PREVIEW / futures_5min / 2018-12-17

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-17.parquet
  size:    267 KB
  rows:    16,210

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
2018-12-17 00:00:00	ES	Futures	2840.5	2840.77	2839.15	2839.42	372.0
2018-12-17 00:05:00	ES	Futures	2839.69	2839.69	2839.15	2839.42	252.0
2018-12-17 00:10:00	ES	Futures	2839.42	2840.5	2838.87	2840.23	205.0
2018-12-17 00:15:00	ES	Futures	2840.23	2840.5	2839.69	2839.96	128.0
2018-12-17 00:20:00	ES	Futures	2839.69	2841.32	2839.42	2841.05	431.0
2018-12-17 00:25:00	ES	Futures	2841.05	2841.32	2839.69	2840.5	402.0
2018-12-17 00:30:00	ES	Futures	2840.23	2841.05	2840.23	2841.05	252.0
2018-12-17 00:35:00	ES	Futures	2840.77	2841.59	2840.77	2841.05	265.0
2018-12-17 00:40:00	ES	Futures	2841.05	2841.05	2840.23	2840.5	170.0
2018-12-17 00:45:00	ES	Futures	2840.5	2840.5	2839.69	2840.23	238.0
2018-12-17 00:50:00	ES	Futures	2840.5	2840.77	2839.69	2839.69	517.0
2018-12-17 00:55:00	ES	Futures	2839.69	2840.23	2839.42	2839.96	206.0
2018-12-17 01:00:00	ES	Futures	2839.69	2840.23	2839.42	2839.96	155.0
2018-12-17 01:05:00	ES	Futures	2840.23	2840.77	2839.96	2840.23	232.0
2018-12-17 01:10:00	ES	Futures	2839.96	2840.23	2838.87	2839.42	384.0
2018-12-17 01:15:00	ES	Futures	2839.42	2839.42	2838.6	2839.15	170.0
2018-12-17 01:20:00	ES	Futures	2838.87	2839.15	2838.33	2839.15	201.0
2018-12-17 01:25:00	ES	Futures	2838.87	2840.77	2838.6	2840.77	527.0
2018-12-17 01:30:00	ES	Futures	2840.5	2840.5	2839.69	2839.96	361.0
2018-12-17 01:35:00	ES	Futures	2839.96	2840.23	2839.15	2839.69	278.0
2018-12-17 01:40:00	ES	Futures	2839.69	2840.5	2839.42	2840.5	128.0
2018-12-17 01:45:00	ES	Futures	2840.5	2840.5	2839.96	2839.96	178.0
2018-12-17 01:50:00	ES	Futures	2839.69	2839.96	2839.15	2839.69	257.0
2018-12-17 01:55:00	ES	Futures	2839.96	2839.96	2838.87	2839.15	127.0
2018-12-17 02:00:00	ES	Futures	2839.42	2841.05	2838.87	2840.23	507.0
2018-12-17 02:05:00	ES	Futures	2840.23	2841.32	2839.96	2840.77	554.0
2018-12-17 02:10:00	ES	Futures	2840.77	2841.59	2840.5	2840.77	398.0
2018-12-17 02:15:00	ES	Futures	2840.5	2840.5	2837.24	2837.24	1123.0
2018-12-17 02:20:00	ES	Futures	2836.97	2837.52	2836.43	2836.7	682.0
2018-12-17 02:25:00	ES	Futures	2836.7	2837.52	2836.43	2836.97	317.0
2018-12-17 02:30:00	ES	Futures	2836.7	2837.24	2835.89	2836.16	432.0
2018-12-17 02:35:00	ES	Futures	2836.16	2836.97	2835.61	2836.97	521.0
2018-12-17 02:40:00	ES	Futures	2836.97	2837.24	2833.17	2833.98	1838.0
2018-12-17 02:45:00	ES	Futures	2833.71	2834.8	2833.44	2834.26	683.0
2018-12-17 02:50:00	ES	Futures	2834.26	2834.53	2832.08	2832.63	913.0
2018-12-17 02:55:00	ES	Futures	2832.63	2833.17	2832.36	2832.36	427.0
2018-12-17 03:00:00	ES	Futures	2832.08	2832.63	2831.27	2832.08	1509.0
2018-12-17 03:05:00	ES	Futures	2831.81	2832.08	2830.45	2831.27	1264.0
2018-12-17 03:10:00	ES	Futures	2831.27	2831.54	2829.1	2829.64	1333.0
2018-12-17 03:15:00	ES	Futures	2829.64	2829.64	2826.65	2827.47	2325.0
2018-12-17 03:20:00	ES	Futures	2827.47	2832.9	2826.65	2829.37	3126.0
2018-12-17 03:25:00	ES	Futures	2829.1	2830.18	2828.28	2830.18	975.0
2018-12-17 03:30:00	ES	Futures	2829.91	2832.9	2829.91	2832.08	1313.0
2018-12-17 03:35:00	ES	Futures	2832.08	2832.9	2831.54	2832.63	755.0
2018-12-17 03:40:00	ES	Futures	2832.63	2833.17	2831.54	2832.36	513.0
2018-12-17 03:45:00	ES	Futures	2832.08	2832.36	2831.0	2831.0	571.0
2018-12-17 03:50:00	ES	Futures	2831.0	2831.27	2828.01	2829.1	1016.0
2018-12-17 03:55:00	ES	Futures	2829.1	2834.8	2828.82	2833.98	1673.0
2018-12-17 04:00:00	ES	Futures	2833.71	2834.26	2832.08	2833.44	1081.0
2018-12-17 04:05:00	ES	Futures	2833.44	2833.98	2832.36	2833.17	603.0

> showing 50 of 16,210 rows — these rows as CSV

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