PREVIEW / futures_5min / 2017-11-30

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-30.parquet
  size:    264 KB
  rows:    16,011

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
2017-11-30 00:00:00	ES	Futures	2872.37	2873.19	2872.37	2872.91	525.0
2017-11-30 00:05:00	ES	Futures	2872.91	2873.73	2872.91	2873.19	1136.0
2017-11-30 00:10:00	ES	Futures	2873.19	2873.46	2873.19	2873.46	192.0
2017-11-30 00:15:00	ES	Futures	2873.19	2873.46	2872.91	2872.91	182.0
2017-11-30 00:20:00	ES	Futures	2872.91	2873.19	2872.37	2872.64	453.0
2017-11-30 00:25:00	ES	Futures	2872.64	2872.64	2871.82	2872.09	512.0
2017-11-30 00:30:00	ES	Futures	2872.09	2872.09	2871.82	2872.09	306.0
2017-11-30 00:35:00	ES	Futures	2872.37	2872.64	2872.09	2872.64	372.0
2017-11-30 00:40:00	ES	Futures	2872.91	2872.91	2872.09	2872.09	290.0
2017-11-30 00:45:00	ES	Futures	2872.37	2872.64	2872.09	2872.09	689.0
2017-11-30 00:50:00	ES	Futures	2872.09	2872.09	2871.54	2871.54	985.0
2017-11-30 00:55:00	ES	Futures	2871.82	2872.37	2871.54	2871.82	351.0
2017-11-30 01:00:00	ES	Futures	2871.82	2872.09	2871.54	2871.54	326.0
2017-11-30 01:05:00	ES	Futures	2871.82	2872.37	2871.54	2872.09	333.0
2017-11-30 01:10:00	ES	Futures	2872.09	2872.09	2871.82	2871.82	156.0
2017-11-30 01:15:00	ES	Futures	2871.82	2872.64	2871.82	2872.37	189.0
2017-11-30 01:20:00	ES	Futures	2872.09	2872.37	2871.54	2871.54	286.0
2017-11-30 01:25:00	ES	Futures	2871.54	2871.54	2871.0	2871.27	604.0
2017-11-30 01:30:00	ES	Futures	2871.27	2872.09	2871.0	2871.82	393.0
2017-11-30 01:35:00	ES	Futures	2871.54	2872.37	2871.54	2871.82	91.0
2017-11-30 01:40:00	ES	Futures	2871.82	2872.09	2871.82	2871.82	137.0
2017-11-30 01:45:00	ES	Futures	2871.82	2872.37	2871.82	2872.09	118.0
2017-11-30 01:50:00	ES	Futures	2872.37	2872.37	2871.82	2872.09	103.0
2017-11-30 01:55:00	ES	Futures	2872.09	2872.64	2872.09	2872.37	246.0
2017-11-30 02:00:00	ES	Futures	2872.64	2874.01	2872.64	2873.46	1681.0
2017-11-30 02:05:00	ES	Futures	2873.46	2874.55	2873.46	2874.28	1102.0
2017-11-30 02:10:00	ES	Futures	2874.28	2875.65	2874.28	2874.83	1977.0
2017-11-30 02:15:00	ES	Futures	2874.83	2875.1	2873.46	2873.73	933.0
2017-11-30 02:20:00	ES	Futures	2873.46	2874.01	2873.19	2873.46	899.0
2017-11-30 02:25:00	ES	Futures	2873.46	2874.28	2873.19	2874.28	713.0
2017-11-30 02:30:00	ES	Futures	2874.01	2874.55	2873.73	2874.01	754.0
2017-11-30 02:35:00	ES	Futures	2874.28	2874.28	2873.19	2873.46	580.0
2017-11-30 02:40:00	ES	Futures	2873.46	2873.73	2873.19	2873.46	435.0
2017-11-30 02:45:00	ES	Futures	2873.46	2874.28	2873.46	2874.28	660.0
2017-11-30 02:50:00	ES	Futures	2874.28	2874.83	2874.01	2874.01	671.0
2017-11-30 02:55:00	ES	Futures	2874.28	2874.55	2874.01	2874.28	645.0
2017-11-30 03:00:00	ES	Futures	2874.28	2874.83	2873.73	2874.01	2436.0
2017-11-30 03:05:00	ES	Futures	2874.01	2874.28	2873.19	2873.73	3597.0
2017-11-30 03:10:00	ES	Futures	2873.73	2874.55	2873.73	2874.28	1414.0
2017-11-30 03:15:00	ES	Futures	2874.55	2874.83	2874.01	2874.28	1617.0
2017-11-30 03:20:00	ES	Futures	2874.28	2874.83	2873.73	2874.83	1422.0
2017-11-30 03:25:00	ES	Futures	2875.1	2875.65	2874.55	2874.55	2271.0
2017-11-30 03:30:00	ES	Futures	2874.55	2875.37	2874.55	2875.37	827.0
2017-11-30 03:35:00	ES	Futures	2875.1	2876.2	2875.1	2875.65	2990.0
2017-11-30 03:40:00	ES	Futures	2875.92	2876.2	2875.37	2875.92	1139.0
2017-11-30 03:45:00	ES	Futures	2875.65	2875.92	2874.83	2875.1	1625.0
2017-11-30 03:50:00	ES	Futures	2875.37	2875.92	2874.83	2875.92	1309.0
2017-11-30 03:55:00	ES	Futures	2875.65	2875.92	2875.1	2875.65	1050.0
2017-11-30 04:00:00	ES	Futures	2875.65	2877.02	2875.37	2876.47	2503.0
2017-11-30 04:05:00	ES	Futures	2876.47	2877.02	2876.47	2876.47	2231.0

> showing 50 of 16,011 rows — these rows as CSV

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