PREVIEW / futures_5min / 2017-11-23

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-23.parquet
  size:    148 KB
  rows:    10,473

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
2017-11-23 00:00:00	ES	Futures	2839.26	2839.26	2838.99	2838.99	10.0
2017-11-23 00:05:00	ES	Futures	2838.99	2839.26	2838.99	2838.99	217.0
2017-11-23 00:10:00	ES	Futures	2839.26	2839.26	2839.26	2839.26	152.0
2017-11-23 00:15:00	ES	Futures	2839.26	2839.26	2839.26	2839.26	48.0
2017-11-23 00:20:00	ES	Futures	2839.26	2839.26	2839.26	2839.26	135.0
2017-11-23 00:25:00	ES	Futures	2839.54	2839.54	2839.26	2839.54	23.0
2017-11-23 00:30:00	ES	Futures	2839.26	2839.54	2839.26	2839.26	63.0
2017-11-23 00:35:00	ES	Futures	2839.26	2839.26	2838.99	2838.99	122.0
2017-11-23 00:40:00	ES	Futures	2838.99	2839.26	2838.99	2838.99	99.0
2017-11-23 00:45:00	ES	Futures	2839.26	2839.26	2838.99	2838.99	35.0
2017-11-23 00:50:00	ES	Futures	2838.99	2838.99	2838.99	2838.99	6.0
2017-11-23 00:55:00	ES	Futures	2839.26	2839.26	2839.26	2839.26	33.0
2017-11-23 01:00:00	ES	Futures	2839.26	2839.26	2838.72	2838.72	94.0
2017-11-23 01:05:00	ES	Futures	2838.72	2838.99	2838.72	2838.99	15.0
2017-11-23 01:10:00	ES	Futures	2838.99	2838.99	2838.72	2838.72	17.0
2017-11-23 01:15:00	ES	Futures	2838.72	2838.72	2838.17	2838.44	263.0
2017-11-23 01:20:00	ES	Futures	2838.44	2838.44	2838.17	2838.44	119.0
2017-11-23 01:25:00	ES	Futures	2838.17	2838.44	2838.17	2838.44	119.0
2017-11-23 01:30:00	ES	Futures	2838.44	2838.44	2838.44	2838.44	8.0
2017-11-23 01:35:00	ES	Futures	2838.17	2838.17	2837.9	2837.9	119.0
2017-11-23 01:40:00	ES	Futures	2837.9	2838.17	2837.9	2838.17	65.0
2017-11-23 01:45:00	ES	Futures	2837.9	2838.17	2837.62	2837.62	295.0
2017-11-23 01:50:00	ES	Futures	2837.62	2837.9	2837.62	2837.9	46.0
2017-11-23 01:55:00	ES	Futures	2837.9	2837.9	2837.35	2837.62	126.0
2017-11-23 02:00:00	ES	Futures	2837.62	2838.72	2837.62	2838.44	797.0
2017-11-23 02:05:00	ES	Futures	2838.44	2838.44	2837.62	2837.62	577.0
2017-11-23 02:10:00	ES	Futures	2837.9	2837.9	2837.08	2837.08	677.0
2017-11-23 02:15:00	ES	Futures	2837.08	2837.35	2836.8	2837.08	1159.0
2017-11-23 02:20:00	ES	Futures	2837.08	2837.35	2836.8	2837.08	628.0
2017-11-23 02:25:00	ES	Futures	2837.08	2837.35	2836.53	2837.35	978.0
2017-11-23 02:30:00	ES	Futures	2837.35	2837.62	2836.53	2836.53	608.0
2017-11-23 02:35:00	ES	Futures	2836.53	2836.8	2835.71	2836.26	2375.0
2017-11-23 02:40:00	ES	Futures	2836.26	2836.26	2833.52	2833.79	4524.0
2017-11-23 02:45:00	ES	Futures	2834.07	2835.16	2833.79	2835.16	2125.0
2017-11-23 02:50:00	ES	Futures	2835.16	2835.71	2834.61	2834.61	781.0
2017-11-23 02:55:00	ES	Futures	2834.61	2834.61	2834.07	2834.34	661.0
2017-11-23 03:00:00	ES	Futures	2834.61	2835.16	2834.07	2834.61	2182.0
2017-11-23 03:05:00	ES	Futures	2834.61	2834.89	2833.52	2834.34	2532.0
2017-11-23 03:10:00	ES	Futures	2834.34	2834.89	2834.34	2834.89	1651.0
2017-11-23 03:15:00	ES	Futures	2834.89	2836.53	2834.61	2836.26	3103.0
2017-11-23 03:20:00	ES	Futures	2836.26	2837.62	2836.26	2836.8	3561.0
2017-11-23 03:25:00	ES	Futures	2836.8	2836.8	2835.71	2836.26	1301.0
2017-11-23 03:30:00	ES	Futures	2836.53	2838.72	2836.53	2838.44	3384.0
2017-11-23 03:35:00	ES	Futures	2838.44	2838.44	2836.26	2836.26	1675.0
2017-11-23 03:40:00	ES	Futures	2836.53	2837.9	2836.53	2837.9	1163.0
2017-11-23 03:45:00	ES	Futures	2837.62	2838.17	2837.35	2837.62	1019.0
2017-11-23 03:50:00	ES	Futures	2837.35	2837.9	2837.35	2837.9	1280.0
2017-11-23 03:55:00	ES	Futures	2838.17	2838.44	2837.9	2837.9	1763.0
2017-11-23 04:00:00	ES	Futures	2837.9	2838.17	2837.08	2838.17	1107.0
2017-11-23 04:05:00	ES	Futures	2838.17	2838.72	2838.17	2838.72	942.0

> showing 50 of 10,473 rows — these rows as CSV

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