PREVIEW / futures_5min / 2017-11-14

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-14.parquet
  size:    255 KB
  rows:    15,880

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
2017-11-14 00:00:00	ES	Futures	2822.3	2823.12	2822.03	2822.58	342.0
2017-11-14 00:05:00	ES	Futures	2822.85	2822.85	2822.3	2822.58	302.0
2017-11-14 00:10:00	ES	Futures	2822.58	2822.85	2822.58	2822.85	74.0
2017-11-14 00:15:00	ES	Futures	2822.58	2823.12	2822.58	2823.12	113.0
2017-11-14 00:20:00	ES	Futures	2823.12	2823.12	2822.85	2822.85	333.0
2017-11-14 00:25:00	ES	Futures	2823.12	2823.12	2822.3	2822.58	246.0
2017-11-14 00:30:00	ES	Futures	2822.3	2822.58	2821.76	2822.3	846.0
2017-11-14 00:35:00	ES	Futures	2822.3	2822.58	2822.03	2822.58	290.0
2017-11-14 00:40:00	ES	Futures	2822.58	2822.58	2822.03	2822.03	677.0
2017-11-14 00:45:00	ES	Futures	2822.03	2822.03	2821.76	2821.76	314.0
2017-11-14 00:50:00	ES	Futures	2821.48	2821.48	2820.66	2820.66	1662.0
2017-11-14 00:55:00	ES	Futures	2820.66	2820.94	2820.12	2820.66	1581.0
2017-11-14 01:00:00	ES	Futures	2820.66	2821.21	2820.39	2820.66	1334.0
2017-11-14 01:05:00	ES	Futures	2820.94	2821.76	2820.66	2821.76	839.0
2017-11-14 01:10:00	ES	Futures	2821.76	2821.76	2821.48	2821.76	448.0
2017-11-14 01:15:00	ES	Futures	2821.76	2821.76	2820.94	2821.21	1038.0
2017-11-14 01:20:00	ES	Futures	2821.21	2822.3	2821.21	2822.03	631.0
2017-11-14 01:25:00	ES	Futures	2821.76	2821.76	2821.48	2821.48	176.0
2017-11-14 01:30:00	ES	Futures	2821.48	2821.76	2821.48	2821.48	67.0
2017-11-14 01:35:00	ES	Futures	2821.48	2821.76	2821.21	2821.48	245.0
2017-11-14 01:40:00	ES	Futures	2821.76	2821.76	2821.48	2821.48	70.0
2017-11-14 01:45:00	ES	Futures	2821.48	2821.76	2821.48	2821.76	115.0
2017-11-14 01:50:00	ES	Futures	2821.48	2821.76	2821.48	2821.76	241.0
2017-11-14 01:55:00	ES	Futures	2821.48	2821.76	2821.48	2821.76	161.0
2017-11-14 02:00:00	ES	Futures	2821.76	2823.12	2821.76	2822.3	1549.0
2017-11-14 02:05:00	ES	Futures	2822.3	2822.58	2821.76	2822.3	978.0
2017-11-14 02:10:00	ES	Futures	2822.3	2822.58	2822.03	2822.03	717.0
2017-11-14 02:15:00	ES	Futures	2822.3	2822.85	2821.48	2822.58	1749.0
2017-11-14 02:20:00	ES	Futures	2822.85	2823.4	2822.3	2822.85	1401.0
2017-11-14 02:25:00	ES	Futures	2823.12	2823.12	2822.3	2822.58	749.0
2017-11-14 02:30:00	ES	Futures	2822.58	2823.4	2821.76	2823.12	1666.0
2017-11-14 02:35:00	ES	Futures	2823.4	2823.4	2822.85	2823.12	746.0
2017-11-14 02:40:00	ES	Futures	2823.4	2823.67	2823.12	2823.12	700.0
2017-11-14 02:45:00	ES	Futures	2823.4	2823.4	2823.12	2823.4	162.0
2017-11-14 02:50:00	ES	Futures	2823.4	2823.4	2822.58	2822.58	689.0
2017-11-14 02:55:00	ES	Futures	2822.85	2823.4	2822.58	2822.85	435.0
2017-11-14 03:00:00	ES	Futures	2822.85	2823.12	2821.21	2822.85	3622.0
2017-11-14 03:05:00	ES	Futures	2822.85	2824.49	2822.85	2824.22	4830.0
2017-11-14 03:10:00	ES	Futures	2824.22	2825.31	2823.95	2824.77	2360.0
2017-11-14 03:15:00	ES	Futures	2824.77	2825.04	2824.22	2825.04	2368.0
2017-11-14 03:20:00	ES	Futures	2825.04	2825.59	2824.77	2825.04	1961.0
2017-11-14 03:25:00	ES	Futures	2825.04	2825.04	2824.49	2824.77	1211.0
2017-11-14 03:30:00	ES	Futures	2825.04	2825.04	2823.95	2823.95	1437.0
2017-11-14 03:35:00	ES	Futures	2824.22	2824.49	2823.95	2824.22	686.0
2017-11-14 03:40:00	ES	Futures	2824.22	2824.22	2823.12	2823.67	1613.0
2017-11-14 03:45:00	ES	Futures	2823.4	2824.49	2823.4	2823.95	787.0
2017-11-14 03:50:00	ES	Futures	2824.22	2824.22	2823.95	2823.95	1290.0
2017-11-14 03:55:00	ES	Futures	2824.22	2824.49	2823.67	2824.22	1322.0
2017-11-14 04:00:00	ES	Futures	2824.22	2824.22	2823.4	2823.95	1303.0
2017-11-14 04:05:00	ES	Futures	2823.95	2823.95	2823.4	2823.67	1049.0

> showing 50 of 15,880 rows — these rows as CSV

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