PREVIEW / futures_5min / 2017-12-01

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-01.parquet
  size:    240 KB
  rows:    13,219

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
2017-12-01 00:00:00	ES	Futures	2890.69	2890.97	2890.42	2890.42	445.0
2017-12-01 00:05:00	ES	Futures	2890.69	2890.69	2890.42	2890.69	230.0
2017-12-01 00:10:00	ES	Futures	2890.69	2890.97	2890.15	2890.42	351.0
2017-12-01 00:15:00	ES	Futures	2890.42	2890.42	2890.15	2890.42	429.0
2017-12-01 00:20:00	ES	Futures	2890.15	2890.42	2890.15	2890.42	178.0
2017-12-01 00:25:00	ES	Futures	2890.15	2890.69	2889.87	2890.69	369.0
2017-12-01 00:30:00	ES	Futures	2890.69	2890.97	2890.42	2890.97	504.0
2017-12-01 00:35:00	ES	Futures	2890.97	2890.97	2890.69	2890.97	309.0
2017-12-01 00:40:00	ES	Futures	2890.69	2890.97	2890.42	2890.42	281.0
2017-12-01 00:45:00	ES	Futures	2890.42	2890.42	2890.15	2890.15	293.0
2017-12-01 00:50:00	ES	Futures	2890.42	2890.42	2890.15	2890.42	146.0
2017-12-01 00:55:00	ES	Futures	2890.15	2890.42	2890.15	2890.42	154.0
2017-12-01 01:00:00	ES	Futures	2890.42	2890.69	2889.87	2889.87	950.0
2017-12-01 01:05:00	ES	Futures	2889.87	2889.87	2887.96	2887.96	2471.0
2017-12-01 01:10:00	ES	Futures	2887.96	2888.51	2887.41	2888.51	873.0
2017-12-01 01:15:00	ES	Futures	2888.23	2889.05	2887.96	2889.05	245.0
2017-12-01 01:20:00	ES	Futures	2889.05	2890.15	2888.78	2889.87	631.0
2017-12-01 01:25:00	ES	Futures	2889.87	2891.24	2889.87	2890.97	920.0
2017-12-01 01:30:00	ES	Futures	2891.24	2891.51	2890.15	2890.42	911.0
2017-12-01 01:35:00	ES	Futures	2890.15	2891.24	2890.15	2890.97	471.0
2017-12-01 01:40:00	ES	Futures	2890.69	2890.97	2890.42	2890.69	180.0
2017-12-01 01:45:00	ES	Futures	2890.69	2891.24	2890.69	2891.24	174.0
2017-12-01 01:50:00	ES	Futures	2891.24	2891.79	2891.24	2891.51	445.0
2017-12-01 01:55:00	ES	Futures	2891.51	2892.34	2891.24	2892.34	488.0
2017-12-01 02:00:00	ES	Futures	2892.34	2892.34	2891.51	2891.79	1207.0
2017-12-01 02:05:00	ES	Futures	2891.79	2892.61	2891.51	2892.61	1422.0
2017-12-01 02:10:00	ES	Futures	2892.61	2892.61	2891.79	2892.34	1136.0
2017-12-01 02:15:00	ES	Futures	2892.34	2892.88	2892.34	2892.61	482.0
2017-12-01 02:20:00	ES	Futures	2892.88	2893.43	2892.61	2893.43	633.0
2017-12-01 02:25:00	ES	Futures	2893.43	2893.98	2893.16	2893.98	1823.0
2017-12-01 02:30:00	ES	Futures	2893.98	2894.25	2893.16	2893.16	824.0
2017-12-01 02:35:00	ES	Futures	2893.16	2893.98	2893.16	2893.98	804.0
2017-12-01 02:40:00	ES	Futures	2893.7	2894.25	2893.16	2894.25	2562.0
2017-12-01 02:45:00	ES	Futures	2894.25	2894.52	2893.98	2894.25	576.0
2017-12-01 02:50:00	ES	Futures	2894.25	2894.52	2893.43	2893.43	779.0
2017-12-01 02:55:00	ES	Futures	2893.7	2894.52	2893.43	2894.25	770.0
2017-12-01 03:00:00	ES	Futures	2894.25	2894.52	2893.7	2894.25	3083.0
2017-12-01 03:05:00	ES	Futures	2894.25	2895.07	2893.7	2894.52	2932.0
2017-12-01 03:10:00	ES	Futures	2894.8	2894.8	2894.25	2894.25	2027.0
2017-12-01 03:15:00	ES	Futures	2894.25	2894.52	2893.7	2893.7	2195.0
2017-12-01 03:20:00	ES	Futures	2893.7	2894.25	2893.7	2893.7	1656.0
2017-12-01 03:25:00	ES	Futures	2893.7	2893.98	2892.88	2892.88	2508.0
2017-12-01 03:30:00	ES	Futures	2892.88	2893.43	2890.97	2891.51	4328.0
2017-12-01 03:35:00	ES	Futures	2891.51	2891.51	2889.87	2890.15	4644.0
2017-12-01 03:40:00	ES	Futures	2889.87	2890.42	2888.23	2889.33	5008.0
2017-12-01 03:45:00	ES	Futures	2889.33	2889.6	2888.78	2889.05	2087.0
2017-12-01 03:50:00	ES	Futures	2889.05	2889.6	2887.96	2888.23	2845.0
2017-12-01 03:55:00	ES	Futures	2888.23	2889.05	2888.23	2889.05	2173.0
2017-12-01 04:00:00	ES	Futures	2889.05	2889.05	2886.86	2888.23	4663.0
2017-12-01 04:05:00	ES	Futures	2888.23	2889.87	2887.68	2888.78	4995.0

> showing 50 of 13,219 rows — these rows as CSV

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