PREVIEW / futures_5min / 2018-12-04

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-04.parquet
  size:    286 KB
  rows:    16,270

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
2018-12-04 00:00:00	ES	Futures	3020.81	3020.81	3018.64	3018.91	695.0
2018-12-04 00:05:00	ES	Futures	3019.18	3020.0	3018.09	3020.0	510.0
2018-12-04 00:10:00	ES	Futures	3020.0	3020.54	3019.72	3019.72	527.0
2018-12-04 00:15:00	ES	Futures	3020.0	3020.0	3014.83	3015.1	3004.0
2018-12-04 00:20:00	ES	Futures	3015.1	3016.46	3015.1	3016.46	559.0
2018-12-04 00:25:00	ES	Futures	3016.46	3016.46	3012.92	3014.56	1768.0
2018-12-04 00:30:00	ES	Futures	3014.28	3014.56	3012.38	3013.47	1171.0
2018-12-04 00:35:00	ES	Futures	3013.47	3014.56	3012.38	3012.92	1131.0
2018-12-04 00:40:00	ES	Futures	3012.92	3013.74	3012.11	3013.2	1041.0
2018-12-04 00:45:00	ES	Futures	3013.2	3013.74	3011.84	3012.38	1156.0
2018-12-04 00:50:00	ES	Futures	3012.65	3012.92	3011.29	3012.38	780.0
2018-12-04 00:55:00	ES	Futures	3012.38	3013.2	3012.11	3012.92	919.0
2018-12-04 01:00:00	ES	Futures	3013.2	3013.2	3010.75	3011.84	952.0
2018-12-04 01:05:00	ES	Futures	3011.84	3014.28	3011.84	3014.01	991.0
2018-12-04 01:10:00	ES	Futures	3014.01	3016.46	3013.74	3015.92	1025.0
2018-12-04 01:15:00	ES	Futures	3015.92	3016.73	3015.1	3015.92	561.0
2018-12-04 01:20:00	ES	Futures	3015.92	3015.92	3014.56	3015.64	583.0
2018-12-04 01:25:00	ES	Futures	3015.37	3016.73	3014.56	3016.19	678.0
2018-12-04 01:30:00	ES	Futures	3016.19	3018.09	3016.19	3017.55	805.0
2018-12-04 01:35:00	ES	Futures	3017.55	3018.09	3015.64	3016.73	780.0
2018-12-04 01:40:00	ES	Futures	3016.73	3017.28	3016.46	3016.73	348.0
2018-12-04 01:45:00	ES	Futures	3016.73	3017.28	3015.37	3015.64	885.0
2018-12-04 01:50:00	ES	Futures	3015.92	3016.73	3015.64	3016.19	547.0
2018-12-04 01:55:00	ES	Futures	3016.46	3016.73	3015.92	3016.46	277.0
2018-12-04 02:00:00	ES	Futures	3016.19	3018.64	3016.19	3017.28	1341.0
2018-12-04 02:05:00	ES	Futures	3017.55	3018.09	3016.73	3017.55	835.0
2018-12-04 02:10:00	ES	Futures	3017.28	3018.09	3016.73	3017.82	548.0
2018-12-04 02:15:00	ES	Futures	3017.55	3018.64	3017.55	3018.36	560.0
2018-12-04 02:20:00	ES	Futures	3018.09	3018.91	3017.82	3017.82	917.0
2018-12-04 02:25:00	ES	Futures	3017.55	3020.0	3017.55	3018.64	1138.0
2018-12-04 02:30:00	ES	Futures	3018.91	3020.81	3018.64	3020.27	1094.0
2018-12-04 02:35:00	ES	Futures	3020.27	3021.36	3020.27	3020.81	938.0
2018-12-04 02:40:00	ES	Futures	3020.54	3021.36	3019.72	3019.72	1014.0
2018-12-04 02:45:00	ES	Futures	3019.72	3020.54	3019.18	3020.0	857.0
2018-12-04 02:50:00	ES	Futures	3020.0	3021.63	3019.72	3021.36	919.0
2018-12-04 02:55:00	ES	Futures	3021.36	3021.9	3020.27	3020.54	999.0
2018-12-04 03:00:00	ES	Futures	3020.54	3024.08	3020.54	3022.44	3381.0
2018-12-04 03:05:00	ES	Futures	3022.72	3022.99	3021.9	3022.72	1534.0
2018-12-04 03:10:00	ES	Futures	3022.44	3023.53	3021.08	3023.26	1611.0
2018-12-04 03:15:00	ES	Futures	3023.26	3025.16	3022.99	3024.08	2378.0
2018-12-04 03:20:00	ES	Futures	3024.08	3024.89	3023.26	3023.8	1201.0
2018-12-04 03:25:00	ES	Futures	3023.8	3024.62	3022.17	3022.44	1572.0
2018-12-04 03:30:00	ES	Futures	3022.17	3022.44	3020.54	3021.63	1870.0
2018-12-04 03:35:00	ES	Futures	3021.36	3021.63	3020.54	3021.08	1123.0
2018-12-04 03:40:00	ES	Futures	3021.36	3021.9	3019.45	3020.54	1413.0
2018-12-04 03:45:00	ES	Futures	3020.54	3021.63	3020.54	3021.63	902.0
2018-12-04 03:50:00	ES	Futures	3021.9	3022.44	3021.36	3022.17	1190.0
2018-12-04 03:55:00	ES	Futures	3022.17	3022.44	3020.81	3020.81	976.0
2018-12-04 04:00:00	ES	Futures	3020.81	3023.53	3020.81	3022.99	1071.0
2018-12-04 04:05:00	ES	Futures	3023.26	3023.26	3019.72	3020.81	1599.0

> showing 50 of 16,270 rows — these rows as CSV

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