PREVIEW / futures_5min / 2018-12-05

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-05.parquet
  size:    229 KB
  rows:    13,935

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
2018-12-05 00:00:00	ES	Futures	2951.18	2951.18	2949.28	2949.82	586.0
2018-12-05 00:05:00	ES	Futures	2949.82	2951.72	2949.82	2950.64	605.0
2018-12-05 00:10:00	ES	Futures	2950.36	2950.36	2947.64	2949.28	686.0
2018-12-05 00:15:00	ES	Futures	2949.28	2949.55	2948.46	2948.46	162.0
2018-12-05 00:20:00	ES	Futures	2948.46	2952.54	2948.19	2951.18	1230.0
2018-12-05 00:25:00	ES	Futures	2950.91	2950.91	2949.55	2950.36	383.0
2018-12-05 00:30:00	ES	Futures	2950.09	2950.64	2949.28	2949.28	463.0
2018-12-05 00:35:00	ES	Futures	2949.55	2950.09	2948.46	2949.0	531.0
2018-12-05 00:40:00	ES	Futures	2949.0	2949.28	2948.19	2949.28	333.0
2018-12-05 00:45:00	ES	Futures	2949.28	2950.09	2949.28	2949.82	217.0
2018-12-05 00:50:00	ES	Futures	2950.09	2950.64	2949.55	2950.09	209.0
2018-12-05 00:55:00	ES	Futures	2950.09	2951.18	2949.82	2950.91	321.0
2018-12-05 01:00:00	ES	Futures	2950.91	2950.91	2949.0	2949.55	326.0
2018-12-05 01:05:00	ES	Futures	2949.82	2950.09	2948.46	2948.73	399.0
2018-12-05 01:10:00	ES	Futures	2949.0	2949.0	2946.83	2947.92	792.0
2018-12-05 01:15:00	ES	Futures	2947.92	2947.92	2946.56	2946.83	204.0
2018-12-05 01:20:00	ES	Futures	2947.1	2948.19	2946.83	2947.64	298.0
2018-12-05 01:25:00	ES	Futures	2947.64	2949.28	2947.37	2948.19	691.0
2018-12-05 01:30:00	ES	Futures	2948.46	2950.09	2948.19	2949.82	615.0
2018-12-05 01:35:00	ES	Futures	2949.82	2950.91	2949.55	2950.91	464.0
2018-12-05 01:40:00	ES	Futures	2950.91	2950.91	2949.82	2950.64	163.0
2018-12-05 01:45:00	ES	Futures	2950.36	2951.18	2949.82	2950.36	232.0
2018-12-05 01:50:00	ES	Futures	2950.36	2950.64	2949.28	2950.36	205.0
2018-12-05 01:55:00	ES	Futures	2950.36	2951.45	2950.36	2950.91	268.0
2018-12-05 02:00:00	ES	Futures	2950.91	2951.45	2949.55	2949.55	952.0
2018-12-05 02:05:00	ES	Futures	2949.55	2950.36	2948.46	2949.55	748.0
2018-12-05 02:10:00	ES	Futures	2949.28	2951.72	2949.28	2949.82	734.0
2018-12-05 02:15:00	ES	Futures	2949.82	2951.72	2949.0	2951.72	873.0
2018-12-05 02:20:00	ES	Futures	2951.72	2953.36	2951.18	2953.36	1311.0
2018-12-05 02:25:00	ES	Futures	2953.08	2953.63	2952.27	2953.08	1130.0
2018-12-05 02:30:00	ES	Futures	2953.08	2953.08	2952.0	2953.08	623.0
2018-12-05 02:35:00	ES	Futures	2953.08	2953.36	2952.27	2953.08	752.0
2018-12-05 02:40:00	ES	Futures	2953.08	2953.63	2950.64	2951.18	823.0
2018-12-05 02:45:00	ES	Futures	2951.18	2951.18	2949.28	2950.64	1216.0
2018-12-05 02:50:00	ES	Futures	2950.36	2952.81	2950.09	2951.45	1088.0
2018-12-05 02:55:00	ES	Futures	2951.45	2952.81	2950.64	2952.54	1277.0
2018-12-05 03:00:00	ES	Futures	2952.54	2952.54	2947.37	2948.19	3290.0
2018-12-05 03:05:00	ES	Futures	2948.19	2948.46	2946.56	2946.56	2414.0
2018-12-05 03:10:00	ES	Futures	2946.56	2948.73	2946.28	2947.1	2305.0
2018-12-05 03:15:00	ES	Futures	2947.1	2947.92	2945.47	2946.83	2083.0
2018-12-05 03:20:00	ES	Futures	2946.83	2947.92	2946.28	2947.37	1366.0
2018-12-05 03:25:00	ES	Futures	2947.1	2947.64	2946.28	2947.37	1174.0
2018-12-05 03:30:00	ES	Futures	2947.37	2950.91	2946.56	2950.36	2136.0
2018-12-05 03:35:00	ES	Futures	2950.36	2953.36	2950.36	2952.81	1949.0
2018-12-05 03:40:00	ES	Futures	2952.81	2953.36	2951.72	2952.0	1803.0
2018-12-05 03:45:00	ES	Futures	2952.27	2953.08	2950.36	2953.08	1907.0
2018-12-05 03:50:00	ES	Futures	2953.08	2953.36	2952.0	2953.36	938.0
2018-12-05 03:55:00	ES	Futures	2953.36	2955.8	2952.81	2954.17	2682.0
2018-12-05 04:00:00	ES	Futures	2954.44	2956.89	2953.63	2955.8	2851.0
2018-12-05 04:05:00	ES	Futures	2955.8	2956.89	2954.99	2956.35	1351.0

> showing 50 of 13,935 rows — these rows as CSV

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