PREVIEW / futures_5min / 2017-12-07

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-07.parquet
  size:    241 KB
  rows:    15,061

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
2017-12-07 00:00:00	ES	Futures	2883.03	2883.31	2882.76	2882.76	363.0
2017-12-07 00:05:00	ES	Futures	2882.76	2883.58	2882.49	2883.58	437.0
2017-12-07 00:10:00	ES	Futures	2883.31	2883.58	2882.49	2882.76	562.0
2017-12-07 00:15:00	ES	Futures	2882.76	2882.76	2882.49	2882.76	295.0
2017-12-07 00:20:00	ES	Futures	2882.76	2883.03	2882.76	2883.03	187.0
2017-12-07 00:25:00	ES	Futures	2882.76	2883.58	2882.49	2883.31	545.0
2017-12-07 00:30:00	ES	Futures	2883.31	2883.58	2883.03	2883.31	375.0
2017-12-07 00:35:00	ES	Futures	2883.58	2883.58	2883.03	2883.58	454.0
2017-12-07 00:40:00	ES	Futures	2883.58	2883.58	2882.76	2882.76	905.0
2017-12-07 00:45:00	ES	Futures	2882.76	2883.31	2882.76	2882.76	304.0
2017-12-07 00:50:00	ES	Futures	2882.76	2883.31	2882.76	2883.31	313.0
2017-12-07 00:55:00	ES	Futures	2883.03	2883.31	2883.03	2883.31	629.0
2017-12-07 01:00:00	ES	Futures	2883.31	2884.4	2883.31	2884.13	536.0
2017-12-07 01:05:00	ES	Futures	2884.4	2884.4	2884.13	2884.4	309.0
2017-12-07 01:10:00	ES	Futures	2884.4	2884.4	2883.03	2883.03	616.0
2017-12-07 01:15:00	ES	Futures	2883.31	2883.31	2882.76	2883.03	352.0
2017-12-07 01:20:00	ES	Futures	2882.76	2882.76	2881.94	2881.94	549.0
2017-12-07 01:25:00	ES	Futures	2881.94	2882.76	2881.94	2882.49	275.0
2017-12-07 01:30:00	ES	Futures	2882.49	2882.49	2882.21	2882.21	117.0
2017-12-07 01:35:00	ES	Futures	2882.21	2882.21	2881.67	2881.94	311.0
2017-12-07 01:40:00	ES	Futures	2881.94	2883.03	2881.67	2883.03	486.0
2017-12-07 01:45:00	ES	Futures	2882.76	2882.76	2882.21	2882.21	175.0
2017-12-07 01:50:00	ES	Futures	2882.49	2882.49	2881.67	2881.67	123.0
2017-12-07 01:55:00	ES	Futures	2881.67	2881.94	2881.39	2881.94	388.0
2017-12-07 02:00:00	ES	Futures	2881.67	2881.94	2880.85	2881.12	1194.0
2017-12-07 02:05:00	ES	Futures	2881.39	2881.39	2880.85	2880.85	552.0
2017-12-07 02:10:00	ES	Futures	2881.12	2881.39	2880.3	2881.39	1513.0
2017-12-07 02:15:00	ES	Futures	2881.12	2881.39	2880.57	2880.57	575.0
2017-12-07 02:20:00	ES	Futures	2880.3	2880.57	2880.02	2880.57	1170.0
2017-12-07 02:25:00	ES	Futures	2880.3	2880.85	2880.3	2880.57	280.0
2017-12-07 02:30:00	ES	Futures	2880.57	2881.39	2880.3	2881.12	1200.0
2017-12-07 02:35:00	ES	Futures	2881.12	2881.12	2880.3	2880.85	664.0
2017-12-07 02:40:00	ES	Futures	2880.85	2880.85	2879.75	2880.02	889.0
2017-12-07 02:45:00	ES	Futures	2879.75	2880.02	2879.48	2880.02	877.0
2017-12-07 02:50:00	ES	Futures	2879.75	2880.57	2879.75	2879.75	777.0
2017-12-07 02:55:00	ES	Futures	2879.75	2880.02	2879.2	2879.48	751.0
2017-12-07 03:00:00	ES	Futures	2879.48	2880.3	2878.93	2880.02	3731.0
2017-12-07 03:05:00	ES	Futures	2880.02	2880.02	2878.93	2879.2	1620.0
2017-12-07 03:10:00	ES	Futures	2879.2	2879.75	2878.93	2879.48	1281.0
2017-12-07 03:15:00	ES	Futures	2879.48	2879.75	2878.93	2879.48	947.0
2017-12-07 03:20:00	ES	Futures	2879.48	2880.02	2879.48	2879.75	888.0
2017-12-07 03:25:00	ES	Futures	2879.75	2880.02	2879.2	2879.48	780.0
2017-12-07 03:30:00	ES	Futures	2879.48	2880.3	2879.2	2880.02	1094.0
2017-12-07 03:35:00	ES	Futures	2880.02	2880.3	2879.2	2879.48	739.0
2017-12-07 03:40:00	ES	Futures	2879.48	2880.02	2879.48	2879.75	850.0
2017-12-07 03:45:00	ES	Futures	2879.75	2880.02	2879.2	2880.02	623.0
2017-12-07 03:50:00	ES	Futures	2880.02	2880.85	2879.75	2880.3	1049.0
2017-12-07 03:55:00	ES	Futures	2880.3	2880.3	2880.02	2880.3	252.0
2017-12-07 04:00:00	ES	Futures	2880.3	2880.85	2880.3	2880.57	929.0
2017-12-07 04:05:00	ES	Futures	2880.57	2881.12	2880.3	2880.57	396.0

> showing 50 of 15,061 rows — these rows as CSV

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