PREVIEW / futures_5min / 2018-11-21

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-21.parquet
  size:    253 KB
  rows:    15,780

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
2018-11-21 00:00:00	ES	Futures	2884.54	2884.81	2882.91	2883.73	722.0
2018-11-21 00:05:00	ES	Futures	2883.45	2883.73	2882.37	2882.91	387.0
2018-11-21 00:10:00	ES	Futures	2882.91	2883.18	2882.37	2882.91	559.0
2018-11-21 00:15:00	ES	Futures	2883.18	2883.45	2882.37	2882.37	410.0
2018-11-21 00:20:00	ES	Futures	2882.37	2882.37	2881.28	2882.37	431.0
2018-11-21 00:25:00	ES	Futures	2882.37	2882.91	2881.82	2882.09	326.0
2018-11-21 00:30:00	ES	Futures	2882.37	2883.73	2881.55	2883.45	427.0
2018-11-21 00:35:00	ES	Futures	2883.18	2883.73	2882.64	2883.18	384.0
2018-11-21 00:40:00	ES	Futures	2883.45	2884.27	2882.91	2884.27	395.0
2018-11-21 00:45:00	ES	Futures	2884.27	2884.27	2882.37	2882.91	571.0
2018-11-21 00:50:00	ES	Futures	2882.91	2884.54	2882.91	2884.0	471.0
2018-11-21 00:55:00	ES	Futures	2883.73	2883.73	2882.64	2883.45	517.0
2018-11-21 01:00:00	ES	Futures	2883.45	2883.73	2881.01	2882.09	1094.0
2018-11-21 01:05:00	ES	Futures	2882.37	2883.18	2882.09	2882.91	242.0
2018-11-21 01:10:00	ES	Futures	2882.91	2883.45	2882.91	2883.45	138.0
2018-11-21 01:15:00	ES	Futures	2883.18	2883.73	2882.64	2883.45	175.0
2018-11-21 01:20:00	ES	Futures	2883.45	2885.36	2883.18	2884.54	940.0
2018-11-21 01:25:00	ES	Futures	2884.54	2884.81	2883.73	2884.0	201.0
2018-11-21 01:30:00	ES	Futures	2884.0	2885.36	2884.0	2884.81	504.0
2018-11-21 01:35:00	ES	Futures	2884.54	2885.36	2884.0	2884.81	262.0
2018-11-21 01:40:00	ES	Futures	2885.09	2885.09	2884.27	2884.54	316.0
2018-11-21 01:45:00	ES	Futures	2884.54	2887.26	2884.54	2885.09	1517.0
2018-11-21 01:50:00	ES	Futures	2885.36	2885.9	2884.81	2885.36	435.0
2018-11-21 01:55:00	ES	Futures	2885.09	2888.08	2885.09	2888.08	1910.0
2018-11-21 02:00:00	ES	Futures	2888.08	2889.17	2887.53	2888.62	2225.0
2018-11-21 02:05:00	ES	Futures	2888.35	2888.62	2887.26	2887.81	873.0
2018-11-21 02:10:00	ES	Futures	2887.81	2887.81	2886.45	2886.99	923.0
2018-11-21 02:15:00	ES	Futures	2886.99	2887.81	2885.09	2885.63	1239.0
2018-11-21 02:20:00	ES	Futures	2885.9	2886.17	2884.54	2885.09	989.0
2018-11-21 02:25:00	ES	Futures	2885.09	2885.9	2884.0	2885.9	1103.0
2018-11-21 02:30:00	ES	Futures	2885.63	2889.71	2885.09	2889.44	3002.0
2018-11-21 02:35:00	ES	Futures	2889.71	2890.25	2888.62	2889.98	1814.0
2018-11-21 02:40:00	ES	Futures	2889.98	2891.34	2889.98	2890.25	2025.0
2018-11-21 02:45:00	ES	Futures	2890.25	2890.53	2888.62	2888.89	889.0
2018-11-21 02:50:00	ES	Futures	2888.62	2891.07	2886.72	2890.53	1513.0
2018-11-21 02:55:00	ES	Futures	2890.8	2890.8	2889.17	2889.44	1005.0
2018-11-21 03:00:00	ES	Futures	2889.17	2889.71	2885.36	2886.45	3414.0
2018-11-21 03:05:00	ES	Futures	2886.45	2888.08	2884.27	2887.26	2656.0
2018-11-21 03:10:00	ES	Futures	2887.26	2890.25	2886.99	2889.98	2160.0
2018-11-21 03:15:00	ES	Futures	2889.98	2890.53	2887.53	2889.44	1303.0
2018-11-21 03:20:00	ES	Futures	2889.17	2889.98	2886.99	2888.08	1615.0
2018-11-21 03:25:00	ES	Futures	2888.08	2888.08	2885.09	2887.53	2165.0
2018-11-21 03:30:00	ES	Futures	2887.81	2888.35	2884.27	2884.54	2131.0
2018-11-21 03:35:00	ES	Futures	2884.81	2888.35	2883.73	2888.08	2495.0
2018-11-21 03:40:00	ES	Futures	2888.08	2889.71	2886.72	2889.17	1666.0
2018-11-21 03:45:00	ES	Futures	2888.89	2892.7	2888.62	2892.43	3658.0
2018-11-21 03:50:00	ES	Futures	2892.16	2893.52	2891.34	2893.52	2224.0
2018-11-21 03:55:00	ES	Futures	2893.25	2893.25	2890.53	2892.97	1352.0
2018-11-21 04:00:00	ES	Futures	2892.7	2893.52	2890.25	2891.07	1665.0
2018-11-21 04:05:00	ES	Futures	2890.8	2891.61	2890.53	2891.34	1144.0

> showing 50 of 15,780 rows — these rows as CSV

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