PREVIEW / futures_5min / 2017-12-11

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-11.parquet
  size:    200 KB
  rows:    13,831

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
2017-12-11 00:00:00	ES	Futures	2904.37	2904.37	2903.28	2903.28	222.0
2017-12-11 00:05:00	ES	Futures	2903.28	2903.55	2903.28	2903.28	187.0
2017-12-11 00:10:00	ES	Futures	2903.28	2903.28	2903.0	2903.0	114.0
2017-12-11 00:15:00	ES	Futures	2903.28	2903.28	2902.73	2903.0	222.0
2017-12-11 00:20:00	ES	Futures	2903.0	2903.28	2903.0	2903.28	98.0
2017-12-11 00:25:00	ES	Futures	2903.28	2903.55	2903.28	2903.28	73.0
2017-12-11 00:30:00	ES	Futures	2903.28	2903.55	2903.28	2903.55	264.0
2017-12-11 00:35:00	ES	Futures	2903.55	2903.55	2903.55	2903.55	226.0
2017-12-11 00:40:00	ES	Futures	2903.55	2903.82	2903.55	2903.55	120.0
2017-12-11 00:45:00	ES	Futures	2903.28	2903.82	2903.28	2903.82	159.0
2017-12-11 00:50:00	ES	Futures	2904.1	2904.37	2903.82	2904.37	194.0
2017-12-11 00:55:00	ES	Futures	2904.1	2904.37	2904.1	2904.1	159.0
2017-12-11 01:00:00	ES	Futures	2904.37	2904.65	2904.1	2904.1	236.0
2017-12-11 01:05:00	ES	Futures	2904.1	2904.1	2903.28	2903.55	182.0
2017-12-11 01:10:00	ES	Futures	2903.55	2903.82	2903.28	2903.82	151.0
2017-12-11 01:15:00	ES	Futures	2903.82	2903.82	2903.0	2903.28	188.0
2017-12-11 01:20:00	ES	Futures	2903.28	2903.28	2903.28	2903.28	156.0
2017-12-11 01:25:00	ES	Futures	2903.0	2903.28	2902.73	2903.28	128.0
2017-12-11 01:30:00	ES	Futures	2903.28	2903.28	2903.0	2903.0	153.0
2017-12-11 01:35:00	ES	Futures	2902.73	2903.0	2902.46	2903.0	149.0
2017-12-11 01:40:00	ES	Futures	2903.0	2903.0	2902.73	2902.73	148.0
2017-12-11 01:45:00	ES	Futures	2903.0	2903.55	2903.0	2903.28	73.0
2017-12-11 01:50:00	ES	Futures	2903.55	2903.55	2903.28	2903.28	78.0
2017-12-11 01:55:00	ES	Futures	2903.28	2903.28	2903.0	2903.28	72.0
2017-12-11 02:00:00	ES	Futures	2903.28	2904.92	2903.28	2904.1	455.0
2017-12-11 02:05:00	ES	Futures	2904.1	2904.92	2904.1	2904.92	320.0
2017-12-11 02:10:00	ES	Futures	2904.92	2904.92	2904.37	2904.37	192.0
2017-12-11 02:15:00	ES	Futures	2904.37	2905.19	2904.37	2904.92	232.0
2017-12-11 02:20:00	ES	Futures	2904.92	2905.74	2904.92	2904.92	652.0
2017-12-11 02:25:00	ES	Futures	2904.92	2904.92	2904.37	2904.65	343.0
2017-12-11 02:30:00	ES	Futures	2904.37	2905.47	2904.1	2905.19	497.0
2017-12-11 02:35:00	ES	Futures	2905.19	2905.47	2904.92	2904.92	163.0
2017-12-11 02:40:00	ES	Futures	2905.19	2905.19	2904.37	2905.19	325.0
2017-12-11 02:45:00	ES	Futures	2905.47	2905.47	2904.92	2905.19	429.0
2017-12-11 02:50:00	ES	Futures	2904.92	2905.19	2904.65	2904.92	324.0
2017-12-11 02:55:00	ES	Futures	2904.92	2905.19	2904.37	2904.37	323.0
2017-12-11 03:00:00	ES	Futures	2904.37	2905.19	2904.1	2904.92	773.0
2017-12-11 03:05:00	ES	Futures	2904.92	2905.74	2904.65	2905.19	793.0
2017-12-11 03:10:00	ES	Futures	2905.19	2906.01	2904.92	2905.74	955.0
2017-12-11 03:15:00	ES	Futures	2905.74	2906.01	2904.1	2904.1	664.0
2017-12-11 03:20:00	ES	Futures	2904.1	2904.92	2904.1	2904.37	684.0
2017-12-11 03:25:00	ES	Futures	2904.37	2904.37	2903.55	2904.1	509.0
2017-12-11 03:30:00	ES	Futures	2904.1	2904.1	2903.28	2903.55	518.0
2017-12-11 03:35:00	ES	Futures	2903.55	2903.82	2903.28	2903.55	552.0
2017-12-11 03:40:00	ES	Futures	2903.28	2903.82	2903.0	2903.55	435.0
2017-12-11 03:45:00	ES	Futures	2903.28	2904.65	2903.28	2904.37	306.0
2017-12-11 03:50:00	ES	Futures	2904.65	2904.65	2904.1	2904.37	247.0
2017-12-11 03:55:00	ES	Futures	2904.37	2904.37	2903.28	2903.28	327.0
2017-12-11 04:00:00	ES	Futures	2903.55	2903.55	2903.0	2903.28	365.0
2017-12-11 04:05:00	ES	Futures	2903.28	2903.82	2903.28	2903.82	345.0

> showing 50 of 13,831 rows — these rows as CSV

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