PREVIEW / futures_5min / 2017-11-12

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-12.parquet
  size:    44 KB
  rows:    2,656

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
2017-11-12 18:00:00	ES	Futures	2823.4	2824.49	2822.85	2823.95	2064.0
2017-11-12 18:05:00	ES	Futures	2823.67	2825.59	2823.4	2825.04	1271.0
2017-11-12 18:10:00	ES	Futures	2825.31	2825.59	2825.04	2825.31	288.0
2017-11-12 18:15:00	ES	Futures	2825.04	2825.31	2824.49	2825.04	660.0
2017-11-12 18:20:00	ES	Futures	2825.04	2825.31	2825.04	2825.04	288.0
2017-11-12 18:25:00	ES	Futures	2825.31	2825.31	2825.04	2825.04	152.0
2017-11-12 18:30:00	ES	Futures	2825.31	2825.59	2825.04	2825.04	355.0
2017-11-12 18:35:00	ES	Futures	2825.04	2825.31	2825.04	2825.04	140.0
2017-11-12 18:40:00	ES	Futures	2825.04	2825.59	2825.04	2825.31	133.0
2017-11-12 18:45:00	ES	Futures	2825.31	2826.68	2825.31	2826.13	1027.0
2017-11-12 18:50:00	ES	Futures	2826.41	2827.23	2826.13	2826.95	691.0
2017-11-12 18:55:00	ES	Futures	2826.95	2827.5	2826.68	2827.23	433.0
2017-11-12 19:00:00	ES	Futures	2827.23	2828.05	2827.23	2827.5	2054.0
2017-11-12 19:05:00	ES	Futures	2827.5	2827.78	2826.68	2826.68	924.0
2017-11-12 19:10:00	ES	Futures	2826.68	2827.23	2826.68	2826.95	332.0
2017-11-12 19:15:00	ES	Futures	2826.95	2826.95	2826.68	2826.68	575.0
2017-11-12 19:20:00	ES	Futures	2826.68	2826.95	2826.13	2826.68	1049.0
2017-11-12 19:25:00	ES	Futures	2826.41	2826.95	2825.59	2825.86	658.0
2017-11-12 19:30:00	ES	Futures	2825.86	2826.41	2825.59	2826.13	204.0
2017-11-12 19:35:00	ES	Futures	2825.86	2825.86	2824.22	2824.49	1151.0
2017-11-12 19:40:00	ES	Futures	2824.49	2825.31	2824.49	2825.04	352.0
2017-11-12 19:45:00	ES	Futures	2825.04	2825.04	2824.22	2824.49	311.0
2017-11-12 19:50:00	ES	Futures	2824.77	2825.04	2824.49	2825.04	322.0
2017-11-12 19:55:00	ES	Futures	2825.04	2825.59	2825.04	2825.31	716.0
2017-11-12 20:00:00	ES	Futures	2825.31	2825.59	2825.04	2825.59	658.0
2017-11-12 20:05:00	ES	Futures	2825.31	2825.59	2825.04	2825.31	387.0
2017-11-12 20:10:00	ES	Futures	2825.31	2825.59	2825.04	2825.31	231.0
2017-11-12 20:15:00	ES	Futures	2825.04	2825.04	2824.22	2824.77	1205.0
2017-11-12 20:20:00	ES	Futures	2824.77	2825.04	2824.77	2825.04	554.0
2017-11-12 20:25:00	ES	Futures	2825.04	2825.86	2825.04	2825.59	350.0
2017-11-12 20:30:00	ES	Futures	2825.59	2826.41	2825.59	2825.86	600.0
2017-11-12 20:35:00	ES	Futures	2826.13	2826.68	2826.13	2826.41	703.0
2017-11-12 20:40:00	ES	Futures	2826.41	2826.95	2826.41	2826.95	454.0
2017-11-12 20:45:00	ES	Futures	2826.68	2826.95	2826.41	2826.68	673.0
2017-11-12 20:50:00	ES	Futures	2826.68	2826.95	2826.13	2826.13	225.0
2017-11-12 20:55:00	ES	Futures	2826.13	2826.68	2826.13	2826.68	217.0
2017-11-12 21:00:00	ES	Futures	2826.68	2826.68	2826.13	2826.13	250.0
2017-11-12 21:05:00	ES	Futures	2826.13	2826.13	2825.59	2825.86	336.0
2017-11-12 21:10:00	ES	Futures	2825.86	2825.86	2825.59	2825.86	174.0
2017-11-12 21:15:00	ES	Futures	2825.59	2825.86	2824.77	2825.04	239.0
2017-11-12 21:20:00	ES	Futures	2825.31	2825.31	2824.77	2825.04	302.0
2017-11-12 21:25:00	ES	Futures	2825.31	2825.31	2825.04	2825.31	235.0
2017-11-12 21:30:00	ES	Futures	2825.31	2825.86	2825.31	2825.59	415.0
2017-11-12 21:35:00	ES	Futures	2825.59	2825.86	2825.31	2825.59	130.0
2017-11-12 21:40:00	ES	Futures	2825.59	2825.86	2825.59	2825.86	119.0
2017-11-12 21:45:00	ES	Futures	2825.59	2825.86	2825.59	2825.86	228.0
2017-11-12 21:50:00	ES	Futures	2825.86	2825.86	2825.31	2825.59	164.0
2017-11-12 21:55:00	ES	Futures	2825.59	2825.86	2825.59	2825.59	143.0
2017-11-12 22:00:00	ES	Futures	2825.59	2825.59	2825.31	2825.59	86.0
2017-11-12 22:05:00	ES	Futures	2825.59	2825.86	2825.31	2825.59	209.0

> showing 50 of 2,656 rows — these rows as CSV

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