PREVIEW / futures_5min / 2018-12-02

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-02.parquet
  size:    62 KB
  rows:    3,050

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
2018-12-02 18:00:00	ES	Futures	3039.31	3051.55	3038.76	3046.92	24350.0
2018-12-02 18:05:00	ES	Futures	3046.65	3048.83	3046.38	3048.28	2959.0
2018-12-02 18:10:00	ES	Futures	3048.28	3054.81	3048.28	3054.27	5440.0
2018-12-02 18:15:00	ES	Futures	3054.0	3056.99	3054.0	3055.36	5332.0
2018-12-02 18:20:00	ES	Futures	3055.36	3056.44	3053.18	3053.72	3352.0
2018-12-02 18:25:00	ES	Futures	3053.72	3055.63	3052.09	3052.36	2872.0
2018-12-02 18:30:00	ES	Futures	3052.36	3052.64	3050.46	3051.28	2731.0
2018-12-02 18:35:00	ES	Futures	3051.55	3051.55	3049.92	3051.0	1274.0
2018-12-02 18:40:00	ES	Futures	3050.73	3051.0	3049.37	3049.92	1067.0
2018-12-02 18:45:00	ES	Futures	3049.92	3050.19	3048.56	3049.1	1356.0
2018-12-02 18:50:00	ES	Futures	3049.37	3051.0	3048.83	3050.46	1482.0
2018-12-02 18:55:00	ES	Futures	3050.46	3051.28	3049.64	3049.92	715.0
2018-12-02 19:00:00	ES	Futures	3049.92	3051.0	3048.28	3050.73	2852.0
2018-12-02 19:05:00	ES	Futures	3050.73	3051.0	3048.56	3048.56	1533.0
2018-12-02 19:10:00	ES	Futures	3048.56	3049.1	3046.65	3046.92	2311.0
2018-12-02 19:15:00	ES	Futures	3047.2	3048.56	3046.65	3047.2	1343.0
2018-12-02 19:20:00	ES	Futures	3047.2	3047.47	3046.11	3046.65	2010.0
2018-12-02 19:25:00	ES	Futures	3046.65	3046.92	3046.11	3046.38	1157.0
2018-12-02 19:30:00	ES	Futures	3046.38	3047.74	3045.84	3047.74	1534.0
2018-12-02 19:35:00	ES	Futures	3047.74	3048.28	3046.92	3047.74	1428.0
2018-12-02 19:40:00	ES	Futures	3047.74	3048.01	3045.84	3045.84	1093.0
2018-12-02 19:45:00	ES	Futures	3045.56	3046.38	3045.56	3046.11	923.0
2018-12-02 19:50:00	ES	Futures	3046.11	3046.92	3044.75	3045.84	1737.0
2018-12-02 19:55:00	ES	Futures	3045.84	3046.11	3044.48	3045.29	971.0
2018-12-02 20:00:00	ES	Futures	3045.29	3048.83	3045.29	3048.83	2006.0
2018-12-02 20:05:00	ES	Futures	3048.83	3049.37	3048.28	3048.56	1000.0
2018-12-02 20:10:00	ES	Futures	3048.56	3049.64	3048.28	3049.1	1242.0
2018-12-02 20:15:00	ES	Futures	3048.83	3049.64	3048.28	3049.37	1917.0
2018-12-02 20:20:00	ES	Futures	3049.1	3049.92	3047.47	3047.74	1288.0
2018-12-02 20:25:00	ES	Futures	3048.01	3048.56	3047.74	3048.28	511.0
2018-12-02 20:30:00	ES	Futures	3048.01	3048.28	3045.02	3045.84	2029.0
2018-12-02 20:35:00	ES	Futures	3045.84	3046.92	3045.29	3046.65	1461.0
2018-12-02 20:40:00	ES	Futures	3046.65	3046.92	3045.84	3046.38	684.0
2018-12-02 20:45:00	ES	Futures	3046.38	3046.38	3044.48	3044.75	1573.0
2018-12-02 20:50:00	ES	Futures	3044.75	3046.38	3044.2	3045.56	1525.0
2018-12-02 20:55:00	ES	Futures	3045.56	3046.92	3045.29	3046.92	962.0
2018-12-02 21:00:00	ES	Futures	3046.92	3048.56	3046.38	3048.01	1175.0
2018-12-02 21:05:00	ES	Futures	3048.01	3048.56	3047.2	3047.47	404.0
2018-12-02 21:10:00	ES	Futures	3047.2	3048.56	3046.38	3048.56	665.0
2018-12-02 21:15:00	ES	Futures	3048.56	3049.37	3048.01	3048.28	783.0
2018-12-02 21:20:00	ES	Futures	3048.28	3049.37	3048.28	3049.1	400.0
2018-12-02 21:25:00	ES	Futures	3049.1	3049.37	3048.56	3048.83	457.0
2018-12-02 21:30:00	ES	Futures	3049.1	3050.19	3048.83	3048.83	1153.0
2018-12-02 21:35:00	ES	Futures	3048.83	3050.73	3048.83	3049.92	759.0
2018-12-02 21:40:00	ES	Futures	3049.92	3051.0	3049.64	3050.73	728.0
2018-12-02 21:45:00	ES	Futures	3050.73	3051.28	3050.19	3050.46	755.0
2018-12-02 21:50:00	ES	Futures	3050.73	3053.18	3050.46	3052.64	2098.0
2018-12-02 21:55:00	ES	Futures	3052.64	3053.18	3052.09	3053.18	574.0
2018-12-02 22:00:00	ES	Futures	3053.18	3054.27	3053.18	3053.72	1153.0
2018-12-02 22:05:00	ES	Futures	3054.0	3054.54	3053.18	3054.0	891.0

> showing 50 of 3,050 rows — these rows as CSV

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