PREVIEW / futures_5min / 2018-12-27

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-27.parquet
  size:    297 KB
  rows:    16,960

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
2018-12-27 00:00:00	ES	Futures	2679.45	2679.72	2678.64	2679.45	387.0
2018-12-27 00:05:00	ES	Futures	2679.18	2680.54	2678.91	2680.54	417.0
2018-12-27 00:10:00	ES	Futures	2680.27	2684.89	2680.27	2684.34	1919.0
2018-12-27 00:15:00	ES	Futures	2684.61	2689.23	2683.53	2687.33	2435.0
2018-12-27 00:20:00	ES	Futures	2687.6	2694.39	2686.51	2691.67	3898.0
2018-12-27 00:25:00	ES	Futures	2691.4	2695.75	2691.13	2692.22	1859.0
2018-12-27 00:30:00	ES	Futures	2692.22	2692.76	2685.43	2686.24	2896.0
2018-12-27 00:35:00	ES	Futures	2686.24	2686.24	2683.53	2684.89	1108.0
2018-12-27 00:40:00	ES	Futures	2684.61	2685.7	2681.63	2682.17	966.0
2018-12-27 00:45:00	ES	Futures	2682.17	2682.17	2673.75	2675.38	3048.0
2018-12-27 00:50:00	ES	Futures	2675.65	2678.64	2674.56	2676.19	1636.0
2018-12-27 00:55:00	ES	Futures	2676.19	2677.82	2671.03	2672.94	1828.0
2018-12-27 01:00:00	ES	Futures	2672.94	2674.84	2669.13	2669.95	2793.0
2018-12-27 01:05:00	ES	Futures	2669.95	2672.12	2669.4	2671.85	1174.0
2018-12-27 01:10:00	ES	Futures	2671.85	2672.66	2669.95	2670.22	1104.0
2018-12-27 01:15:00	ES	Futures	2670.49	2672.39	2667.5	2671.85	1098.0
2018-12-27 01:20:00	ES	Futures	2671.85	2672.12	2669.68	2670.22	765.0
2018-12-27 01:25:00	ES	Futures	2669.68	2671.85	2669.4	2670.76	500.0
2018-12-27 01:30:00	ES	Futures	2671.03	2671.85	2669.4	2669.95	525.0
2018-12-27 01:35:00	ES	Futures	2670.22	2671.31	2668.86	2671.03	326.0
2018-12-27 01:40:00	ES	Futures	2671.03	2674.84	2670.76	2673.48	939.0
2018-12-27 01:45:00	ES	Futures	2673.48	2676.74	2672.94	2675.11	816.0
2018-12-27 01:50:00	ES	Futures	2675.11	2675.65	2673.48	2674.29	333.0
2018-12-27 01:55:00	ES	Futures	2674.29	2675.92	2674.29	2675.92	995.0
2018-12-27 02:00:00	ES	Futures	2675.92	2675.92	2669.13	2670.76	1534.0
2018-12-27 02:05:00	ES	Futures	2670.76	2671.31	2668.86	2670.49	1150.0
2018-12-27 02:10:00	ES	Futures	2670.49	2674.56	2670.22	2674.02	1222.0
2018-12-27 02:15:00	ES	Futures	2674.02	2674.29	2672.39	2673.21	720.0
2018-12-27 02:20:00	ES	Futures	2673.48	2673.75	2671.03	2672.12	664.0
2018-12-27 02:25:00	ES	Futures	2671.85	2672.12	2669.95	2670.49	557.0
2018-12-27 02:30:00	ES	Futures	2670.49	2671.03	2668.32	2669.4	1059.0
2018-12-27 02:35:00	ES	Futures	2669.4	2672.66	2668.59	2671.58	1721.0
2018-12-27 02:40:00	ES	Futures	2671.58	2673.21	2670.49	2670.76	1620.0
2018-12-27 02:45:00	ES	Futures	2670.76	2672.66	2669.95	2671.85	862.0
2018-12-27 02:50:00	ES	Futures	2671.58	2671.58	2668.59	2669.4	1149.0
2018-12-27 02:55:00	ES	Futures	2669.4	2669.68	2666.15	2668.59	2547.0
2018-12-27 03:00:00	ES	Futures	2668.59	2670.22	2664.79	2667.23	3687.0
2018-12-27 03:05:00	ES	Futures	2666.96	2669.68	2664.24	2664.52	3004.0
2018-12-27 03:10:00	ES	Futures	2664.52	2666.42	2662.07	2662.07	3605.0
2018-12-27 03:15:00	ES	Futures	2661.8	2663.7	2660.44	2663.16	3569.0
2018-12-27 03:20:00	ES	Futures	2663.16	2664.52	2660.99	2664.52	2933.0
2018-12-27 03:25:00	ES	Futures	2664.52	2665.87	2663.16	2664.79	2491.0
2018-12-27 03:30:00	ES	Futures	2664.79	2665.06	2659.63	2660.17	2486.0
2018-12-27 03:35:00	ES	Futures	2659.9	2660.71	2657.18	2657.18	2630.0
2018-12-27 03:40:00	ES	Futures	2657.18	2659.36	2656.64	2658.81	1981.0
2018-12-27 03:45:00	ES	Futures	2658.81	2659.63	2656.64	2658.0	2090.0
2018-12-27 03:50:00	ES	Futures	2658.27	2660.17	2654.47	2655.01	2773.0
2018-12-27 03:55:00	ES	Futures	2655.01	2656.91	2653.38	2653.38	2780.0
2018-12-27 04:00:00	ES	Futures	2653.65	2655.28	2651.75	2652.57	3379.0
2018-12-27 04:05:00	ES	Futures	2652.84	2655.01	2652.57	2654.47	2396.0

> showing 50 of 16,960 rows — these rows as CSV

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