PREVIEW / futures_5min / 2018-12-06

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-06.parquet
  size:    293 KB
  rows:    16,526

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
2018-12-06 00:00:00	ES	Futures	2903.04	2904.12	2902.22	2903.58	1000.0
2018-12-06 00:05:00	ES	Futures	2903.58	2904.67	2902.76	2903.85	575.0
2018-12-06 00:10:00	ES	Futures	2904.12	2906.57	2903.58	2904.12	1408.0
2018-12-06 00:15:00	ES	Futures	2903.85	2904.4	2902.49	2903.04	558.0
2018-12-06 00:20:00	ES	Futures	2903.04	2904.12	2902.76	2903.04	373.0
2018-12-06 00:25:00	ES	Futures	2902.76	2904.94	2901.68	2902.22	997.0
2018-12-06 00:30:00	ES	Futures	2902.22	2903.04	2901.13	2901.68	539.0
2018-12-06 00:35:00	ES	Futures	2901.68	2902.76	2900.04	2901.13	964.0
2018-12-06 00:40:00	ES	Futures	2900.86	2906.03	2900.86	2904.12	1081.0
2018-12-06 00:45:00	ES	Futures	2904.4	2904.4	2901.13	2903.04	1015.0
2018-12-06 00:50:00	ES	Futures	2903.04	2904.67	2902.49	2903.85	527.0
2018-12-06 00:55:00	ES	Futures	2903.85	2905.76	2903.58	2905.48	787.0
2018-12-06 01:00:00	ES	Futures	2905.48	2908.2	2905.21	2905.76	1543.0
2018-12-06 01:05:00	ES	Futures	2906.03	2906.03	2904.67	2904.67	447.0
2018-12-06 01:10:00	ES	Futures	2904.67	2905.21	2903.31	2903.85	739.0
2018-12-06 01:15:00	ES	Futures	2903.85	2903.85	2900.86	2901.68	1189.0
2018-12-06 01:20:00	ES	Futures	2901.68	2902.76	2900.86	2901.4	496.0
2018-12-06 01:25:00	ES	Futures	2901.4	2901.95	2900.59	2900.59	437.0
2018-12-06 01:30:00	ES	Futures	2900.86	2901.4	2900.32	2900.86	250.0
2018-12-06 01:35:00	ES	Futures	2900.86	2901.68	2900.86	2900.86	407.0
2018-12-06 01:40:00	ES	Futures	2901.13	2901.13	2898.14	2898.41	785.0
2018-12-06 01:45:00	ES	Futures	2898.41	2901.95	2897.32	2901.68	1107.0
2018-12-06 01:50:00	ES	Futures	2901.68	2903.58	2901.4	2901.95	709.0
2018-12-06 01:55:00	ES	Futures	2902.22	2903.04	2901.13	2902.49	801.0
2018-12-06 02:00:00	ES	Futures	2902.49	2906.57	2901.95	2906.3	2262.0
2018-12-06 02:05:00	ES	Futures	2906.03	2906.84	2904.67	2906.3	1320.0
2018-12-06 02:10:00	ES	Futures	2906.3	2906.57	2903.85	2905.48	1653.0
2018-12-06 02:15:00	ES	Futures	2905.48	2913.37	2905.48	2912.28	6859.0
2018-12-06 02:20:00	ES	Futures	2912.28	2914.46	2910.65	2912.28	3537.0
2018-12-06 02:25:00	ES	Futures	2912.01	2914.19	2911.2	2911.74	1959.0
2018-12-06 02:30:00	ES	Futures	2911.74	2914.46	2911.2	2912.01	1979.0
2018-12-06 02:35:00	ES	Futures	2912.01	2914.19	2911.74	2913.92	1589.0
2018-12-06 02:40:00	ES	Futures	2913.92	2918.54	2913.92	2914.46	4443.0
2018-12-06 02:45:00	ES	Futures	2914.46	2919.63	2913.92	2918.81	3056.0
2018-12-06 02:50:00	ES	Futures	2918.81	2919.36	2916.36	2918.81	2135.0
2018-12-06 02:55:00	ES	Futures	2918.54	2918.81	2915.0	2915.55	1649.0
2018-12-06 03:00:00	ES	Futures	2915.55	2916.91	2912.83	2914.19	4751.0
2018-12-06 03:05:00	ES	Futures	2913.92	2915.55	2910.92	2912.01	4112.0
2018-12-06 03:10:00	ES	Futures	2911.74	2911.74	2908.48	2911.2	5242.0
2018-12-06 03:15:00	ES	Futures	2911.2	2913.92	2909.84	2910.38	3624.0
2018-12-06 03:20:00	ES	Futures	2910.38	2912.28	2909.02	2910.11	3420.0
2018-12-06 03:25:00	ES	Futures	2910.11	2911.74	2906.84	2907.93	3165.0
2018-12-06 03:30:00	ES	Futures	2907.66	2910.92	2904.94	2910.11	5410.0
2018-12-06 03:35:00	ES	Futures	2910.11	2911.47	2909.56	2910.92	2985.0
2018-12-06 03:40:00	ES	Futures	2910.92	2910.92	2907.66	2908.48	3727.0
2018-12-06 03:45:00	ES	Futures	2908.48	2910.92	2906.57	2907.12	3371.0
2018-12-06 03:50:00	ES	Futures	2906.84	2909.02	2904.4	2906.84	3719.0
2018-12-06 03:55:00	ES	Futures	2906.57	2907.66	2905.76	2906.84	3183.0
2018-12-06 04:00:00	ES	Futures	2906.57	2907.39	2902.22	2903.85	5778.0
2018-12-06 04:05:00	ES	Futures	2903.58	2905.21	2901.13	2903.31	3810.0

> showing 50 of 16,526 rows — these rows as CSV

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