PREVIEW / futures_5min / 2017-11-20

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-20.parquet
  size:    231 KB
  rows:    15,373

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
2017-11-20 00:00:00	ES	Futures	2813.0	2813.28	2812.73	2813.28	393.0
2017-11-20 00:05:00	ES	Futures	2813.28	2813.55	2813.0	2813.28	456.0
2017-11-20 00:10:00	ES	Futures	2813.28	2813.28	2813.0	2813.28	200.0
2017-11-20 00:15:00	ES	Futures	2813.28	2813.55	2813.28	2813.55	146.0
2017-11-20 00:20:00	ES	Futures	2813.28	2813.28	2813.0	2813.28	158.0
2017-11-20 00:25:00	ES	Futures	2813.28	2814.1	2813.28	2813.82	507.0
2017-11-20 00:30:00	ES	Futures	2813.82	2814.1	2813.28	2813.82	422.0
2017-11-20 00:35:00	ES	Futures	2813.82	2813.82	2813.55	2813.55	185.0
2017-11-20 00:40:00	ES	Futures	2813.82	2814.37	2813.82	2814.37	532.0
2017-11-20 00:45:00	ES	Futures	2814.37	2814.37	2813.55	2813.82	308.0
2017-11-20 00:50:00	ES	Futures	2813.82	2814.1	2813.82	2814.1	229.0
2017-11-20 00:55:00	ES	Futures	2813.82	2814.37	2813.82	2813.82	340.0
2017-11-20 01:00:00	ES	Futures	2813.82	2814.1	2813.55	2814.1	262.0
2017-11-20 01:05:00	ES	Futures	2814.1	2815.19	2814.1	2814.37	1078.0
2017-11-20 01:10:00	ES	Futures	2814.37	2814.64	2814.1	2814.37	550.0
2017-11-20 01:15:00	ES	Futures	2814.37	2814.64	2813.0	2813.28	861.0
2017-11-20 01:20:00	ES	Futures	2813.0	2813.55	2811.91	2811.91	1351.0
2017-11-20 01:25:00	ES	Futures	2811.91	2812.18	2811.09	2811.09	985.0
2017-11-20 01:30:00	ES	Futures	2811.09	2811.36	2810.54	2811.36	732.0
2017-11-20 01:35:00	ES	Futures	2811.09	2811.09	2809.99	2809.99	770.0
2017-11-20 01:40:00	ES	Futures	2810.27	2811.09	2810.27	2810.81	386.0
2017-11-20 01:45:00	ES	Futures	2810.81	2811.91	2810.81	2811.91	362.0
2017-11-20 01:50:00	ES	Futures	2811.91	2812.18	2811.36	2811.64	617.0
2017-11-20 01:55:00	ES	Futures	2811.64	2811.91	2811.36	2811.64	660.0
2017-11-20 02:00:00	ES	Futures	2811.36	2811.64	2810.81	2811.36	1435.0
2017-11-20 02:05:00	ES	Futures	2811.36	2813.28	2811.09	2812.73	1584.0
2017-11-20 02:10:00	ES	Futures	2812.73	2813.55	2812.73	2813.28	1723.0
2017-11-20 02:15:00	ES	Futures	2813.28	2813.82	2813.0	2813.28	1325.0
2017-11-20 02:20:00	ES	Futures	2813.28	2813.55	2813.0	2813.28	589.0
2017-11-20 02:25:00	ES	Futures	2813.28	2813.28	2813.0	2813.0	360.0
2017-11-20 02:30:00	ES	Futures	2813.28	2813.28	2811.36	2812.18	1900.0
2017-11-20 02:35:00	ES	Futures	2812.18	2812.73	2811.09	2812.46	1631.0
2017-11-20 02:40:00	ES	Futures	2812.73	2813.28	2812.18	2813.28	933.0
2017-11-20 02:45:00	ES	Futures	2813.0	2813.55	2812.73	2812.73	952.0
2017-11-20 02:50:00	ES	Futures	2813.0	2813.82	2812.73	2813.55	957.0
2017-11-20 02:55:00	ES	Futures	2813.55	2813.55	2813.0	2813.55	1525.0
2017-11-20 03:00:00	ES	Futures	2813.55	2814.1	2812.73	2813.0	5712.0
2017-11-20 03:05:00	ES	Futures	2813.0	2814.64	2813.0	2813.55	4111.0
2017-11-20 03:10:00	ES	Futures	2813.55	2814.92	2813.28	2814.1	2654.0
2017-11-20 03:15:00	ES	Futures	2814.1	2814.37	2813.82	2814.1	1058.0
2017-11-20 03:20:00	ES	Futures	2814.37	2814.64	2813.82	2814.1	1954.0
2017-11-20 03:25:00	ES	Futures	2814.1	2814.37	2813.28	2813.55	1081.0
2017-11-20 03:30:00	ES	Futures	2813.28	2813.82	2812.18	2813.28	1806.0
2017-11-20 03:35:00	ES	Futures	2813.28	2813.55	2813.0	2813.28	1317.0
2017-11-20 03:40:00	ES	Futures	2813.55	2814.64	2813.0	2814.37	3035.0
2017-11-20 03:45:00	ES	Futures	2814.1	2815.47	2814.1	2815.47	2564.0
2017-11-20 03:50:00	ES	Futures	2815.47	2815.47	2814.92	2814.92	1090.0
2017-11-20 03:55:00	ES	Futures	2814.92	2815.74	2814.92	2814.92	1543.0
2017-11-20 04:00:00	ES	Futures	2814.92	2815.47	2814.92	2815.19	950.0
2017-11-20 04:05:00	ES	Futures	2815.47	2815.47	2814.64	2814.64	1099.0

> showing 50 of 15,373 rows — these rows as CSV

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