PREVIEW / futures_5min / 2017-11-15

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-15.parquet
  size:    245 KB
  rows:    15,890

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
2017-11-15 00:00:00	ES	Futures	2813.0	2813.55	2813.0	2813.55	280.0
2017-11-15 00:05:00	ES	Futures	2813.55	2813.55	2812.73	2813.0	395.0
2017-11-15 00:10:00	ES	Futures	2813.0	2813.0	2812.46	2812.46	245.0
2017-11-15 00:15:00	ES	Futures	2812.18	2813.0	2812.18	2812.46	334.0
2017-11-15 00:20:00	ES	Futures	2812.46	2813.0	2812.46	2813.0	268.0
2017-11-15 00:25:00	ES	Futures	2813.0	2813.28	2812.73	2813.28	215.0
2017-11-15 00:30:00	ES	Futures	2813.0	2814.64	2813.0	2814.37	984.0
2017-11-15 00:35:00	ES	Futures	2814.1	2814.64	2814.1	2814.64	534.0
2017-11-15 00:40:00	ES	Futures	2814.37	2814.37	2813.28	2813.55	331.0
2017-11-15 00:45:00	ES	Futures	2813.82	2813.82	2813.0	2813.28	653.0
2017-11-15 00:50:00	ES	Futures	2813.0	2813.55	2813.0	2813.0	303.0
2017-11-15 00:55:00	ES	Futures	2813.28	2813.55	2812.73	2812.73	330.0
2017-11-15 01:00:00	ES	Futures	2812.73	2813.55	2812.73	2813.55	444.0
2017-11-15 01:05:00	ES	Futures	2813.55	2813.55	2813.0	2813.28	141.0
2017-11-15 01:10:00	ES	Futures	2813.28	2814.1	2813.0	2813.0	364.0
2017-11-15 01:15:00	ES	Futures	2813.0	2813.55	2813.0	2813.28	117.0
2017-11-15 01:20:00	ES	Futures	2813.55	2813.55	2812.73	2812.73	182.0
2017-11-15 01:25:00	ES	Futures	2813.0	2813.0	2811.36	2811.36	1019.0
2017-11-15 01:30:00	ES	Futures	2811.36	2811.91	2811.36	2811.91	1170.0
2017-11-15 01:35:00	ES	Futures	2811.91	2812.18	2811.64	2811.91	399.0
2017-11-15 01:40:00	ES	Futures	2811.64	2811.64	2811.09	2811.09	628.0
2017-11-15 01:45:00	ES	Futures	2811.09	2811.64	2811.09	2811.36	241.0
2017-11-15 01:50:00	ES	Futures	2811.36	2811.64	2811.09	2811.36	603.0
2017-11-15 01:55:00	ES	Futures	2811.64	2811.91	2811.36	2811.64	523.0
2017-11-15 02:00:00	ES	Futures	2811.64	2811.91	2810.81	2811.36	1563.0
2017-11-15 02:05:00	ES	Futures	2811.36	2811.64	2811.09	2811.09	1665.0
2017-11-15 02:10:00	ES	Futures	2811.36	2811.36	2810.27	2810.54	1819.0
2017-11-15 02:15:00	ES	Futures	2810.81	2811.64	2810.27	2811.36	1216.0
2017-11-15 02:20:00	ES	Futures	2811.09	2811.64	2809.99	2810.54	1573.0
2017-11-15 02:25:00	ES	Futures	2810.27	2810.81	2808.9	2809.45	3243.0
2017-11-15 02:30:00	ES	Futures	2809.45	2809.99	2808.9	2809.45	2328.0
2017-11-15 02:35:00	ES	Futures	2809.72	2810.27	2809.17	2809.45	1221.0
2017-11-15 02:40:00	ES	Futures	2809.45	2810.54	2809.45	2810.27	1919.0
2017-11-15 02:45:00	ES	Futures	2810.27	2810.81	2809.99	2810.54	1352.0
2017-11-15 02:50:00	ES	Futures	2810.81	2811.09	2809.99	2810.54	1211.0
2017-11-15 02:55:00	ES	Futures	2810.27	2810.27	2809.17	2809.45	2233.0
2017-11-15 03:00:00	ES	Futures	2809.45	2810.54	2808.08	2808.63	7859.0
2017-11-15 03:05:00	ES	Futures	2808.63	2808.9	2807.53	2808.35	7058.0
2017-11-15 03:10:00	ES	Futures	2808.35	2808.35	2807.26	2807.81	4613.0
2017-11-15 03:15:00	ES	Futures	2807.81	2809.72	2807.81	2808.9	6104.0
2017-11-15 03:20:00	ES	Futures	2809.17	2810.81	2809.17	2810.54	4338.0
2017-11-15 03:25:00	ES	Futures	2810.54	2810.54	2808.9	2809.72	3320.0
2017-11-15 03:30:00	ES	Futures	2809.72	2809.99	2808.63	2809.17	4902.0
2017-11-15 03:35:00	ES	Futures	2809.17	2809.72	2808.63	2809.45	2750.0
2017-11-15 03:40:00	ES	Futures	2809.17	2809.99	2808.9	2809.45	2619.0
2017-11-15 03:45:00	ES	Futures	2809.45	2811.09	2809.45	2809.99	3088.0
2017-11-15 03:50:00	ES	Futures	2809.99	2809.99	2809.17	2809.45	1575.0
2017-11-15 03:55:00	ES	Futures	2809.72	2809.72	2808.63	2808.9	2072.0
2017-11-15 04:00:00	ES	Futures	2808.9	2808.9	2808.08	2808.63	3085.0
2017-11-15 04:05:00	ES	Futures	2808.35	2808.9	2808.08	2808.9	1630.0

> showing 50 of 15,890 rows — these rows as CSV

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