PREVIEW / futures_5min / 2018-12-23

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-23.parquet
  size:    56 KB
  rows:    2,857

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
2018-12-23 18:00:00	ES	Futures	2615.63	2618.89	2608.3	2617.8	8365.0
2018-12-23 18:05:00	ES	Futures	2617.53	2617.8	2612.1	2612.37	4060.0
2018-12-23 18:10:00	ES	Futures	2612.1	2613.73	2609.38	2613.19	4693.0
2018-12-23 18:15:00	ES	Futures	2613.19	2615.09	2612.37	2614.0	3057.0
2018-12-23 18:20:00	ES	Futures	2614.0	2616.99	2612.92	2616.72	1278.0
2018-12-23 18:25:00	ES	Futures	2616.99	2622.42	2616.72	2621.61	2778.0
2018-12-23 18:30:00	ES	Futures	2621.61	2621.61	2615.9	2620.52	3009.0
2018-12-23 18:35:00	ES	Futures	2620.52	2626.77	2618.89	2625.41	2809.0
2018-12-23 18:40:00	ES	Futures	2625.14	2630.02	2623.24	2629.21	2975.0
2018-12-23 18:45:00	ES	Futures	2628.94	2631.38	2627.04	2627.85	2557.0
2018-12-23 18:50:00	ES	Futures	2628.12	2629.75	2623.51	2624.05	1780.0
2018-12-23 18:55:00	ES	Futures	2624.05	2626.22	2623.78	2625.95	918.0
2018-12-23 19:00:00	ES	Futures	2625.68	2627.04	2623.51	2624.05	1366.0
2018-12-23 19:05:00	ES	Futures	2624.05	2625.14	2622.15	2622.96	935.0
2018-12-23 19:10:00	ES	Futures	2623.24	2623.24	2621.33	2622.69	680.0
2018-12-23 19:15:00	ES	Futures	2622.69	2622.69	2621.33	2621.33	526.0
2018-12-23 19:20:00	ES	Futures	2621.33	2622.15	2620.25	2620.52	770.0
2018-12-23 19:25:00	ES	Futures	2620.25	2621.06	2618.62	2621.06	1398.0
2018-12-23 19:30:00	ES	Futures	2621.06	2622.69	2619.98	2622.15	992.0
2018-12-23 19:35:00	ES	Futures	2622.42	2623.24	2621.33	2622.15	745.0
2018-12-23 19:40:00	ES	Futures	2622.15	2622.15	2616.99	2618.08	1487.0
2018-12-23 19:45:00	ES	Futures	2618.35	2622.15	2617.8	2621.33	1412.0
2018-12-23 19:50:00	ES	Futures	2621.06	2624.05	2620.79	2623.78	1074.0
2018-12-23 19:55:00	ES	Futures	2623.78	2627.31	2623.24	2626.22	1742.0
2018-12-23 20:00:00	ES	Futures	2626.49	2628.94	2624.86	2624.86	1226.0
2018-12-23 20:05:00	ES	Futures	2624.86	2626.49	2624.32	2624.59	740.0
2018-12-23 20:10:00	ES	Futures	2624.59	2627.58	2624.59	2626.49	559.0
2018-12-23 20:15:00	ES	Futures	2626.49	2629.21	2625.14	2628.4	958.0
2018-12-23 20:20:00	ES	Futures	2628.4	2631.38	2628.12	2628.4	1501.0
2018-12-23 20:25:00	ES	Futures	2628.4	2629.21	2626.49	2628.67	890.0
2018-12-23 20:30:00	ES	Futures	2628.67	2630.3	2626.77	2629.75	1182.0
2018-12-23 20:35:00	ES	Futures	2630.02	2632.2	2628.67	2631.65	1468.0
2018-12-23 20:40:00	ES	Futures	2631.38	2631.93	2627.85	2628.94	1071.0
2018-12-23 20:45:00	ES	Futures	2628.94	2630.3	2627.58	2629.48	931.0
2018-12-23 20:50:00	ES	Futures	2629.21	2634.1	2629.21	2633.83	1745.0
2018-12-23 20:55:00	ES	Futures	2633.83	2635.46	2633.28	2634.64	1463.0
2018-12-23 21:00:00	ES	Futures	2634.64	2634.91	2632.47	2633.28	870.0
2018-12-23 21:05:00	ES	Futures	2633.28	2635.46	2633.01	2634.91	675.0
2018-12-23 21:10:00	ES	Futures	2634.91	2636.81	2634.37	2636.0	853.0
2018-12-23 21:15:00	ES	Futures	2636.0	2636.54	2634.37	2635.46	572.0
2018-12-23 21:20:00	ES	Futures	2635.46	2635.73	2633.28	2633.56	522.0
2018-12-23 21:25:00	ES	Futures	2633.28	2635.73	2632.74	2635.46	637.0
2018-12-23 21:30:00	ES	Futures	2635.46	2636.81	2635.46	2636.27	484.0
2018-12-23 21:35:00	ES	Futures	2636.27	2639.53	2635.73	2638.44	978.0
2018-12-23 21:40:00	ES	Futures	2638.72	2640.62	2637.9	2639.8	1834.0
2018-12-23 21:45:00	ES	Futures	2639.8	2639.8	2636.81	2637.9	1098.0
2018-12-23 21:50:00	ES	Futures	2637.9	2638.72	2636.81	2637.36	513.0
2018-12-23 21:55:00	ES	Futures	2637.63	2637.63	2634.64	2635.46	975.0
2018-12-23 22:00:00	ES	Futures	2635.46	2636.0	2634.1	2634.91	436.0
2018-12-23 22:05:00	ES	Futures	2634.64	2636.54	2634.64	2636.0	521.0

> showing 50 of 2,857 rows — these rows as CSV

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