PREVIEW / futures_5min / 2017-12-15

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-15.parquet
  size:    210 KB
  rows:    13,031

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
2017-12-15 00:00:00	ES	Futures	2907.12	2907.94	2907.12	2907.66	481.0
2017-12-15 00:05:00	ES	Futures	2907.66	2908.21	2907.66	2907.66	434.0
2017-12-15 00:10:00	ES	Futures	2907.66	2907.94	2907.39	2907.66	367.0
2017-12-15 00:15:00	ES	Futures	2907.94	2907.94	2907.66	2907.66	350.0
2017-12-15 00:20:00	ES	Futures	2907.66	2908.21	2907.66	2907.94	278.0
2017-12-15 00:25:00	ES	Futures	2907.66	2907.94	2907.66	2907.66	188.0
2017-12-15 00:30:00	ES	Futures	2907.66	2908.21	2907.66	2907.66	849.0
2017-12-15 00:35:00	ES	Futures	2907.66	2907.94	2907.66	2907.66	219.0
2017-12-15 00:40:00	ES	Futures	2907.66	2907.66	2907.39	2907.39	182.0
2017-12-15 00:45:00	ES	Futures	2907.39	2907.66	2907.12	2907.12	254.0
2017-12-15 00:50:00	ES	Futures	2907.12	2907.39	2906.84	2906.84	452.0
2017-12-15 00:55:00	ES	Futures	2906.84	2907.39	2906.84	2907.12	658.0
2017-12-15 01:00:00	ES	Futures	2906.84	2907.12	2906.3	2906.57	563.0
2017-12-15 01:05:00	ES	Futures	2906.57	2907.66	2906.57	2907.66	656.0
2017-12-15 01:10:00	ES	Futures	2907.39	2907.66	2906.84	2907.12	321.0
2017-12-15 01:15:00	ES	Futures	2907.12	2907.12	2906.84	2906.84	98.0
2017-12-15 01:20:00	ES	Futures	2907.12	2907.39	2906.84	2907.12	240.0
2017-12-15 01:25:00	ES	Futures	2907.12	2907.66	2907.12	2907.12	227.0
2017-12-15 01:30:00	ES	Futures	2907.39	2907.39	2906.84	2907.12	165.0
2017-12-15 01:35:00	ES	Futures	2907.39	2907.39	2907.12	2907.12	112.0
2017-12-15 01:40:00	ES	Futures	2907.39	2907.66	2907.12	2907.39	85.0
2017-12-15 01:45:00	ES	Futures	2907.66	2907.94	2907.39	2907.66	126.0
2017-12-15 01:50:00	ES	Futures	2907.94	2907.94	2907.39	2907.66	316.0
2017-12-15 01:55:00	ES	Futures	2907.66	2908.21	2907.66	2908.21	314.0
2017-12-15 02:00:00	ES	Futures	2908.21	2908.76	2908.21	2908.21	1481.0
2017-12-15 02:05:00	ES	Futures	2908.21	2909.03	2907.94	2908.76	1231.0
2017-12-15 02:10:00	ES	Futures	2908.76	2909.03	2908.48	2908.48	938.0
2017-12-15 02:15:00	ES	Futures	2908.48	2908.48	2907.94	2908.48	735.0
2017-12-15 02:20:00	ES	Futures	2908.21	2908.48	2908.21	2908.48	491.0
2017-12-15 02:25:00	ES	Futures	2908.48	2909.03	2908.21	2908.76	571.0
2017-12-15 02:30:00	ES	Futures	2908.76	2909.03	2908.48	2908.48	543.0
2017-12-15 02:35:00	ES	Futures	2908.76	2908.76	2907.66	2907.94	460.0
2017-12-15 02:40:00	ES	Futures	2908.21	2908.21	2907.39	2907.39	1053.0
2017-12-15 02:45:00	ES	Futures	2907.39	2907.94	2907.39	2907.94	560.0
2017-12-15 02:50:00	ES	Futures	2907.66	2907.94	2907.39	2907.66	408.0
2017-12-15 02:55:00	ES	Futures	2907.66	2908.21	2907.39	2907.94	1346.0
2017-12-15 03:00:00	ES	Futures	2907.94	2908.48	2907.12	2908.21	2236.0
2017-12-15 03:05:00	ES	Futures	2908.21	2908.21	2907.12	2907.12	1060.0
2017-12-15 03:10:00	ES	Futures	2907.12	2907.66	2906.84	2907.12	1002.0
2017-12-15 03:15:00	ES	Futures	2907.12	2907.66	2906.84	2906.84	1848.0
2017-12-15 03:20:00	ES	Futures	2906.84	2908.21	2906.84	2908.21	1633.0
2017-12-15 03:25:00	ES	Futures	2907.94	2908.21	2907.39	2907.94	1202.0
2017-12-15 03:30:00	ES	Futures	2907.94	2908.48	2907.94	2907.94	2095.0
2017-12-15 03:35:00	ES	Futures	2907.94	2907.94	2907.12	2907.66	1192.0
2017-12-15 03:40:00	ES	Futures	2907.39	2908.21	2907.39	2908.21	751.0
2017-12-15 03:45:00	ES	Futures	2908.21	2908.48	2907.94	2908.21	860.0
2017-12-15 03:50:00	ES	Futures	2908.21	2908.76	2907.94	2908.48	1021.0
2017-12-15 03:55:00	ES	Futures	2908.76	2908.76	2907.94	2908.48	1028.0
2017-12-15 04:00:00	ES	Futures	2908.21	2909.03	2908.21	2908.48	1218.0
2017-12-15 04:05:00	ES	Futures	2908.48	2909.3	2908.21	2909.03	987.0

> showing 50 of 13,031 rows — these rows as CSV

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