PREVIEW / futures_5min / 2017-11-21

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-21.parquet
  size:    224 KB
  rows:    15,305

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
2017-11-21 00:00:00	ES	Futures	2825.59	2826.41	2825.59	2826.41	356.0
2017-11-21 00:05:00	ES	Futures	2826.41	2826.41	2826.13	2826.41	209.0
2017-11-21 00:10:00	ES	Futures	2826.41	2826.41	2826.13	2826.13	278.0
2017-11-21 00:15:00	ES	Futures	2826.13	2826.41	2826.13	2826.41	185.0
2017-11-21 00:20:00	ES	Futures	2826.13	2826.41	2826.13	2826.13	66.0
2017-11-21 00:25:00	ES	Futures	2826.41	2826.41	2826.13	2826.41	480.0
2017-11-21 00:30:00	ES	Futures	2826.13	2826.41	2825.86	2825.86	627.0
2017-11-21 00:35:00	ES	Futures	2825.86	2825.86	2825.59	2825.86	160.0
2017-11-21 00:40:00	ES	Futures	2825.86	2825.86	2825.59	2825.59	107.0
2017-11-21 00:45:00	ES	Futures	2825.86	2825.86	2825.59	2825.86	223.0
2017-11-21 00:50:00	ES	Futures	2825.86	2825.86	2825.59	2825.86	164.0
2017-11-21 00:55:00	ES	Futures	2825.86	2825.86	2824.49	2824.49	1076.0
2017-11-21 01:00:00	ES	Futures	2824.49	2824.77	2823.95	2824.22	719.0
2017-11-21 01:05:00	ES	Futures	2824.22	2824.22	2823.95	2824.22	867.0
2017-11-21 01:10:00	ES	Futures	2823.95	2824.22	2823.67	2823.95	1416.0
2017-11-21 01:15:00	ES	Futures	2824.22	2824.49	2824.22	2824.49	296.0
2017-11-21 01:20:00	ES	Futures	2824.22	2824.49	2823.95	2824.49	397.0
2017-11-21 01:25:00	ES	Futures	2824.49	2824.49	2823.95	2824.22	823.0
2017-11-21 01:30:00	ES	Futures	2823.95	2824.22	2823.95	2824.22	364.0
2017-11-21 01:35:00	ES	Futures	2824.22	2824.22	2823.95	2823.95	12.0
2017-11-21 01:40:00	ES	Futures	2824.22	2824.22	2823.95	2823.95	283.0
2017-11-21 01:45:00	ES	Futures	2824.22	2824.22	2823.95	2824.22	47.0
2017-11-21 01:50:00	ES	Futures	2824.22	2824.22	2823.95	2824.22	48.0
2017-11-21 01:55:00	ES	Futures	2824.22	2824.22	2823.67	2824.22	160.0
2017-11-21 02:00:00	ES	Futures	2824.22	2825.04	2823.95	2824.77	913.0
2017-11-21 02:05:00	ES	Futures	2824.49	2824.77	2823.95	2824.22	714.0
2017-11-21 02:10:00	ES	Futures	2824.22	2824.49	2824.22	2824.22	431.0
2017-11-21 02:15:00	ES	Futures	2824.22	2824.22	2823.95	2823.95	239.0
2017-11-21 02:20:00	ES	Futures	2824.22	2824.22	2823.95	2824.22	431.0
2017-11-21 02:25:00	ES	Futures	2824.22	2824.22	2823.67	2823.67	466.0
2017-11-21 02:30:00	ES	Futures	2823.95	2824.22	2823.67	2824.22	694.0
2017-11-21 02:35:00	ES	Futures	2824.22	2824.22	2823.95	2823.95	328.0
2017-11-21 02:40:00	ES	Futures	2823.95	2823.95	2823.67	2823.67	588.0
2017-11-21 02:45:00	ES	Futures	2823.67	2825.04	2823.67	2825.04	1461.0
2017-11-21 02:50:00	ES	Futures	2825.31	2825.31	2824.22	2824.22	580.0
2017-11-21 02:55:00	ES	Futures	2824.22	2824.22	2823.95	2824.22	562.0
2017-11-21 03:00:00	ES	Futures	2824.22	2824.22	2822.85	2823.12	5014.0
2017-11-21 03:05:00	ES	Futures	2822.85	2823.4	2822.58	2823.12	2656.0
2017-11-21 03:10:00	ES	Futures	2823.12	2823.95	2823.12	2823.67	1551.0
2017-11-21 03:15:00	ES	Futures	2823.67	2823.67	2822.58	2823.12	1435.0
2017-11-21 03:20:00	ES	Futures	2823.12	2824.22	2823.12	2823.95	1341.0
2017-11-21 03:25:00	ES	Futures	2823.95	2824.22	2823.4	2823.67	1380.0
2017-11-21 03:30:00	ES	Futures	2823.67	2824.22	2823.4	2823.95	1011.0
2017-11-21 03:35:00	ES	Futures	2823.95	2824.77	2823.95	2824.77	1412.0
2017-11-21 03:40:00	ES	Futures	2824.49	2825.04	2824.22	2824.77	1977.0
2017-11-21 03:45:00	ES	Futures	2824.77	2825.31	2824.49	2824.49	1685.0
2017-11-21 03:50:00	ES	Futures	2824.49	2824.49	2823.67	2823.95	1346.0
2017-11-21 03:55:00	ES	Futures	2823.95	2824.22	2823.67	2824.22	1141.0
2017-11-21 04:00:00	ES	Futures	2823.95	2824.77	2823.95	2824.22	1353.0
2017-11-21 04:05:00	ES	Futures	2824.22	2824.77	2823.67	2824.49	888.0

> showing 50 of 15,305 rows — these rows as CSV

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