PREVIEW / futures_5min / 2018-12-03

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-03.parquet
  size:    278 KB
  rows:    16,482

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
2018-12-03 00:00:00	ES	Futures	3053.18	3053.18	3051.82	3052.64	910.0
2018-12-03 00:05:00	ES	Futures	3052.91	3053.45	3052.64	3053.18	491.0
2018-12-03 00:10:00	ES	Futures	3052.91	3052.91	3052.09	3052.36	383.0
2018-12-03 00:15:00	ES	Futures	3052.36	3052.64	3051.82	3052.09	634.0
2018-12-03 00:20:00	ES	Futures	3052.09	3052.64	3051.28	3052.09	501.0
2018-12-03 00:25:00	ES	Futures	3052.09	3053.45	3051.0	3052.91	1101.0
2018-12-03 00:30:00	ES	Futures	3052.64	3053.72	3052.64	3053.45	728.0
2018-12-03 00:35:00	ES	Futures	3053.18	3053.45	3052.36	3053.45	418.0
2018-12-03 00:40:00	ES	Futures	3053.45	3053.45	3052.64	3052.64	284.0
2018-12-03 00:45:00	ES	Futures	3052.91	3053.45	3052.64	3053.18	465.0
2018-12-03 00:50:00	ES	Futures	3053.18	3055.63	3052.91	3055.36	1061.0
2018-12-03 00:55:00	ES	Futures	3055.08	3055.36	3054.27	3054.27	594.0
2018-12-03 01:00:00	ES	Futures	3054.27	3054.81	3053.72	3054.81	711.0
2018-12-03 01:05:00	ES	Futures	3054.54	3055.08	3054.27	3055.08	418.0
2018-12-03 01:10:00	ES	Futures	3055.08	3055.08	3053.72	3054.0	495.0
2018-12-03 01:15:00	ES	Futures	3054.0	3054.54	3053.45	3054.27	266.0
2018-12-03 01:20:00	ES	Futures	3054.27	3054.27	3052.91	3053.45	376.0
2018-12-03 01:25:00	ES	Futures	3053.18	3053.72	3052.91	3053.45	333.0
2018-12-03 01:30:00	ES	Futures	3053.18	3053.72	3052.64	3052.64	340.0
2018-12-03 01:35:00	ES	Futures	3052.64	3053.18	3052.36	3053.18	536.0
2018-12-03 01:40:00	ES	Futures	3053.18	3053.72	3052.36	3053.18	270.0
2018-12-03 01:45:00	ES	Futures	3052.91	3055.08	3052.91	3054.81	616.0
2018-12-03 01:50:00	ES	Futures	3054.54	3055.36	3054.27	3055.36	796.0
2018-12-03 01:55:00	ES	Futures	3055.08	3055.9	3055.08	3055.9	683.0
2018-12-03 02:00:00	ES	Futures	3055.9	3056.72	3055.36	3055.9	2913.0
2018-12-03 02:05:00	ES	Futures	3055.9	3056.44	3055.08	3055.9	1578.0
2018-12-03 02:10:00	ES	Futures	3055.9	3056.17	3054.54	3055.9	1688.0
2018-12-03 02:15:00	ES	Futures	3055.9	3057.53	3055.63	3057.26	2798.0
2018-12-03 02:20:00	ES	Futures	3057.53	3059.16	3057.53	3058.35	2772.0
2018-12-03 02:25:00	ES	Futures	3058.08	3058.35	3057.26	3057.53	1072.0
2018-12-03 02:30:00	ES	Futures	3057.53	3057.8	3056.72	3056.72	1217.0
2018-12-03 02:35:00	ES	Futures	3056.72	3058.89	3055.63	3058.35	2622.0
2018-12-03 02:40:00	ES	Futures	3058.35	3059.71	3058.08	3059.44	1909.0
2018-12-03 02:45:00	ES	Futures	3059.44	3060.25	3058.89	3059.71	1376.0
2018-12-03 02:50:00	ES	Futures	3059.71	3059.71	3058.62	3059.44	1275.0
2018-12-03 02:55:00	ES	Futures	3059.71	3060.52	3059.44	3060.25	1708.0
2018-12-03 03:00:00	ES	Futures	3059.98	3060.52	3059.44	3059.98	2384.0
2018-12-03 03:05:00	ES	Futures	3059.98	3060.8	3058.08	3059.16	3258.0
2018-12-03 03:10:00	ES	Futures	3059.44	3059.71	3057.8	3058.35	2275.0
2018-12-03 03:15:00	ES	Futures	3058.35	3059.98	3058.08	3059.71	3192.0
2018-12-03 03:20:00	ES	Futures	3059.98	3061.07	3059.71	3059.71	3092.0
2018-12-03 03:25:00	ES	Futures	3059.71	3061.61	3058.89	3059.16	3380.0
2018-12-03 03:30:00	ES	Futures	3059.44	3060.52	3058.35	3058.62	2507.0
2018-12-03 03:35:00	ES	Futures	3058.89	3059.98	3058.62	3058.62	1897.0
2018-12-03 03:40:00	ES	Futures	3058.62	3059.44	3058.08	3059.44	2513.0
2018-12-03 03:45:00	ES	Futures	3059.16	3059.98	3058.35	3058.35	1756.0
2018-12-03 03:50:00	ES	Futures	3058.08	3059.44	3057.8	3057.8	1659.0
2018-12-03 03:55:00	ES	Futures	3058.08	3058.08	3056.44	3057.26	2257.0
2018-12-03 04:00:00	ES	Futures	3057.26	3059.16	3056.44	3058.08	4049.0
2018-12-03 04:05:00	ES	Futures	3058.08	3059.44	3057.8	3058.08	2221.0

> showing 50 of 16,482 rows — these rows as CSV

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