PREVIEW / futures_5min / 2017-11-28

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-28.parquet
  size:    235 KB
  rows:    15,712

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
2017-11-28 00:00:00	ES	Futures	2843.92	2844.46	2843.92	2844.19	317.0
2017-11-28 00:05:00	ES	Futures	2844.46	2844.46	2843.37	2843.37	311.0
2017-11-28 00:10:00	ES	Futures	2843.37	2843.64	2843.37	2843.64	276.0
2017-11-28 00:15:00	ES	Futures	2843.64	2843.64	2843.37	2843.37	220.0
2017-11-28 00:20:00	ES	Futures	2843.37	2843.92	2843.37	2843.64	111.0
2017-11-28 00:25:00	ES	Futures	2843.92	2844.19	2843.64	2843.92	391.0
2017-11-28 00:30:00	ES	Futures	2843.92	2844.19	2843.92	2843.92	282.0
2017-11-28 00:35:00	ES	Futures	2843.64	2843.92	2843.37	2843.64	280.0
2017-11-28 00:40:00	ES	Futures	2843.92	2843.92	2843.64	2843.92	179.0
2017-11-28 00:45:00	ES	Futures	2843.92	2843.92	2843.64	2843.92	109.0
2017-11-28 00:50:00	ES	Futures	2843.64	2844.19	2843.64	2843.92	328.0
2017-11-28 00:55:00	ES	Futures	2844.19	2844.19	2843.92	2844.19	152.0
2017-11-28 01:00:00	ES	Futures	2844.19	2844.74	2843.92	2844.46	566.0
2017-11-28 01:05:00	ES	Futures	2844.19	2845.01	2844.19	2844.74	246.0
2017-11-28 01:10:00	ES	Futures	2844.74	2844.74	2844.46	2844.46	420.0
2017-11-28 01:15:00	ES	Futures	2844.46	2844.46	2843.92	2843.92	590.0
2017-11-28 01:20:00	ES	Futures	2843.92	2844.74	2843.92	2844.74	757.0
2017-11-28 01:25:00	ES	Futures	2844.46	2844.46	2844.19	2844.19	109.0
2017-11-28 01:30:00	ES	Futures	2844.19	2844.74	2844.19	2844.46	101.0
2017-11-28 01:35:00	ES	Futures	2844.74	2844.74	2843.92	2843.92	207.0
2017-11-28 01:40:00	ES	Futures	2844.19	2844.46	2844.19	2844.46	498.0
2017-11-28 01:45:00	ES	Futures	2844.19	2844.46	2844.19	2844.19	32.0
2017-11-28 01:50:00	ES	Futures	2844.46	2844.74	2844.19	2844.46	60.0
2017-11-28 01:55:00	ES	Futures	2844.74	2845.01	2844.46	2844.74	122.0
2017-11-28 02:00:00	ES	Futures	2845.01	2845.83	2844.74	2845.83	773.0
2017-11-28 02:05:00	ES	Futures	2845.83	2847.2	2845.83	2846.65	2165.0
2017-11-28 02:10:00	ES	Futures	2846.92	2846.92	2846.1	2846.1	458.0
2017-11-28 02:15:00	ES	Futures	2846.38	2846.65	2846.1	2846.1	368.0
2017-11-28 02:20:00	ES	Futures	2846.1	2846.38	2845.83	2846.38	592.0
2017-11-28 02:25:00	ES	Futures	2846.38	2846.38	2845.83	2846.1	313.0
2017-11-28 02:30:00	ES	Futures	2846.1	2846.92	2846.1	2846.92	614.0
2017-11-28 02:35:00	ES	Futures	2846.65	2847.2	2846.65	2847.2	584.0
2017-11-28 02:40:00	ES	Futures	2847.2	2847.47	2846.65	2846.65	515.0
2017-11-28 02:45:00	ES	Futures	2846.92	2847.2	2846.65	2846.92	468.0
2017-11-28 02:50:00	ES	Futures	2846.92	2847.2	2846.92	2846.92	458.0
2017-11-28 02:55:00	ES	Futures	2846.92	2847.47	2846.92	2846.92	800.0
2017-11-28 03:00:00	ES	Futures	2846.65	2848.29	2846.65	2848.02	3101.0
2017-11-28 03:05:00	ES	Futures	2848.29	2848.84	2847.75	2847.75	4712.0
2017-11-28 03:10:00	ES	Futures	2848.02	2848.57	2847.2	2848.57	2064.0
2017-11-28 03:15:00	ES	Futures	2848.29	2849.11	2848.29	2849.11	1636.0
2017-11-28 03:20:00	ES	Futures	2849.11	2849.39	2848.02	2848.29	1754.0
2017-11-28 03:25:00	ES	Futures	2848.29	2848.29	2846.65	2847.47	5160.0
2017-11-28 03:30:00	ES	Futures	2847.47	2848.02	2847.2	2847.47	2141.0
2017-11-28 03:35:00	ES	Futures	2847.47	2848.29	2847.2	2848.29	1990.0
2017-11-28 03:40:00	ES	Futures	2848.02	2848.02	2847.47	2847.47	1257.0
2017-11-28 03:45:00	ES	Futures	2847.75	2847.75	2846.1	2847.2	3621.0
2017-11-28 03:50:00	ES	Futures	2847.47	2848.84	2847.2	2848.29	2633.0
2017-11-28 03:55:00	ES	Futures	2848.29	2849.11	2848.29	2848.57	2508.0
2017-11-28 04:00:00	ES	Futures	2848.84	2849.39	2848.02	2848.29	3294.0
2017-11-28 04:05:00	ES	Futures	2848.57	2848.84	2847.47	2847.75	1373.0

> showing 50 of 15,712 rows — these rows as CSV

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