PREVIEW / futures_5min / 2017-11-13

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-13.parquet
  size:    225 KB
  rows:    15,319

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
2017-11-13 00:00:00	ES	Futures	2827.5	2828.05	2827.23	2827.23	1098.0
2017-11-13 00:05:00	ES	Futures	2827.5	2827.5	2827.23	2827.5	310.0
2017-11-13 00:10:00	ES	Futures	2827.5	2827.5	2827.23	2827.23	409.0
2017-11-13 00:15:00	ES	Futures	2827.5	2827.5	2826.95	2827.23	174.0
2017-11-13 00:20:00	ES	Futures	2827.23	2827.5	2826.95	2827.5	169.0
2017-11-13 00:25:00	ES	Futures	2827.5	2827.78	2827.23	2827.5	321.0
2017-11-13 00:30:00	ES	Futures	2827.5	2827.78	2827.23	2827.23	99.0
2017-11-13 00:35:00	ES	Futures	2827.23	2827.5	2826.41	2826.41	833.0
2017-11-13 00:40:00	ES	Futures	2826.41	2826.41	2824.77	2825.04	1788.0
2017-11-13 00:45:00	ES	Futures	2824.77	2825.31	2824.77	2825.04	1503.0
2017-11-13 00:50:00	ES	Futures	2824.77	2824.77	2824.22	2824.22	698.0
2017-11-13 00:55:00	ES	Futures	2824.22	2824.22	2823.12	2823.4	1141.0
2017-11-13 01:00:00	ES	Futures	2823.4	2823.67	2822.58	2823.4	1178.0
2017-11-13 01:05:00	ES	Futures	2823.12	2823.4	2821.76	2822.85	2497.0
2017-11-13 01:10:00	ES	Futures	2822.85	2823.12	2821.76	2821.76	543.0
2017-11-13 01:15:00	ES	Futures	2822.03	2822.85	2822.03	2822.58	840.0
2017-11-13 01:20:00	ES	Futures	2822.85	2823.12	2822.3	2822.58	1138.0
2017-11-13 01:25:00	ES	Futures	2822.58	2822.58	2822.3	2822.58	116.0
2017-11-13 01:30:00	ES	Futures	2822.58	2822.85	2822.3	2822.85	197.0
2017-11-13 01:35:00	ES	Futures	2822.85	2822.85	2822.58	2822.85	34.0
2017-11-13 01:40:00	ES	Futures	2822.85	2823.12	2822.85	2823.12	217.0
2017-11-13 01:45:00	ES	Futures	2823.12	2823.12	2822.03	2822.85	603.0
2017-11-13 01:50:00	ES	Futures	2822.85	2823.4	2822.58	2823.12	283.0
2017-11-13 01:55:00	ES	Futures	2823.12	2823.4	2822.85	2823.4	189.0
2017-11-13 02:00:00	ES	Futures	2823.4	2823.95	2823.12	2823.95	838.0
2017-11-13 02:05:00	ES	Futures	2823.95	2824.22	2823.95	2824.22	574.0
2017-11-13 02:10:00	ES	Futures	2824.22	2824.77	2824.22	2824.77	699.0
2017-11-13 02:15:00	ES	Futures	2824.49	2824.77	2823.67	2823.95	1492.0
2017-11-13 02:20:00	ES	Futures	2823.95	2824.22	2823.67	2824.22	643.0
2017-11-13 02:25:00	ES	Futures	2824.22	2824.77	2823.95	2824.49	1026.0
2017-11-13 02:30:00	ES	Futures	2824.22	2824.49	2823.4	2823.67	1385.0
2017-11-13 02:35:00	ES	Futures	2823.95	2824.49	2823.67	2824.49	773.0
2017-11-13 02:40:00	ES	Futures	2824.49	2825.04	2824.22	2824.77	605.0
2017-11-13 02:45:00	ES	Futures	2824.77	2824.77	2823.95	2824.22	1012.0
2017-11-13 02:50:00	ES	Futures	2824.49	2824.49	2824.22	2824.49	500.0
2017-11-13 02:55:00	ES	Futures	2824.49	2824.49	2823.4	2823.4	1126.0
2017-11-13 03:00:00	ES	Futures	2823.4	2824.77	2823.12	2824.22	3346.0
2017-11-13 03:05:00	ES	Futures	2824.49	2825.04	2823.95	2823.95	2316.0
2017-11-13 03:10:00	ES	Futures	2823.95	2824.77	2823.67	2824.49	1942.0
2017-11-13 03:15:00	ES	Futures	2824.49	2824.49	2823.95	2824.22	2174.0
2017-11-13 03:20:00	ES	Futures	2824.22	2825.86	2824.22	2825.59	2574.0
2017-11-13 03:25:00	ES	Futures	2825.59	2825.59	2824.49	2824.77	1666.0
2017-11-13 03:30:00	ES	Futures	2824.77	2825.04	2823.95	2824.22	1214.0
2017-11-13 03:35:00	ES	Futures	2824.22	2825.04	2823.95	2824.77	3089.0
2017-11-13 03:40:00	ES	Futures	2824.77	2825.31	2824.77	2825.04	1506.0
2017-11-13 03:45:00	ES	Futures	2825.04	2825.04	2824.49	2824.49	633.0
2017-11-13 03:50:00	ES	Futures	2824.77	2824.77	2822.85	2822.85	3260.0
2017-11-13 03:55:00	ES	Futures	2822.85	2823.4	2822.58	2822.85	1361.0
2017-11-13 04:00:00	ES	Futures	2823.12	2823.67	2823.12	2823.67	820.0
2017-11-13 04:05:00	ES	Futures	2823.4	2824.22	2823.4	2823.67	2696.0

> showing 50 of 15,319 rows — these rows as CSV

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