PREVIEW / futures_5min / 2018-12-12

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-12.parquet
  size:    235 KB
  rows:    14,571

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
2018-12-12 00:00:00	ES	Futures	2888.08	2888.35	2887.53	2888.08	288.0
2018-12-12 00:05:00	ES	Futures	2888.08	2888.08	2886.72	2886.72	310.0
2018-12-12 00:10:00	ES	Futures	2886.99	2887.26	2885.63	2886.99	474.0
2018-12-12 00:15:00	ES	Futures	2887.26	2887.53	2885.9	2886.45	298.0
2018-12-12 00:20:00	ES	Futures	2886.45	2888.08	2886.17	2888.08	354.0
2018-12-12 00:25:00	ES	Futures	2887.81	2889.44	2887.81	2889.17	583.0
2018-12-12 00:30:00	ES	Futures	2888.89	2889.17	2887.26	2887.53	277.0
2018-12-12 00:35:00	ES	Futures	2887.53	2888.35	2887.53	2887.81	365.0
2018-12-12 00:40:00	ES	Futures	2887.81	2888.89	2887.53	2888.62	315.0
2018-12-12 00:45:00	ES	Futures	2888.62	2892.97	2888.35	2891.61	1727.0
2018-12-12 00:50:00	ES	Futures	2891.89	2891.89	2891.07	2891.61	780.0
2018-12-12 00:55:00	ES	Futures	2891.61	2892.43	2891.34	2892.16	592.0
2018-12-12 01:00:00	ES	Futures	2892.16	2892.43	2891.61	2891.61	470.0
2018-12-12 01:05:00	ES	Futures	2891.61	2892.7	2891.61	2892.7	505.0
2018-12-12 01:10:00	ES	Futures	2892.97	2892.97	2891.89	2892.43	477.0
2018-12-12 01:15:00	ES	Futures	2892.7	2894.88	2892.7	2894.33	1119.0
2018-12-12 01:20:00	ES	Futures	2894.33	2894.61	2893.79	2894.06	368.0
2018-12-12 01:25:00	ES	Futures	2894.33	2895.15	2893.52	2893.52	690.0
2018-12-12 01:30:00	ES	Futures	2893.79	2894.61	2893.25	2893.52	473.0
2018-12-12 01:35:00	ES	Futures	2893.25	2893.79	2891.34	2891.61	534.0
2018-12-12 01:40:00	ES	Futures	2891.34	2891.89	2891.07	2891.34	448.0
2018-12-12 01:45:00	ES	Futures	2891.34	2891.34	2888.35	2888.62	896.0
2018-12-12 01:50:00	ES	Futures	2888.89	2889.44	2887.81	2888.62	879.0
2018-12-12 01:55:00	ES	Futures	2888.35	2889.98	2888.35	2889.44	580.0
2018-12-12 02:00:00	ES	Futures	2889.44	2890.25	2886.72	2886.72	1295.0
2018-12-12 02:05:00	ES	Futures	2886.72	2888.35	2886.72	2887.26	861.0
2018-12-12 02:10:00	ES	Futures	2887.26	2888.35	2887.26	2888.08	644.0
2018-12-12 02:15:00	ES	Futures	2888.08	2888.89	2884.81	2885.36	1112.0
2018-12-12 02:20:00	ES	Futures	2885.63	2886.72	2884.54	2885.09	1250.0
2018-12-12 02:25:00	ES	Futures	2884.81	2884.81	2883.73	2884.27	1481.0
2018-12-12 02:30:00	ES	Futures	2884.27	2885.09	2882.64	2884.54	1789.0
2018-12-12 02:35:00	ES	Futures	2884.81	2884.81	2882.37	2882.64	1485.0
2018-12-12 02:40:00	ES	Futures	2882.91	2884.0	2879.92	2880.19	2783.0
2018-12-12 02:45:00	ES	Futures	2880.19	2882.64	2879.37	2881.55	2020.0
2018-12-12 02:50:00	ES	Futures	2881.55	2884.54	2881.28	2881.82	2607.0
2018-12-12 02:55:00	ES	Futures	2881.82	2882.09	2879.1	2879.65	1921.0
2018-12-12 03:00:00	ES	Futures	2879.92	2881.82	2878.83	2881.55	3761.0
2018-12-12 03:05:00	ES	Futures	2881.55	2881.55	2878.01	2878.29	2722.0
2018-12-12 03:10:00	ES	Futures	2878.29	2881.01	2878.29	2880.73	2446.0
2018-12-12 03:15:00	ES	Futures	2880.73	2883.45	2880.73	2883.45	2622.0
2018-12-12 03:20:00	ES	Futures	2883.45	2886.17	2883.18	2885.36	2859.0
2018-12-12 03:25:00	ES	Futures	2885.36	2887.53	2884.54	2885.9	3146.0
2018-12-12 03:30:00	ES	Futures	2885.9	2886.72	2884.27	2886.17	2270.0
2018-12-12 03:35:00	ES	Futures	2886.17	2886.17	2883.45	2883.73	1782.0
2018-12-12 03:40:00	ES	Futures	2883.73	2887.53	2883.18	2887.26	1629.0
2018-12-12 03:45:00	ES	Futures	2887.26	2889.17	2886.99	2888.35	2629.0
2018-12-12 03:50:00	ES	Futures	2888.62	2889.71	2887.81	2888.35	1794.0
2018-12-12 03:55:00	ES	Futures	2888.35	2888.62	2885.63	2885.9	1483.0
2018-12-12 04:00:00	ES	Futures	2886.17	2888.08	2885.36	2888.08	1878.0
2018-12-12 04:05:00	ES	Futures	2888.08	2891.61	2887.81	2890.8	2458.0

> showing 50 of 14,571 rows — these rows as CSV

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