PREVIEW / futures_5min / 2018-12-19

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-19.parquet
  size:    285 KB
  rows:    16,839

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
2018-12-19 00:00:00	ES	Futures	2774.78	2775.05	2773.69	2774.78	422.0
2018-12-19 00:05:00	ES	Futures	2774.78	2775.59	2774.78	2775.32	531.0
2018-12-19 00:10:00	ES	Futures	2775.32	2775.59	2774.24	2774.51	578.0
2018-12-19 00:15:00	ES	Futures	2774.51	2774.51	2773.42	2773.69	608.0
2018-12-19 00:20:00	ES	Futures	2773.42	2775.05	2772.88	2774.24	541.0
2018-12-19 00:25:00	ES	Futures	2774.24	2775.32	2773.69	2773.96	627.0
2018-12-19 00:30:00	ES	Futures	2773.69	2775.59	2773.42	2775.32	402.0
2018-12-19 00:35:00	ES	Futures	2775.32	2775.59	2773.69	2774.78	461.0
2018-12-19 00:40:00	ES	Futures	2774.78	2774.78	2773.42	2773.69	425.0
2018-12-19 00:45:00	ES	Futures	2773.69	2773.69	2772.34	2772.88	701.0
2018-12-19 00:50:00	ES	Futures	2772.88	2774.51	2772.88	2774.24	454.0
2018-12-19 00:55:00	ES	Futures	2773.96	2774.78	2773.69	2773.96	380.0
2018-12-19 01:00:00	ES	Futures	2773.96	2773.96	2772.34	2772.34	306.0
2018-12-19 01:05:00	ES	Futures	2772.61	2772.88	2771.79	2772.61	426.0
2018-12-19 01:10:00	ES	Futures	2772.61	2773.69	2772.61	2772.88	303.0
2018-12-19 01:15:00	ES	Futures	2772.88	2773.69	2772.61	2773.42	258.0
2018-12-19 01:20:00	ES	Futures	2773.15	2774.24	2772.88	2773.96	257.0
2018-12-19 01:25:00	ES	Futures	2774.24	2774.51	2773.96	2773.96	341.0
2018-12-19 01:30:00	ES	Futures	2774.24	2775.05	2773.96	2774.51	359.0
2018-12-19 01:35:00	ES	Futures	2774.51	2774.51	2773.15	2773.42	156.0
2018-12-19 01:40:00	ES	Futures	2773.15	2773.15	2771.52	2772.34	506.0
2018-12-19 01:45:00	ES	Futures	2772.06	2772.61	2771.52	2772.34	257.0
2018-12-19 01:50:00	ES	Futures	2772.34	2773.15	2772.34	2772.88	165.0
2018-12-19 01:55:00	ES	Futures	2773.15	2773.15	2772.06	2772.06	296.0
2018-12-19 02:00:00	ES	Futures	2772.06	2774.24	2772.06	2773.69	975.0
2018-12-19 02:05:00	ES	Futures	2773.96	2775.32	2773.69	2775.05	855.0
2018-12-19 02:10:00	ES	Futures	2775.05	2775.05	2773.69	2773.96	489.0
2018-12-19 02:15:00	ES	Futures	2773.96	2773.96	2772.88	2773.15	405.0
2018-12-19 02:20:00	ES	Futures	2773.15	2773.15	2772.34	2772.61	347.0
2018-12-19 02:25:00	ES	Futures	2772.61	2773.42	2772.34	2773.42	455.0
2018-12-19 02:30:00	ES	Futures	2773.15	2776.95	2773.15	2775.32	1979.0
2018-12-19 02:35:00	ES	Futures	2775.32	2776.14	2774.24	2774.51	691.0
2018-12-19 02:40:00	ES	Futures	2774.51	2775.59	2773.96	2775.59	400.0
2018-12-19 02:45:00	ES	Futures	2775.59	2775.87	2773.96	2774.51	738.0
2018-12-19 02:50:00	ES	Futures	2774.24	2774.24	2772.06	2772.61	880.0
2018-12-19 02:55:00	ES	Futures	2772.88	2773.42	2771.79	2772.88	646.0
2018-12-19 03:00:00	ES	Futures	2772.61	2775.59	2772.61	2773.42	1802.0
2018-12-19 03:05:00	ES	Futures	2773.15	2776.14	2771.52	2776.14	3041.0
2018-12-19 03:10:00	ES	Futures	2775.87	2776.95	2774.78	2774.78	2378.0
2018-12-19 03:15:00	ES	Futures	2775.05	2775.59	2773.69	2774.24	1403.0
2018-12-19 03:20:00	ES	Futures	2774.51	2776.41	2772.88	2776.14	2649.0
2018-12-19 03:25:00	ES	Futures	2776.14	2776.95	2773.96	2776.68	2286.0
2018-12-19 03:30:00	ES	Futures	2776.68	2776.68	2774.78	2775.05	719.0
2018-12-19 03:35:00	ES	Futures	2775.05	2775.32	2773.42	2773.42	1201.0
2018-12-19 03:40:00	ES	Futures	2773.15	2774.78	2772.06	2772.06	2822.0
2018-12-19 03:45:00	ES	Futures	2772.06	2772.88	2770.71	2770.98	1197.0
2018-12-19 03:50:00	ES	Futures	2770.98	2772.61	2770.71	2772.61	1261.0
2018-12-19 03:55:00	ES	Futures	2772.61	2774.24	2772.34	2773.69	1746.0
2018-12-19 04:00:00	ES	Futures	2773.42	2774.78	2773.42	2774.78	1336.0
2018-12-19 04:05:00	ES	Futures	2774.51	2774.78	2773.42	2773.96	750.0

> showing 50 of 16,839 rows — these rows as CSV

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