PREVIEW / futures_5min / 2017-11-22

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-22.parquet
  size:    228 KB
  rows:    14,882

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
2017-11-22 00:00:00	ES	Futures	2841.73	2842.0	2841.45	2841.73	70.0
2017-11-22 00:05:00	ES	Futures	2841.45	2842.0	2841.45	2841.73	292.0
2017-11-22 00:10:00	ES	Futures	2841.45	2842.0	2841.45	2841.73	148.0
2017-11-22 00:15:00	ES	Futures	2841.73	2842.0	2841.73	2841.73	38.0
2017-11-22 00:20:00	ES	Futures	2842.0	2842.27	2841.73	2841.73	127.0
2017-11-22 00:25:00	ES	Futures	2842.0	2842.0	2841.73	2841.73	15.0
2017-11-22 00:30:00	ES	Futures	2841.73	2842.0	2841.45	2841.73	350.0
2017-11-22 00:35:00	ES	Futures	2841.73	2842.0	2841.73	2841.73	87.0
2017-11-22 00:40:00	ES	Futures	2841.45	2841.73	2841.45	2841.73	225.0
2017-11-22 00:45:00	ES	Futures	2841.73	2841.73	2841.45	2841.73	23.0
2017-11-22 00:50:00	ES	Futures	2841.45	2841.45	2841.18	2841.18	185.0
2017-11-22 00:55:00	ES	Futures	2841.45	2841.45	2841.18	2841.18	105.0
2017-11-22 01:00:00	ES	Futures	2841.18	2842.0	2841.18	2841.45	528.0
2017-11-22 01:05:00	ES	Futures	2841.73	2842.0	2841.45	2842.0	438.0
2017-11-22 01:10:00	ES	Futures	2841.73	2842.55	2841.73	2842.55	488.0
2017-11-22 01:15:00	ES	Futures	2842.27	2842.82	2842.27	2842.82	508.0
2017-11-22 01:20:00	ES	Futures	2842.82	2843.37	2842.82	2843.09	870.0
2017-11-22 01:25:00	ES	Futures	2843.37	2843.37	2843.09	2843.09	171.0
2017-11-22 01:30:00	ES	Futures	2843.37	2843.37	2842.82	2843.09	580.0
2017-11-22 01:35:00	ES	Futures	2842.82	2843.09	2842.55	2842.82	263.0
2017-11-22 01:40:00	ES	Futures	2842.82	2843.09	2842.82	2842.82	116.0
2017-11-22 01:45:00	ES	Futures	2842.82	2843.09	2842.82	2843.09	15.0
2017-11-22 01:50:00	ES	Futures	2842.82	2843.09	2842.82	2843.09	64.0
2017-11-22 01:55:00	ES	Futures	2843.09	2843.09	2842.82	2843.09	159.0
2017-11-22 02:00:00	ES	Futures	2842.82	2843.64	2842.27	2842.82	1396.0
2017-11-22 02:05:00	ES	Futures	2842.82	2842.82	2842.0	2842.55	1751.0
2017-11-22 02:10:00	ES	Futures	2842.55	2842.82	2842.0	2842.82	862.0
2017-11-22 02:15:00	ES	Futures	2842.82	2843.09	2842.27	2842.82	801.0
2017-11-22 02:20:00	ES	Futures	2842.82	2842.82	2842.0	2842.0	416.0
2017-11-22 02:25:00	ES	Futures	2842.27	2842.55	2842.0	2842.55	510.0
2017-11-22 02:30:00	ES	Futures	2842.27	2842.55	2842.0	2842.0	907.0
2017-11-22 02:35:00	ES	Futures	2842.0	2842.0	2841.18	2841.73	1106.0
2017-11-22 02:40:00	ES	Futures	2841.45	2841.73	2841.45	2841.73	477.0
2017-11-22 02:45:00	ES	Futures	2841.45	2842.55	2841.45	2842.27	715.0
2017-11-22 02:50:00	ES	Futures	2842.27	2842.27	2841.73	2842.0	827.0
2017-11-22 02:55:00	ES	Futures	2842.0	2842.27	2841.73	2842.27	886.0
2017-11-22 03:00:00	ES	Futures	2842.27	2842.55	2841.45	2842.55	2294.0
2017-11-22 03:05:00	ES	Futures	2842.27	2843.37	2842.0	2843.09	2543.0
2017-11-22 03:10:00	ES	Futures	2843.37	2843.37	2842.55	2843.09	2208.0
2017-11-22 03:15:00	ES	Futures	2843.37	2843.37	2842.0	2842.27	1019.0
2017-11-22 03:20:00	ES	Futures	2842.27	2842.55	2841.73	2842.27	1210.0
2017-11-22 03:25:00	ES	Futures	2842.27	2843.09	2842.0	2842.55	1547.0
2017-11-22 03:30:00	ES	Futures	2842.55	2842.82	2841.73	2842.0	1068.0
2017-11-22 03:35:00	ES	Futures	2842.0	2842.27	2841.73	2842.27	852.0
2017-11-22 03:40:00	ES	Futures	2842.27	2842.55	2842.0	2842.27	928.0
2017-11-22 03:45:00	ES	Futures	2842.0	2842.55	2841.73	2841.73	1634.0
2017-11-22 03:50:00	ES	Futures	2841.73	2842.55	2841.45	2842.27	1818.0
2017-11-22 03:55:00	ES	Futures	2842.0	2842.27	2841.73	2842.0	577.0
2017-11-22 04:00:00	ES	Futures	2841.73	2842.27	2841.73	2842.27	244.0
2017-11-22 04:05:00	ES	Futures	2842.0	2842.27	2841.73	2841.73	645.0

> showing 50 of 14,882 rows — these rows as CSV

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