PREVIEW / futures_5min / 2018-12-11

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-11.parquet
  size:    240 KB
  rows:    14,283

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
2018-12-11 00:00:00	ES	Futures	2866.86	2867.13	2866.05	2867.13	480.0
2018-12-11 00:05:00	ES	Futures	2867.13	2867.68	2866.32	2866.59	345.0
2018-12-11 00:10:00	ES	Futures	2866.59	2867.41	2865.5	2867.13	770.0
2018-12-11 00:15:00	ES	Futures	2867.13	2868.49	2866.86	2867.68	662.0
2018-12-11 00:20:00	ES	Futures	2867.68	2867.95	2866.59	2867.41	353.0
2018-12-11 00:25:00	ES	Futures	2867.41	2869.85	2867.41	2869.31	597.0
2018-12-11 00:30:00	ES	Futures	2869.31	2869.58	2867.41	2867.68	653.0
2018-12-11 00:35:00	ES	Futures	2867.68	2868.49	2867.13	2868.22	467.0
2018-12-11 00:40:00	ES	Futures	2868.22	2868.49	2866.86	2867.13	392.0
2018-12-11 00:45:00	ES	Futures	2867.13	2867.95	2867.13	2867.68	243.0
2018-12-11 00:50:00	ES	Futures	2867.95	2868.49	2866.86	2867.13	350.0
2018-12-11 00:55:00	ES	Futures	2867.13	2867.41	2866.05	2866.32	378.0
2018-12-11 01:00:00	ES	Futures	2866.05	2866.05	2864.14	2864.41	760.0
2018-12-11 01:05:00	ES	Futures	2864.41	2865.5	2864.41	2865.5	207.0
2018-12-11 01:10:00	ES	Futures	2865.5	2866.05	2864.41	2864.96	407.0
2018-12-11 01:15:00	ES	Futures	2864.69	2865.77	2864.41	2865.77	307.0
2018-12-11 01:20:00	ES	Futures	2865.77	2866.59	2865.5	2866.32	295.0
2018-12-11 01:25:00	ES	Futures	2866.32	2866.32	2865.77	2866.05	215.0
2018-12-11 01:30:00	ES	Futures	2866.05	2868.49	2866.05	2867.95	415.0
2018-12-11 01:35:00	ES	Futures	2867.95	2868.22	2866.59	2867.41	251.0
2018-12-11 01:40:00	ES	Futures	2867.41	2867.68	2866.59	2867.13	127.0
2018-12-11 01:45:00	ES	Futures	2867.13	2867.41	2866.59	2867.41	168.0
2018-12-11 01:50:00	ES	Futures	2867.41	2868.49	2866.86	2868.22	307.0
2018-12-11 01:55:00	ES	Futures	2868.22	2868.77	2867.68	2868.49	385.0
2018-12-11 02:00:00	ES	Futures	2868.49	2870.67	2868.49	2870.4	1075.0
2018-12-11 02:05:00	ES	Futures	2870.4	2871.21	2869.31	2870.67	836.0
2018-12-11 02:10:00	ES	Futures	2870.67	2872.03	2870.13	2871.21	753.0
2018-12-11 02:15:00	ES	Futures	2871.49	2871.76	2869.85	2870.13	1221.0
2018-12-11 02:20:00	ES	Futures	2870.13	2871.21	2869.85	2870.67	900.0
2018-12-11 02:25:00	ES	Futures	2870.67	2870.94	2868.77	2869.31	1331.0
2018-12-11 02:30:00	ES	Futures	2869.04	2871.49	2869.04	2871.21	1036.0
2018-12-11 02:35:00	ES	Futures	2871.21	2872.85	2871.21	2872.85	903.0
2018-12-11 02:40:00	ES	Futures	2872.85	2874.48	2870.94	2870.94	3065.0
2018-12-11 02:45:00	ES	Futures	2870.67	2871.49	2869.31	2870.67	958.0
2018-12-11 02:50:00	ES	Futures	2870.67	2871.49	2869.85	2870.13	961.0
2018-12-11 02:55:00	ES	Futures	2870.13	2870.4	2867.41	2867.95	1532.0
2018-12-11 03:00:00	ES	Futures	2867.95	2869.58	2865.77	2868.22	3495.0
2018-12-11 03:05:00	ES	Futures	2867.95	2869.58	2863.6	2864.69	3540.0
2018-12-11 03:10:00	ES	Futures	2864.41	2867.95	2864.41	2866.86	1673.0
2018-12-11 03:15:00	ES	Futures	2866.86	2869.85	2864.96	2868.77	1479.0
2018-12-11 03:20:00	ES	Futures	2869.04	2869.58	2867.13	2869.04	1958.0
2018-12-11 03:25:00	ES	Futures	2869.31	2873.12	2866.05	2866.32	3287.0
2018-12-11 03:30:00	ES	Futures	2866.32	2869.31	2866.32	2869.04	1052.0
2018-12-11 03:35:00	ES	Futures	2868.77	2870.4	2868.77	2869.58	931.0
2018-12-11 03:40:00	ES	Futures	2869.85	2870.13	2865.77	2866.05	1995.0
2018-12-11 03:45:00	ES	Futures	2866.05	2866.59	2864.69	2865.77	1465.0
2018-12-11 03:50:00	ES	Futures	2865.77	2865.77	2863.87	2864.69	1586.0
2018-12-11 03:55:00	ES	Futures	2864.69	2867.13	2864.41	2866.05	1271.0
2018-12-11 04:00:00	ES	Futures	2866.05	2868.49	2864.96	2867.41	1582.0
2018-12-11 04:05:00	ES	Futures	2867.13	2868.49	2866.59	2868.49	1038.0

> showing 50 of 14,283 rows — these rows as CSV

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