PREVIEW / futures_5min / 2018-11-28

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-28.parquet
  size:    274 KB
  rows:    16,315

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
2018-11-28 00:00:00	ES	Futures	2922.62	2923.44	2922.35	2923.16	410.0
2018-11-28 00:05:00	ES	Futures	2922.89	2922.89	2922.08	2922.35	380.0
2018-11-28 00:10:00	ES	Futures	2922.35	2923.16	2922.35	2923.16	270.0
2018-11-28 00:15:00	ES	Futures	2922.89	2923.16	2922.35	2922.35	300.0
2018-11-28 00:20:00	ES	Futures	2922.08	2922.62	2922.08	2922.35	115.0
2018-11-28 00:25:00	ES	Futures	2922.08	2922.08	2921.53	2921.53	188.0
2018-11-28 00:30:00	ES	Futures	2921.53	2922.62	2921.26	2922.62	377.0
2018-11-28 00:35:00	ES	Futures	2922.62	2922.89	2922.62	2922.62	244.0
2018-11-28 00:40:00	ES	Futures	2922.62	2923.16	2922.62	2922.89	181.0
2018-11-28 00:45:00	ES	Futures	2922.62	2923.16	2922.62	2923.16	176.0
2018-11-28 00:50:00	ES	Futures	2922.89	2923.44	2921.8	2922.35	515.0
2018-11-28 00:55:00	ES	Futures	2922.62	2923.44	2921.26	2923.16	433.0
2018-11-28 01:00:00	ES	Futures	2923.16	2924.25	2922.89	2923.98	379.0
2018-11-28 01:05:00	ES	Futures	2923.98	2924.25	2923.16	2923.98	201.0
2018-11-28 01:10:00	ES	Futures	2924.25	2927.52	2924.25	2926.7	2470.0
2018-11-28 01:15:00	ES	Futures	2926.7	2927.79	2926.43	2927.24	771.0
2018-11-28 01:20:00	ES	Futures	2927.24	2928.33	2926.7	2928.33	535.0
2018-11-28 01:25:00	ES	Futures	2928.06	2929.42	2927.79	2928.88	1336.0
2018-11-28 01:30:00	ES	Futures	2928.6	2929.42	2927.52	2927.79	826.0
2018-11-28 01:35:00	ES	Futures	2928.06	2928.33	2926.7	2928.33	451.0
2018-11-28 01:40:00	ES	Futures	2928.06	2928.88	2927.52	2927.52	361.0
2018-11-28 01:45:00	ES	Futures	2927.79	2928.6	2927.52	2928.33	316.0
2018-11-28 01:50:00	ES	Futures	2928.6	2928.6	2927.52	2928.33	290.0
2018-11-28 01:55:00	ES	Futures	2928.33	2928.88	2928.06	2928.33	308.0
2018-11-28 02:00:00	ES	Futures	2928.06	2928.6	2927.24	2928.33	772.0
2018-11-28 02:05:00	ES	Futures	2928.33	2928.33	2927.24	2927.79	590.0
2018-11-28 02:10:00	ES	Futures	2927.79	2928.06	2926.7	2927.24	579.0
2018-11-28 02:15:00	ES	Futures	2927.24	2927.52	2926.7	2926.7	643.0
2018-11-28 02:20:00	ES	Futures	2926.97	2928.06	2926.7	2928.06	454.0
2018-11-28 02:25:00	ES	Futures	2928.06	2928.06	2926.7	2926.97	799.0
2018-11-28 02:30:00	ES	Futures	2926.7	2927.24	2926.16	2926.43	1016.0
2018-11-28 02:35:00	ES	Futures	2926.16	2926.97	2926.16	2926.7	753.0
2018-11-28 02:40:00	ES	Futures	2926.97	2926.97	2925.07	2925.07	876.0
2018-11-28 02:45:00	ES	Futures	2925.34	2925.34	2924.25	2925.07	1791.0
2018-11-28 02:50:00	ES	Futures	2925.07	2925.07	2923.98	2924.8	980.0
2018-11-28 02:55:00	ES	Futures	2924.8	2924.8	2923.71	2924.25	1036.0
2018-11-28 03:00:00	ES	Futures	2924.25	2924.52	2922.35	2923.16	3406.0
2018-11-28 03:05:00	ES	Futures	2922.89	2924.25	2922.89	2923.71	1384.0
2018-11-28 03:10:00	ES	Futures	2923.71	2923.98	2922.62	2923.16	1421.0
2018-11-28 03:15:00	ES	Futures	2923.44	2923.44	2921.53	2922.08	1512.0
2018-11-28 03:20:00	ES	Futures	2922.08	2923.16	2921.53	2923.16	1416.0
2018-11-28 03:25:00	ES	Futures	2923.16	2923.98	2922.35	2923.71	1077.0
2018-11-28 03:30:00	ES	Futures	2923.71	2923.71	2922.35	2922.89	802.0
2018-11-28 03:35:00	ES	Futures	2922.89	2922.89	2921.53	2922.35	1251.0
2018-11-28 03:40:00	ES	Futures	2922.35	2922.35	2919.63	2920.17	1989.0
2018-11-28 03:45:00	ES	Futures	2920.44	2921.8	2919.08	2920.72	2602.0
2018-11-28 03:50:00	ES	Futures	2920.99	2922.89	2920.72	2922.62	899.0
2018-11-28 03:55:00	ES	Futures	2922.62	2924.8	2922.35	2924.25	2736.0
2018-11-28 04:00:00	ES	Futures	2924.25	2925.34	2923.71	2923.71	1781.0
2018-11-28 04:05:00	ES	Futures	2923.98	2925.34	2923.44	2924.8	1553.0

> showing 50 of 16,315 rows — these rows as CSV

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