PREVIEW / futures_5min / 2017-12-04

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-04.parquet
  size:    246 KB
  rows:    15,436

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
2017-12-04 00:00:00	ES	Futures	2911.48	2911.76	2911.21	2911.21	204.0
2017-12-04 00:05:00	ES	Futures	2911.21	2911.21	2910.39	2910.39	566.0
2017-12-04 00:10:00	ES	Futures	2910.39	2910.66	2910.12	2910.12	595.0
2017-12-04 00:15:00	ES	Futures	2910.12	2910.12	2909.57	2909.84	640.0
2017-12-04 00:20:00	ES	Futures	2909.84	2909.84	2909.3	2909.57	282.0
2017-12-04 00:25:00	ES	Futures	2909.57	2910.12	2909.57	2910.12	314.0
2017-12-04 00:30:00	ES	Futures	2910.12	2910.12	2909.84	2910.12	427.0
2017-12-04 00:35:00	ES	Futures	2909.84	2909.84	2909.3	2909.3	343.0
2017-12-04 00:40:00	ES	Futures	2909.3	2909.3	2908.75	2909.02	533.0
2017-12-04 00:45:00	ES	Futures	2909.02	2909.3	2908.48	2909.02	581.0
2017-12-04 00:50:00	ES	Futures	2909.3	2909.57	2909.02	2909.3	189.0
2017-12-04 00:55:00	ES	Futures	2909.3	2909.84	2909.3	2909.84	489.0
2017-12-04 01:00:00	ES	Futures	2909.84	2909.84	2909.02	2909.57	328.0
2017-12-04 01:05:00	ES	Futures	2909.57	2909.57	2908.75	2909.02	275.0
2017-12-04 01:10:00	ES	Futures	2909.02	2909.02	2908.48	2908.75	134.0
2017-12-04 01:15:00	ES	Futures	2908.75	2909.57	2908.48	2909.57	340.0
2017-12-04 01:20:00	ES	Futures	2909.57	2909.57	2909.3	2909.3	170.0
2017-12-04 01:25:00	ES	Futures	2909.3	2909.3	2908.48	2908.75	451.0
2017-12-04 01:30:00	ES	Futures	2908.75	2909.3	2908.75	2909.3	61.0
2017-12-04 01:35:00	ES	Futures	2909.3	2910.12	2908.75	2910.12	1104.0
2017-12-04 01:40:00	ES	Futures	2910.12	2910.39	2909.57	2909.84	395.0
2017-12-04 01:45:00	ES	Futures	2909.57	2910.12	2909.57	2909.84	603.0
2017-12-04 01:50:00	ES	Futures	2909.57	2909.84	2908.75	2908.75	1091.0
2017-12-04 01:55:00	ES	Futures	2908.75	2909.84	2908.48	2909.84	648.0
2017-12-04 02:00:00	ES	Futures	2909.57	2910.12	2909.3	2909.57	1507.0
2017-12-04 02:05:00	ES	Futures	2909.3	2910.12	2908.75	2908.75	1347.0
2017-12-04 02:10:00	ES	Futures	2909.02	2909.84	2908.75	2909.02	1318.0
2017-12-04 02:15:00	ES	Futures	2909.3	2910.66	2909.3	2910.39	1880.0
2017-12-04 02:20:00	ES	Futures	2910.12	2910.94	2909.84	2910.66	2300.0
2017-12-04 02:25:00	ES	Futures	2910.94	2912.3	2910.12	2911.76	2194.0
2017-12-04 02:30:00	ES	Futures	2911.76	2911.76	2910.12	2910.39	1710.0
2017-12-04 02:35:00	ES	Futures	2910.12	2910.66	2909.84	2910.12	1032.0
2017-12-04 02:40:00	ES	Futures	2910.12	2910.12	2909.3	2909.57	1349.0
2017-12-04 02:45:00	ES	Futures	2909.57	2910.66	2909.02	2909.84	1802.0
2017-12-04 02:50:00	ES	Futures	2909.84	2910.94	2909.84	2910.39	1078.0
2017-12-04 02:55:00	ES	Futures	2910.39	2910.39	2909.3	2909.57	998.0
2017-12-04 03:00:00	ES	Futures	2909.57	2910.12	2908.48	2908.75	5536.0
2017-12-04 03:05:00	ES	Futures	2908.75	2909.02	2907.11	2908.2	5173.0
2017-12-04 03:10:00	ES	Futures	2908.2	2909.02	2907.11	2907.93	4265.0
2017-12-04 03:15:00	ES	Futures	2907.93	2909.02	2907.93	2908.2	2892.0
2017-12-04 03:20:00	ES	Futures	2907.93	2908.75	2907.38	2908.75	2779.0
2017-12-04 03:25:00	ES	Futures	2908.75	2909.02	2907.38	2907.38	3522.0
2017-12-04 03:30:00	ES	Futures	2907.65	2908.48	2907.38	2908.2	2266.0
2017-12-04 03:35:00	ES	Futures	2908.2	2909.3	2908.2	2909.02	2251.0
2017-12-04 03:40:00	ES	Futures	2909.02	2909.57	2908.75	2909.3	2205.0
2017-12-04 03:45:00	ES	Futures	2909.57	2909.84	2908.48	2908.48	1714.0
2017-12-04 03:50:00	ES	Futures	2908.48	2909.3	2908.2	2908.48	2118.0
2017-12-04 03:55:00	ES	Futures	2908.2	2908.75	2907.65	2908.75	2279.0
2017-12-04 04:00:00	ES	Futures	2908.48	2909.57	2908.2	2908.2	2075.0
2017-12-04 04:05:00	ES	Futures	2908.2	2908.75	2907.65	2907.93	2115.0

> showing 50 of 15,436 rows — these rows as CSV

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