PREVIEW / futures_5min / 2018-11-14

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-14.parquet
  size:    290 KB
  rows:    16,794

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
2018-11-14 00:00:00	ES	Futures	2965.6	2966.96	2965.32	2966.14	392.0
2018-11-14 00:05:00	ES	Futures	2966.41	2968.32	2965.87	2967.77	507.0
2018-11-14 00:10:00	ES	Futures	2968.04	2970.22	2967.5	2969.68	587.0
2018-11-14 00:15:00	ES	Futures	2969.68	2969.68	2968.32	2969.13	237.0
2018-11-14 00:20:00	ES	Futures	2968.86	2969.13	2968.04	2968.32	320.0
2018-11-14 00:25:00	ES	Futures	2968.59	2969.4	2966.96	2967.23	602.0
2018-11-14 00:30:00	ES	Futures	2967.23	2967.5	2966.14	2966.41	729.0
2018-11-14 00:35:00	ES	Futures	2966.68	2968.04	2966.68	2966.68	329.0
2018-11-14 00:40:00	ES	Futures	2966.96	2967.77	2966.14	2966.41	186.0
2018-11-14 00:45:00	ES	Futures	2966.41	2966.68	2965.6	2965.87	369.0
2018-11-14 00:50:00	ES	Futures	2965.87	2965.87	2964.51	2965.05	713.0
2018-11-14 00:55:00	ES	Futures	2965.05	2967.77	2965.05	2967.77	500.0
2018-11-14 01:00:00	ES	Futures	2967.5	2968.04	2966.96	2967.23	222.0
2018-11-14 01:05:00	ES	Futures	2966.96	2968.04	2966.96	2967.77	184.0
2018-11-14 01:10:00	ES	Futures	2968.04	2968.59	2966.96	2966.96	420.0
2018-11-14 01:15:00	ES	Futures	2966.96	2968.04	2966.14	2968.04	346.0
2018-11-14 01:20:00	ES	Futures	2967.77	2968.59	2967.23	2967.5	314.0
2018-11-14 01:25:00	ES	Futures	2967.5	2967.77	2966.96	2967.23	133.0
2018-11-14 01:30:00	ES	Futures	2967.23	2968.86	2966.96	2968.59	270.0
2018-11-14 01:35:00	ES	Futures	2968.59	2968.59	2966.41	2966.96	462.0
2018-11-14 01:40:00	ES	Futures	2966.68	2967.77	2966.14	2967.5	386.0
2018-11-14 01:45:00	ES	Futures	2967.23	2967.5	2966.68	2967.23	451.0
2018-11-14 01:50:00	ES	Futures	2967.5	2968.86	2967.23	2968.59	460.0
2018-11-14 01:55:00	ES	Futures	2968.86	2968.86	2968.04	2968.59	257.0
2018-11-14 02:00:00	ES	Futures	2968.59	2969.13	2966.14	2966.68	1224.0
2018-11-14 02:05:00	ES	Futures	2966.41	2966.68	2963.96	2964.51	1485.0
2018-11-14 02:10:00	ES	Futures	2964.78	2964.78	2963.15	2964.24	1015.0
2018-11-14 02:15:00	ES	Futures	2963.96	2964.24	2961.52	2963.42	2031.0
2018-11-14 02:20:00	ES	Futures	2963.42	2963.42	2961.24	2961.52	898.0
2018-11-14 02:25:00	ES	Futures	2961.52	2963.15	2960.7	2962.88	841.0
2018-11-14 02:30:00	ES	Futures	2962.88	2962.88	2959.88	2960.43	1512.0
2018-11-14 02:35:00	ES	Futures	2960.43	2962.06	2959.61	2961.79	1123.0
2018-11-14 02:40:00	ES	Futures	2961.79	2961.79	2960.16	2961.52	973.0
2018-11-14 02:45:00	ES	Futures	2961.24	2962.33	2960.7	2961.52	669.0
2018-11-14 02:50:00	ES	Futures	2961.52	2965.05	2960.97	2963.69	2409.0
2018-11-14 02:55:00	ES	Futures	2963.69	2965.05	2962.88	2963.42	1251.0
2018-11-14 03:00:00	ES	Futures	2963.42	2964.24	2957.44	2959.07	3768.0
2018-11-14 03:05:00	ES	Futures	2959.07	2961.52	2958.8	2960.7	2444.0
2018-11-14 03:10:00	ES	Futures	2960.7	2963.69	2960.16	2962.06	2488.0
2018-11-14 03:15:00	ES	Futures	2962.06	2962.06	2959.07	2959.88	2218.0
2018-11-14 03:20:00	ES	Futures	2959.61	2959.61	2954.72	2956.62	4503.0
2018-11-14 03:25:00	ES	Futures	2956.89	2959.07	2956.62	2957.16	2824.0
2018-11-14 03:30:00	ES	Futures	2957.16	2957.44	2952.0	2952.81	6962.0
2018-11-14 03:35:00	ES	Futures	2952.81	2953.9	2951.18	2952.54	5011.0
2018-11-14 03:40:00	ES	Futures	2952.27	2953.63	2952.27	2952.81	1414.0
2018-11-14 03:45:00	ES	Futures	2952.81	2953.08	2949.55	2952.54	4422.0
2018-11-14 03:50:00	ES	Futures	2952.54	2953.36	2951.45	2952.54	1895.0
2018-11-14 03:55:00	ES	Futures	2952.54	2952.81	2949.55	2950.09	2221.0
2018-11-14 04:00:00	ES	Futures	2949.82	2951.45	2949.55	2951.45	2437.0
2018-11-14 04:05:00	ES	Futures	2951.18	2951.45	2950.09	2950.09	1578.0

> showing 50 of 16,794 rows — these rows as CSV

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