PREVIEW / futures_5min / 2018-12-16

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-16.parquet
  size:    48 KB
  rows:    2,899

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
2018-12-16 18:00:00	ES	Futures	2819.59	2827.74	2819.59	2826.65	1922.0
2018-12-16 18:05:00	ES	Futures	2826.92	2828.28	2825.84	2827.74	689.0
2018-12-16 18:10:00	ES	Futures	2827.74	2829.37	2827.74	2829.1	502.0
2018-12-16 18:15:00	ES	Futures	2829.1	2829.91	2828.55	2828.55	580.0
2018-12-16 18:20:00	ES	Futures	2828.82	2829.37	2827.74	2829.1	429.0
2018-12-16 18:25:00	ES	Futures	2829.1	2829.1	2826.38	2827.47	419.0
2018-12-16 18:30:00	ES	Futures	2827.47	2829.1	2826.92	2828.82	369.0
2018-12-16 18:35:00	ES	Futures	2828.82	2829.64	2827.74	2827.74	216.0
2018-12-16 18:40:00	ES	Futures	2827.47	2830.73	2827.47	2830.45	662.0
2018-12-16 18:45:00	ES	Futures	2830.45	2832.08	2830.18	2831.54	423.0
2018-12-16 18:50:00	ES	Futures	2831.54	2834.26	2831.54	2833.98	435.0
2018-12-16 18:55:00	ES	Futures	2833.71	2833.98	2832.63	2833.71	310.0
2018-12-16 19:00:00	ES	Futures	2833.71	2834.53	2832.63	2833.44	629.0
2018-12-16 19:05:00	ES	Futures	2833.71	2833.71	2830.73	2831.81	690.0
2018-12-16 19:10:00	ES	Futures	2831.81	2833.17	2831.27	2832.63	330.0
2018-12-16 19:15:00	ES	Futures	2832.63	2832.63	2831.81	2832.63	240.0
2018-12-16 19:20:00	ES	Futures	2832.63	2833.98	2832.08	2832.08	563.0
2018-12-16 19:25:00	ES	Futures	2832.08	2835.34	2831.0	2835.34	639.0
2018-12-16 19:30:00	ES	Futures	2835.61	2836.97	2835.34	2836.43	563.0
2018-12-16 19:35:00	ES	Futures	2836.43	2836.43	2834.53	2834.53	514.0
2018-12-16 19:40:00	ES	Futures	2834.53	2836.16	2833.17	2834.53	992.0
2018-12-16 19:45:00	ES	Futures	2834.8	2835.34	2834.53	2834.8	290.0
2018-12-16 19:50:00	ES	Futures	2834.53	2835.61	2834.53	2834.8	277.0
2018-12-16 19:55:00	ES	Futures	2834.8	2835.34	2833.71	2833.98	469.0
2018-12-16 20:00:00	ES	Futures	2833.98	2834.8	2833.98	2834.53	352.0
2018-12-16 20:05:00	ES	Futures	2834.53	2835.61	2833.98	2835.61	429.0
2018-12-16 20:10:00	ES	Futures	2835.61	2835.61	2835.07	2835.61	137.0
2018-12-16 20:15:00	ES	Futures	2835.34	2837.24	2835.34	2835.89	578.0
2018-12-16 20:20:00	ES	Futures	2835.89	2836.43	2835.34	2835.34	252.0
2018-12-16 20:25:00	ES	Futures	2835.61	2836.7	2835.34	2835.89	277.0
2018-12-16 20:30:00	ES	Futures	2835.89	2836.43	2834.53	2835.34	504.0
2018-12-16 20:35:00	ES	Futures	2835.61	2836.97	2834.8	2836.43	775.0
2018-12-16 20:40:00	ES	Futures	2836.43	2839.42	2836.16	2839.42	1182.0
2018-12-16 20:45:00	ES	Futures	2839.15	2842.13	2838.87	2839.69	1948.0
2018-12-16 20:50:00	ES	Futures	2839.69	2839.69	2838.87	2839.15	776.0
2018-12-16 20:55:00	ES	Futures	2839.15	2839.69	2837.79	2838.6	773.0
2018-12-16 21:00:00	ES	Futures	2838.33	2838.33	2836.43	2836.7	770.0
2018-12-16 21:05:00	ES	Futures	2836.7	2838.33	2836.43	2837.79	1035.0
2018-12-16 21:10:00	ES	Futures	2837.52	2838.87	2836.43	2838.6	694.0
2018-12-16 21:15:00	ES	Futures	2838.6	2840.5	2838.33	2838.87	914.0
2018-12-16 21:20:00	ES	Futures	2838.6	2841.05	2838.6	2840.77	750.0
2018-12-16 21:25:00	ES	Futures	2840.77	2841.05	2839.15	2839.69	1247.0
2018-12-16 21:30:00	ES	Futures	2839.69	2840.5	2839.15	2839.69	299.0
2018-12-16 21:35:00	ES	Futures	2839.69	2842.13	2839.69	2841.59	785.0
2018-12-16 21:40:00	ES	Futures	2841.59	2841.59	2840.23	2840.77	356.0
2018-12-16 21:45:00	ES	Futures	2840.77	2841.86	2840.5	2841.59	262.0
2018-12-16 21:50:00	ES	Futures	2841.32	2842.68	2840.23	2841.32	823.0
2018-12-16 21:55:00	ES	Futures	2841.59	2841.86	2840.77	2841.86	228.0
2018-12-16 22:00:00	ES	Futures	2841.59	2842.13	2840.5	2840.77	399.0
2018-12-16 22:05:00	ES	Futures	2840.5	2841.05	2839.96	2839.96	459.0

> showing 50 of 2,899 rows — these rows as CSV

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