PREVIEW / futures_5min / 2018-12-20

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-20.parquet
  size:    301 KB
  rows:    17,165

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
2018-12-20 00:00:00	ES	Futures	2695.21	2696.56	2693.03	2694.12	2271.0
2018-12-20 00:05:00	ES	Futures	2694.12	2700.91	2693.3	2699.82	3060.0
2018-12-20 00:10:00	ES	Futures	2699.82	2700.64	2695.75	2696.83	2593.0
2018-12-20 00:15:00	ES	Futures	2697.11	2699.55	2696.83	2699.01	1200.0
2018-12-20 00:20:00	ES	Futures	2698.74	2700.64	2697.92	2700.64	1508.0
2018-12-20 00:25:00	ES	Futures	2700.64	2700.64	2696.02	2696.83	1256.0
2018-12-20 00:30:00	ES	Futures	2696.83	2700.37	2696.56	2700.09	1488.0
2018-12-20 00:35:00	ES	Futures	2700.09	2701.72	2699.01	2701.72	1141.0
2018-12-20 00:40:00	ES	Futures	2701.72	2702.54	2700.64	2701.45	1457.0
2018-12-20 00:45:00	ES	Futures	2701.18	2701.72	2700.37	2701.72	633.0
2018-12-20 00:50:00	ES	Futures	2701.72	2703.9	2701.45	2703.62	1567.0
2018-12-20 00:55:00	ES	Futures	2703.62	2704.44	2701.72	2702.81	1774.0
2018-12-20 01:00:00	ES	Futures	2702.81	2703.62	2700.91	2701.45	1040.0
2018-12-20 01:05:00	ES	Futures	2701.45	2703.35	2701.45	2702.81	1369.0
2018-12-20 01:10:00	ES	Futures	2702.81	2703.08	2697.65	2697.65	2118.0
2018-12-20 01:15:00	ES	Futures	2697.92	2701.18	2697.65	2701.18	827.0
2018-12-20 01:20:00	ES	Futures	2701.18	2701.18	2699.55	2700.09	478.0
2018-12-20 01:25:00	ES	Futures	2700.09	2701.45	2700.09	2701.18	488.0
2018-12-20 01:30:00	ES	Futures	2701.18	2702.27	2701.18	2701.72	609.0
2018-12-20 01:35:00	ES	Futures	2701.72	2702.54	2701.45	2702.54	511.0
2018-12-20 01:40:00	ES	Futures	2702.27	2702.81	2700.91	2702.81	509.0
2018-12-20 01:45:00	ES	Futures	2702.81	2704.17	2702.81	2704.17	1073.0
2018-12-20 01:50:00	ES	Futures	2704.17	2704.44	2703.35	2704.17	1344.0
2018-12-20 01:55:00	ES	Futures	2703.9	2704.44	2703.62	2704.44	597.0
2018-12-20 02:00:00	ES	Futures	2704.44	2707.7	2703.9	2707.15	3087.0
2018-12-20 02:05:00	ES	Futures	2707.15	2707.7	2701.45	2703.35	2713.0
2018-12-20 02:10:00	ES	Futures	2703.35	2707.15	2703.35	2706.34	1512.0
2018-12-20 02:15:00	ES	Futures	2706.34	2707.7	2704.98	2707.43	1309.0
2018-12-20 02:20:00	ES	Futures	2707.7	2708.78	2705.53	2707.97	1859.0
2018-12-20 02:25:00	ES	Futures	2707.97	2708.78	2706.88	2707.15	1310.0
2018-12-20 02:30:00	ES	Futures	2707.15	2709.06	2706.88	2708.78	1168.0
2018-12-20 02:35:00	ES	Futures	2709.06	2710.41	2708.51	2709.6	2018.0
2018-12-20 02:40:00	ES	Futures	2709.33	2711.77	2709.33	2711.5	2402.0
2018-12-20 02:45:00	ES	Futures	2711.5	2712.59	2709.87	2710.41	2348.0
2018-12-20 02:50:00	ES	Futures	2710.14	2710.41	2706.07	2706.61	2300.0
2018-12-20 02:55:00	ES	Futures	2706.34	2707.97	2705.8	2706.61	1661.0
2018-12-20 03:00:00	ES	Futures	2706.88	2706.88	2700.37	2702.27	5689.0
2018-12-20 03:05:00	ES	Futures	2702.27	2709.33	2701.99	2709.06	4589.0
2018-12-20 03:10:00	ES	Futures	2709.33	2709.33	2704.44	2704.44	5020.0
2018-12-20 03:15:00	ES	Futures	2704.44	2708.24	2703.9	2708.24	2955.0
2018-12-20 03:20:00	ES	Futures	2707.97	2707.97	2705.25	2706.34	2517.0
2018-12-20 03:25:00	ES	Futures	2706.61	2706.61	2701.18	2702.81	3980.0
2018-12-20 03:30:00	ES	Futures	2703.08	2706.61	2701.99	2706.07	3879.0
2018-12-20 03:35:00	ES	Futures	2706.07	2706.61	2703.08	2704.17	2886.0
2018-12-20 03:40:00	ES	Futures	2704.44	2707.43	2704.44	2707.15	2275.0
2018-12-20 03:45:00	ES	Futures	2707.15	2708.78	2705.53	2708.24	2417.0
2018-12-20 03:50:00	ES	Futures	2708.51	2709.33	2707.7	2708.24	2510.0
2018-12-20 03:55:00	ES	Futures	2708.24	2708.24	2705.53	2707.7	3549.0
2018-12-20 04:00:00	ES	Futures	2707.43	2708.51	2704.44	2706.61	2804.0
2018-12-20 04:05:00	ES	Futures	2706.61	2708.24	2705.53	2706.88	2136.0

> showing 50 of 17,165 rows — these rows as CSV

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