PREVIEW / futures_5min / 2017-12-03

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-03.parquet
  size:    47 KB
  rows:    2,682

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
2017-12-03 18:00:00	ES	Futures	2904.65	2914.22	2904.1	2910.39	17173.0
2017-12-03 18:05:00	ES	Futures	2910.12	2911.48	2909.57	2910.12	3614.0
2017-12-03 18:10:00	ES	Futures	2910.12	2910.94	2908.48	2909.02	2656.0
2017-12-03 18:15:00	ES	Futures	2909.3	2909.3	2905.74	2906.29	3031.0
2017-12-03 18:20:00	ES	Futures	2906.29	2909.3	2905.74	2908.75	3270.0
2017-12-03 18:25:00	ES	Futures	2908.75	2908.75	2906.29	2907.38	786.0
2017-12-03 18:30:00	ES	Futures	2907.38	2907.93	2906.83	2907.65	993.0
2017-12-03 18:35:00	ES	Futures	2907.38	2907.38	2906.56	2907.38	1232.0
2017-12-03 18:40:00	ES	Futures	2907.38	2907.93	2907.11	2907.65	558.0
2017-12-03 18:45:00	ES	Futures	2907.38	2909.3	2907.11	2908.48	1096.0
2017-12-03 18:50:00	ES	Futures	2908.75	2910.12	2907.65	2908.75	1915.0
2017-12-03 18:55:00	ES	Futures	2908.75	2909.57	2908.2	2909.57	1004.0
2017-12-03 19:00:00	ES	Futures	2909.3	2910.12	2909.02	2909.57	1992.0
2017-12-03 19:05:00	ES	Futures	2909.84	2911.76	2909.57	2910.94	3064.0
2017-12-03 19:10:00	ES	Futures	2911.21	2911.21	2908.75	2909.02	2369.0
2017-12-03 19:15:00	ES	Futures	2909.3	2909.84	2909.02	2909.3	970.0
2017-12-03 19:20:00	ES	Futures	2909.3	2910.39	2909.02	2909.84	958.0
2017-12-03 19:25:00	ES	Futures	2909.84	2910.66	2909.84	2910.12	1039.0
2017-12-03 19:30:00	ES	Futures	2909.84	2910.39	2909.57	2909.84	589.0
2017-12-03 19:35:00	ES	Futures	2910.12	2910.66	2910.12	2910.12	999.0
2017-12-03 19:40:00	ES	Futures	2910.12	2910.12	2909.3	2910.12	767.0
2017-12-03 19:45:00	ES	Futures	2909.84	2910.94	2909.84	2910.66	1209.0
2017-12-03 19:50:00	ES	Futures	2910.66	2911.76	2910.66	2911.21	1640.0
2017-12-03 19:55:00	ES	Futures	2910.94	2911.48	2910.94	2911.48	306.0
2017-12-03 20:00:00	ES	Futures	2911.48	2912.03	2910.94	2911.21	976.0
2017-12-03 20:05:00	ES	Futures	2911.21	2911.21	2910.39	2910.66	1379.0
2017-12-03 20:10:00	ES	Futures	2910.66	2910.94	2910.39	2910.94	428.0
2017-12-03 20:15:00	ES	Futures	2910.94	2911.21	2910.39	2911.21	1821.0
2017-12-03 20:20:00	ES	Futures	2910.94	2911.21	2910.12	2910.12	948.0
2017-12-03 20:25:00	ES	Futures	2910.12	2910.66	2910.12	2910.39	883.0
2017-12-03 20:30:00	ES	Futures	2910.12	2910.66	2909.84	2910.12	1347.0
2017-12-03 20:35:00	ES	Futures	2910.39	2910.66	2909.57	2909.57	842.0
2017-12-03 20:40:00	ES	Futures	2909.57	2910.12	2909.57	2909.57	607.0
2017-12-03 20:45:00	ES	Futures	2909.57	2910.12	2909.3	2909.84	952.0
2017-12-03 20:50:00	ES	Futures	2909.84	2909.84	2909.3	2909.57	841.0
2017-12-03 20:55:00	ES	Futures	2909.57	2910.66	2909.57	2910.39	842.0
2017-12-03 21:00:00	ES	Futures	2910.66	2910.66	2910.12	2910.39	567.0
2017-12-03 21:05:00	ES	Futures	2910.39	2911.21	2910.39	2910.94	721.0
2017-12-03 21:10:00	ES	Futures	2910.94	2911.48	2910.39	2910.66	983.0
2017-12-03 21:15:00	ES	Futures	2910.66	2911.21	2910.12	2910.66	1100.0
2017-12-03 21:20:00	ES	Futures	2910.66	2910.66	2910.12	2910.39	713.0
2017-12-03 21:25:00	ES	Futures	2910.12	2910.66	2910.12	2910.39	885.0
2017-12-03 21:30:00	ES	Futures	2910.12	2910.66	2910.12	2910.39	449.0
2017-12-03 21:35:00	ES	Futures	2910.12	2910.66	2910.12	2910.66	596.0
2017-12-03 21:40:00	ES	Futures	2910.39	2910.66	2910.39	2910.39	52.0
2017-12-03 21:45:00	ES	Futures	2910.39	2910.94	2910.39	2910.39	450.0
2017-12-03 21:50:00	ES	Futures	2910.39	2910.66	2910.12	2910.39	581.0
2017-12-03 21:55:00	ES	Futures	2910.39	2910.94	2910.39	2910.66	571.0
2017-12-03 22:00:00	ES	Futures	2910.66	2910.94	2910.39	2910.39	400.0
2017-12-03 22:05:00	ES	Futures	2910.39	2910.66	2910.12	2910.39	477.0

> showing 50 of 2,682 rows — these rows as CSV

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