PREVIEW / futures_5min / 2017-11-08

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-08.parquet
  size:    228 KB
  rows:    15,755

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
2017-11-08 00:00:00	ES	Futures	2827.23	2827.5	2826.68	2827.23	1094.0
2017-11-08 00:05:00	ES	Futures	2827.23	2827.23	2826.95	2826.95	455.0
2017-11-08 00:10:00	ES	Futures	2826.95	2827.5	2826.95	2827.23	572.0
2017-11-08 00:15:00	ES	Futures	2827.23	2827.78	2827.23	2827.78	1327.0
2017-11-08 00:20:00	ES	Futures	2827.78	2827.78	2827.5	2827.5	587.0
2017-11-08 00:25:00	ES	Futures	2827.5	2827.78	2827.5	2827.78	397.0
2017-11-08 00:30:00	ES	Futures	2827.5	2827.78	2827.5	2827.78	62.0
2017-11-08 00:35:00	ES	Futures	2827.5	2827.78	2827.5	2827.5	275.0
2017-11-08 00:40:00	ES	Futures	2827.5	2827.5	2827.23	2827.23	572.0
2017-11-08 00:45:00	ES	Futures	2827.23	2827.78	2827.23	2827.5	718.0
2017-11-08 00:50:00	ES	Futures	2827.5	2827.5	2826.95	2826.95	194.0
2017-11-08 00:55:00	ES	Futures	2826.95	2827.5	2826.95	2826.95	249.0
2017-11-08 01:00:00	ES	Futures	2827.23	2827.5	2826.95	2827.23	210.0
2017-11-08 01:05:00	ES	Futures	2827.5	2827.5	2827.23	2827.23	98.0
2017-11-08 01:10:00	ES	Futures	2827.23	2827.5	2827.23	2827.23	55.0
2017-11-08 01:15:00	ES	Futures	2827.23	2827.5	2827.23	2827.23	54.0
2017-11-08 01:20:00	ES	Futures	2827.23	2827.23	2826.95	2826.95	151.0
2017-11-08 01:25:00	ES	Futures	2826.95	2827.23	2826.68	2826.68	305.0
2017-11-08 01:30:00	ES	Futures	2826.68	2826.95	2826.41	2826.68	359.0
2017-11-08 01:35:00	ES	Futures	2826.95	2826.95	2826.68	2826.68	79.0
2017-11-08 01:40:00	ES	Futures	2826.68	2826.95	2826.41	2826.41	268.0
2017-11-08 01:45:00	ES	Futures	2826.41	2826.68	2826.41	2826.41	142.0
2017-11-08 01:50:00	ES	Futures	2826.41	2826.68	2826.41	2826.41	118.0
2017-11-08 01:55:00	ES	Futures	2826.41	2826.95	2826.41	2826.95	304.0
2017-11-08 02:00:00	ES	Futures	2827.23	2828.87	2827.23	2828.32	3148.0
2017-11-08 02:05:00	ES	Futures	2828.32	2828.6	2827.78	2828.05	492.0
2017-11-08 02:10:00	ES	Futures	2828.05	2828.32	2827.78	2828.05	398.0
2017-11-08 02:15:00	ES	Futures	2828.05	2828.32	2828.05	2828.05	384.0
2017-11-08 02:20:00	ES	Futures	2828.05	2828.32	2827.5	2827.5	295.0
2017-11-08 02:25:00	ES	Futures	2827.5	2828.05	2827.5	2827.78	703.0
2017-11-08 02:30:00	ES	Futures	2827.78	2828.05	2827.5	2828.05	783.0
2017-11-08 02:35:00	ES	Futures	2828.05	2828.32	2827.78	2828.05	188.0
2017-11-08 02:40:00	ES	Futures	2828.05	2828.32	2828.05	2828.05	91.0
2017-11-08 02:45:00	ES	Futures	2828.32	2828.32	2828.05	2828.05	174.0
2017-11-08 02:50:00	ES	Futures	2828.32	2828.87	2828.05	2828.6	412.0
2017-11-08 02:55:00	ES	Futures	2828.6	2829.14	2828.32	2828.87	817.0
2017-11-08 03:00:00	ES	Futures	2828.87	2829.96	2828.6	2829.14	4995.0
2017-11-08 03:05:00	ES	Futures	2829.14	2829.96	2829.14	2829.42	1685.0
2017-11-08 03:10:00	ES	Futures	2829.69	2829.96	2829.14	2829.42	1282.0
2017-11-08 03:15:00	ES	Futures	2829.69	2830.51	2829.14	2830.51	1946.0
2017-11-08 03:20:00	ES	Futures	2830.51	2831.33	2830.24	2830.78	3092.0
2017-11-08 03:25:00	ES	Futures	2830.78	2830.78	2829.69	2829.69	3414.0
2017-11-08 03:30:00	ES	Futures	2829.69	2829.96	2829.14	2829.14	1878.0
2017-11-08 03:35:00	ES	Futures	2829.14	2829.42	2828.87	2829.14	1702.0
2017-11-08 03:40:00	ES	Futures	2829.14	2829.42	2828.05	2828.6	2245.0
2017-11-08 03:45:00	ES	Futures	2828.6	2828.87	2827.78	2828.05	2320.0
2017-11-08 03:50:00	ES	Futures	2827.78	2828.87	2827.78	2828.6	1609.0
2017-11-08 03:55:00	ES	Futures	2828.6	2829.14	2828.6	2828.87	582.0
2017-11-08 04:00:00	ES	Futures	2829.14	2829.14	2828.87	2828.87	1053.0
2017-11-08 04:05:00	ES	Futures	2829.14	2829.69	2828.87	2829.42	960.0

> showing 50 of 15,755 rows — these rows as CSV

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