PREVIEW / futures_5min / 2018-12-26

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-26.parquet
  size:    231 KB
  rows:    12,449

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
2018-12-26 00:00:00	ES	Futures	2529.54	2530.35	2528.45	2530.08	947.0
2018-12-26 00:05:00	ES	Futures	2530.08	2530.9	2527.37	2527.91	1315.0
2018-12-26 00:10:00	ES	Futures	2527.91	2529.27	2526.01	2528.45	1477.0
2018-12-26 00:15:00	ES	Futures	2528.72	2529.27	2525.74	2527.09	1018.0
2018-12-26 00:20:00	ES	Futures	2527.09	2528.72	2525.74	2527.91	737.0
2018-12-26 00:25:00	ES	Futures	2527.91	2530.08	2527.91	2529.27	889.0
2018-12-26 00:30:00	ES	Futures	2529.27	2542.85	2529.0	2540.4	3438.0
2018-12-26 00:35:00	ES	Futures	2540.13	2540.4	2531.17	2533.61	1884.0
2018-12-26 00:40:00	ES	Futures	2533.61	2537.41	2531.71	2533.07	1496.0
2018-12-26 00:45:00	ES	Futures	2533.34	2533.88	2529.0	2531.71	1118.0
2018-12-26 00:50:00	ES	Futures	2531.98	2536.87	2531.71	2535.24	1014.0
2018-12-26 00:55:00	ES	Futures	2535.51	2537.14	2534.43	2535.79	825.0
2018-12-26 01:00:00	ES	Futures	2536.33	2540.67	2536.33	2539.86	1263.0
2018-12-26 01:05:00	ES	Futures	2539.59	2542.85	2538.77	2541.49	988.0
2018-12-26 01:10:00	ES	Futures	2541.76	2542.85	2538.5	2541.22	871.0
2018-12-26 01:15:00	ES	Futures	2541.22	2545.29	2539.32	2543.39	1374.0
2018-12-26 01:20:00	ES	Futures	2543.39	2544.2	2542.03	2542.85	791.0
2018-12-26 01:25:00	ES	Futures	2542.85	2543.93	2542.03	2543.12	566.0
2018-12-26 01:30:00	ES	Futures	2543.39	2545.83	2541.22	2541.22	1374.0
2018-12-26 01:35:00	ES	Futures	2541.22	2541.76	2539.86	2540.4	740.0
2018-12-26 01:40:00	ES	Futures	2540.13	2544.2	2540.13	2543.66	653.0
2018-12-26 01:45:00	ES	Futures	2543.93	2543.93	2541.22	2541.76	585.0
2018-12-26 01:50:00	ES	Futures	2541.76	2542.3	2540.95	2542.03	260.0
2018-12-26 01:55:00	ES	Futures	2541.76	2543.93	2541.49	2543.12	470.0
2018-12-26 02:00:00	ES	Futures	2543.12	2543.39	2538.23	2538.5	886.0
2018-12-26 02:05:00	ES	Futures	2538.23	2541.49	2538.23	2540.4	586.0
2018-12-26 02:10:00	ES	Futures	2540.13	2540.4	2536.6	2539.86	687.0
2018-12-26 02:15:00	ES	Futures	2539.59	2540.13	2538.23	2538.23	500.0
2018-12-26 02:20:00	ES	Futures	2538.23	2538.77	2537.41	2538.5	326.0
2018-12-26 02:25:00	ES	Futures	2538.5	2538.77	2535.79	2537.96	580.0
2018-12-26 02:30:00	ES	Futures	2537.96	2539.59	2537.69	2538.77	463.0
2018-12-26 02:35:00	ES	Futures	2538.77	2542.85	2538.77	2542.3	838.0
2018-12-26 02:40:00	ES	Futures	2542.03	2545.02	2541.76	2543.93	1105.0
2018-12-26 02:45:00	ES	Futures	2543.93	2545.02	2541.76	2543.93	946.0
2018-12-26 02:50:00	ES	Futures	2543.93	2545.83	2543.39	2545.29	714.0
2018-12-26 02:55:00	ES	Futures	2545.56	2546.92	2543.93	2546.11	1301.0
2018-12-26 03:00:00	ES	Futures	2546.11	2546.11	2543.66	2545.83	730.0
2018-12-26 03:05:00	ES	Futures	2546.11	2548.55	2545.56	2546.11	1455.0
2018-12-26 03:10:00	ES	Futures	2546.11	2552.35	2546.11	2550.45	2544.0
2018-12-26 03:15:00	ES	Futures	2550.45	2552.89	2549.64	2551.81	1753.0
2018-12-26 03:20:00	ES	Futures	2551.81	2554.8	2551.27	2554.8	1835.0
2018-12-26 03:25:00	ES	Futures	2554.8	2555.88	2553.17	2554.52	1319.0
2018-12-26 03:30:00	ES	Futures	2554.52	2555.88	2551.27	2552.35	1230.0
2018-12-26 03:35:00	ES	Futures	2552.35	2554.8	2551.81	2552.62	1058.0
2018-12-26 03:40:00	ES	Futures	2552.62	2553.71	2551.27	2552.35	668.0
2018-12-26 03:45:00	ES	Futures	2552.35	2555.88	2552.35	2555.34	792.0
2018-12-26 03:50:00	ES	Futures	2555.34	2555.61	2553.44	2553.71	707.0
2018-12-26 03:55:00	ES	Futures	2553.71	2554.8	2553.71	2553.98	270.0
2018-12-26 04:00:00	ES	Futures	2553.98	2554.25	2551.54	2551.54	933.0
2018-12-26 04:05:00	ES	Futures	2551.54	2551.81	2548.55	2550.45	1647.0

> showing 50 of 12,449 rows — these rows as CSV

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