PREVIEW / futures_5min / 2017-12-12

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-12.parquet
  size:    219 KB
  rows:    14,415

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
2017-12-12 00:00:00	ES	Futures	2913.67	2913.95	2913.4	2913.67	215.0
2017-12-12 00:05:00	ES	Futures	2913.67	2913.95	2913.67	2913.95	63.0
2017-12-12 00:10:00	ES	Futures	2913.95	2913.95	2913.67	2913.95	32.0
2017-12-12 00:15:00	ES	Futures	2913.67	2913.95	2913.67	2913.67	74.0
2017-12-12 00:20:00	ES	Futures	2913.67	2913.67	2913.13	2913.4	65.0
2017-12-12 00:25:00	ES	Futures	2913.4	2913.67	2913.4	2913.67	119.0
2017-12-12 00:30:00	ES	Futures	2913.67	2913.95	2913.67	2913.67	50.0
2017-12-12 00:35:00	ES	Futures	2913.4	2913.67	2913.4	2913.67	36.0
2017-12-12 00:40:00	ES	Futures	2913.67	2913.67	2913.67	2913.67	24.0
2017-12-12 00:45:00	ES	Futures	2913.67	2913.67	2913.67	2913.67	4.0
2017-12-12 00:50:00	ES	Futures	2913.67	2913.67	2913.67	2913.67	22.0
2017-12-12 00:55:00	ES	Futures	2913.67	2913.95	2913.67	2913.95	131.0
2017-12-12 01:00:00	ES	Futures	2913.95	2913.95	2913.67	2913.95	134.0
2017-12-12 01:05:00	ES	Futures	2913.95	2913.95	2913.95	2913.95	13.0
2017-12-12 01:10:00	ES	Futures	2913.95	2913.95	2913.95	2913.95	18.0
2017-12-12 01:15:00	ES	Futures	2913.67	2913.67	2913.67	2913.67	8.0
2017-12-12 01:20:00	ES	Futures	2913.67	2913.67	2913.4	2913.4	201.0
2017-12-12 01:25:00	ES	Futures	2913.4	2913.4	2912.85	2913.13	173.0
2017-12-12 01:30:00	ES	Futures	2913.4	2913.4	2913.13	2913.13	34.0
2017-12-12 01:35:00	ES	Futures	2913.13	2913.4	2913.13	2913.4	124.0
2017-12-12 01:40:00	ES	Futures	2913.67	2913.67	2913.4	2913.4	161.0
2017-12-12 01:45:00	ES	Futures	2913.4	2913.4	2913.4	2913.4	2.0
2017-12-12 01:50:00	ES	Futures	2913.4	2913.4	2912.85	2913.13	235.0
2017-12-12 01:55:00	ES	Futures	2913.4	2913.67	2913.13	2913.13	136.0
2017-12-12 02:00:00	ES	Futures	2913.13	2913.13	2912.58	2912.58	189.0
2017-12-12 02:05:00	ES	Futures	2912.58	2912.85	2912.3	2912.58	166.0
2017-12-12 02:10:00	ES	Futures	2912.85	2912.85	2912.58	2912.85	95.0
2017-12-12 02:15:00	ES	Futures	2912.85	2912.85	2912.03	2912.03	396.0
2017-12-12 02:20:00	ES	Futures	2912.3	2912.58	2912.3	2912.58	201.0
2017-12-12 02:25:00	ES	Futures	2912.58	2912.58	2912.3	2912.58	62.0
2017-12-12 02:30:00	ES	Futures	2912.3	2912.3	2912.03	2912.03	195.0
2017-12-12 02:35:00	ES	Futures	2912.3	2912.58	2912.03	2912.58	116.0
2017-12-12 02:40:00	ES	Futures	2912.58	2912.85	2912.58	2912.58	49.0
2017-12-12 02:45:00	ES	Futures	2912.58	2912.58	2912.3	2912.58	23.0
2017-12-12 02:50:00	ES	Futures	2912.85	2913.13	2912.85	2912.85	150.0
2017-12-12 02:55:00	ES	Futures	2912.85	2912.85	2912.58	2912.58	20.0
2017-12-12 03:00:00	ES	Futures	2912.85	2913.4	2912.3	2913.13	569.0
2017-12-12 03:05:00	ES	Futures	2913.13	2913.4	2912.3	2912.58	459.0
2017-12-12 03:10:00	ES	Futures	2912.85	2913.4	2912.85	2913.4	234.0
2017-12-12 03:15:00	ES	Futures	2913.4	2913.67	2913.13	2913.4	366.0
2017-12-12 03:20:00	ES	Futures	2913.4	2913.4	2912.58	2912.58	705.0
2017-12-12 03:25:00	ES	Futures	2912.58	2912.58	2911.48	2911.76	1136.0
2017-12-12 03:30:00	ES	Futures	2911.48	2912.85	2911.48	2912.3	516.0
2017-12-12 03:35:00	ES	Futures	2912.58	2912.85	2912.03	2912.85	622.0
2017-12-12 03:40:00	ES	Futures	2912.85	2913.67	2912.58	2913.4	569.0
2017-12-12 03:45:00	ES	Futures	2913.13	2913.95	2913.13	2913.67	419.0
2017-12-12 03:50:00	ES	Futures	2913.95	2914.22	2913.67	2914.22	423.0
2017-12-12 03:55:00	ES	Futures	2914.22	2914.22	2913.67	2913.67	333.0
2017-12-12 04:00:00	ES	Futures	2913.67	2914.22	2913.4	2913.95	957.0
2017-12-12 04:05:00	ES	Futures	2913.95	2913.95	2913.67	2913.95	180.0

> showing 50 of 14,415 rows — these rows as CSV

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