PREVIEW / futures_5min / 2017-11-09

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-09.parquet
  size:    259 KB
  rows:    16,015

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
2017-11-09 00:00:00	ES	Futures	2835.16	2835.16	2833.25	2833.79	2756.0
2017-11-09 00:05:00	ES	Futures	2834.07	2834.07	2832.15	2832.43	2677.0
2017-11-09 00:10:00	ES	Futures	2832.43	2833.25	2832.15	2832.43	1757.0
2017-11-09 00:15:00	ES	Futures	2832.43	2833.25	2831.33	2832.97	2945.0
2017-11-09 00:20:00	ES	Futures	2832.7	2832.97	2830.78	2831.61	3794.0
2017-11-09 00:25:00	ES	Futures	2831.61	2831.61	2829.14	2829.42	5577.0
2017-11-09 00:30:00	ES	Futures	2829.42	2830.78	2828.05	2830.51	6294.0
2017-11-09 00:35:00	ES	Futures	2830.51	2830.78	2829.96	2830.51	2005.0
2017-11-09 00:40:00	ES	Futures	2830.51	2831.61	2829.96	2831.33	1826.0
2017-11-09 00:45:00	ES	Futures	2831.33	2831.88	2830.24	2831.06	2545.0
2017-11-09 00:50:00	ES	Futures	2831.06	2832.43	2830.78	2832.15	1186.0
2017-11-09 00:55:00	ES	Futures	2832.15	2832.15	2831.06	2831.61	592.0
2017-11-09 01:00:00	ES	Futures	2831.61	2832.43	2831.33	2831.88	916.0
2017-11-09 01:05:00	ES	Futures	2831.88	2832.15	2831.61	2831.88	600.0
2017-11-09 01:10:00	ES	Futures	2831.88	2831.88	2831.33	2831.61	377.0
2017-11-09 01:15:00	ES	Futures	2831.61	2832.7	2831.61	2832.7	629.0
2017-11-09 01:20:00	ES	Futures	2832.43	2832.7	2831.61	2831.61	320.0
2017-11-09 01:25:00	ES	Futures	2831.61	2832.15	2831.61	2832.15	232.0
2017-11-09 01:30:00	ES	Futures	2832.43	2832.7	2832.15	2832.43	331.0
2017-11-09 01:35:00	ES	Futures	2832.43	2832.43	2832.15	2832.15	93.0
2017-11-09 01:40:00	ES	Futures	2832.15	2832.7	2831.88	2832.43	217.0
2017-11-09 01:45:00	ES	Futures	2832.7	2832.7	2832.43	2832.43	133.0
2017-11-09 01:50:00	ES	Futures	2832.7	2832.97	2832.43	2832.7	247.0
2017-11-09 01:55:00	ES	Futures	2832.97	2832.97	2832.43	2832.43	250.0
2017-11-09 02:00:00	ES	Futures	2832.7	2832.97	2832.43	2832.7	405.0
2017-11-09 02:05:00	ES	Futures	2832.7	2833.52	2832.43	2833.52	1052.0
2017-11-09 02:10:00	ES	Futures	2833.52	2833.79	2833.25	2833.52	492.0
2017-11-09 02:15:00	ES	Futures	2833.79	2834.34	2833.79	2834.07	814.0
2017-11-09 02:20:00	ES	Futures	2833.79	2833.79	2832.7	2832.97	1075.0
2017-11-09 02:25:00	ES	Futures	2833.25	2833.25	2832.7	2832.97	416.0
2017-11-09 02:30:00	ES	Futures	2832.97	2833.79	2832.43	2833.79	1295.0
2017-11-09 02:35:00	ES	Futures	2833.79	2834.61	2833.79	2834.07	786.0
2017-11-09 02:40:00	ES	Futures	2833.79	2834.34	2832.97	2832.97	1253.0
2017-11-09 02:45:00	ES	Futures	2832.97	2833.25	2831.61	2831.61	2005.0
2017-11-09 02:50:00	ES	Futures	2831.88	2832.7	2831.88	2832.43	800.0
2017-11-09 02:55:00	ES	Futures	2832.7	2832.97	2831.88	2832.15	2127.0
2017-11-09 03:00:00	ES	Futures	2832.43	2832.97	2831.61	2832.15	4003.0
2017-11-09 03:05:00	ES	Futures	2832.15	2832.7	2831.61	2832.15	2858.0
2017-11-09 03:10:00	ES	Futures	2832.43	2832.7	2832.15	2832.7	1678.0
2017-11-09 03:15:00	ES	Futures	2832.7	2832.97	2832.15	2832.97	2032.0
2017-11-09 03:20:00	ES	Futures	2832.7	2833.52	2832.7	2833.52	1829.0
2017-11-09 03:25:00	ES	Futures	2833.52	2834.07	2832.97	2833.25	2848.0
2017-11-09 03:30:00	ES	Futures	2833.25	2833.25	2831.61	2832.15	3215.0
2017-11-09 03:35:00	ES	Futures	2832.15	2832.15	2831.06	2831.06	1620.0
2017-11-09 03:40:00	ES	Futures	2831.06	2831.06	2829.42	2830.51	7805.0
2017-11-09 03:45:00	ES	Futures	2830.78	2831.61	2830.24	2830.24	3303.0
2017-11-09 03:50:00	ES	Futures	2830.24	2830.78	2829.96	2829.96	1912.0
2017-11-09 03:55:00	ES	Futures	2829.96	2831.06	2829.69	2831.06	3073.0
2017-11-09 04:00:00	ES	Futures	2831.06	2831.61	2831.06	2831.06	2047.0
2017-11-09 04:05:00	ES	Futures	2831.33	2831.33	2830.78	2831.06	2121.0

> showing 50 of 16,015 rows — these rows as CSV

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