PREVIEW / futures_5min / 2017-12-06

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-06.parquet
  size:    241 KB
  rows:    15,169

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
2017-12-06 00:00:00	ES	Futures	2871.27	2871.27	2869.36	2869.63	1418.0
2017-12-06 00:05:00	ES	Futures	2869.63	2870.72	2869.08	2870.45	1474.0
2017-12-06 00:10:00	ES	Futures	2870.45	2871.27	2870.18	2870.18	1208.0
2017-12-06 00:15:00	ES	Futures	2870.45	2870.72	2869.9	2870.18	1175.0
2017-12-06 00:20:00	ES	Futures	2870.18	2871.0	2869.63	2870.45	661.0
2017-12-06 00:25:00	ES	Futures	2870.72	2871.27	2870.45	2871.27	464.0
2017-12-06 00:30:00	ES	Futures	2871.27	2871.54	2871.0	2871.54	583.0
2017-12-06 00:35:00	ES	Futures	2871.54	2871.54	2870.72	2871.0	513.0
2017-12-06 00:40:00	ES	Futures	2871.0	2871.54	2870.72	2871.27	360.0
2017-12-06 00:45:00	ES	Futures	2871.27	2871.54	2870.72	2871.0	510.0
2017-12-06 00:50:00	ES	Futures	2871.0	2871.27	2870.45	2870.45	1012.0
2017-12-06 00:55:00	ES	Futures	2870.45	2871.54	2870.45	2871.27	482.0
2017-12-06 01:00:00	ES	Futures	2871.27	2872.64	2871.27	2871.82	1136.0
2017-12-06 01:05:00	ES	Futures	2871.82	2872.09	2871.0	2871.54	474.0
2017-12-06 01:10:00	ES	Futures	2871.54	2872.09	2871.27	2871.54	497.0
2017-12-06 01:15:00	ES	Futures	2871.27	2871.27	2870.45	2870.45	620.0
2017-12-06 01:20:00	ES	Futures	2870.72	2871.27	2870.45	2870.45	486.0
2017-12-06 01:25:00	ES	Futures	2870.72	2871.27	2870.45	2871.27	425.0
2017-12-06 01:30:00	ES	Futures	2871.27	2872.37	2871.0	2872.37	582.0
2017-12-06 01:35:00	ES	Futures	2872.09	2872.37	2871.82	2872.09	254.0
2017-12-06 01:40:00	ES	Futures	2872.09	2872.64	2872.09	2872.37	279.0
2017-12-06 01:45:00	ES	Futures	2872.37	2873.19	2872.37	2872.91	465.0
2017-12-06 01:50:00	ES	Futures	2873.19	2873.19	2872.37	2872.64	365.0
2017-12-06 01:55:00	ES	Futures	2872.91	2872.91	2872.37	2872.37	96.0
2017-12-06 02:00:00	ES	Futures	2872.64	2872.91	2871.0	2871.27	2712.0
2017-12-06 02:05:00	ES	Futures	2871.27	2872.09	2870.72	2871.82	1376.0
2017-12-06 02:10:00	ES	Futures	2871.82	2871.82	2870.72	2871.27	694.0
2017-12-06 02:15:00	ES	Futures	2871.54	2872.64	2871.54	2872.37	830.0
2017-12-06 02:20:00	ES	Futures	2872.37	2872.37	2870.45	2870.45	1454.0
2017-12-06 02:25:00	ES	Futures	2870.45	2871.27	2869.63	2870.72	1857.0
2017-12-06 02:30:00	ES	Futures	2870.45	2871.27	2870.18	2870.72	1408.0
2017-12-06 02:35:00	ES	Futures	2870.72	2871.27	2868.81	2868.81	2270.0
2017-12-06 02:40:00	ES	Futures	2868.81	2869.36	2867.17	2867.44	3428.0
2017-12-06 02:45:00	ES	Futures	2867.44	2868.26	2866.89	2867.71	1728.0
2017-12-06 02:50:00	ES	Futures	2867.71	2870.45	2867.44	2869.9	2387.0
2017-12-06 02:55:00	ES	Futures	2869.9	2870.18	2869.63	2870.18	761.0
2017-12-06 03:00:00	ES	Futures	2869.9	2870.18	2869.36	2869.9	3574.0
2017-12-06 03:05:00	ES	Futures	2869.9	2871.0	2869.63	2869.9	2244.0
2017-12-06 03:10:00	ES	Futures	2869.9	2870.72	2869.08	2870.72	3060.0
2017-12-06 03:15:00	ES	Futures	2870.72	2870.72	2869.36	2869.9	1403.0
2017-12-06 03:20:00	ES	Futures	2869.9	2871.54	2869.9	2871.27	2667.0
2017-12-06 03:25:00	ES	Futures	2871.27	2871.27	2870.18	2870.72	1573.0
2017-12-06 03:30:00	ES	Futures	2870.72	2871.0	2869.63	2869.63	1751.0
2017-12-06 03:35:00	ES	Futures	2869.63	2870.18	2869.36	2869.63	1871.0
2017-12-06 03:40:00	ES	Futures	2869.9	2870.72	2869.63	2870.72	1483.0
2017-12-06 03:45:00	ES	Futures	2870.72	2871.82	2870.18	2871.54	2652.0
2017-12-06 03:50:00	ES	Futures	2871.54	2872.09	2871.27	2871.82	1613.0
2017-12-06 03:55:00	ES	Futures	2871.54	2872.91	2871.27	2872.64	1323.0
2017-12-06 04:00:00	ES	Futures	2872.64	2873.46	2872.09	2873.19	1641.0
2017-12-06 04:05:00	ES	Futures	2872.91	2873.46	2872.37	2873.46	730.0

> showing 50 of 15,169 rows — these rows as CSV

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