PREVIEW / futures_5min / 2018-11-29

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-29.parquet
  size:    254 KB
  rows:    16,161

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
2018-11-29 00:00:00	ES	Futures	2979.74	2979.74	2979.2	2979.2	261.0
2018-11-29 00:05:00	ES	Futures	2979.47	2979.74	2978.65	2978.65	479.0
2018-11-29 00:10:00	ES	Futures	2978.38	2978.65	2977.29	2977.56	625.0
2018-11-29 00:15:00	ES	Futures	2977.56	2977.84	2977.02	2977.02	430.0
2018-11-29 00:20:00	ES	Futures	2977.02	2977.29	2976.48	2976.75	442.0
2018-11-29 00:25:00	ES	Futures	2976.75	2977.02	2975.66	2976.2	741.0
2018-11-29 00:30:00	ES	Futures	2976.2	2976.75	2975.93	2976.48	734.0
2018-11-29 00:35:00	ES	Futures	2976.48	2976.75	2976.2	2976.48	488.0
2018-11-29 00:40:00	ES	Futures	2976.48	2976.75	2976.2	2976.48	365.0
2018-11-29 00:45:00	ES	Futures	2976.2	2976.75	2975.93	2975.93	941.0
2018-11-29 00:50:00	ES	Futures	2976.2	2976.48	2975.39	2976.2	488.0
2018-11-29 00:55:00	ES	Futures	2976.2	2976.2	2975.12	2975.93	605.0
2018-11-29 01:00:00	ES	Futures	2975.93	2976.2	2975.39	2975.66	898.0
2018-11-29 01:05:00	ES	Futures	2975.66	2975.66	2973.48	2974.3	1183.0
2018-11-29 01:10:00	ES	Futures	2974.3	2975.39	2973.76	2974.57	475.0
2018-11-29 01:15:00	ES	Futures	2974.57	2974.84	2974.03	2974.57	272.0
2018-11-29 01:20:00	ES	Futures	2974.84	2975.12	2974.03	2974.3	331.0
2018-11-29 01:25:00	ES	Futures	2974.03	2974.84	2973.76	2974.57	499.0
2018-11-29 01:30:00	ES	Futures	2974.57	2975.93	2974.3	2975.93	473.0
2018-11-29 01:35:00	ES	Futures	2975.66	2976.48	2975.66	2975.93	461.0
2018-11-29 01:40:00	ES	Futures	2976.2	2976.2	2975.39	2976.2	249.0
2018-11-29 01:45:00	ES	Futures	2976.2	2976.2	2975.12	2975.93	507.0
2018-11-29 01:50:00	ES	Futures	2975.93	2976.75	2975.66	2976.2	437.0
2018-11-29 01:55:00	ES	Futures	2976.2	2976.75	2975.66	2975.93	666.0
2018-11-29 02:00:00	ES	Futures	2975.93	2976.75	2975.66	2976.2	1058.0
2018-11-29 02:05:00	ES	Futures	2976.2	2976.48	2975.12	2975.39	819.0
2018-11-29 02:10:00	ES	Futures	2975.39	2975.39	2974.84	2974.84	493.0
2018-11-29 02:15:00	ES	Futures	2974.84	2975.12	2974.03	2974.3	714.0
2018-11-29 02:20:00	ES	Futures	2974.57	2975.39	2974.03	2974.84	695.0
2018-11-29 02:25:00	ES	Futures	2975.12	2975.66	2974.84	2975.39	695.0
2018-11-29 02:30:00	ES	Futures	2975.39	2976.2	2975.39	2975.93	594.0
2018-11-29 02:35:00	ES	Futures	2975.93	2976.75	2975.66	2976.75	937.0
2018-11-29 02:40:00	ES	Futures	2977.02	2977.84	2976.75	2976.75	1112.0
2018-11-29 02:45:00	ES	Futures	2976.48	2976.48	2975.39	2975.66	1053.0
2018-11-29 02:50:00	ES	Futures	2975.39	2977.56	2975.39	2977.29	834.0
2018-11-29 02:55:00	ES	Futures	2977.29	2977.56	2975.93	2975.93	1050.0
2018-11-29 03:00:00	ES	Futures	2975.93	2979.2	2975.93	2977.29	3663.0
2018-11-29 03:05:00	ES	Futures	2977.56	2979.74	2976.75	2977.29	2198.0
2018-11-29 03:10:00	ES	Futures	2977.29	2977.84	2975.66	2977.29	1811.0
2018-11-29 03:15:00	ES	Futures	2977.29	2979.2	2977.29	2978.38	1506.0
2018-11-29 03:20:00	ES	Futures	2978.38	2979.47	2978.38	2978.38	1045.0
2018-11-29 03:25:00	ES	Futures	2978.11	2978.65	2976.48	2976.75	1983.0
2018-11-29 03:30:00	ES	Futures	2976.75	2978.65	2976.48	2977.29	2036.0
2018-11-29 03:35:00	ES	Futures	2977.29	2978.92	2977.29	2978.38	1173.0
2018-11-29 03:40:00	ES	Futures	2978.38	2978.92	2977.02	2977.02	1036.0
2018-11-29 03:45:00	ES	Futures	2977.29	2978.38	2977.02	2977.84	1801.0
2018-11-29 03:50:00	ES	Futures	2977.84	2978.65	2977.84	2977.84	937.0
2018-11-29 03:55:00	ES	Futures	2977.84	2978.38	2977.02	2977.56	1057.0
2018-11-29 04:00:00	ES	Futures	2977.56	2978.11	2976.48	2976.48	1203.0
2018-11-29 04:05:00	ES	Futures	2976.2	2976.2	2972.94	2973.76	3170.0

> showing 50 of 16,161 rows — these rows as CSV

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