PREVIEW / futures_5min / 2017-11-05

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-05.parquet
  size:    53 KB
  rows:    2,838

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
2017-11-05 18:00:00	ES	Futures	2823.12	2825.86	2823.12	2825.04	3269.0
2017-11-05 18:05:00	ES	Futures	2825.04	2826.13	2825.04	2826.13	871.0
2017-11-05 18:10:00	ES	Futures	2826.13	2827.23	2826.13	2826.41	1236.0
2017-11-05 18:15:00	ES	Futures	2826.68	2826.95	2826.13	2826.95	1201.0
2017-11-05 18:20:00	ES	Futures	2826.95	2827.23	2826.68	2826.95	304.0
2017-11-05 18:25:00	ES	Futures	2826.95	2827.23	2826.68	2826.95	235.0
2017-11-05 18:30:00	ES	Futures	2827.23	2828.05	2826.95	2827.23	931.0
2017-11-05 18:35:00	ES	Futures	2827.23	2827.5	2827.23	2827.23	121.0
2017-11-05 18:40:00	ES	Futures	2827.5	2827.5	2827.23	2827.23	127.0
2017-11-05 18:45:00	ES	Futures	2827.23	2827.23	2826.95	2827.23	448.0
2017-11-05 18:50:00	ES	Futures	2827.23	2827.23	2826.41	2826.41	239.0
2017-11-05 18:55:00	ES	Futures	2826.41	2826.68	2826.13	2826.68	501.0
2017-11-05 19:00:00	ES	Futures	2826.41	2826.95	2826.13	2826.41	649.0
2017-11-05 19:05:00	ES	Futures	2826.13	2826.41	2826.13	2826.13	306.0
2017-11-05 19:10:00	ES	Futures	2826.13	2827.23	2826.13	2826.68	600.0
2017-11-05 19:15:00	ES	Futures	2826.68	2827.23	2826.68	2826.95	295.0
2017-11-05 19:20:00	ES	Futures	2827.23	2827.23	2826.68	2826.95	180.0
2017-11-05 19:25:00	ES	Futures	2826.68	2826.95	2826.41	2826.68	613.0
2017-11-05 19:30:00	ES	Futures	2826.41	2826.41	2826.13	2826.41	259.0
2017-11-05 19:35:00	ES	Futures	2826.41	2826.68	2826.13	2826.13	234.0
2017-11-05 19:40:00	ES	Futures	2826.13	2826.68	2826.13	2826.68	185.0
2017-11-05 19:45:00	ES	Futures	2826.68	2826.95	2826.41	2826.68	240.0
2017-11-05 19:50:00	ES	Futures	2826.68	2826.95	2826.41	2826.68	308.0
2017-11-05 19:55:00	ES	Futures	2826.41	2827.23	2826.41	2826.68	528.0
2017-11-05 20:00:00	ES	Futures	2826.95	2828.05	2826.13	2827.5	2308.0
2017-11-05 20:05:00	ES	Futures	2827.5	2828.32	2827.5	2827.5	1130.0
2017-11-05 20:10:00	ES	Futures	2827.5	2827.78	2826.95	2827.23	981.0
2017-11-05 20:15:00	ES	Futures	2826.95	2826.95	2826.13	2826.68	578.0
2017-11-05 20:20:00	ES	Futures	2826.41	2826.95	2826.13	2826.95	515.0
2017-11-05 20:25:00	ES	Futures	2826.68	2826.95	2824.22	2824.77	2316.0
2017-11-05 20:30:00	ES	Futures	2824.77	2825.31	2823.95	2824.77	1408.0
2017-11-05 20:35:00	ES	Futures	2824.49	2825.04	2824.22	2825.04	831.0
2017-11-05 20:40:00	ES	Futures	2825.04	2825.86	2825.04	2825.59	727.0
2017-11-05 20:45:00	ES	Futures	2825.31	2825.59	2824.49	2824.49	416.0
2017-11-05 20:50:00	ES	Futures	2824.49	2825.04	2824.49	2824.77	287.0
2017-11-05 20:55:00	ES	Futures	2824.77	2824.77	2823.67	2823.67	829.0
2017-11-05 21:00:00	ES	Futures	2823.95	2823.95	2823.12	2823.4	1030.0
2017-11-05 21:05:00	ES	Futures	2823.67	2823.95	2823.4	2823.67	602.0
2017-11-05 21:10:00	ES	Futures	2823.4	2823.67	2822.3	2822.58	1176.0
2017-11-05 21:15:00	ES	Futures	2822.58	2822.85	2821.76	2822.03	1452.0
2017-11-05 21:20:00	ES	Futures	2822.03	2822.3	2820.94	2821.21	1443.0
2017-11-05 21:25:00	ES	Futures	2821.48	2821.48	2819.84	2820.39	2298.0
2017-11-05 21:30:00	ES	Futures	2820.66	2820.66	2819.02	2819.57	4072.0
2017-11-05 21:35:00	ES	Futures	2819.84	2820.12	2819.29	2820.12	1086.0
2017-11-05 21:40:00	ES	Futures	2819.84	2820.39	2819.57	2819.84	1462.0
2017-11-05 21:45:00	ES	Futures	2819.84	2820.12	2818.75	2820.12	1969.0
2017-11-05 21:50:00	ES	Futures	2820.12	2820.39	2819.84	2820.39	359.0
2017-11-05 21:55:00	ES	Futures	2820.39	2820.39	2819.57	2819.84	566.0
2017-11-05 22:00:00	ES	Futures	2819.84	2820.12	2818.75	2818.75	1576.0
2017-11-05 22:05:00	ES	Futures	2819.02	2819.84	2818.2	2819.57	1349.0

> showing 50 of 2,838 rows — these rows as CSV

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