PREVIEW / futures_5min / 2018-12-30

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-30.parquet
  size:    47 KB
  rows:    2,632

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
2018-12-30 18:00:00	ES	Futures	2710.96	2723.45	2710.96	2721.55	4620.0
2018-12-30 18:05:00	ES	Futures	2721.55	2721.82	2717.48	2718.83	1304.0
2018-12-30 18:10:00	ES	Futures	2718.56	2720.73	2716.93	2718.02	1256.0
2018-12-30 18:15:00	ES	Futures	2717.75	2723.45	2717.48	2723.45	854.0
2018-12-30 18:20:00	ES	Futures	2723.45	2724.26	2719.92	2720.19	992.0
2018-12-30 18:25:00	ES	Futures	2719.92	2721.55	2719.65	2720.46	644.0
2018-12-30 18:30:00	ES	Futures	2720.46	2721.82	2718.56	2718.83	505.0
2018-12-30 18:35:00	ES	Futures	2718.83	2719.38	2717.48	2717.75	367.0
2018-12-30 18:40:00	ES	Futures	2718.02	2718.02	2714.22	2714.22	797.0
2018-12-30 18:45:00	ES	Futures	2714.49	2716.93	2714.49	2715.85	639.0
2018-12-30 18:50:00	ES	Futures	2715.85	2718.83	2713.13	2718.83	854.0
2018-12-30 18:55:00	ES	Futures	2718.83	2718.83	2716.39	2716.66	313.0
2018-12-30 19:00:00	ES	Futures	2716.39	2718.02	2714.22	2717.2	876.0
2018-12-30 19:05:00	ES	Futures	2717.2	2717.48	2715.85	2716.39	316.0
2018-12-30 19:10:00	ES	Futures	2716.66	2718.02	2715.85	2717.2	719.0
2018-12-30 19:15:00	ES	Futures	2717.2	2717.48	2715.03	2716.66	563.0
2018-12-30 19:20:00	ES	Futures	2716.66	2717.2	2716.12	2716.93	194.0
2018-12-30 19:25:00	ES	Futures	2716.93	2718.29	2716.39	2717.48	666.0
2018-12-30 19:30:00	ES	Futures	2717.75	2718.83	2716.66	2718.56	173.0
2018-12-30 19:35:00	ES	Futures	2718.83	2719.92	2718.56	2719.1	457.0
2018-12-30 19:40:00	ES	Futures	2719.1	2719.65	2718.83	2719.38	194.0
2018-12-30 19:45:00	ES	Futures	2719.38	2721.01	2716.66	2718.02	651.0
2018-12-30 19:50:00	ES	Futures	2717.75	2719.65	2716.93	2719.65	311.0
2018-12-30 19:55:00	ES	Futures	2719.65	2720.19	2717.75	2719.65	406.0
2018-12-30 20:00:00	ES	Futures	2719.38	2719.65	2718.29	2719.1	366.0
2018-12-30 20:05:00	ES	Futures	2719.38	2719.92	2718.02	2718.83	448.0
2018-12-30 20:10:00	ES	Futures	2718.83	2719.1	2717.2	2717.48	387.0
2018-12-30 20:15:00	ES	Futures	2717.48	2717.75	2715.3	2716.39	850.0
2018-12-30 20:20:00	ES	Futures	2716.12	2717.2	2715.57	2716.12	387.0
2018-12-30 20:25:00	ES	Futures	2715.85	2717.2	2715.57	2715.85	425.0
2018-12-30 20:30:00	ES	Futures	2715.85	2715.85	2714.22	2715.3	800.0
2018-12-30 20:35:00	ES	Futures	2715.03	2715.57	2713.94	2715.03	613.0
2018-12-30 20:40:00	ES	Futures	2715.3	2715.3	2714.22	2714.76	516.0
2018-12-30 20:45:00	ES	Futures	2715.03	2715.03	2713.67	2714.76	391.0
2018-12-30 20:50:00	ES	Futures	2714.76	2715.85	2713.94	2715.3	560.0
2018-12-30 20:55:00	ES	Futures	2715.57	2717.2	2715.3	2716.93	693.0
2018-12-30 21:00:00	ES	Futures	2716.93	2718.29	2716.39	2717.48	418.0
2018-12-30 21:05:00	ES	Futures	2717.2	2718.83	2716.39	2716.93	643.0
2018-12-30 21:10:00	ES	Futures	2717.2	2718.02	2716.12	2717.2	337.0
2018-12-30 21:15:00	ES	Futures	2716.93	2718.02	2716.66	2716.93	298.0
2018-12-30 21:20:00	ES	Futures	2716.93	2716.93	2716.12	2716.39	299.0
2018-12-30 21:25:00	ES	Futures	2716.12	2717.75	2716.12	2717.75	393.0
2018-12-30 21:30:00	ES	Futures	2717.75	2718.02	2716.39	2716.93	241.0
2018-12-30 21:35:00	ES	Futures	2717.2	2717.2	2716.12	2716.39	185.0
2018-12-30 21:40:00	ES	Futures	2716.39	2716.39	2715.03	2715.85	497.0
2018-12-30 21:45:00	ES	Futures	2715.85	2718.29	2715.85	2718.02	630.0
2018-12-30 21:50:00	ES	Futures	2718.02	2719.65	2718.02	2719.38	850.0
2018-12-30 21:55:00	ES	Futures	2719.38	2723.45	2719.38	2721.55	1753.0
2018-12-30 22:00:00	ES	Futures	2721.55	2723.18	2721.01	2722.09	677.0
2018-12-30 22:05:00	ES	Futures	2722.09	2722.64	2721.28	2722.64	271.0

> showing 50 of 2,632 rows — these rows as CSV

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