PREVIEW / futures_5min / 2018-12-25

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-25.parquet
  size:    55 KB
  rows:    2,528

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
2018-12-25 18:00:00	ES	Futures	2551.27	2553.98	2549.64	2550.45	8029.0
2018-12-25 18:05:00	ES	Futures	2550.45	2550.45	2516.77	2522.21	9874.0
2018-12-25 18:10:00	ES	Futures	2522.21	2534.97	2517.05	2529.0	3642.0
2018-12-25 18:15:00	ES	Futures	2529.54	2542.85	2528.72	2541.76	3660.0
2018-12-25 18:20:00	ES	Futures	2541.76	2543.66	2537.14	2537.69	1654.0
2018-12-25 18:25:00	ES	Futures	2537.96	2543.39	2533.34	2536.6	1593.0
2018-12-25 18:30:00	ES	Futures	2536.6	2546.38	2535.24	2544.2	2872.0
2018-12-25 18:35:00	ES	Futures	2544.48	2544.75	2539.32	2543.12	1682.0
2018-12-25 18:40:00	ES	Futures	2543.12	2546.11	2542.03	2545.83	2636.0
2018-12-25 18:45:00	ES	Futures	2545.83	2549.09	2544.75	2546.11	2689.0
2018-12-25 18:50:00	ES	Futures	2546.38	2547.46	2544.75	2544.75	1191.0
2018-12-25 18:55:00	ES	Futures	2544.75	2548.55	2542.57	2548.01	2268.0
2018-12-25 19:00:00	ES	Futures	2548.28	2552.35	2546.92	2550.72	3575.0
2018-12-25 19:05:00	ES	Futures	2550.72	2553.44	2549.64	2552.35	3143.0
2018-12-25 19:10:00	ES	Futures	2552.35	2553.44	2550.45	2553.44	2278.0
2018-12-25 19:15:00	ES	Futures	2553.44	2556.7	2552.89	2554.25	2939.0
2018-12-25 19:20:00	ES	Futures	2554.52	2554.8	2549.91	2549.91	3679.0
2018-12-25 19:25:00	ES	Futures	2550.18	2550.18	2544.75	2545.83	3698.0
2018-12-25 19:30:00	ES	Futures	2545.83	2552.35	2543.39	2552.08	2786.0
2018-12-25 19:35:00	ES	Futures	2552.08	2554.25	2549.09	2550.18	1633.0
2018-12-25 19:40:00	ES	Futures	2550.18	2555.07	2549.91	2554.52	1188.0
2018-12-25 19:45:00	ES	Futures	2554.52	2555.61	2552.08	2552.62	1492.0
2018-12-25 19:50:00	ES	Futures	2552.62	2554.8	2551.27	2553.17	1657.0
2018-12-25 19:55:00	ES	Futures	2552.89	2552.89	2548.82	2550.18	1171.0
2018-12-25 20:00:00	ES	Futures	2549.91	2553.44	2549.64	2552.08	1575.0
2018-12-25 20:05:00	ES	Futures	2552.08	2552.08	2549.64	2549.91	852.0
2018-12-25 20:10:00	ES	Futures	2549.91	2554.8	2549.91	2552.62	994.0
2018-12-25 20:15:00	ES	Futures	2552.62	2553.71	2549.91	2550.99	1086.0
2018-12-25 20:20:00	ES	Futures	2550.99	2551.27	2545.02	2545.29	1884.0
2018-12-25 20:25:00	ES	Futures	2545.02	2547.73	2544.48	2546.65	1205.0
2018-12-25 20:30:00	ES	Futures	2546.92	2550.45	2546.11	2547.73	1491.0
2018-12-25 20:35:00	ES	Futures	2548.01	2549.09	2546.38	2548.28	834.0
2018-12-25 20:40:00	ES	Futures	2548.28	2548.28	2537.41	2539.32	3136.0
2018-12-25 20:45:00	ES	Futures	2539.32	2540.67	2533.88	2534.7	3676.0
2018-12-25 20:50:00	ES	Futures	2534.97	2540.95	2533.34	2539.86	1842.0
2018-12-25 20:55:00	ES	Futures	2539.59	2541.76	2537.14	2539.59	1437.0
2018-12-25 21:00:00	ES	Futures	2539.59	2541.22	2535.24	2540.67	1950.0
2018-12-25 21:05:00	ES	Futures	2540.95	2542.85	2539.86	2540.13	1188.0
2018-12-25 21:10:00	ES	Futures	2539.86	2540.95	2538.5	2539.86	1062.0
2018-12-25 21:15:00	ES	Futures	2539.59	2540.13	2537.69	2539.59	828.0
2018-12-25 21:20:00	ES	Futures	2539.59	2540.95	2537.96	2538.23	563.0
2018-12-25 21:25:00	ES	Futures	2538.5	2538.5	2534.43	2534.43	1337.0
2018-12-25 21:30:00	ES	Futures	2534.43	2537.96	2533.88	2536.6	1467.0
2018-12-25 21:35:00	ES	Futures	2536.6	2537.14	2531.44	2531.98	1748.0
2018-12-25 21:40:00	ES	Futures	2531.71	2532.53	2525.74	2532.25	3082.0
2018-12-25 21:45:00	ES	Futures	2532.25	2535.24	2532.25	2533.88	1278.0
2018-12-25 21:50:00	ES	Futures	2533.88	2537.14	2533.88	2537.14	1161.0
2018-12-25 21:55:00	ES	Futures	2536.6	2537.41	2533.61	2534.16	1592.0
2018-12-25 22:00:00	ES	Futures	2534.16	2538.5	2533.07	2536.06	1001.0
2018-12-25 22:05:00	ES	Futures	2536.06	2537.41	2531.71	2534.97	1386.0

> showing 50 of 2,528 rows — these rows as CSV

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