PREVIEW / futures_5min / 2018-11-22

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-22.parquet
  size:    165 KB
  rows:    11,021

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
2018-11-22 00:00:00	ES	Futures	2885.9	2886.72	2885.63	2885.9	634.0
2018-11-22 00:05:00	ES	Futures	2885.63	2885.9	2884.81	2884.81	309.0
2018-11-22 00:10:00	ES	Futures	2884.81	2885.36	2884.54	2885.09	155.0
2018-11-22 00:15:00	ES	Futures	2885.09	2885.9	2884.81	2885.09	366.0
2018-11-22 00:20:00	ES	Futures	2885.09	2885.63	2885.09	2885.36	161.0
2018-11-22 00:25:00	ES	Futures	2885.36	2885.63	2885.09	2885.63	108.0
2018-11-22 00:30:00	ES	Futures	2885.36	2885.36	2884.0	2885.09	272.0
2018-11-22 00:35:00	ES	Futures	2885.09	2886.45	2885.09	2886.45	194.0
2018-11-22 00:40:00	ES	Futures	2886.45	2887.26	2886.45	2886.72	345.0
2018-11-22 00:45:00	ES	Futures	2886.99	2886.99	2885.63	2885.9	178.0
2018-11-22 00:50:00	ES	Futures	2885.9	2886.17	2884.81	2885.63	312.0
2018-11-22 00:55:00	ES	Futures	2885.9	2886.45	2885.63	2886.45	90.0
2018-11-22 01:00:00	ES	Futures	2886.45	2886.45	2885.9	2886.17	238.0
2018-11-22 01:05:00	ES	Futures	2885.9	2887.53	2885.9	2886.99	166.0
2018-11-22 01:10:00	ES	Futures	2886.99	2887.81	2886.99	2887.26	232.0
2018-11-22 01:15:00	ES	Futures	2887.26	2887.26	2886.45	2886.72	165.0
2018-11-22 01:20:00	ES	Futures	2886.72	2887.81	2886.45	2887.53	254.0
2018-11-22 01:25:00	ES	Futures	2887.81	2887.81	2886.99	2887.53	119.0
2018-11-22 01:30:00	ES	Futures	2887.26	2887.53	2886.72	2886.72	132.0
2018-11-22 01:35:00	ES	Futures	2886.72	2887.26	2886.72	2887.26	77.0
2018-11-22 01:40:00	ES	Futures	2886.99	2887.53	2886.99	2887.26	78.0
2018-11-22 01:45:00	ES	Futures	2886.99	2888.62	2886.99	2888.08	352.0
2018-11-22 01:50:00	ES	Futures	2888.35	2888.62	2888.08	2888.08	225.0
2018-11-22 01:55:00	ES	Futures	2888.35	2889.98	2887.81	2888.08	656.0
2018-11-22 02:00:00	ES	Futures	2888.08	2889.17	2887.81	2887.81	501.0
2018-11-22 02:05:00	ES	Futures	2887.81	2887.81	2885.9	2886.17	504.0
2018-11-22 02:10:00	ES	Futures	2886.17	2886.45	2885.36	2885.9	575.0
2018-11-22 02:15:00	ES	Futures	2885.63	2886.45	2884.81	2884.81	525.0
2018-11-22 02:20:00	ES	Futures	2885.09	2885.63	2884.81	2885.36	307.0
2018-11-22 02:25:00	ES	Futures	2885.36	2887.26	2885.36	2886.17	619.0
2018-11-22 02:30:00	ES	Futures	2886.17	2887.81	2885.63	2886.72	661.0
2018-11-22 02:35:00	ES	Futures	2886.99	2887.26	2885.63	2885.9	476.0
2018-11-22 02:40:00	ES	Futures	2885.9	2886.45	2885.09	2885.36	602.0
2018-11-22 02:45:00	ES	Futures	2885.36	2885.36	2883.45	2884.54	1044.0
2018-11-22 02:50:00	ES	Futures	2884.54	2884.81	2883.73	2884.81	243.0
2018-11-22 02:55:00	ES	Futures	2884.54	2884.81	2883.18	2883.45	305.0
2018-11-22 03:00:00	ES	Futures	2883.18	2883.73	2881.82	2883.45	1843.0
2018-11-22 03:05:00	ES	Futures	2883.45	2883.45	2881.55	2882.64	794.0
2018-11-22 03:10:00	ES	Futures	2882.37	2883.18	2880.73	2881.82	1412.0
2018-11-22 03:15:00	ES	Futures	2882.09	2882.91	2880.73	2882.91	1220.0
2018-11-22 03:20:00	ES	Futures	2883.18	2883.73	2881.82	2882.09	860.0
2018-11-22 03:25:00	ES	Futures	2882.37	2882.64	2881.01	2881.01	638.0
2018-11-22 03:30:00	ES	Futures	2881.28	2881.55	2873.93	2877.47	4024.0
2018-11-22 03:35:00	ES	Futures	2877.47	2878.56	2876.11	2877.47	1286.0
2018-11-22 03:40:00	ES	Futures	2877.47	2878.29	2876.11	2876.65	1080.0
2018-11-22 03:45:00	ES	Futures	2876.65	2876.93	2875.29	2876.93	1090.0
2018-11-22 03:50:00	ES	Futures	2876.65	2876.93	2874.21	2874.48	1364.0
2018-11-22 03:55:00	ES	Futures	2874.48	2875.29	2873.39	2874.48	1211.0
2018-11-22 04:00:00	ES	Futures	2874.48	2875.57	2873.93	2874.75	810.0
2018-11-22 04:05:00	ES	Futures	2874.48	2875.29	2872.85	2873.39	1283.0

> showing 50 of 11,021 rows — these rows as CSV

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