PREVIEW / futures_5min / 2017-12-10

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-10.parquet
  size:    38 KB
  rows:    2,221

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
2017-12-10 18:00:00	ES	Futures	2901.91	2904.92	2901.91	2903.82	1992.0
2017-12-10 18:05:00	ES	Futures	2903.82	2903.82	2901.09	2902.46	1166.0
2017-12-10 18:10:00	ES	Futures	2902.46	2903.0	2902.46	2902.73	335.0
2017-12-10 18:15:00	ES	Futures	2902.73	2903.28	2902.46	2903.28	127.0
2017-12-10 18:20:00	ES	Futures	2903.28	2904.37	2903.0	2904.1	353.0
2017-12-10 18:25:00	ES	Futures	2904.1	2904.37	2903.82	2903.82	118.0
2017-12-10 18:30:00	ES	Futures	2903.82	2904.37	2903.55	2903.55	331.0
2017-12-10 18:35:00	ES	Futures	2903.55	2903.82	2903.0	2903.0	150.0
2017-12-10 18:40:00	ES	Futures	2903.0	2903.28	2903.0	2903.28	375.0
2017-12-10 18:45:00	ES	Futures	2903.55	2904.1	2903.55	2904.1	147.0
2017-12-10 18:50:00	ES	Futures	2903.82	2904.1	2903.82	2903.82	72.0
2017-12-10 18:55:00	ES	Futures	2903.55	2903.55	2903.0	2903.28	305.0
2017-12-10 19:00:00	ES	Futures	2903.28	2903.55	2902.73	2903.0	397.0
2017-12-10 19:05:00	ES	Futures	2903.0	2903.0	2901.64	2902.18	698.0
2017-12-10 19:10:00	ES	Futures	2902.18	2902.46	2901.64	2901.91	239.0
2017-12-10 19:15:00	ES	Futures	2901.91	2902.46	2901.91	2902.18	144.0
2017-12-10 19:20:00	ES	Futures	2902.18	2902.46	2901.91	2902.18	155.0
2017-12-10 19:25:00	ES	Futures	2902.46	2902.46	2902.18	2902.46	152.0
2017-12-10 19:30:00	ES	Futures	2902.18	2902.18	2901.64	2901.91	221.0
2017-12-10 19:35:00	ES	Futures	2901.91	2901.91	2901.64	2901.64	171.0
2017-12-10 19:40:00	ES	Futures	2901.64	2901.91	2901.64	2901.64	119.0
2017-12-10 19:45:00	ES	Futures	2901.64	2902.73	2901.36	2902.46	204.0
2017-12-10 19:50:00	ES	Futures	2902.46	2902.73	2902.46	2902.73	190.0
2017-12-10 19:55:00	ES	Futures	2902.73	2902.73	2902.46	2902.46	26.0
2017-12-10 20:00:00	ES	Futures	2902.46	2902.73	2902.18	2902.46	224.0
2017-12-10 20:05:00	ES	Futures	2902.18	2902.18	2902.18	2902.18	100.0
2017-12-10 20:10:00	ES	Futures	2901.91	2902.18	2901.64	2902.18	41.0
2017-12-10 20:15:00	ES	Futures	2902.18	2902.18	2901.91	2902.18	107.0
2017-12-10 20:20:00	ES	Futures	2902.18	2902.46	2901.91	2902.18	168.0
2017-12-10 20:25:00	ES	Futures	2901.91	2902.18	2901.64	2901.64	256.0
2017-12-10 20:30:00	ES	Futures	2901.64	2902.46	2901.64	2902.18	876.0
2017-12-10 20:35:00	ES	Futures	2901.91	2903.0	2901.91	2902.73	420.0
2017-12-10 20:40:00	ES	Futures	2902.73	2903.28	2902.73	2903.0	173.0
2017-12-10 20:45:00	ES	Futures	2903.0	2903.0	2902.73	2903.0	100.0
2017-12-10 20:50:00	ES	Futures	2902.73	2903.0	2902.73	2902.73	75.0
2017-12-10 20:55:00	ES	Futures	2902.73	2902.73	2902.46	2902.73	222.0
2017-12-10 21:00:00	ES	Futures	2903.0	2903.28	2903.0	2903.0	177.0
2017-12-10 21:05:00	ES	Futures	2903.0	2903.0	2902.46	2902.46	57.0
2017-12-10 21:10:00	ES	Futures	2902.46	2902.46	2901.91	2902.18	111.0
2017-12-10 21:15:00	ES	Futures	2902.46	2902.46	2901.91	2901.91	93.0
2017-12-10 21:20:00	ES	Futures	2902.18	2902.18	2901.64	2901.91	274.0
2017-12-10 21:25:00	ES	Futures	2901.91	2901.91	2901.64	2901.91	43.0
2017-12-10 21:30:00	ES	Futures	2902.18	2902.18	2901.91	2902.18	81.0
2017-12-10 21:35:00	ES	Futures	2902.18	2902.46	2902.18	2902.18	15.0
2017-12-10 21:40:00	ES	Futures	2902.18	2902.73	2902.18	2902.73	66.0
2017-12-10 21:45:00	ES	Futures	2902.46	2903.0	2902.46	2902.46	98.0
2017-12-10 21:50:00	ES	Futures	2902.46	2902.73	2902.46	2902.73	48.0
2017-12-10 21:55:00	ES	Futures	2902.73	2902.73	2902.46	2902.73	132.0
2017-12-10 22:00:00	ES	Futures	2902.73	2903.55	2902.46	2903.28	112.0
2017-12-10 22:05:00	ES	Futures	2903.55	2903.55	2903.28	2903.28	27.0

> showing 50 of 2,221 rows — these rows as CSV

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