PREVIEW / futures_5min / 2018-11-30

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-30.parquet
  size:    225 KB
  rows:    13,386

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
2018-11-30 00:00:00	ES	Futures	2983.28	2983.55	2983.0	2983.28	356.0
2018-11-30 00:05:00	ES	Futures	2983.55	2983.55	2982.46	2982.46	295.0
2018-11-30 00:10:00	ES	Futures	2982.73	2982.73	2980.56	2980.56	901.0
2018-11-30 00:15:00	ES	Futures	2980.56	2981.92	2980.56	2981.64	328.0
2018-11-30 00:20:00	ES	Futures	2981.92	2982.19	2981.37	2981.92	370.0
2018-11-30 00:25:00	ES	Futures	2981.92	2982.46	2980.28	2980.28	628.0
2018-11-30 00:30:00	ES	Futures	2980.28	2981.37	2980.28	2981.37	358.0
2018-11-30 00:35:00	ES	Futures	2981.37	2981.64	2980.83	2980.83	253.0
2018-11-30 00:40:00	ES	Futures	2980.83	2981.1	2980.01	2980.28	578.0
2018-11-30 00:45:00	ES	Futures	2980.28	2980.83	2980.28	2980.83	305.0
2018-11-30 00:50:00	ES	Futures	2980.83	2981.37	2980.83	2981.1	343.0
2018-11-30 00:55:00	ES	Futures	2980.83	2981.92	2980.83	2981.1	301.0
2018-11-30 01:00:00	ES	Futures	2980.83	2981.37	2980.56	2980.83	275.0
2018-11-30 01:05:00	ES	Futures	2981.1	2981.37	2980.56	2981.37	123.0
2018-11-30 01:10:00	ES	Futures	2981.37	2982.19	2981.37	2981.92	185.0
2018-11-30 01:15:00	ES	Futures	2981.92	2982.19	2981.37	2982.19	123.0
2018-11-30 01:20:00	ES	Futures	2982.19	2983.28	2982.19	2982.73	398.0
2018-11-30 01:25:00	ES	Futures	2983.0	2983.0	2981.92	2981.92	188.0
2018-11-30 01:30:00	ES	Futures	2981.92	2982.73	2981.92	2982.46	140.0
2018-11-30 01:35:00	ES	Futures	2982.19	2982.46	2981.92	2981.92	129.0
2018-11-30 01:40:00	ES	Futures	2981.92	2981.92	2981.37	2981.92	154.0
2018-11-30 01:45:00	ES	Futures	2982.19	2982.19	2981.64	2981.64	107.0
2018-11-30 01:50:00	ES	Futures	2981.64	2981.92	2981.64	2981.92	183.0
2018-11-30 01:55:00	ES	Futures	2981.92	2982.19	2981.37	2981.37	99.0
2018-11-30 02:00:00	ES	Futures	2981.37	2981.92	2980.56	2981.92	935.0
2018-11-30 02:05:00	ES	Futures	2981.92	2982.19	2981.37	2982.19	500.0
2018-11-30 02:10:00	ES	Futures	2982.19	2982.19	2981.37	2981.92	502.0
2018-11-30 02:15:00	ES	Futures	2981.64	2981.92	2981.1	2981.1	354.0
2018-11-30 02:20:00	ES	Futures	2981.1	2981.1	2980.01	2980.28	430.0
2018-11-30 02:25:00	ES	Futures	2980.28	2980.56	2980.01	2980.56	306.0
2018-11-30 02:30:00	ES	Futures	2980.28	2980.28	2979.74	2980.01	446.0
2018-11-30 02:35:00	ES	Futures	2980.01	2980.01	2979.47	2979.74	206.0
2018-11-30 02:40:00	ES	Futures	2979.74	2980.56	2979.74	2980.28	452.0
2018-11-30 02:45:00	ES	Futures	2980.28	2980.56	2979.74	2980.56	393.0
2018-11-30 02:50:00	ES	Futures	2980.56	2981.37	2980.56	2981.1	525.0
2018-11-30 02:55:00	ES	Futures	2981.1	2981.64	2980.28	2981.37	487.0
2018-11-30 03:00:00	ES	Futures	2981.64	2981.92	2980.01	2980.56	1819.0
2018-11-30 03:05:00	ES	Futures	2980.56	2980.56	2978.92	2978.92	1596.0
2018-11-30 03:10:00	ES	Futures	2979.2	2979.47	2978.11	2978.38	1585.0
2018-11-30 03:15:00	ES	Futures	2978.38	2978.65	2976.75	2977.02	2452.0
2018-11-30 03:20:00	ES	Futures	2977.02	2977.29	2976.2	2976.75	1747.0
2018-11-30 03:25:00	ES	Futures	2977.02	2977.84	2976.75	2977.56	1167.0
2018-11-30 03:30:00	ES	Futures	2977.56	2978.11	2976.75	2977.02	1003.0
2018-11-30 03:35:00	ES	Futures	2977.02	2978.11	2976.75	2977.56	1276.0
2018-11-30 03:40:00	ES	Futures	2977.56	2978.11	2977.56	2977.84	788.0
2018-11-30 03:45:00	ES	Futures	2977.84	2978.11	2976.2	2976.75	1342.0
2018-11-30 03:50:00	ES	Futures	2976.75	2977.84	2975.93	2977.56	1476.0
2018-11-30 03:55:00	ES	Futures	2977.56	2977.84	2976.2	2976.2	740.0
2018-11-30 04:00:00	ES	Futures	2976.48	2977.29	2975.93	2976.75	591.0
2018-11-30 04:05:00	ES	Futures	2976.75	2977.56	2976.75	2977.29	537.0

> showing 50 of 13,386 rows — these rows as CSV

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