PREVIEW / futures_5min / 2017-11-07

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-07.parquet
  size:    244 KB
  rows:    15,849

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
2017-11-07 00:00:00	ES	Futures	2836.26	2836.26	2835.98	2836.26	221.0
2017-11-07 00:05:00	ES	Futures	2836.26	2837.08	2836.26	2836.8	519.0
2017-11-07 00:10:00	ES	Futures	2837.08	2837.08	2835.98	2836.26	525.0
2017-11-07 00:15:00	ES	Futures	2836.26	2836.26	2835.98	2835.98	220.0
2017-11-07 00:20:00	ES	Futures	2835.98	2836.26	2835.71	2835.71	282.0
2017-11-07 00:25:00	ES	Futures	2835.98	2835.98	2835.71	2835.98	667.0
2017-11-07 00:30:00	ES	Futures	2835.98	2835.98	2835.16	2835.43	1419.0
2017-11-07 00:35:00	ES	Futures	2835.43	2835.98	2835.16	2835.98	450.0
2017-11-07 00:40:00	ES	Futures	2835.98	2836.26	2835.71	2836.26	411.0
2017-11-07 00:45:00	ES	Futures	2835.98	2835.98	2835.71	2835.98	51.0
2017-11-07 00:50:00	ES	Futures	2835.98	2836.26	2835.71	2835.98	320.0
2017-11-07 00:55:00	ES	Futures	2836.26	2836.53	2835.98	2836.53	321.0
2017-11-07 01:00:00	ES	Futures	2836.53	2837.08	2836.26	2836.53	556.0
2017-11-07 01:05:00	ES	Futures	2836.8	2837.62	2836.8	2837.35	964.0
2017-11-07 01:10:00	ES	Futures	2837.35	2837.35	2836.8	2837.08	315.0
2017-11-07 01:15:00	ES	Futures	2837.35	2837.35	2836.8	2837.08	199.0
2017-11-07 01:20:00	ES	Futures	2837.08	2837.35	2836.8	2837.35	262.0
2017-11-07 01:25:00	ES	Futures	2837.35	2837.35	2837.08	2837.08	153.0
2017-11-07 01:30:00	ES	Futures	2837.35	2837.35	2836.8	2837.08	308.0
2017-11-07 01:35:00	ES	Futures	2836.8	2837.08	2836.8	2837.08	167.0
2017-11-07 01:40:00	ES	Futures	2837.35	2837.9	2837.08	2837.35	579.0
2017-11-07 01:45:00	ES	Futures	2837.35	2837.62	2837.35	2837.62	75.0
2017-11-07 01:50:00	ES	Futures	2837.62	2837.9	2836.8	2836.8	1131.0
2017-11-07 01:55:00	ES	Futures	2837.08	2837.08	2836.53	2837.08	265.0
2017-11-07 02:00:00	ES	Futures	2836.8	2837.08	2836.53	2836.8	568.0
2017-11-07 02:05:00	ES	Futures	2836.8	2837.08	2836.53	2836.53	313.0
2017-11-07 02:10:00	ES	Futures	2836.53	2836.8	2835.43	2835.71	829.0
2017-11-07 02:15:00	ES	Futures	2835.71	2835.98	2835.43	2835.71	837.0
2017-11-07 02:20:00	ES	Futures	2835.43	2835.71	2835.16	2835.43	432.0
2017-11-07 02:25:00	ES	Futures	2835.43	2835.43	2834.61	2835.16	758.0
2017-11-07 02:30:00	ES	Futures	2835.16	2835.98	2835.16	2835.71	999.0
2017-11-07 02:35:00	ES	Futures	2835.71	2835.98	2835.43	2835.43	479.0
2017-11-07 02:40:00	ES	Futures	2835.43	2835.98	2835.16	2835.71	1521.0
2017-11-07 02:45:00	ES	Futures	2835.71	2835.98	2835.43	2835.43	531.0
2017-11-07 02:50:00	ES	Futures	2835.71	2836.53	2835.43	2836.53	1160.0
2017-11-07 02:55:00	ES	Futures	2836.26	2836.8	2836.26	2836.53	1425.0
2017-11-07 03:00:00	ES	Futures	2836.53	2836.53	2835.43	2835.71	3842.0
2017-11-07 03:05:00	ES	Futures	2835.71	2836.26	2834.34	2835.98	3161.0
2017-11-07 03:10:00	ES	Futures	2835.98	2835.98	2835.43	2835.43	1785.0
2017-11-07 03:15:00	ES	Futures	2835.43	2835.43	2834.61	2834.61	2087.0
2017-11-07 03:20:00	ES	Futures	2834.61	2835.16	2834.34	2834.61	1490.0
2017-11-07 03:25:00	ES	Futures	2834.61	2834.89	2833.79	2833.79	1988.0
2017-11-07 03:30:00	ES	Futures	2833.79	2835.16	2833.79	2835.16	2025.0
2017-11-07 03:35:00	ES	Futures	2834.89	2835.16	2834.61	2834.89	1137.0
2017-11-07 03:40:00	ES	Futures	2834.89	2834.89	2834.34	2834.61	635.0
2017-11-07 03:45:00	ES	Futures	2834.34	2834.34	2833.52	2833.79	1780.0
2017-11-07 03:50:00	ES	Futures	2833.79	2833.79	2832.7	2833.25	1924.0
2017-11-07 03:55:00	ES	Futures	2833.25	2833.79	2832.97	2833.79	1521.0
2017-11-07 04:00:00	ES	Futures	2833.52	2834.07	2833.52	2833.79	1478.0
2017-11-07 04:05:00	ES	Futures	2833.79	2834.34	2833.52	2833.79	961.0

> showing 50 of 15,849 rows — these rows as CSV

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