PREVIEW / futures_5min / 2018-12-14

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-14.parquet
  size:    217 KB
  rows:    13,004

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
2018-12-14 00:00:00	ES	Futures	2857.34	2857.61	2856.53	2856.8	389.0
2018-12-14 00:05:00	ES	Futures	2857.07	2857.61	2856.25	2856.8	328.0
2018-12-14 00:10:00	ES	Futures	2856.8	2857.07	2855.98	2856.25	228.0
2018-12-14 00:15:00	ES	Futures	2856.53	2858.7	2856.53	2858.16	423.0
2018-12-14 00:20:00	ES	Futures	2857.88	2858.7	2857.61	2857.61	211.0
2018-12-14 00:25:00	ES	Futures	2857.61	2859.24	2857.61	2859.24	125.0
2018-12-14 00:30:00	ES	Futures	2858.97	2859.24	2858.16	2858.43	170.0
2018-12-14 00:35:00	ES	Futures	2858.43	2858.43	2857.61	2857.61	132.0
2018-12-14 00:40:00	ES	Futures	2857.61	2858.43	2855.98	2855.98	490.0
2018-12-14 00:45:00	ES	Futures	2856.25	2856.25	2853.27	2853.27	851.0
2018-12-14 00:50:00	ES	Futures	2853.54	2855.44	2853.27	2854.9	395.0
2018-12-14 00:55:00	ES	Futures	2854.63	2855.17	2853.81	2854.35	348.0
2018-12-14 01:00:00	ES	Futures	2854.35	2854.9	2853.27	2853.54	378.0
2018-12-14 01:05:00	ES	Futures	2853.81	2854.9	2853.0	2854.08	337.0
2018-12-14 01:10:00	ES	Futures	2854.08	2854.63	2853.54	2854.35	224.0
2018-12-14 01:15:00	ES	Futures	2854.35	2856.25	2854.35	2856.25	357.0
2018-12-14 01:20:00	ES	Futures	2855.98	2855.98	2855.44	2855.71	97.0
2018-12-14 01:25:00	ES	Futures	2855.44	2856.25	2855.17	2855.98	154.0
2018-12-14 01:30:00	ES	Futures	2855.98	2856.53	2855.44	2855.71	227.0
2018-12-14 01:35:00	ES	Futures	2855.71	2855.98	2855.17	2855.17	173.0
2018-12-14 01:40:00	ES	Futures	2855.17	2856.25	2854.9	2856.25	174.0
2018-12-14 01:45:00	ES	Futures	2855.98	2856.8	2855.98	2856.25	178.0
2018-12-14 01:50:00	ES	Futures	2856.25	2857.34	2855.98	2857.07	320.0
2018-12-14 01:55:00	ES	Futures	2857.07	2857.61	2855.98	2856.8	276.0
2018-12-14 02:00:00	ES	Futures	2856.8	2859.51	2856.8	2857.34	883.0
2018-12-14 02:05:00	ES	Futures	2857.34	2859.24	2857.07	2858.97	460.0
2018-12-14 02:10:00	ES	Futures	2859.24	2859.24	2858.16	2858.16	198.0
2018-12-14 02:15:00	ES	Futures	2858.43	2859.79	2858.16	2858.7	598.0
2018-12-14 02:20:00	ES	Futures	2858.7	2858.7	2855.17	2855.44	601.0
2018-12-14 02:25:00	ES	Futures	2855.17	2856.25	2854.35	2855.98	1125.0
2018-12-14 02:30:00	ES	Futures	2855.98	2856.25	2855.17	2855.44	294.0
2018-12-14 02:35:00	ES	Futures	2855.44	2857.07	2854.9	2856.25	715.0
2018-12-14 02:40:00	ES	Futures	2856.25	2857.88	2856.25	2857.07	475.0
2018-12-14 02:45:00	ES	Futures	2857.07	2858.7	2856.8	2858.43	448.0
2018-12-14 02:50:00	ES	Futures	2858.43	2858.43	2856.25	2856.25	528.0
2018-12-14 02:55:00	ES	Futures	2856.25	2857.34	2856.25	2856.25	215.0
2018-12-14 03:00:00	ES	Futures	2856.53	2858.7	2854.9	2857.34	1571.0
2018-12-14 03:05:00	ES	Futures	2857.07	2858.7	2855.98	2856.53	1366.0
2018-12-14 03:10:00	ES	Futures	2856.53	2857.61	2855.71	2857.07	879.0
2018-12-14 03:15:00	ES	Futures	2857.07	2857.07	2852.45	2854.35	1507.0
2018-12-14 03:20:00	ES	Futures	2854.35	2854.35	2851.37	2852.18	1790.0
2018-12-14 03:25:00	ES	Futures	2851.91	2853.81	2851.64	2853.54	671.0
2018-12-14 03:30:00	ES	Futures	2853.27	2854.35	2853.0	2853.0	646.0
2018-12-14 03:35:00	ES	Futures	2853.0	2853.27	2848.38	2849.47	2298.0
2018-12-14 03:40:00	ES	Futures	2849.47	2850.01	2845.93	2848.38	2234.0
2018-12-14 03:45:00	ES	Futures	2848.11	2849.19	2847.29	2847.56	1100.0
2018-12-14 03:50:00	ES	Futures	2847.29	2847.56	2845.66	2846.48	1800.0
2018-12-14 03:55:00	ES	Futures	2846.75	2847.02	2845.39	2845.66	1172.0
2018-12-14 04:00:00	ES	Futures	2845.39	2849.19	2844.85	2847.84	2001.0
2018-12-14 04:05:00	ES	Futures	2847.56	2847.84	2846.48	2847.29	712.0

> showing 50 of 13,004 rows — these rows as CSV

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