PREVIEW / futures_5min / 2018-12-24

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-24.parquet
  size:    155 KB
  rows:    8,232

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
2018-12-24 00:00:00	ES	Futures	2640.62	2640.62	2638.72	2639.53	339.0
2018-12-24 00:05:00	ES	Futures	2639.53	2640.35	2639.26	2640.35	145.0
2018-12-24 00:10:00	ES	Futures	2640.35	2641.43	2639.8	2640.89	328.0
2018-12-24 00:15:00	ES	Futures	2640.89	2641.43	2638.99	2640.35	528.0
2018-12-24 00:20:00	ES	Futures	2640.35	2640.62	2638.44	2639.8	603.0
2018-12-24 00:25:00	ES	Futures	2639.8	2639.8	2638.99	2639.53	152.0
2018-12-24 00:30:00	ES	Futures	2639.53	2639.53	2638.17	2638.99	441.0
2018-12-24 00:35:00	ES	Futures	2638.99	2639.53	2638.17	2638.99	468.0
2018-12-24 00:40:00	ES	Futures	2638.99	2639.26	2637.63	2637.9	420.0
2018-12-24 00:45:00	ES	Futures	2638.17	2638.99	2637.36	2638.44	349.0
2018-12-24 00:50:00	ES	Futures	2638.44	2640.07	2638.44	2639.8	284.0
2018-12-24 00:55:00	ES	Futures	2640.07	2640.07	2639.26	2640.07	201.0
2018-12-24 01:00:00	ES	Futures	2639.8	2639.8	2638.44	2638.72	244.0
2018-12-24 01:05:00	ES	Futures	2638.44	2639.26	2637.36	2637.9	319.0
2018-12-24 01:10:00	ES	Futures	2638.17	2638.72	2637.63	2637.9	239.0
2018-12-24 01:15:00	ES	Futures	2638.17	2639.53	2637.63	2637.9	302.0
2018-12-24 01:20:00	ES	Futures	2637.63	2637.63	2636.0	2637.63	825.0
2018-12-24 01:25:00	ES	Futures	2637.63	2638.99	2637.36	2637.36	711.0
2018-12-24 01:30:00	ES	Futures	2637.09	2638.17	2636.81	2637.9	448.0
2018-12-24 01:35:00	ES	Futures	2637.9	2638.17	2637.63	2638.17	181.0
2018-12-24 01:40:00	ES	Futures	2638.17	2638.72	2637.9	2638.72	206.0
2018-12-24 01:45:00	ES	Futures	2638.99	2639.8	2638.44	2638.72	595.0
2018-12-24 01:50:00	ES	Futures	2638.72	2638.99	2637.63	2638.17	185.0
2018-12-24 01:55:00	ES	Futures	2638.17	2639.26	2637.9	2638.72	85.0
2018-12-24 02:00:00	ES	Futures	2638.72	2642.79	2638.17	2642.52	1097.0
2018-12-24 02:05:00	ES	Futures	2642.52	2643.06	2640.89	2641.7	1098.0
2018-12-24 02:10:00	ES	Futures	2641.7	2641.7	2640.62	2640.89	510.0
2018-12-24 02:15:00	ES	Futures	2640.89	2642.52	2639.8	2641.43	462.0
2018-12-24 02:20:00	ES	Futures	2641.43	2641.97	2639.26	2639.26	584.0
2018-12-24 02:25:00	ES	Futures	2639.26	2640.07	2638.44	2639.26	324.0
2018-12-24 02:30:00	ES	Futures	2639.26	2639.53	2637.9	2639.53	521.0
2018-12-24 02:35:00	ES	Futures	2639.8	2640.62	2638.99	2638.99	536.0
2018-12-24 02:40:00	ES	Futures	2638.99	2640.35	2638.44	2640.07	366.0
2018-12-24 02:45:00	ES	Futures	2640.35	2640.35	2638.99	2640.07	278.0
2018-12-24 02:50:00	ES	Futures	2640.35	2640.35	2638.72	2640.07	381.0
2018-12-24 02:55:00	ES	Futures	2640.35	2640.62	2636.81	2637.36	906.0
2018-12-24 03:00:00	ES	Futures	2637.36	2641.43	2636.27	2640.62	1870.0
2018-12-24 03:05:00	ES	Futures	2640.62	2644.69	2640.35	2643.33	1850.0
2018-12-24 03:10:00	ES	Futures	2643.06	2643.6	2641.16	2641.16	1210.0
2018-12-24 03:15:00	ES	Futures	2640.89	2642.25	2640.07	2640.89	813.0
2018-12-24 03:20:00	ES	Futures	2640.89	2642.25	2639.8	2639.8	847.0
2018-12-24 03:25:00	ES	Futures	2639.8	2640.07	2637.63	2639.26	1281.0
2018-12-24 03:30:00	ES	Futures	2639.26	2639.8	2638.17	2639.53	519.0
2018-12-24 03:35:00	ES	Futures	2639.53	2640.89	2639.26	2639.8	643.0
2018-12-24 03:40:00	ES	Futures	2639.8	2639.8	2638.17	2638.44	418.0
2018-12-24 03:45:00	ES	Futures	2638.72	2639.26	2637.9	2638.72	573.0
2018-12-24 03:50:00	ES	Futures	2638.72	2640.07	2636.81	2637.9	781.0
2018-12-24 03:55:00	ES	Futures	2637.9	2637.9	2635.19	2636.27	1963.0
2018-12-24 04:00:00	ES	Futures	2636.54	2636.81	2634.37	2636.54	1334.0
2018-12-24 04:05:00	ES	Futures	2636.54	2638.17	2636.54	2637.9	1267.0

> showing 50 of 8,232 rows — these rows as CSV

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