PREVIEW / futures_5min / 2018-11-20

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-20.parquet
  size:    283 KB
  rows:    16,282

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
2018-11-20 00:00:00	ES	Futures	2923.71	2925.07	2923.44	2923.98	502.0
2018-11-20 00:05:00	ES	Futures	2924.25	2925.61	2924.25	2925.34	375.0
2018-11-20 00:10:00	ES	Futures	2925.07	2928.06	2925.07	2926.7	1404.0
2018-11-20 00:15:00	ES	Futures	2926.97	2926.97	2926.16	2926.7	491.0
2018-11-20 00:20:00	ES	Futures	2926.7	2926.7	2925.07	2925.61	725.0
2018-11-20 00:25:00	ES	Futures	2925.34	2927.24	2925.34	2926.43	1183.0
2018-11-20 00:30:00	ES	Futures	2926.43	2926.7	2924.25	2924.52	888.0
2018-11-20 00:35:00	ES	Futures	2924.52	2924.8	2923.16	2924.25	733.0
2018-11-20 00:40:00	ES	Futures	2923.98	2925.88	2923.98	2925.88	615.0
2018-11-20 00:45:00	ES	Futures	2925.88	2926.7	2925.61	2926.7	481.0
2018-11-20 00:50:00	ES	Futures	2926.7	2927.24	2925.88	2926.7	297.0
2018-11-20 00:55:00	ES	Futures	2926.43	2927.52	2926.43	2926.97	257.0
2018-11-20 01:00:00	ES	Futures	2926.7	2926.7	2925.07	2925.07	295.0
2018-11-20 01:05:00	ES	Futures	2925.07	2926.97	2925.07	2926.16	499.0
2018-11-20 01:10:00	ES	Futures	2925.88	2926.43	2925.34	2925.61	1006.0
2018-11-20 01:15:00	ES	Futures	2925.61	2926.97	2925.07	2926.7	263.0
2018-11-20 01:20:00	ES	Futures	2926.7	2927.52	2925.61	2925.88	295.0
2018-11-20 01:25:00	ES	Futures	2925.61	2927.52	2925.61	2925.88	847.0
2018-11-20 01:30:00	ES	Futures	2925.88	2926.97	2924.52	2926.43	690.0
2018-11-20 01:35:00	ES	Futures	2926.7	2926.97	2925.61	2925.61	112.0
2018-11-20 01:40:00	ES	Futures	2925.88	2925.88	2924.52	2925.07	229.0
2018-11-20 01:45:00	ES	Futures	2925.07	2926.7	2924.25	2924.25	380.0
2018-11-20 01:50:00	ES	Futures	2924.25	2926.43	2924.25	2925.61	284.0
2018-11-20 01:55:00	ES	Futures	2926.16	2926.43	2925.07	2925.07	248.0
2018-11-20 02:00:00	ES	Futures	2925.07	2926.16	2923.16	2923.44	998.0
2018-11-20 02:05:00	ES	Futures	2923.44	2923.44	2922.08	2922.35	838.0
2018-11-20 02:10:00	ES	Futures	2922.35	2922.35	2918.54	2920.17	2003.0
2018-11-20 02:15:00	ES	Futures	2920.17	2920.17	2919.08	2919.36	691.0
2018-11-20 02:20:00	ES	Futures	2919.36	2921.26	2919.36	2920.99	758.0
2018-11-20 02:25:00	ES	Futures	2920.99	2921.8	2920.17	2921.53	710.0
2018-11-20 02:30:00	ES	Futures	2921.53	2922.62	2921.26	2921.53	860.0
2018-11-20 02:35:00	ES	Futures	2921.8	2923.71	2921.26	2923.16	724.0
2018-11-20 02:40:00	ES	Futures	2922.89	2923.98	2921.8	2923.98	600.0
2018-11-20 02:45:00	ES	Futures	2923.98	2924.8	2923.44	2923.98	550.0
2018-11-20 02:50:00	ES	Futures	2923.71	2924.8	2922.89	2923.16	669.0
2018-11-20 02:55:00	ES	Futures	2923.16	2923.44	2921.26	2921.26	1185.0
2018-11-20 03:00:00	ES	Futures	2921.26	2923.16	2919.36	2920.44	2322.0
2018-11-20 03:05:00	ES	Futures	2920.72	2920.72	2914.73	2915.82	4711.0
2018-11-20 03:10:00	ES	Futures	2916.09	2920.99	2915.82	2920.99	2335.0
2018-11-20 03:15:00	ES	Futures	2921.26	2922.89	2919.9	2922.62	1360.0
2018-11-20 03:20:00	ES	Futures	2922.62	2922.89	2920.99	2922.35	1195.0
2018-11-20 03:25:00	ES	Futures	2922.35	2923.98	2922.08	2923.44	1486.0
2018-11-20 03:30:00	ES	Futures	2923.16	2925.07	2918.54	2919.08	2822.0
2018-11-20 03:35:00	ES	Futures	2919.36	2921.53	2918.0	2919.36	2735.0
2018-11-20 03:40:00	ES	Futures	2919.36	2920.17	2916.91	2919.08	1521.0
2018-11-20 03:45:00	ES	Futures	2918.81	2919.08	2916.36	2916.91	2338.0
2018-11-20 03:50:00	ES	Futures	2916.91	2916.91	2915.0	2915.55	2303.0
2018-11-20 03:55:00	ES	Futures	2915.55	2915.82	2912.83	2913.1	2937.0
2018-11-20 04:00:00	ES	Futures	2913.1	2914.19	2911.74	2912.56	3704.0
2018-11-20 04:05:00	ES	Futures	2912.56	2913.37	2910.65	2911.2	1919.0

> showing 50 of 16,282 rows — these rows as CSV

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