PREVIEW / futures_5min / 2018-12-21

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-21.parquet
  size:    251 KB
  rows:    14,014

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
2018-12-21 00:00:00	ES	Futures	2691.95	2693.03	2691.67	2692.76	502.0
2018-12-21 00:05:00	ES	Futures	2693.03	2694.93	2692.49	2693.3	856.0
2018-12-21 00:10:00	ES	Futures	2693.3	2697.11	2693.3	2695.21	1105.0
2018-12-21 00:15:00	ES	Futures	2695.21	2695.48	2694.12	2694.39	380.0
2018-12-21 00:20:00	ES	Futures	2694.12	2694.66	2693.03	2693.03	471.0
2018-12-21 00:25:00	ES	Futures	2693.3	2695.48	2692.76	2694.12	577.0
2018-12-21 00:30:00	ES	Futures	2694.12	2696.02	2693.85	2695.75	433.0
2018-12-21 00:35:00	ES	Futures	2695.48	2696.83	2695.48	2696.29	343.0
2018-12-21 00:40:00	ES	Futures	2696.29	2696.83	2695.48	2696.02	361.0
2018-12-21 00:45:00	ES	Futures	2696.02	2696.83	2695.21	2696.29	455.0
2018-12-21 00:50:00	ES	Futures	2696.56	2699.01	2696.02	2698.74	931.0
2018-12-21 00:55:00	ES	Futures	2698.46	2700.91	2698.19	2700.64	1318.0
2018-12-21 01:00:00	ES	Futures	2700.64	2700.91	2697.38	2697.92	1286.0
2018-12-21 01:05:00	ES	Futures	2697.65	2699.28	2697.38	2698.46	701.0
2018-12-21 01:10:00	ES	Futures	2698.19	2698.46	2694.66	2695.21	955.0
2018-12-21 01:15:00	ES	Futures	2694.93	2695.21	2693.58	2694.39	416.0
2018-12-21 01:20:00	ES	Futures	2694.39	2695.48	2693.58	2695.48	481.0
2018-12-21 01:25:00	ES	Futures	2695.48	2696.02	2694.12	2695.21	419.0
2018-12-21 01:30:00	ES	Futures	2695.21	2696.02	2695.21	2695.75	266.0
2018-12-21 01:35:00	ES	Futures	2695.48	2696.56	2694.12	2696.56	582.0
2018-12-21 01:40:00	ES	Futures	2696.83	2698.19	2696.56	2698.19	597.0
2018-12-21 01:45:00	ES	Futures	2698.19	2699.28	2698.19	2699.01	531.0
2018-12-21 01:50:00	ES	Futures	2699.28	2700.64	2699.01	2700.37	791.0
2018-12-21 01:55:00	ES	Futures	2700.64	2703.35	2700.37	2702.54	2016.0
2018-12-21 02:00:00	ES	Futures	2702.54	2704.44	2700.91	2702.81	1852.0
2018-12-21 02:05:00	ES	Futures	2702.81	2703.08	2700.37	2701.18	1608.0
2018-12-21 02:10:00	ES	Futures	2701.18	2701.18	2699.55	2700.91	1250.0
2018-12-21 02:15:00	ES	Futures	2700.64	2700.91	2698.74	2699.55	1991.0
2018-12-21 02:20:00	ES	Futures	2699.82	2701.45	2697.92	2699.55	2651.0
2018-12-21 02:25:00	ES	Futures	2699.55	2700.64	2699.55	2700.09	846.0
2018-12-21 02:30:00	ES	Futures	2700.09	2700.91	2697.92	2699.01	1367.0
2018-12-21 02:35:00	ES	Futures	2699.28	2700.37	2697.92	2699.82	973.0
2018-12-21 02:40:00	ES	Futures	2699.82	2700.37	2699.01	2700.09	610.0
2018-12-21 02:45:00	ES	Futures	2700.09	2701.18	2699.82	2700.64	1289.0
2018-12-21 02:50:00	ES	Futures	2700.64	2700.64	2699.28	2700.09	1110.0
2018-12-21 02:55:00	ES	Futures	2700.09	2700.64	2697.92	2697.92	1246.0
2018-12-21 03:00:00	ES	Futures	2697.92	2699.28	2695.48	2696.02	3191.0
2018-12-21 03:05:00	ES	Futures	2696.02	2696.56	2694.12	2696.29	1945.0
2018-12-21 03:10:00	ES	Futures	2696.02	2696.83	2694.66	2695.21	1517.0
2018-12-21 03:15:00	ES	Futures	2694.93	2694.93	2691.95	2693.58	2592.0
2018-12-21 03:20:00	ES	Futures	2693.58	2695.75	2693.03	2693.3	1953.0
2018-12-21 03:25:00	ES	Futures	2693.3	2693.3	2687.06	2689.77	6653.0
2018-12-21 03:30:00	ES	Futures	2689.77	2691.13	2688.69	2690.32	1540.0
2018-12-21 03:35:00	ES	Futures	2690.59	2691.4	2688.96	2689.5	1776.0
2018-12-21 03:40:00	ES	Futures	2689.23	2691.4	2687.87	2688.69	5014.0
2018-12-21 03:45:00	ES	Futures	2688.42	2689.23	2684.07	2686.51	3807.0
2018-12-21 03:50:00	ES	Futures	2686.51	2686.79	2682.44	2682.98	4104.0
2018-12-21 03:55:00	ES	Futures	2682.98	2684.89	2682.44	2682.44	2126.0
2018-12-21 04:00:00	ES	Futures	2682.71	2684.07	2680.27	2682.17	4383.0
2018-12-21 04:05:00	ES	Futures	2682.17	2685.43	2682.17	2684.34	2057.0

> showing 50 of 14,014 rows — these rows as CSV

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