PREVIEW / futures_5min / 2018-11-19

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-19.parquet
  size:    269 KB
  rows:    16,223

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
2018-11-19 00:00:00	ES	Futures	2973.48	2974.57	2972.94	2973.76	270.0
2018-11-19 00:05:00	ES	Futures	2973.76	2974.57	2973.76	2974.3	189.0
2018-11-19 00:10:00	ES	Futures	2974.3	2974.84	2973.76	2974.03	216.0
2018-11-19 00:15:00	ES	Futures	2974.03	2974.57	2973.21	2974.03	302.0
2018-11-19 00:20:00	ES	Futures	2974.03	2974.57	2974.03	2974.03	144.0
2018-11-19 00:25:00	ES	Futures	2974.03	2974.03	2973.48	2973.76	135.0
2018-11-19 00:30:00	ES	Futures	2973.48	2974.03	2973.21	2973.21	113.0
2018-11-19 00:35:00	ES	Futures	2973.48	2974.3	2973.48	2974.03	201.0
2018-11-19 00:40:00	ES	Futures	2974.03	2974.3	2973.76	2974.03	140.0
2018-11-19 00:45:00	ES	Futures	2974.3	2974.3	2973.48	2973.76	134.0
2018-11-19 00:50:00	ES	Futures	2973.76	2974.03	2973.48	2974.03	172.0
2018-11-19 00:55:00	ES	Futures	2974.03	2974.84	2973.76	2974.84	174.0
2018-11-19 01:00:00	ES	Futures	2974.57	2974.84	2974.3	2974.3	130.0
2018-11-19 01:05:00	ES	Futures	2974.57	2975.12	2974.57	2975.12	296.0
2018-11-19 01:10:00	ES	Futures	2974.84	2975.12	2974.57	2974.84	103.0
2018-11-19 01:15:00	ES	Futures	2975.12	2975.66	2975.12	2975.66	357.0
2018-11-19 01:20:00	ES	Futures	2975.39	2975.39	2973.76	2974.84	511.0
2018-11-19 01:25:00	ES	Futures	2975.12	2975.66	2975.12	2975.66	219.0
2018-11-19 01:30:00	ES	Futures	2975.66	2975.93	2975.39	2975.93	141.0
2018-11-19 01:35:00	ES	Futures	2975.93	2977.02	2975.93	2976.48	497.0
2018-11-19 01:40:00	ES	Futures	2976.48	2976.48	2975.93	2975.93	133.0
2018-11-19 01:45:00	ES	Futures	2976.2	2976.2	2975.66	2975.93	114.0
2018-11-19 01:50:00	ES	Futures	2976.2	2976.48	2975.93	2976.2	204.0
2018-11-19 01:55:00	ES	Futures	2976.2	2976.48	2975.93	2976.2	106.0
2018-11-19 02:00:00	ES	Futures	2975.93	2976.2	2974.57	2976.2	619.0
2018-11-19 02:05:00	ES	Futures	2976.48	2977.02	2975.39	2975.39	314.0
2018-11-19 02:10:00	ES	Futures	2975.66	2975.93	2973.48	2973.76	784.0
2018-11-19 02:15:00	ES	Futures	2973.76	2975.12	2973.76	2974.57	509.0
2018-11-19 02:20:00	ES	Futures	2974.57	2974.84	2973.48	2974.84	597.0
2018-11-19 02:25:00	ES	Futures	2974.57	2975.39	2974.03	2974.57	639.0
2018-11-19 02:30:00	ES	Futures	2974.57	2976.2	2974.3	2976.2	332.0
2018-11-19 02:35:00	ES	Futures	2976.2	2978.38	2975.93	2978.11	1169.0
2018-11-19 02:40:00	ES	Futures	2977.84	2978.11	2977.02	2977.84	886.0
2018-11-19 02:45:00	ES	Futures	2977.84	2978.92	2977.56	2978.11	1012.0
2018-11-19 02:50:00	ES	Futures	2978.38	2979.47	2978.38	2978.92	724.0
2018-11-19 02:55:00	ES	Futures	2978.65	2980.01	2978.65	2979.47	1073.0
2018-11-19 03:00:00	ES	Futures	2979.47	2980.56	2979.2	2980.56	2625.0
2018-11-19 03:05:00	ES	Futures	2980.28	2985.18	2980.28	2985.18	4943.0
2018-11-19 03:10:00	ES	Futures	2985.18	2985.45	2984.09	2984.09	2191.0
2018-11-19 03:15:00	ES	Futures	2984.09	2988.44	2984.09	2986.81	7604.0
2018-11-19 03:20:00	ES	Futures	2986.81	2987.08	2985.18	2985.72	1598.0
2018-11-19 03:25:00	ES	Futures	2985.72	2988.17	2985.72	2988.17	1512.0
2018-11-19 03:30:00	ES	Futures	2987.9	2988.72	2986.27	2986.81	2181.0
2018-11-19 03:35:00	ES	Futures	2986.54	2989.8	2986.54	2988.17	2260.0
2018-11-19 03:40:00	ES	Futures	2988.17	2988.17	2986.0	2986.54	1300.0
2018-11-19 03:45:00	ES	Futures	2986.81	2987.9	2986.0	2987.08	1431.0
2018-11-19 03:50:00	ES	Futures	2987.08	2989.26	2986.81	2988.17	1379.0
2018-11-19 03:55:00	ES	Futures	2988.17	2988.72	2985.72	2986.27	1037.0
2018-11-19 04:00:00	ES	Futures	2986.0	2986.54	2984.09	2984.91	1445.0
2018-11-19 04:05:00	ES	Futures	2984.64	2985.45	2984.09	2985.18	1060.0

> showing 50 of 16,223 rows — these rows as CSV

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