PREVIEW / futures_5min / 2017-12-08

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-08.parquet
  size:    195 KB
  rows:    12,687

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
2017-12-08 00:00:00	ES	Futures	2889.87	2889.87	2889.6	2889.87	365.0
2017-12-08 00:05:00	ES	Futures	2889.87	2889.87	2889.6	2889.87	62.0
2017-12-08 00:10:00	ES	Futures	2889.6	2889.87	2889.6	2889.6	37.0
2017-12-08 00:15:00	ES	Futures	2889.6	2889.87	2889.6	2889.87	24.0
2017-12-08 00:20:00	ES	Futures	2889.6	2891.51	2889.6	2891.24	1477.0
2017-12-08 00:25:00	ES	Futures	2890.97	2891.79	2890.97	2891.51	502.0
2017-12-08 00:30:00	ES	Futures	2891.51	2891.79	2891.24	2891.24	315.0
2017-12-08 00:35:00	ES	Futures	2891.24	2892.06	2891.24	2892.06	910.0
2017-12-08 00:40:00	ES	Futures	2892.06	2892.34	2891.51	2891.51	279.0
2017-12-08 00:45:00	ES	Futures	2891.51	2891.79	2890.97	2890.97	417.0
2017-12-08 00:50:00	ES	Futures	2890.97	2891.79	2890.97	2891.24	330.0
2017-12-08 00:55:00	ES	Futures	2891.24	2891.51	2891.24	2891.51	153.0
2017-12-08 01:00:00	ES	Futures	2891.51	2891.51	2891.24	2891.51	68.0
2017-12-08 01:05:00	ES	Futures	2891.24	2891.79	2891.24	2891.51	108.0
2017-12-08 01:10:00	ES	Futures	2891.51	2891.79	2891.24	2891.51	113.0
2017-12-08 01:15:00	ES	Futures	2891.24	2892.34	2891.24	2892.34	585.0
2017-12-08 01:20:00	ES	Futures	2892.34	2892.34	2891.79	2891.79	322.0
2017-12-08 01:25:00	ES	Futures	2891.79	2892.06	2891.51	2891.79	109.0
2017-12-08 01:30:00	ES	Futures	2891.51	2892.06	2891.51	2891.79	281.0
2017-12-08 01:35:00	ES	Futures	2891.51	2892.06	2891.24	2891.24	277.0
2017-12-08 01:40:00	ES	Futures	2891.24	2891.79	2890.97	2891.79	238.0
2017-12-08 01:45:00	ES	Futures	2891.79	2891.79	2891.51	2891.79	107.0
2017-12-08 01:50:00	ES	Futures	2891.79	2891.79	2891.51	2891.79	176.0
2017-12-08 01:55:00	ES	Futures	2891.79	2892.06	2891.79	2892.06	86.0
2017-12-08 02:00:00	ES	Futures	2892.06	2892.34	2891.51	2892.34	248.0
2017-12-08 02:05:00	ES	Futures	2892.34	2892.61	2891.51	2891.51	756.0
2017-12-08 02:10:00	ES	Futures	2891.79	2892.34	2891.79	2892.06	436.0
2017-12-08 02:15:00	ES	Futures	2891.79	2892.34	2891.79	2892.34	246.0
2017-12-08 02:20:00	ES	Futures	2892.34	2892.61	2891.79	2892.34	800.0
2017-12-08 02:25:00	ES	Futures	2892.34	2892.61	2892.06	2892.34	256.0
2017-12-08 02:30:00	ES	Futures	2892.34	2892.34	2892.06	2892.34	161.0
2017-12-08 02:35:00	ES	Futures	2892.06	2892.61	2892.06	2892.34	136.0
2017-12-08 02:40:00	ES	Futures	2892.06	2892.61	2891.79	2892.06	296.0
2017-12-08 02:45:00	ES	Futures	2891.79	2892.06	2891.79	2892.06	88.0
2017-12-08 02:50:00	ES	Futures	2891.79	2892.61	2891.79	2891.79	760.0
2017-12-08 02:55:00	ES	Futures	2892.06	2892.88	2891.51	2892.06	770.0
2017-12-08 03:00:00	ES	Futures	2891.79	2892.34	2891.24	2892.34	706.0
2017-12-08 03:05:00	ES	Futures	2892.34	2892.88	2891.79	2892.34	573.0
2017-12-08 03:10:00	ES	Futures	2892.61	2893.16	2891.51	2892.88	748.0
2017-12-08 03:15:00	ES	Futures	2892.88	2893.16	2891.79	2892.06	882.0
2017-12-08 03:20:00	ES	Futures	2892.06	2892.88	2891.51	2892.61	426.0
2017-12-08 03:25:00	ES	Futures	2892.88	2893.16	2892.06	2892.34	432.0
2017-12-08 03:30:00	ES	Futures	2892.34	2892.61	2891.51	2891.51	700.0
2017-12-08 03:35:00	ES	Futures	2891.51	2892.34	2891.51	2892.06	510.0
2017-12-08 03:40:00	ES	Futures	2891.79	2892.88	2891.79	2892.61	279.0
2017-12-08 03:45:00	ES	Futures	2892.61	2893.98	2892.34	2892.61	1030.0
2017-12-08 03:50:00	ES	Futures	2892.88	2893.43	2892.61	2893.43	434.0
2017-12-08 03:55:00	ES	Futures	2893.43	2893.7	2892.61	2892.61	508.0
2017-12-08 04:00:00	ES	Futures	2892.88	2892.88	2891.51	2891.79	425.0
2017-12-08 04:05:00	ES	Futures	2891.79	2892.06	2891.51	2892.06	441.0

> showing 50 of 12,687 rows — these rows as CSV

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