PREVIEW / futures_5min / 2018-12-13

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-13.parquet
  size:    246 KB
  rows:    15,289

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
2018-12-13 00:00:00	ES	Futures	2898.14	2898.68	2897.87	2898.41	142.0
2018-12-13 00:05:00	ES	Futures	2898.14	2898.41	2897.6	2898.14	247.0
2018-12-13 00:10:00	ES	Futures	2898.14	2898.14	2896.78	2897.05	466.0
2018-12-13 00:15:00	ES	Futures	2896.78	2896.78	2894.88	2895.15	849.0
2018-12-13 00:20:00	ES	Futures	2895.15	2895.97	2895.15	2895.42	402.0
2018-12-13 00:25:00	ES	Futures	2895.69	2895.97	2894.61	2894.88	467.0
2018-12-13 00:30:00	ES	Futures	2894.61	2895.42	2894.61	2895.42	431.0
2018-12-13 00:35:00	ES	Futures	2895.42	2895.42	2893.52	2893.52	448.0
2018-12-13 00:40:00	ES	Futures	2893.52	2894.33	2892.97	2892.97	585.0
2018-12-13 00:45:00	ES	Futures	2893.25	2893.52	2892.7	2892.97	463.0
2018-12-13 00:50:00	ES	Futures	2893.25	2894.61	2893.25	2894.33	335.0
2018-12-13 00:55:00	ES	Futures	2894.06	2894.33	2893.79	2894.06	297.0
2018-12-13 01:00:00	ES	Futures	2893.79	2895.15	2893.79	2894.88	156.0
2018-12-13 01:05:00	ES	Futures	2894.88	2897.05	2894.88	2896.51	403.0
2018-12-13 01:10:00	ES	Futures	2896.51	2897.87	2896.51	2897.6	435.0
2018-12-13 01:15:00	ES	Futures	2897.6	2897.6	2896.51	2897.32	257.0
2018-12-13 01:20:00	ES	Futures	2897.32	2898.96	2897.05	2898.68	443.0
2018-12-13 01:25:00	ES	Futures	2898.41	2899.23	2897.87	2897.87	556.0
2018-12-13 01:30:00	ES	Futures	2897.87	2899.23	2897.87	2898.41	288.0
2018-12-13 01:35:00	ES	Futures	2898.41	2899.23	2898.14	2898.14	188.0
2018-12-13 01:40:00	ES	Futures	2898.41	2899.77	2897.87	2899.23	644.0
2018-12-13 01:45:00	ES	Futures	2899.5	2901.13	2898.96	2900.32	1055.0
2018-12-13 01:50:00	ES	Futures	2900.59	2900.86	2899.5	2899.5	386.0
2018-12-13 01:55:00	ES	Futures	2899.5	2899.77	2898.96	2899.23	317.0
2018-12-13 02:00:00	ES	Futures	2899.23	2899.77	2896.51	2897.32	1315.0
2018-12-13 02:05:00	ES	Futures	2897.32	2900.32	2897.32	2899.77	973.0
2018-12-13 02:10:00	ES	Futures	2899.5	2899.5	2898.41	2898.96	565.0
2018-12-13 02:15:00	ES	Futures	2898.96	2899.5	2898.68	2899.23	443.0
2018-12-13 02:20:00	ES	Futures	2899.23	2900.04	2898.68	2900.04	471.0
2018-12-13 02:25:00	ES	Futures	2900.04	2901.13	2899.77	2900.59	1096.0
2018-12-13 02:30:00	ES	Futures	2900.86	2901.4	2900.32	2901.13	550.0
2018-12-13 02:35:00	ES	Futures	2901.4	2901.4	2898.41	2899.23	1098.0
2018-12-13 02:40:00	ES	Futures	2899.23	2899.5	2898.41	2899.5	601.0
2018-12-13 02:45:00	ES	Futures	2899.77	2901.13	2899.77	2900.59	645.0
2018-12-13 02:50:00	ES	Futures	2900.59	2902.49	2900.32	2901.4	1143.0
2018-12-13 02:55:00	ES	Futures	2901.68	2903.04	2900.59	2903.04	2353.0
2018-12-13 03:00:00	ES	Futures	2902.76	2905.76	2901.4	2905.48	3961.0
2018-12-13 03:05:00	ES	Futures	2905.48	2905.76	2903.58	2904.94	2414.0
2018-12-13 03:10:00	ES	Futures	2905.21	2905.21	2902.49	2903.85	1897.0
2018-12-13 03:15:00	ES	Futures	2903.85	2903.85	2899.77	2900.59	2601.0
2018-12-13 03:20:00	ES	Futures	2900.59	2901.68	2900.04	2901.4	1577.0
2018-12-13 03:25:00	ES	Futures	2901.13	2901.13	2896.78	2897.05	2748.0
2018-12-13 03:30:00	ES	Futures	2897.05	2897.05	2893.79	2894.61	3910.0
2018-12-13 03:35:00	ES	Futures	2894.61	2894.88	2892.7	2893.25	2213.0
2018-12-13 03:40:00	ES	Futures	2893.25	2893.52	2891.07	2892.16	1852.0
2018-12-13 03:45:00	ES	Futures	2892.16	2893.52	2891.34	2893.25	1025.0
2018-12-13 03:50:00	ES	Futures	2893.25	2895.15	2892.7	2893.52	1699.0
2018-12-13 03:55:00	ES	Futures	2893.52	2893.52	2891.61	2891.89	1214.0
2018-12-13 04:00:00	ES	Futures	2891.61	2894.61	2891.61	2894.06	1550.0
2018-12-13 04:05:00	ES	Futures	2894.06	2894.06	2892.43	2892.7	952.0

> showing 50 of 15,289 rows — these rows as CSV

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