PREVIEW / futures_5min / 2018-11-15

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-15.parquet
  size:    290 KB
  rows:    16,930

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
2018-11-15 00:00:00	ES	Futures	2931.05	2932.41	2930.24	2931.6	882.0
2018-11-15 00:05:00	ES	Futures	2931.6	2931.6	2929.96	2931.05	372.0
2018-11-15 00:10:00	ES	Futures	2931.05	2935.95	2931.05	2935.68	1560.0
2018-11-15 00:15:00	ES	Futures	2935.95	2935.95	2934.59	2935.13	515.0
2018-11-15 00:20:00	ES	Futures	2935.13	2935.68	2934.59	2935.4	373.0
2018-11-15 00:25:00	ES	Futures	2935.68	2936.76	2935.13	2936.22	719.0
2018-11-15 00:30:00	ES	Futures	2936.49	2936.76	2934.86	2935.13	452.0
2018-11-15 00:35:00	ES	Futures	2935.13	2938.12	2934.86	2937.58	564.0
2018-11-15 00:40:00	ES	Futures	2937.58	2938.12	2935.95	2936.49	780.0
2018-11-15 00:45:00	ES	Futures	2936.49	2937.31	2934.86	2934.86	777.0
2018-11-15 00:50:00	ES	Futures	2934.86	2936.76	2932.96	2936.22	1212.0
2018-11-15 00:55:00	ES	Futures	2936.49	2938.67	2936.49	2938.4	1028.0
2018-11-15 01:00:00	ES	Futures	2938.12	2938.12	2937.04	2937.58	381.0
2018-11-15 01:05:00	ES	Futures	2937.85	2938.94	2937.58	2938.94	438.0
2018-11-15 01:10:00	ES	Futures	2938.67	2941.93	2938.67	2940.03	1460.0
2018-11-15 01:15:00	ES	Futures	2940.3	2940.57	2938.94	2940.3	456.0
2018-11-15 01:20:00	ES	Futures	2940.03	2940.84	2939.76	2940.57	311.0
2018-11-15 01:25:00	ES	Futures	2940.84	2942.48	2940.84	2942.48	742.0
2018-11-15 01:30:00	ES	Futures	2942.48	2943.02	2942.2	2942.2	358.0
2018-11-15 01:35:00	ES	Futures	2942.2	2944.11	2941.66	2943.84	544.0
2018-11-15 01:40:00	ES	Futures	2943.84	2944.38	2943.02	2944.11	615.0
2018-11-15 01:45:00	ES	Futures	2944.38	2944.92	2943.84	2944.65	570.0
2018-11-15 01:50:00	ES	Futures	2944.38	2944.65	2941.39	2943.02	1124.0
2018-11-15 01:55:00	ES	Futures	2943.02	2943.56	2941.66	2942.75	763.0
2018-11-15 02:00:00	ES	Futures	2942.48	2945.2	2942.2	2942.75	1318.0
2018-11-15 02:05:00	ES	Futures	2942.75	2945.74	2942.75	2945.74	1548.0
2018-11-15 02:10:00	ES	Futures	2945.74	2947.1	2945.74	2946.28	1280.0
2018-11-15 02:15:00	ES	Futures	2946.28	2946.56	2944.65	2945.47	1196.0
2018-11-15 02:20:00	ES	Futures	2945.47	2946.83	2944.92	2946.56	908.0
2018-11-15 02:25:00	ES	Futures	2946.83	2947.37	2945.74	2946.56	1051.0
2018-11-15 02:30:00	ES	Futures	2946.56	2949.55	2946.56	2948.73	2475.0
2018-11-15 02:35:00	ES	Futures	2948.46	2949.28	2947.37	2947.37	969.0
2018-11-15 02:40:00	ES	Futures	2947.37	2949.82	2947.1	2949.82	1150.0
2018-11-15 02:45:00	ES	Futures	2949.55	2949.55	2947.37	2948.46	976.0
2018-11-15 02:50:00	ES	Futures	2948.73	2949.28	2948.19	2949.0	1034.0
2018-11-15 02:55:00	ES	Futures	2949.0	2950.64	2949.0	2949.55	1527.0
2018-11-15 03:00:00	ES	Futures	2949.28	2950.09	2948.46	2948.73	3352.0
2018-11-15 03:05:00	ES	Futures	2948.73	2953.36	2948.46	2952.81	4139.0
2018-11-15 03:10:00	ES	Futures	2952.54	2954.72	2952.54	2954.17	3998.0
2018-11-15 03:15:00	ES	Futures	2954.17	2955.26	2953.36	2954.99	2813.0
2018-11-15 03:20:00	ES	Futures	2955.26	2955.8	2954.17	2954.17	1540.0
2018-11-15 03:25:00	ES	Futures	2954.17	2954.99	2952.54	2952.54	1410.0
2018-11-15 03:30:00	ES	Futures	2952.54	2953.63	2950.64	2953.08	2756.0
2018-11-15 03:35:00	ES	Futures	2952.81	2953.36	2950.91	2951.18	1593.0
2018-11-15 03:40:00	ES	Futures	2951.45	2951.72	2949.55	2950.09	2033.0
2018-11-15 03:45:00	ES	Futures	2950.09	2951.18	2947.37	2947.92	2355.0
2018-11-15 03:50:00	ES	Futures	2947.64	2948.46	2944.11	2945.74	4400.0
2018-11-15 03:55:00	ES	Futures	2945.74	2946.01	2942.48	2944.11	3937.0
2018-11-15 04:00:00	ES	Futures	2943.84	2944.38	2940.57	2942.48	3474.0
2018-11-15 04:05:00	ES	Futures	2942.48	2942.75	2939.48	2941.39	3159.0

> showing 50 of 16,930 rows — these rows as CSV

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