PREVIEW / futures_5min / 2017-11-19

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-19.parquet
  size:    50 KB
  rows:    2,774

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
2017-11-19 18:00:00	ES	Futures	2818.75	2821.76	2818.47	2820.66	3298.0
2017-11-19 18:05:00	ES	Futures	2820.94	2821.21	2819.29	2819.29	1562.0
2017-11-19 18:10:00	ES	Futures	2819.57	2819.84	2817.11	2817.11	1299.0
2017-11-19 18:15:00	ES	Futures	2817.11	2818.2	2816.83	2818.2	771.0
2017-11-19 18:20:00	ES	Futures	2818.2	2818.47	2817.93	2817.93	314.0
2017-11-19 18:25:00	ES	Futures	2818.2	2818.47	2817.93	2818.2	202.0
2017-11-19 18:30:00	ES	Futures	2818.2	2818.47	2816.83	2817.11	1419.0
2017-11-19 18:35:00	ES	Futures	2817.38	2817.38	2816.29	2816.56	1140.0
2017-11-19 18:40:00	ES	Futures	2816.56	2817.11	2816.01	2816.56	629.0
2017-11-19 18:45:00	ES	Futures	2816.83	2818.47	2816.83	2817.38	835.0
2017-11-19 18:50:00	ES	Futures	2817.65	2818.2	2817.65	2817.93	339.0
2017-11-19 18:55:00	ES	Futures	2818.2	2819.29	2818.2	2819.02	745.0
2017-11-19 19:00:00	ES	Futures	2819.02	2819.29	2817.11	2818.75	1653.0
2017-11-19 19:05:00	ES	Futures	2818.47	2819.29	2818.47	2819.29	542.0
2017-11-19 19:10:00	ES	Futures	2819.29	2819.84	2818.75	2819.57	1019.0
2017-11-19 19:15:00	ES	Futures	2819.57	2819.84	2818.75	2819.57	705.0
2017-11-19 19:20:00	ES	Futures	2819.57	2819.57	2817.93	2819.02	1171.0
2017-11-19 19:25:00	ES	Futures	2819.02	2819.84	2818.47	2819.57	766.0
2017-11-19 19:30:00	ES	Futures	2819.57	2819.57	2819.29	2819.57	211.0
2017-11-19 19:35:00	ES	Futures	2819.57	2819.57	2818.47	2818.75	722.0
2017-11-19 19:40:00	ES	Futures	2818.47	2818.75	2817.65	2818.75	567.0
2017-11-19 19:45:00	ES	Futures	2818.75	2819.02	2818.47	2818.75	359.0
2017-11-19 19:50:00	ES	Futures	2818.75	2818.75	2818.47	2818.75	135.0
2017-11-19 19:55:00	ES	Futures	2818.75	2818.75	2817.93	2818.2	352.0
2017-11-19 20:00:00	ES	Futures	2818.2	2819.84	2817.93	2819.57	1020.0
2017-11-19 20:05:00	ES	Futures	2819.29	2819.57	2817.65	2817.65	809.0
2017-11-19 20:10:00	ES	Futures	2817.93	2817.93	2817.38	2817.65	478.0
2017-11-19 20:15:00	ES	Futures	2817.38	2818.2	2817.11	2817.38	947.0
2017-11-19 20:20:00	ES	Futures	2817.38	2817.93	2817.38	2817.65	890.0
2017-11-19 20:25:00	ES	Futures	2817.65	2818.2	2817.65	2817.65	262.0
2017-11-19 20:30:00	ES	Futures	2817.93	2818.75	2817.93	2818.47	352.0
2017-11-19 20:35:00	ES	Futures	2818.47	2818.47	2817.11	2817.38	694.0
2017-11-19 20:40:00	ES	Futures	2817.38	2817.93	2817.11	2817.93	526.0
2017-11-19 20:45:00	ES	Futures	2817.93	2817.93	2817.11	2817.65	333.0
2017-11-19 20:50:00	ES	Futures	2817.38	2817.65	2813.0	2813.0	5708.0
2017-11-19 20:55:00	ES	Futures	2813.28	2813.82	2810.81	2812.73	5681.0
2017-11-19 21:00:00	ES	Futures	2812.73	2813.55	2810.81	2812.73	2807.0
2017-11-19 21:05:00	ES	Futures	2813.0	2813.28	2812.18	2813.0	1306.0
2017-11-19 21:10:00	ES	Futures	2813.0	2813.55	2812.18	2813.0	751.0
2017-11-19 21:15:00	ES	Futures	2813.0	2813.55	2812.18	2812.73	982.0
2017-11-19 21:20:00	ES	Futures	2812.46	2813.28	2812.18	2813.0	672.0
2017-11-19 21:25:00	ES	Futures	2813.0	2813.0	2811.64	2811.91	1098.0
2017-11-19 21:30:00	ES	Futures	2811.91	2812.46	2811.09	2811.64	1196.0
2017-11-19 21:35:00	ES	Futures	2811.64	2812.46	2811.09	2812.46	659.0
2017-11-19 21:40:00	ES	Futures	2812.46	2812.73	2811.64	2812.73	740.0
2017-11-19 21:45:00	ES	Futures	2812.73	2813.0	2812.46	2813.0	717.0
2017-11-19 21:50:00	ES	Futures	2813.0	2813.28	2812.73	2813.0	329.0
2017-11-19 21:55:00	ES	Futures	2813.0	2813.0	2811.91	2811.91	917.0
2017-11-19 22:00:00	ES	Futures	2812.18	2812.18	2810.81	2811.64	1710.0
2017-11-19 22:05:00	ES	Futures	2811.64	2812.46	2811.36	2812.18	701.0

> showing 50 of 2,774 rows — these rows as CSV

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