PREVIEW / futures_5min / 2017-11-29

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-29.parquet
  size:    250 KB
  rows:    15,744

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
2017-11-29 00:00:00	ES	Futures	2871.54	2871.82	2871.27	2871.82	565.0
2017-11-29 00:05:00	ES	Futures	2871.82	2871.82	2871.54	2871.54	212.0
2017-11-29 00:10:00	ES	Futures	2871.54	2871.54	2871.27	2871.27	190.0
2017-11-29 00:15:00	ES	Futures	2871.27	2871.82	2871.27	2871.27	493.0
2017-11-29 00:20:00	ES	Futures	2871.54	2871.54	2871.27	2871.27	241.0
2017-11-29 00:25:00	ES	Futures	2871.27	2871.54	2871.27	2871.27	242.0
2017-11-29 00:30:00	ES	Futures	2871.54	2871.82	2871.27	2871.54	123.0
2017-11-29 00:35:00	ES	Futures	2871.82	2871.82	2871.27	2871.54	137.0
2017-11-29 00:40:00	ES	Futures	2871.54	2871.82	2871.27	2871.27	184.0
2017-11-29 00:45:00	ES	Futures	2871.54	2871.54	2871.27	2871.27	283.0
2017-11-29 00:50:00	ES	Futures	2871.54	2871.82	2871.54	2871.54	227.0
2017-11-29 00:55:00	ES	Futures	2871.54	2872.91	2871.54	2872.64	1055.0
2017-11-29 01:00:00	ES	Futures	2872.91	2872.91	2872.09	2872.37	383.0
2017-11-29 01:05:00	ES	Futures	2872.37	2872.91	2872.09	2872.91	436.0
2017-11-29 01:10:00	ES	Futures	2872.91	2872.91	2872.37	2872.64	189.0
2017-11-29 01:15:00	ES	Futures	2872.37	2872.64	2872.37	2872.64	214.0
2017-11-29 01:20:00	ES	Futures	2872.37	2872.64	2872.37	2872.37	117.0
2017-11-29 01:25:00	ES	Futures	2872.37	2872.37	2871.82	2871.82	287.0
2017-11-29 01:30:00	ES	Futures	2872.09	2872.37	2871.82	2872.09	126.0
2017-11-29 01:35:00	ES	Futures	2872.37	2872.91	2872.37	2872.64	334.0
2017-11-29 01:40:00	ES	Futures	2872.64	2873.46	2872.64	2872.91	1011.0
2017-11-29 01:45:00	ES	Futures	2873.19	2873.19	2872.91	2873.19	170.0
2017-11-29 01:50:00	ES	Futures	2873.19	2873.19	2872.91	2873.19	124.0
2017-11-29 01:55:00	ES	Futures	2873.19	2873.19	2872.64	2873.19	343.0
2017-11-29 02:00:00	ES	Futures	2873.19	2873.73	2872.91	2872.91	1439.0
2017-11-29 02:05:00	ES	Futures	2873.19	2873.19	2872.64	2873.19	619.0
2017-11-29 02:10:00	ES	Futures	2873.19	2873.46	2872.91	2872.91	469.0
2017-11-29 02:15:00	ES	Futures	2872.91	2873.46	2872.91	2873.46	368.0
2017-11-29 02:20:00	ES	Futures	2873.46	2874.01	2873.19	2873.46	1025.0
2017-11-29 02:25:00	ES	Futures	2873.46	2873.46	2872.91	2872.91	444.0
2017-11-29 02:30:00	ES	Futures	2873.19	2873.73	2872.91	2873.46	763.0
2017-11-29 02:35:00	ES	Futures	2873.73	2874.28	2873.46	2873.46	1120.0
2017-11-29 02:40:00	ES	Futures	2873.73	2874.01	2873.46	2874.01	557.0
2017-11-29 02:45:00	ES	Futures	2874.01	2874.28	2873.73	2874.01	544.0
2017-11-29 02:50:00	ES	Futures	2874.28	2874.28	2873.73	2874.01	803.0
2017-11-29 02:55:00	ES	Futures	2874.01	2874.01	2873.46	2873.46	1172.0
2017-11-29 03:00:00	ES	Futures	2873.73	2874.28	2872.91	2874.28	2889.0
2017-11-29 03:05:00	ES	Futures	2874.01	2874.83	2874.01	2874.55	3422.0
2017-11-29 03:10:00	ES	Futures	2874.55	2874.55	2873.73	2874.01	2573.0
2017-11-29 03:15:00	ES	Futures	2874.01	2874.55	2874.01	2874.28	1834.0
2017-11-29 03:20:00	ES	Futures	2874.01	2874.28	2873.73	2874.01	1316.0
2017-11-29 03:25:00	ES	Futures	2874.01	2874.01	2873.19	2873.73	2916.0
2017-11-29 03:30:00	ES	Futures	2873.73	2874.01	2873.46	2873.46	2256.0
2017-11-29 03:35:00	ES	Futures	2873.46	2873.73	2872.91	2873.19	2668.0
2017-11-29 03:40:00	ES	Futures	2873.46	2873.73	2872.64	2872.64	1316.0
2017-11-29 03:45:00	ES	Futures	2872.64	2873.73	2872.64	2873.73	1760.0
2017-11-29 03:50:00	ES	Futures	2873.46	2873.73	2872.91	2873.19	1448.0
2017-11-29 03:55:00	ES	Futures	2872.91	2873.19	2872.37	2872.91	1535.0
2017-11-29 04:00:00	ES	Futures	2873.19	2873.73	2872.64	2873.19	1583.0
2017-11-29 04:05:00	ES	Futures	2873.19	2873.46	2872.37	2873.46	2693.0

> showing 50 of 15,744 rows — these rows as CSV

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