PREVIEW / futures_5min / 2018-11-18

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-18.parquet
  size:    51 KB
  rows:    2,850

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
2018-11-18 18:00:00	ES	Futures	2973.48	2974.3	2968.86	2970.22	5012.0
2018-11-18 18:05:00	ES	Futures	2970.22	2971.85	2969.68	2971.31	1605.0
2018-11-18 18:10:00	ES	Futures	2971.31	2971.85	2970.76	2970.76	697.0
2018-11-18 18:15:00	ES	Futures	2970.49	2971.85	2969.68	2970.76	847.0
2018-11-18 18:20:00	ES	Futures	2971.04	2972.94	2971.04	2972.67	858.0
2018-11-18 18:25:00	ES	Futures	2972.67	2973.48	2972.4	2973.48	717.0
2018-11-18 18:30:00	ES	Futures	2973.48	2973.48	2971.85	2971.85	746.0
2018-11-18 18:35:00	ES	Futures	2972.12	2972.4	2971.58	2971.85	366.0
2018-11-18 18:40:00	ES	Futures	2971.58	2973.21	2971.58	2973.21	306.0
2018-11-18 18:45:00	ES	Futures	2973.21	2975.66	2972.67	2973.76	1325.0
2018-11-18 18:50:00	ES	Futures	2973.48	2973.76	2972.94	2973.48	441.0
2018-11-18 18:55:00	ES	Futures	2973.48	2974.57	2973.48	2974.03	273.0
2018-11-18 19:00:00	ES	Futures	2974.03	2975.66	2973.48	2975.39	1099.0
2018-11-18 19:05:00	ES	Futures	2975.39	2976.2	2974.84	2975.66	1174.0
2018-11-18 19:10:00	ES	Futures	2975.93	2977.84	2975.66	2977.56	1545.0
2018-11-18 19:15:00	ES	Futures	2977.84	2978.38	2976.75	2976.75	894.0
2018-11-18 19:20:00	ES	Futures	2976.75	2977.56	2975.66	2976.75	646.0
2018-11-18 19:25:00	ES	Futures	2976.75	2976.75	2974.84	2975.39	817.0
2018-11-18 19:30:00	ES	Futures	2975.39	2975.39	2973.76	2974.57	1056.0
2018-11-18 19:35:00	ES	Futures	2974.57	2975.12	2974.03	2974.3	362.0
2018-11-18 19:40:00	ES	Futures	2974.57	2974.57	2973.48	2974.3	416.0
2018-11-18 19:45:00	ES	Futures	2974.3	2975.39	2974.3	2975.12	329.0
2018-11-18 19:50:00	ES	Futures	2975.39	2976.2	2973.76	2973.76	458.0
2018-11-18 19:55:00	ES	Futures	2974.03	2974.84	2974.03	2974.03	245.0
2018-11-18 20:00:00	ES	Futures	2974.3	2974.3	2971.31	2971.58	1058.0
2018-11-18 20:05:00	ES	Futures	2971.58	2972.67	2971.31	2972.4	648.0
2018-11-18 20:10:00	ES	Futures	2972.4	2973.21	2972.4	2972.94	480.0
2018-11-18 20:15:00	ES	Futures	2972.94	2974.84	2972.67	2974.57	661.0
2018-11-18 20:20:00	ES	Futures	2974.84	2976.75	2974.57	2976.48	1070.0
2018-11-18 20:25:00	ES	Futures	2976.2	2976.48	2975.66	2975.66	624.0
2018-11-18 20:30:00	ES	Futures	2975.66	2977.29	2975.12	2975.66	1078.0
2018-11-18 20:35:00	ES	Futures	2975.93	2976.2	2973.48	2973.76	989.0
2018-11-18 20:40:00	ES	Futures	2973.76	2975.93	2973.48	2975.93	838.0
2018-11-18 20:45:00	ES	Futures	2975.93	2977.56	2975.12	2975.93	735.0
2018-11-18 20:50:00	ES	Futures	2975.93	2976.2	2975.12	2975.66	320.0
2018-11-18 20:55:00	ES	Futures	2975.66	2976.48	2974.03	2976.2	426.0
2018-11-18 21:00:00	ES	Futures	2976.2	2976.48	2975.12	2975.39	176.0
2018-11-18 21:05:00	ES	Futures	2975.66	2976.48	2975.66	2975.93	242.0
2018-11-18 21:10:00	ES	Futures	2975.66	2975.66	2974.57	2974.57	315.0
2018-11-18 21:15:00	ES	Futures	2974.57	2975.12	2974.3	2974.57	253.0
2018-11-18 21:20:00	ES	Futures	2974.57	2975.66	2973.21	2973.48	625.0
2018-11-18 21:25:00	ES	Futures	2973.48	2974.03	2972.67	2972.94	354.0
2018-11-18 21:30:00	ES	Futures	2972.94	2973.21	2971.58	2972.12	688.0
2018-11-18 21:35:00	ES	Futures	2972.12	2972.4	2971.58	2971.58	482.0
2018-11-18 21:40:00	ES	Futures	2971.58	2971.58	2971.04	2971.58	493.0
2018-11-18 21:45:00	ES	Futures	2971.58	2972.4	2971.31	2971.58	502.0
2018-11-18 21:50:00	ES	Futures	2971.58	2972.94	2971.31	2972.67	341.0
2018-11-18 21:55:00	ES	Futures	2972.67	2973.21	2972.4	2972.4	338.0
2018-11-18 22:00:00	ES	Futures	2972.67	2973.48	2972.12	2973.21	265.0
2018-11-18 22:05:00	ES	Futures	2973.48	2974.03	2972.67	2972.94	246.0

> showing 50 of 2,850 rows — these rows as CSV

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