PREVIEW / futures_5min / 2018-11-23

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-23.parquet
  size:    184 KB
  rows:    10,481

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
2018-11-23 00:00:00	ES	Futures	2872.3	2872.3	2871.49	2872.03	132.0
2018-11-23 00:05:00	ES	Futures	2872.3	2872.57	2871.21	2871.76	157.0
2018-11-23 00:10:00	ES	Futures	2871.76	2872.3	2870.94	2872.03	142.0
2018-11-23 00:15:00	ES	Futures	2872.03	2872.85	2871.49	2872.3	354.0
2018-11-23 00:20:00	ES	Futures	2872.3	2872.85	2871.76	2872.3	265.0
2018-11-23 00:25:00	ES	Futures	2872.03	2872.03	2868.77	2870.4	844.0
2018-11-23 00:30:00	ES	Futures	2870.67	2870.94	2869.58	2869.58	244.0
2018-11-23 00:35:00	ES	Futures	2869.58	2869.85	2868.49	2868.77	287.0
2018-11-23 00:40:00	ES	Futures	2868.77	2869.85	2868.22	2869.58	329.0
2018-11-23 00:45:00	ES	Futures	2869.58	2869.58	2867.95	2868.49	416.0
2018-11-23 00:50:00	ES	Futures	2868.49	2868.77	2867.13	2867.41	479.0
2018-11-23 00:55:00	ES	Futures	2867.41	2867.41	2865.23	2867.13	1052.0
2018-11-23 01:00:00	ES	Futures	2867.13	2868.49	2866.59	2867.95	336.0
2018-11-23 01:05:00	ES	Futures	2867.95	2868.77	2867.41	2867.68	181.0
2018-11-23 01:10:00	ES	Futures	2867.68	2868.77	2867.68	2868.22	180.0
2018-11-23 01:15:00	ES	Futures	2868.22	2869.58	2867.95	2869.58	135.0
2018-11-23 01:20:00	ES	Futures	2869.58	2871.21	2869.58	2870.67	442.0
2018-11-23 01:25:00	ES	Futures	2870.4	2870.4	2869.58	2869.85	231.0
2018-11-23 01:30:00	ES	Futures	2869.85	2870.94	2869.58	2869.85	202.0
2018-11-23 01:35:00	ES	Futures	2869.85	2870.4	2869.58	2869.85	108.0
2018-11-23 01:40:00	ES	Futures	2869.85	2870.13	2869.04	2869.31	147.0
2018-11-23 01:45:00	ES	Futures	2869.58	2870.13	2869.31	2869.85	132.0
2018-11-23 01:50:00	ES	Futures	2869.85	2870.94	2869.31	2870.94	320.0
2018-11-23 01:55:00	ES	Futures	2870.67	2870.67	2869.58	2869.85	140.0
2018-11-23 02:00:00	ES	Futures	2869.85	2870.4	2868.22	2868.22	1117.0
2018-11-23 02:05:00	ES	Futures	2868.49	2869.04	2867.68	2868.22	450.0
2018-11-23 02:10:00	ES	Futures	2867.95	2869.58	2867.13	2867.95	939.0
2018-11-23 02:15:00	ES	Futures	2867.95	2868.49	2866.32	2867.41	1086.0
2018-11-23 02:20:00	ES	Futures	2867.41	2869.31	2867.13	2869.04	711.0
2018-11-23 02:25:00	ES	Futures	2869.04	2869.85	2868.77	2869.04	456.0
2018-11-23 02:30:00	ES	Futures	2869.31	2870.4	2868.22	2870.13	528.0
2018-11-23 02:35:00	ES	Futures	2870.13	2872.57	2869.58	2872.03	1275.0
2018-11-23 02:40:00	ES	Futures	2871.76	2872.03	2870.13	2871.76	849.0
2018-11-23 02:45:00	ES	Futures	2871.76	2871.76	2870.94	2870.94	343.0
2018-11-23 02:50:00	ES	Futures	2870.94	2873.93	2870.94	2873.66	966.0
2018-11-23 02:55:00	ES	Futures	2873.66	2873.66	2872.03	2872.03	778.0
2018-11-23 03:00:00	ES	Futures	2872.03	2874.75	2872.03	2872.85	1374.0
2018-11-23 03:05:00	ES	Futures	2872.85	2873.39	2870.13	2870.94	1519.0
2018-11-23 03:10:00	ES	Futures	2870.94	2874.75	2870.13	2874.21	1335.0
2018-11-23 03:15:00	ES	Futures	2874.21	2876.38	2872.3	2876.11	2408.0
2018-11-23 03:20:00	ES	Futures	2876.11	2878.83	2875.84	2877.74	2819.0
2018-11-23 03:25:00	ES	Futures	2877.74	2878.01	2876.65	2877.47	663.0
2018-11-23 03:30:00	ES	Futures	2877.47	2877.47	2873.93	2875.02	2050.0
2018-11-23 03:35:00	ES	Futures	2874.75	2875.84	2873.12	2874.75	1529.0
2018-11-23 03:40:00	ES	Futures	2874.75	2878.56	2874.48	2878.01	2060.0
2018-11-23 03:45:00	ES	Futures	2877.74	2879.1	2876.38	2876.38	1781.0
2018-11-23 03:50:00	ES	Futures	2876.38	2878.83	2876.38	2877.47	1360.0
2018-11-23 03:55:00	ES	Futures	2877.47	2877.74	2875.57	2875.84	665.0
2018-11-23 04:00:00	ES	Futures	2875.84	2876.93	2875.29	2876.38	1029.0
2018-11-23 04:05:00	ES	Futures	2876.11	2876.11	2875.02	2875.29	549.0

> showing 50 of 10,481 rows — these rows as CSV

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