PREVIEW / futures_5min / 2017-11-06

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-06.parquet
  size:    228 KB
  rows:    15,570

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
2017-11-06 00:00:00	ES	Futures	2821.21	2822.03	2821.21	2822.03	495.0
2017-11-06 00:05:00	ES	Futures	2822.03	2822.03	2821.76	2822.03	327.0
2017-11-06 00:10:00	ES	Futures	2821.76	2822.58	2821.76	2822.03	853.0
2017-11-06 00:15:00	ES	Futures	2821.76	2822.3	2821.76	2822.03	479.0
2017-11-06 00:20:00	ES	Futures	2822.3	2822.3	2821.48	2821.76	230.0
2017-11-06 00:25:00	ES	Futures	2821.76	2822.03	2821.76	2822.03	90.0
2017-11-06 00:30:00	ES	Futures	2822.03	2822.03	2821.48	2822.03	146.0
2017-11-06 00:35:00	ES	Futures	2821.76	2822.3	2821.76	2822.3	220.0
2017-11-06 00:40:00	ES	Futures	2822.3	2822.3	2822.03	2822.3	65.0
2017-11-06 00:45:00	ES	Futures	2822.3	2822.3	2822.03	2822.3	223.0
2017-11-06 00:50:00	ES	Futures	2822.3	2822.3	2821.48	2821.48	866.0
2017-11-06 00:55:00	ES	Futures	2821.48	2821.48	2820.94	2820.94	920.0
2017-11-06 01:00:00	ES	Futures	2821.21	2822.03	2820.94	2821.48	1716.0
2017-11-06 01:05:00	ES	Futures	2821.48	2822.03	2821.21	2822.03	697.0
2017-11-06 01:10:00	ES	Futures	2822.03	2822.3	2821.76	2822.3	314.0
2017-11-06 01:15:00	ES	Futures	2822.3	2822.58	2822.03	2822.58	304.0
2017-11-06 01:20:00	ES	Futures	2822.58	2822.58	2822.3	2822.3	50.0
2017-11-06 01:25:00	ES	Futures	2822.3	2822.58	2822.3	2822.58	52.0
2017-11-06 01:30:00	ES	Futures	2822.3	2822.58	2822.3	2822.3	68.0
2017-11-06 01:35:00	ES	Futures	2822.58	2822.85	2822.58	2822.58	184.0
2017-11-06 01:40:00	ES	Futures	2822.85	2823.4	2822.58	2823.12	660.0
2017-11-06 01:45:00	ES	Futures	2823.12	2823.4	2823.12	2823.4	39.0
2017-11-06 01:50:00	ES	Futures	2823.12	2823.4	2822.85	2823.4	284.0
2017-11-06 01:55:00	ES	Futures	2823.4	2823.67	2823.12	2823.67	383.0
2017-11-06 02:00:00	ES	Futures	2823.4	2823.95	2823.4	2823.67	526.0
2017-11-06 02:05:00	ES	Futures	2823.67	2823.95	2823.4	2823.4	370.0
2017-11-06 02:10:00	ES	Futures	2823.4	2823.95	2823.12	2823.67	513.0
2017-11-06 02:15:00	ES	Futures	2823.67	2823.95	2823.4	2823.67	376.0
2017-11-06 02:20:00	ES	Futures	2823.67	2824.49	2823.67	2823.95	1154.0
2017-11-06 02:25:00	ES	Futures	2824.22	2824.22	2823.95	2824.22	490.0
2017-11-06 02:30:00	ES	Futures	2824.22	2825.04	2824.22	2824.77	956.0
2017-11-06 02:35:00	ES	Futures	2824.77	2824.77	2823.67	2823.95	1141.0
2017-11-06 02:40:00	ES	Futures	2823.95	2824.22	2822.58	2822.85	979.0
2017-11-06 02:45:00	ES	Futures	2822.58	2822.85	2822.03	2822.3	872.0
2017-11-06 02:50:00	ES	Futures	2822.3	2822.3	2822.03	2822.3	758.0
2017-11-06 02:55:00	ES	Futures	2822.3	2822.85	2822.3	2822.58	863.0
2017-11-06 03:00:00	ES	Futures	2822.85	2823.67	2822.3	2823.12	1779.0
2017-11-06 03:05:00	ES	Futures	2823.4	2823.67	2823.12	2823.4	636.0
2017-11-06 03:10:00	ES	Futures	2823.67	2823.95	2823.4	2823.95	1356.0
2017-11-06 03:15:00	ES	Futures	2823.67	2823.95	2823.4	2823.95	942.0
2017-11-06 03:20:00	ES	Futures	2823.95	2825.04	2823.67	2825.04	2095.0
2017-11-06 03:25:00	ES	Futures	2825.04	2825.31	2824.49	2825.04	880.0
2017-11-06 03:30:00	ES	Futures	2825.04	2825.31	2824.49	2825.04	1661.0
2017-11-06 03:35:00	ES	Futures	2824.77	2825.04	2824.77	2824.77	1749.0
2017-11-06 03:40:00	ES	Futures	2825.04	2825.04	2824.77	2824.77	708.0
2017-11-06 03:45:00	ES	Futures	2825.04	2825.04	2824.49	2824.49	844.0
2017-11-06 03:50:00	ES	Futures	2824.49	2824.77	2824.22	2824.22	412.0
2017-11-06 03:55:00	ES	Futures	2824.22	2824.77	2824.22	2824.49	678.0
2017-11-06 04:00:00	ES	Futures	2824.49	2824.77	2822.58	2823.12	2853.0
2017-11-06 04:05:00	ES	Futures	2823.12	2823.67	2822.3	2823.12	1683.0

> showing 50 of 15,570 rows — these rows as CSV

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