PREVIEW / futures_5min / 2017-11-17

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-17.parquet
  size:    205 KB
  rows:    12,913

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
2017-11-17 00:00:00	ES	Futures	2826.41	2826.41	2826.13	2826.13	256.0
2017-11-17 00:05:00	ES	Futures	2826.13	2826.13	2825.86	2825.86	394.0
2017-11-17 00:10:00	ES	Futures	2825.59	2825.59	2825.04	2825.31	572.0
2017-11-17 00:15:00	ES	Futures	2825.59	2825.86	2824.22	2824.77	890.0
2017-11-17 00:20:00	ES	Futures	2824.77	2825.04	2824.49	2824.77	464.0
2017-11-17 00:25:00	ES	Futures	2824.77	2825.31	2824.77	2825.31	282.0
2017-11-17 00:30:00	ES	Futures	2825.04	2825.31	2824.77	2825.31	625.0
2017-11-17 00:35:00	ES	Futures	2825.59	2825.59	2825.04	2825.31	375.0
2017-11-17 00:40:00	ES	Futures	2825.31	2825.59	2825.31	2825.31	409.0
2017-11-17 00:45:00	ES	Futures	2825.31	2825.86	2825.31	2825.59	230.0
2017-11-17 00:50:00	ES	Futures	2825.59	2825.86	2825.31	2825.86	491.0
2017-11-17 00:55:00	ES	Futures	2825.59	2825.86	2824.77	2825.31	704.0
2017-11-17 01:00:00	ES	Futures	2825.59	2825.59	2825.31	2825.31	225.0
2017-11-17 01:05:00	ES	Futures	2825.31	2825.59	2825.04	2825.04	475.0
2017-11-17 01:10:00	ES	Futures	2825.04	2826.41	2825.04	2826.41	892.0
2017-11-17 01:15:00	ES	Futures	2826.13	2826.41	2826.13	2826.41	37.0
2017-11-17 01:20:00	ES	Futures	2826.41	2826.41	2825.59	2825.86	424.0
2017-11-17 01:25:00	ES	Futures	2825.86	2826.13	2825.86	2825.86	182.0
2017-11-17 01:30:00	ES	Futures	2826.13	2826.13	2825.59	2825.59	233.0
2017-11-17 01:35:00	ES	Futures	2825.86	2825.86	2825.31	2825.59	97.0
2017-11-17 01:40:00	ES	Futures	2825.31	2825.86	2825.31	2825.86	237.0
2017-11-17 01:45:00	ES	Futures	2825.86	2825.86	2825.59	2825.59	164.0
2017-11-17 01:50:00	ES	Futures	2825.59	2825.86	2825.59	2825.86	145.0
2017-11-17 01:55:00	ES	Futures	2825.86	2825.86	2825.04	2825.31	486.0
2017-11-17 02:00:00	ES	Futures	2825.31	2826.13	2824.77	2825.04	1365.0
2017-11-17 02:05:00	ES	Futures	2825.04	2825.86	2825.04	2825.86	1405.0
2017-11-17 02:10:00	ES	Futures	2826.13	2826.13	2825.86	2825.86	290.0
2017-11-17 02:15:00	ES	Futures	2825.86	2826.13	2825.59	2826.13	1354.0
2017-11-17 02:20:00	ES	Futures	2826.13	2826.13	2825.86	2826.13	210.0
2017-11-17 02:25:00	ES	Futures	2825.86	2826.13	2825.86	2826.13	448.0
2017-11-17 02:30:00	ES	Futures	2825.86	2825.86	2824.77	2825.59	1908.0
2017-11-17 02:35:00	ES	Futures	2825.59	2826.13	2825.31	2826.13	1196.0
2017-11-17 02:40:00	ES	Futures	2826.13	2826.13	2825.59	2826.13	878.0
2017-11-17 02:45:00	ES	Futures	2826.13	2826.41	2825.59	2826.13	413.0
2017-11-17 02:50:00	ES	Futures	2826.13	2826.41	2825.86	2826.13	644.0
2017-11-17 02:55:00	ES	Futures	2826.13	2826.68	2826.13	2826.41	413.0
2017-11-17 03:00:00	ES	Futures	2826.68	2826.95	2825.59	2826.13	4639.0
2017-11-17 03:05:00	ES	Futures	2825.86	2826.68	2825.86	2826.68	2594.0
2017-11-17 03:10:00	ES	Futures	2826.95	2828.05	2826.68	2828.05	3703.0
2017-11-17 03:15:00	ES	Futures	2828.05	2828.05	2827.23	2827.5	1997.0
2017-11-17 03:20:00	ES	Futures	2827.5	2827.78	2827.23	2827.5	2820.0
2017-11-17 03:25:00	ES	Futures	2827.5	2827.78	2825.59	2826.95	5024.0
2017-11-17 03:30:00	ES	Futures	2826.68	2827.5	2826.68	2827.23	2029.0
2017-11-17 03:35:00	ES	Futures	2826.95	2826.95	2825.86	2826.13	2740.0
2017-11-17 03:40:00	ES	Futures	2826.13	2826.13	2824.77	2824.77	3387.0
2017-11-17 03:45:00	ES	Futures	2824.77	2825.59	2824.77	2825.59	2832.0
2017-11-17 03:50:00	ES	Futures	2825.59	2825.86	2825.31	2825.31	1332.0
2017-11-17 03:55:00	ES	Futures	2825.31	2825.31	2823.95	2823.95	2878.0
2017-11-17 04:00:00	ES	Futures	2824.22	2825.04	2823.95	2824.77	1641.0
2017-11-17 04:05:00	ES	Futures	2824.77	2825.04	2824.22	2824.49	1527.0

> showing 50 of 12,913 rows — these rows as CSV

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