PREVIEW / futures_5min / 2017-12-14

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-14.parquet
  size:    241 KB
  rows:    15,404

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
2017-12-14 00:00:00	ES	Futures	2918.6	2918.6	2918.32	2918.6	346.0
2017-12-14 00:05:00	ES	Futures	2918.6	2918.87	2918.6	2918.6	173.0
2017-12-14 00:10:00	ES	Futures	2918.6	2919.14	2918.32	2918.32	152.0
2017-12-14 00:15:00	ES	Futures	2918.32	2918.32	2917.78	2918.05	262.0
2017-12-14 00:20:00	ES	Futures	2917.78	2918.6	2917.78	2918.32	516.0
2017-12-14 00:25:00	ES	Futures	2918.6	2918.6	2918.05	2918.05	280.0
2017-12-14 00:30:00	ES	Futures	2918.05	2918.32	2917.78	2918.32	416.0
2017-12-14 00:35:00	ES	Futures	2918.32	2918.6	2918.05	2918.32	452.0
2017-12-14 00:40:00	ES	Futures	2918.32	2918.6	2918.05	2918.32	245.0
2017-12-14 00:45:00	ES	Futures	2918.6	2918.6	2918.05	2918.6	354.0
2017-12-14 00:50:00	ES	Futures	2918.6	2918.6	2918.32	2918.6	72.0
2017-12-14 00:55:00	ES	Futures	2918.6	2918.6	2918.32	2918.32	123.0
2017-12-14 01:00:00	ES	Futures	2918.32	2918.6	2917.5	2918.05	914.0
2017-12-14 01:05:00	ES	Futures	2917.78	2918.05	2917.5	2917.78	661.0
2017-12-14 01:10:00	ES	Futures	2917.78	2917.78	2917.23	2917.78	476.0
2017-12-14 01:15:00	ES	Futures	2918.05	2918.6	2917.78	2918.6	356.0
2017-12-14 01:20:00	ES	Futures	2918.32	2918.6	2917.78	2918.05	290.0
2017-12-14 01:25:00	ES	Futures	2918.05	2918.87	2918.05	2918.6	111.0
2017-12-14 01:30:00	ES	Futures	2918.87	2919.42	2918.6	2919.14	731.0
2017-12-14 01:35:00	ES	Futures	2919.42	2919.42	2919.14	2919.14	168.0
2017-12-14 01:40:00	ES	Futures	2919.14	2919.69	2919.14	2919.42	271.0
2017-12-14 01:45:00	ES	Futures	2919.42	2919.69	2919.14	2919.42	262.0
2017-12-14 01:50:00	ES	Futures	2919.69	2919.69	2919.14	2919.42	203.0
2017-12-14 01:55:00	ES	Futures	2919.42	2919.69	2919.14	2919.14	216.0
2017-12-14 02:00:00	ES	Futures	2919.42	2920.24	2919.14	2920.24	923.0
2017-12-14 02:05:00	ES	Futures	2920.24	2920.51	2919.96	2920.51	908.0
2017-12-14 02:10:00	ES	Futures	2920.51	2920.51	2919.96	2920.24	707.0
2017-12-14 02:15:00	ES	Futures	2920.24	2920.51	2919.96	2920.24	279.0
2017-12-14 02:20:00	ES	Futures	2920.24	2920.78	2920.24	2920.78	1000.0
2017-12-14 02:25:00	ES	Futures	2920.78	2921.06	2920.51	2920.78	774.0
2017-12-14 02:30:00	ES	Futures	2920.78	2920.78	2920.51	2920.78	194.0
2017-12-14 02:35:00	ES	Futures	2920.78	2921.33	2920.78	2921.33	455.0
2017-12-14 02:40:00	ES	Futures	2921.33	2921.33	2921.06	2921.06	679.0
2017-12-14 02:45:00	ES	Futures	2921.33	2921.33	2920.78	2921.06	187.0
2017-12-14 02:50:00	ES	Futures	2921.06	2921.06	2920.24	2920.51	416.0
2017-12-14 02:55:00	ES	Futures	2920.51	2920.78	2920.24	2920.78	132.0
2017-12-14 03:00:00	ES	Futures	2920.78	2921.88	2920.51	2921.06	1629.0
2017-12-14 03:05:00	ES	Futures	2921.06	2921.33	2920.78	2921.06	673.0
2017-12-14 03:10:00	ES	Futures	2921.06	2921.33	2920.78	2921.06	487.0
2017-12-14 03:15:00	ES	Futures	2921.06	2921.88	2921.06	2921.88	753.0
2017-12-14 03:20:00	ES	Futures	2921.88	2922.15	2921.33	2921.88	1749.0
2017-12-14 03:25:00	ES	Futures	2922.15	2922.15	2921.88	2921.88	186.0
2017-12-14 03:30:00	ES	Futures	2922.15	2922.42	2921.6	2921.88	1099.0
2017-12-14 03:35:00	ES	Futures	2921.88	2922.42	2921.88	2922.15	580.0
2017-12-14 03:40:00	ES	Futures	2921.88	2921.88	2921.33	2921.33	759.0
2017-12-14 03:45:00	ES	Futures	2921.33	2921.88	2921.33	2921.33	792.0
2017-12-14 03:50:00	ES	Futures	2921.33	2922.15	2920.78	2921.88	924.0
2017-12-14 03:55:00	ES	Futures	2922.15	2922.42	2921.6	2921.88	641.0
2017-12-14 04:00:00	ES	Futures	2921.88	2922.15	2921.6	2921.6	519.0
2017-12-14 04:05:00	ES	Futures	2921.6	2921.88	2921.33	2921.6	787.0

> showing 50 of 15,404 rows — these rows as CSV

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