PREVIEW / futures_5min / 2018-12-28

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-28.parquet
  size:    233 KB
  rows:    13,624

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
2018-12-28 00:00:00	ES	Futures	2719.38	2721.01	2718.56	2719.38	676.0
2018-12-28 00:05:00	ES	Futures	2719.1	2721.01	2718.56	2720.46	577.0
2018-12-28 00:10:00	ES	Futures	2720.46	2720.73	2716.66	2716.93	1001.0
2018-12-28 00:15:00	ES	Futures	2716.93	2719.65	2716.66	2718.29	1038.0
2018-12-28 00:20:00	ES	Futures	2718.29	2718.29	2715.85	2717.2	801.0
2018-12-28 00:25:00	ES	Futures	2717.2	2718.02	2716.39	2717.75	397.0
2018-12-28 00:30:00	ES	Futures	2717.75	2718.56	2713.94	2716.12	1076.0
2018-12-28 00:35:00	ES	Futures	2716.12	2716.93	2712.59	2713.67	993.0
2018-12-28 00:40:00	ES	Futures	2713.67	2715.03	2713.13	2713.4	343.0
2018-12-28 00:45:00	ES	Futures	2713.13	2713.13	2708.51	2710.41	1527.0
2018-12-28 00:50:00	ES	Futures	2710.14	2711.5	2708.51	2710.41	1749.0
2018-12-28 00:55:00	ES	Futures	2710.41	2712.32	2710.14	2711.5	602.0
2018-12-28 01:00:00	ES	Futures	2711.5	2711.5	2704.98	2704.98	1778.0
2018-12-28 01:05:00	ES	Futures	2704.98	2706.34	2702.54	2704.17	1849.0
2018-12-28 01:10:00	ES	Futures	2704.17	2705.25	2703.62	2704.17	914.0
2018-12-28 01:15:00	ES	Futures	2704.17	2704.98	2703.08	2703.35	863.0
2018-12-28 01:20:00	ES	Futures	2703.08	2705.53	2701.45	2705.25	1154.0
2018-12-28 01:25:00	ES	Futures	2705.25	2706.61	2704.71	2704.98	751.0
2018-12-28 01:30:00	ES	Futures	2705.25	2706.34	2703.35	2706.34	650.0
2018-12-28 01:35:00	ES	Futures	2706.61	2708.78	2706.07	2706.88	693.0
2018-12-28 01:40:00	ES	Futures	2706.88	2707.7	2700.09	2700.37	1658.0
2018-12-28 01:45:00	ES	Futures	2700.37	2704.17	2700.09	2703.62	574.0
2018-12-28 01:50:00	ES	Futures	2703.35	2704.44	2701.99	2702.81	557.0
2018-12-28 01:55:00	ES	Futures	2702.54	2703.08	2701.99	2703.08	226.0
2018-12-28 02:00:00	ES	Futures	2702.81	2703.08	2701.18	2701.18	878.0
2018-12-28 02:05:00	ES	Futures	2701.18	2701.99	2697.65	2697.92	1821.0
2018-12-28 02:10:00	ES	Futures	2697.92	2701.45	2697.38	2701.18	1387.0
2018-12-28 02:15:00	ES	Futures	2700.91	2700.91	2698.46	2700.09	920.0
2018-12-28 02:20:00	ES	Futures	2699.82	2702.54	2699.28	2699.82	1114.0
2018-12-28 02:25:00	ES	Futures	2700.09	2701.72	2698.74	2701.18	866.0
2018-12-28 02:30:00	ES	Futures	2701.18	2701.18	2697.65	2699.55	1249.0
2018-12-28 02:35:00	ES	Futures	2699.55	2700.64	2698.74	2700.37	658.0
2018-12-28 02:40:00	ES	Futures	2700.37	2701.45	2699.01	2700.37	643.0
2018-12-28 02:45:00	ES	Futures	2700.64	2705.25	2700.64	2704.71	2455.0
2018-12-28 02:50:00	ES	Futures	2704.98	2707.43	2704.98	2706.61	2681.0
2018-12-28 02:55:00	ES	Futures	2706.61	2706.61	2702.54	2702.54	1749.0
2018-12-28 03:00:00	ES	Futures	2702.81	2706.07	2700.91	2702.27	4347.0
2018-12-28 03:05:00	ES	Futures	2702.27	2705.25	2701.72	2704.44	2884.0
2018-12-28 03:10:00	ES	Futures	2704.44	2707.7	2702.54	2703.35	4279.0
2018-12-28 03:15:00	ES	Futures	2703.62	2703.62	2698.46	2699.28	2994.0
2018-12-28 03:20:00	ES	Futures	2699.28	2707.7	2699.28	2707.7	3035.0
2018-12-28 03:25:00	ES	Futures	2707.97	2709.06	2705.53	2705.8	2670.0
2018-12-28 03:30:00	ES	Futures	2705.8	2712.04	2705.25	2711.23	2893.0
2018-12-28 03:35:00	ES	Futures	2711.23	2712.04	2708.51	2709.06	1945.0
2018-12-28 03:40:00	ES	Futures	2709.33	2709.6	2706.34	2709.06	1879.0
2018-12-28 03:45:00	ES	Futures	2708.78	2711.5	2708.24	2710.69	1513.0
2018-12-28 03:50:00	ES	Futures	2710.69	2713.13	2710.14	2712.32	1847.0
2018-12-28 03:55:00	ES	Futures	2712.04	2713.94	2710.69	2712.32	1990.0
2018-12-28 04:00:00	ES	Futures	2712.32	2712.59	2708.78	2710.41	1794.0
2018-12-28 04:05:00	ES	Futures	2710.41	2711.23	2707.7	2710.69	1685.0

> showing 50 of 13,624 rows — these rows as CSV

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