PREVIEW / futures_5min / 2018-11-16

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-16.parquet
  size:    245 KB
  rows:    13,654

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
2018-11-16 00:00:00	ES	Futures	2970.49	2971.58	2970.49	2970.76	465.0
2018-11-16 00:05:00	ES	Futures	2970.76	2971.85	2969.95	2969.95	419.0
2018-11-16 00:10:00	ES	Futures	2969.95	2969.95	2966.96	2967.23	972.0
2018-11-16 00:15:00	ES	Futures	2967.5	2968.32	2966.41	2966.68	864.0
2018-11-16 00:20:00	ES	Futures	2966.68	2966.68	2965.32	2966.41	553.0
2018-11-16 00:25:00	ES	Futures	2966.41	2966.68	2965.87	2966.41	224.0
2018-11-16 00:30:00	ES	Futures	2966.14	2967.23	2965.05	2966.68	749.0
2018-11-16 00:35:00	ES	Futures	2966.41	2967.77	2966.41	2967.77	262.0
2018-11-16 00:40:00	ES	Futures	2967.77	2968.32	2967.23	2968.04	437.0
2018-11-16 00:45:00	ES	Futures	2968.04	2968.59	2966.68	2966.96	347.0
2018-11-16 00:50:00	ES	Futures	2966.96	2967.5	2966.14	2966.41	288.0
2018-11-16 00:55:00	ES	Futures	2966.68	2967.77	2966.68	2967.5	310.0
2018-11-16 01:00:00	ES	Futures	2967.23	2967.5	2965.32	2965.87	272.0
2018-11-16 01:05:00	ES	Futures	2965.6	2966.14	2965.32	2965.6	207.0
2018-11-16 01:10:00	ES	Futures	2965.6	2965.87	2965.32	2965.87	162.0
2018-11-16 01:15:00	ES	Futures	2965.87	2966.68	2964.51	2964.51	368.0
2018-11-16 01:20:00	ES	Futures	2964.78	2965.05	2964.51	2964.51	276.0
2018-11-16 01:25:00	ES	Futures	2964.51	2965.32	2964.24	2964.78	246.0
2018-11-16 01:30:00	ES	Futures	2964.78	2965.32	2964.24	2965.32	247.0
2018-11-16 01:35:00	ES	Futures	2965.6	2965.87	2964.51	2964.51	257.0
2018-11-16 01:40:00	ES	Futures	2964.51	2965.6	2964.51	2965.32	347.0
2018-11-16 01:45:00	ES	Futures	2965.05	2965.87	2965.05	2965.6	168.0
2018-11-16 01:50:00	ES	Futures	2965.6	2966.68	2965.32	2966.41	319.0
2018-11-16 01:55:00	ES	Futures	2966.41	2968.04	2965.6	2967.77	467.0
2018-11-16 02:00:00	ES	Futures	2967.77	2967.77	2965.87	2966.41	801.0
2018-11-16 02:05:00	ES	Futures	2966.14	2966.14	2963.69	2964.24	990.0
2018-11-16 02:10:00	ES	Futures	2964.24	2965.05	2963.15	2965.05	865.0
2018-11-16 02:15:00	ES	Futures	2965.05	2965.87	2963.15	2963.42	773.0
2018-11-16 02:20:00	ES	Futures	2963.42	2965.6	2963.15	2965.05	547.0
2018-11-16 02:25:00	ES	Futures	2965.05	2966.41	2965.05	2966.14	552.0
2018-11-16 02:30:00	ES	Futures	2965.87	2966.96	2964.51	2965.05	956.0
2018-11-16 02:35:00	ES	Futures	2964.78	2968.04	2964.78	2968.04	1374.0
2018-11-16 02:40:00	ES	Futures	2968.32	2968.32	2966.14	2967.5	871.0
2018-11-16 02:45:00	ES	Futures	2967.23	2968.04	2965.87	2967.23	779.0
2018-11-16 02:50:00	ES	Futures	2967.23	2968.04	2966.41	2967.23	675.0
2018-11-16 02:55:00	ES	Futures	2967.23	2968.32	2966.68	2967.5	705.0
2018-11-16 03:00:00	ES	Futures	2967.5	2970.76	2967.23	2969.13	3143.0
2018-11-16 03:05:00	ES	Futures	2969.13	2969.95	2966.96	2968.59	1744.0
2018-11-16 03:10:00	ES	Futures	2968.59	2971.04	2968.32	2970.49	1679.0
2018-11-16 03:15:00	ES	Futures	2970.49	2971.31	2967.5	2969.13	2042.0
2018-11-16 03:20:00	ES	Futures	2969.4	2970.22	2968.32	2968.86	1248.0
2018-11-16 03:25:00	ES	Futures	2968.86	2969.13	2966.41	2967.23	2761.0
2018-11-16 03:30:00	ES	Futures	2967.23	2971.58	2965.32	2971.31	2644.0
2018-11-16 03:35:00	ES	Futures	2971.31	2972.4	2969.68	2969.68	1517.0
2018-11-16 03:40:00	ES	Futures	2969.68	2971.31	2968.86	2969.95	1280.0
2018-11-16 03:45:00	ES	Futures	2970.22	2971.04	2967.5	2967.5	1495.0
2018-11-16 03:50:00	ES	Futures	2967.77	2969.95	2967.23	2969.4	2294.0
2018-11-16 03:55:00	ES	Futures	2969.4	2969.95	2965.87	2966.14	2100.0
2018-11-16 04:00:00	ES	Futures	2966.14	2967.77	2966.14	2966.68	1507.0
2018-11-16 04:05:00	ES	Futures	2966.68	2966.96	2964.78	2965.87	1306.0

> showing 50 of 13,654 rows — these rows as CSV

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