PREVIEW / futures_5min / 2018-11-27

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-27.parquet
  size:    252 KB
  rows:    15,920

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
2018-11-27 00:00:00	ES	Futures	2903.58	2903.58	2902.49	2903.58	585.0
2018-11-27 00:05:00	ES	Futures	2903.31	2903.58	2902.49	2902.49	302.0
2018-11-27 00:10:00	ES	Futures	2902.49	2902.76	2901.4	2901.68	490.0
2018-11-27 00:15:00	ES	Futures	2901.68	2902.49	2901.68	2902.22	315.0
2018-11-27 00:20:00	ES	Futures	2902.22	2902.49	2901.4	2902.22	320.0
2018-11-27 00:25:00	ES	Futures	2902.22	2904.4	2902.22	2903.04	771.0
2018-11-27 00:30:00	ES	Futures	2902.76	2903.04	2901.68	2901.95	436.0
2018-11-27 00:35:00	ES	Futures	2901.68	2901.95	2898.41	2900.59	1175.0
2018-11-27 00:40:00	ES	Futures	2900.59	2901.13	2900.04	2901.13	318.0
2018-11-27 00:45:00	ES	Futures	2901.4	2901.4	2899.77	2900.04	301.0
2018-11-27 00:50:00	ES	Futures	2899.77	2900.59	2898.96	2899.77	391.0
2018-11-27 00:55:00	ES	Futures	2899.5	2899.77	2897.87	2899.77	756.0
2018-11-27 01:00:00	ES	Futures	2899.77	2900.32	2898.68	2899.23	456.0
2018-11-27 01:05:00	ES	Futures	2899.23	2900.04	2898.68	2899.77	342.0
2018-11-27 01:10:00	ES	Futures	2899.77	2900.04	2898.96	2899.23	315.0
2018-11-27 01:15:00	ES	Futures	2899.5	2899.77	2898.14	2899.23	526.0
2018-11-27 01:20:00	ES	Futures	2899.23	2899.5	2898.41	2898.41	305.0
2018-11-27 01:25:00	ES	Futures	2898.41	2898.96	2897.6	2898.14	452.0
2018-11-27 01:30:00	ES	Futures	2898.14	2899.23	2897.87	2898.41	175.0
2018-11-27 01:35:00	ES	Futures	2898.41	2899.77	2898.41	2899.5	216.0
2018-11-27 01:40:00	ES	Futures	2899.5	2901.13	2899.5	2900.04	761.0
2018-11-27 01:45:00	ES	Futures	2900.04	2900.59	2899.5	2900.32	310.0
2018-11-27 01:50:00	ES	Futures	2900.04	2900.59	2899.5	2900.04	232.0
2018-11-27 01:55:00	ES	Futures	2900.32	2900.59	2899.77	2899.77	134.0
2018-11-27 02:00:00	ES	Futures	2899.77	2900.59	2897.6	2897.87	1834.0
2018-11-27 02:05:00	ES	Futures	2897.87	2898.41	2896.24	2896.78	1407.0
2018-11-27 02:10:00	ES	Futures	2896.78	2897.6	2895.97	2896.51	614.0
2018-11-27 02:15:00	ES	Futures	2896.51	2896.78	2895.42	2895.97	940.0
2018-11-27 02:20:00	ES	Futures	2895.97	2897.32	2895.69	2896.24	650.0
2018-11-27 02:25:00	ES	Futures	2896.24	2898.96	2895.97	2898.41	1209.0
2018-11-27 02:30:00	ES	Futures	2898.41	2920.44	2897.6	2918.0	16306.0
2018-11-27 02:35:00	ES	Futures	2918.0	2918.54	2910.65	2913.64	7268.0
2018-11-27 02:40:00	ES	Futures	2913.37	2913.37	2901.13	2904.12	10488.0
2018-11-27 02:45:00	ES	Futures	2904.4	2904.94	2901.95	2903.58	3873.0
2018-11-27 02:50:00	ES	Futures	2903.85	2908.2	2903.31	2905.76	3064.0
2018-11-27 02:55:00	ES	Futures	2905.76	2905.76	2900.86	2902.49	2333.0
2018-11-27 03:00:00	ES	Futures	2902.49	2905.48	2901.4	2902.49	4418.0
2018-11-27 03:05:00	ES	Futures	2902.22	2903.04	2898.96	2899.5	2082.0
2018-11-27 03:10:00	ES	Futures	2899.77	2901.95	2899.23	2900.86	1849.0
2018-11-27 03:15:00	ES	Futures	2901.13	2901.4	2894.33	2895.69	3397.0
2018-11-27 03:20:00	ES	Futures	2895.69	2899.5	2895.15	2898.14	1681.0
2018-11-27 03:25:00	ES	Futures	2898.14	2899.23	2896.24	2897.87	1114.0
2018-11-27 03:30:00	ES	Futures	2897.87	2898.68	2895.69	2897.87	1175.0
2018-11-27 03:35:00	ES	Futures	2898.14	2898.41	2895.15	2897.87	1423.0
2018-11-27 03:40:00	ES	Futures	2897.87	2900.59	2897.32	2899.77	1164.0
2018-11-27 03:45:00	ES	Futures	2900.04	2901.4	2899.77	2900.04	1061.0
2018-11-27 03:50:00	ES	Futures	2900.32	2902.49	2899.5	2902.22	1404.0
2018-11-27 03:55:00	ES	Futures	2902.22	2903.04	2900.32	2901.68	1442.0
2018-11-27 04:00:00	ES	Futures	2901.4	2901.95	2900.32	2900.59	903.0
2018-11-27 04:05:00	ES	Futures	2900.86	2904.67	2900.59	2903.85	1716.0

> showing 50 of 15,920 rows — these rows as CSV

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