.32	105.0
2018-11-12 01:20:00	ES	Futures	3036.32	3037.4	3036.32	3036.86	211.0
2018-11-12 01:25:00	ES	Futures	3036.86	3037.95	3036.86	3037.13	237.0
2018-11-12 01:30:00	ES	Futures	3037.4	3037.68	3035.77	3036.59	382.0
2018-11-12 01:35:00	ES	Futures	3036.59	3037.13	3036.32	3036.59	213.0
2018-11-12 01:40:00	ES	Futures	3036.59	3037.4	3034.68	3035.77	605.0
2018-11-12 01:45:00	ES	Futures	3035.77	3036.04	3035.23	3035.23	316.0
2018-11-12 01:50:00	ES	Futures	3035.23	3035.23	3033.87	3034.41	439.0
2018-11-12 01:55:00	ES	Futures	3034.68	3034.68	3033.6	3034.14	550.0
2018-11-12 02:00:00	ES	Futures	3034.14	3034.14	3032.51	3032.51	1069.0
2018-11-12 02:05:00	ES	Futures	3032.51	3033.6	3032.24	3033.32	869.0
2018-11-12 02:10:00	ES	Futures	3033.32	3033.87	3032.78	3032.78	511.0
2018-11-12 02:15:00	ES	Futures	3033.05	3033.32	3032.24	3032.78	536.0
2018-11-12 02:20:00	ES	Futures	3032.78	3033.6	3032.78	3033.32	517.0
2018-11-12 02:25:00	ES	Futures	3033.32	3033.32	3032.51	3032.51	481.0
2018-11-12 02:30:00	ES	Futures	3032.51	3033.05	3031.15	3033.05	1626.0
2018-11-12 02:35:00	ES	Futures	3033.05	3033.05	3031.69	3032.24	715.0
2018-11-12 02:40:00	ES	Futures	3032.51	3034.41	3032.24	3033.6	677.0
2018-11-12 02:45:00	ES	Futures	3033.32	3035.23	3033.05	3035.23	917.0
2018-11-12 02:50:00	ES	Futures	3034.96	3035.5	3034.41	3034.96	872.0
2018-11-12 02:55:00	ES	Futures	3034.96	3035.23	3033.6	3033.6	706.0
2018-11-12 03:00:00	ES	Futures	3033.32	3033.6	3031.69	3032.24	2773.0
2018-11-12 03:05:00	ES	Futures	3032.24	3033.05	3029.79	3030.6	2268.0
2018-11-12 03:10:00	ES	Futures	3030.6	3031.15	3029.79	3029.79	1341.0
2018-11-12 03:15:00	ES	Futures	3030.06	3030.33	3028.43	3028.43	2169.0
2018-11-12 03:20:00	ES	Futures	3028.43	3030.06	3028.43	3029.79	1220.0
2018-11-12 03:25:00	ES	Futures	3029.79	3030.06	3026.8	3027.34	2200.0
2018-11-12 03:30:00	ES	Futures	3027.34	3027.34	3025.71	3026.25	2535.0
2018-11-12 03:35:00	ES	Futures	3026.52	3026.52	3023.8	3024.89	3301.0
2018-11-12 03:40:00	ES	Futures	3024.89	3025.71	3023.53	3023.53	2278.0
2018-11-12 03:45:00	ES	Futures	3023.53	3025.71	3023.53	3025.16	1228.0
2018-11-12 03:50:00	ES	Futures	3025.16	3025.16	3023.26	3024.08	2018.0
2018-11-12 03:55:00	ES	Futures	3024.08	3024.62	3022.44	3023.26	1805.0
2018-11-12 04:00:00	ES	Futures	3023.26	3025.71	3023.26	3025.71	3385.0
2018-11-12 04:05:00	ES	Futures	3025.71	3026.52	3025.16	3026.25	1683.0

> showing 50 of 16,502 rows — these rows as CSV

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