PREVIEW / futures_5min / 2017-11-27

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-27.parquet
  size:    223 KB
  rows:    15,439

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
2017-11-27 00:00:00	ES	Futures	2842.55	2843.37	2842.27	2843.09	421.0
2017-11-27 00:05:00	ES	Futures	2843.37	2843.37	2843.09	2843.37	167.0
2017-11-27 00:10:00	ES	Futures	2843.09	2843.37	2842.82	2843.37	170.0
2017-11-27 00:15:00	ES	Futures	2843.37	2843.37	2843.09	2843.09	328.0
2017-11-27 00:20:00	ES	Futures	2843.37	2843.37	2843.09	2843.37	124.0
2017-11-27 00:25:00	ES	Futures	2843.37	2843.64	2843.09	2843.37	204.0
2017-11-27 00:30:00	ES	Futures	2843.37	2843.37	2842.82	2843.09	119.0
2017-11-27 00:35:00	ES	Futures	2843.09	2843.09	2843.09	2843.09	2.0
2017-11-27 00:40:00	ES	Futures	2843.09	2843.37	2843.09	2843.37	131.0
2017-11-27 00:45:00	ES	Futures	2843.37	2843.64	2843.09	2843.64	65.0
2017-11-27 00:50:00	ES	Futures	2843.37	2843.64	2843.09	2843.64	271.0
2017-11-27 00:55:00	ES	Futures	2843.64	2843.64	2843.37	2843.64	166.0
2017-11-27 01:00:00	ES	Futures	2843.64	2843.64	2843.37	2843.64	250.0
2017-11-27 01:05:00	ES	Futures	2843.37	2843.64	2843.37	2843.64	231.0
2017-11-27 01:10:00	ES	Futures	2843.37	2843.64	2843.09	2843.09	240.0
2017-11-27 01:15:00	ES	Futures	2843.37	2843.37	2843.09	2843.09	77.0
2017-11-27 01:20:00	ES	Futures	2843.37	2843.37	2842.55	2842.82	163.0
2017-11-27 01:25:00	ES	Futures	2842.82	2842.82	2842.55	2842.55	327.0
2017-11-27 01:30:00	ES	Futures	2842.55	2842.82	2842.55	2842.82	141.0
2017-11-27 01:35:00	ES	Futures	2842.82	2842.82	2842.82	2842.82	19.0
2017-11-27 01:40:00	ES	Futures	2842.55	2843.37	2842.55	2843.09	260.0
2017-11-27 01:45:00	ES	Futures	2843.09	2843.09	2842.82	2842.82	378.0
2017-11-27 01:50:00	ES	Futures	2843.09	2843.64	2843.09	2843.37	183.0
2017-11-27 01:55:00	ES	Futures	2843.37	2843.92	2843.37	2843.92	718.0
2017-11-27 02:00:00	ES	Futures	2843.92	2844.74	2843.64	2843.92	2655.0
2017-11-27 02:05:00	ES	Futures	2843.92	2844.19	2843.92	2843.92	607.0
2017-11-27 02:10:00	ES	Futures	2843.92	2844.19	2843.37	2843.92	749.0
2017-11-27 02:15:00	ES	Futures	2843.92	2844.19	2843.92	2843.92	516.0
2017-11-27 02:20:00	ES	Futures	2844.19	2844.19	2843.92	2843.92	196.0
2017-11-27 02:25:00	ES	Futures	2844.19	2844.19	2843.37	2843.64	667.0
2017-11-27 02:30:00	ES	Futures	2843.92	2843.92	2843.64	2843.92	347.0
2017-11-27 02:35:00	ES	Futures	2843.64	2843.92	2843.37	2843.92	320.0
2017-11-27 02:40:00	ES	Futures	2844.19	2844.46	2843.64	2843.92	525.0
2017-11-27 02:45:00	ES	Futures	2843.92	2844.46	2843.92	2844.46	718.0
2017-11-27 02:50:00	ES	Futures	2844.46	2844.74	2844.19	2844.46	449.0
2017-11-27 02:55:00	ES	Futures	2844.46	2845.01	2844.46	2844.74	374.0
2017-11-27 03:00:00	ES	Futures	2844.74	2845.28	2843.92	2844.19	4175.0
2017-11-27 03:05:00	ES	Futures	2844.19	2844.19	2843.37	2843.92	2795.0
2017-11-27 03:10:00	ES	Futures	2843.92	2844.74	2843.64	2843.64	1624.0
2017-11-27 03:15:00	ES	Futures	2843.64	2844.19	2843.64	2843.92	1920.0
2017-11-27 03:20:00	ES	Futures	2843.92	2845.83	2843.37	2845.28	3836.0
2017-11-27 03:25:00	ES	Futures	2845.28	2845.28	2845.01	2845.01	1926.0
2017-11-27 03:30:00	ES	Futures	2845.01	2845.28	2844.46	2844.46	2439.0
2017-11-27 03:35:00	ES	Futures	2844.46	2845.83	2844.46	2845.83	2000.0
2017-11-27 03:40:00	ES	Futures	2845.83	2846.92	2845.83	2846.38	4422.0
2017-11-27 03:45:00	ES	Futures	2846.38	2846.92	2846.1	2846.65	1930.0
2017-11-27 03:50:00	ES	Futures	2846.92	2847.47	2846.38	2846.65	2654.0
2017-11-27 03:55:00	ES	Futures	2846.65	2847.75	2846.38	2847.47	1861.0
2017-11-27 04:00:00	ES	Futures	2847.47	2848.02	2846.92	2847.47	2176.0
2017-11-27 04:05:00	ES	Futures	2847.75	2848.57	2847.47	2848.29	2387.0

> showing 50 of 15,439 rows — these rows as CSV

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