PREVIEW / futures_5min / 2017-12-17

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-17.parquet
  size:    46 KB
  rows:    2,725

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
2017-12-17 18:00:00	ES	Futures	2933.36	2936.36	2932.81	2935.27	4823.0
2017-12-17 18:05:00	ES	Futures	2935.27	2935.54	2934.18	2935.54	1429.0
2017-12-17 18:10:00	ES	Futures	2935.54	2936.09	2934.72	2935.27	729.0
2017-12-17 18:15:00	ES	Futures	2935.27	2935.27	2934.18	2935.27	670.0
2017-12-17 18:20:00	ES	Futures	2935.27	2936.09	2935.0	2936.09	692.0
2017-12-17 18:25:00	ES	Futures	2936.09	2936.91	2936.09	2936.64	702.0
2017-12-17 18:30:00	ES	Futures	2936.36	2936.91	2936.36	2936.64	381.0
2017-12-17 18:35:00	ES	Futures	2936.64	2937.46	2936.64	2937.18	1324.0
2017-12-17 18:40:00	ES	Futures	2936.91	2937.46	2936.64	2937.46	442.0
2017-12-17 18:45:00	ES	Futures	2937.18	2937.46	2936.36	2936.91	1025.0
2017-12-17 18:50:00	ES	Futures	2937.18	2937.46	2936.64	2936.91	380.0
2017-12-17 18:55:00	ES	Futures	2937.18	2937.18	2936.64	2936.64	359.0
2017-12-17 19:00:00	ES	Futures	2936.91	2937.46	2936.91	2937.18	443.0
2017-12-17 19:05:00	ES	Futures	2936.91	2938.0	2936.91	2937.46	1682.0
2017-12-17 19:10:00	ES	Futures	2937.18	2937.46	2936.91	2937.18	616.0
2017-12-17 19:15:00	ES	Futures	2936.91	2937.46	2936.91	2937.18	673.0
2017-12-17 19:20:00	ES	Futures	2937.18	2937.18	2936.64	2936.91	708.0
2017-12-17 19:25:00	ES	Futures	2936.64	2937.18	2936.64	2937.18	784.0
2017-12-17 19:30:00	ES	Futures	2937.18	2937.73	2936.91	2937.46	527.0
2017-12-17 19:35:00	ES	Futures	2937.18	2937.73	2936.91	2937.18	509.0
2017-12-17 19:40:00	ES	Futures	2937.18	2937.73	2937.18	2937.73	568.0
2017-12-17 19:45:00	ES	Futures	2937.46	2937.46	2936.91	2937.18	570.0
2017-12-17 19:50:00	ES	Futures	2937.18	2937.46	2936.64	2937.18	517.0
2017-12-17 19:55:00	ES	Futures	2936.91	2937.18	2936.09	2936.91	1171.0
2017-12-17 20:00:00	ES	Futures	2936.91	2937.18	2936.09	2936.64	666.0
2017-12-17 20:05:00	ES	Futures	2936.64	2936.64	2935.82	2936.09	600.0
2017-12-17 20:10:00	ES	Futures	2935.82	2936.36	2935.54	2936.09	605.0
2017-12-17 20:15:00	ES	Futures	2936.09	2936.09	2935.54	2935.82	964.0
2017-12-17 20:20:00	ES	Futures	2935.54	2936.09	2935.27	2935.27	392.0
2017-12-17 20:25:00	ES	Futures	2935.27	2936.64	2935.0	2936.09	947.0
2017-12-17 20:30:00	ES	Futures	2936.09	2936.91	2936.09	2936.64	475.0
2017-12-17 20:35:00	ES	Futures	2936.64	2936.64	2936.09	2936.36	441.0
2017-12-17 20:40:00	ES	Futures	2936.36	2936.64	2936.09	2936.36	542.0
2017-12-17 20:45:00	ES	Futures	2936.36	2937.18	2936.36	2936.36	580.0
2017-12-17 20:50:00	ES	Futures	2936.36	2936.91	2936.36	2936.36	529.0
2017-12-17 20:55:00	ES	Futures	2936.64	2936.91	2936.36	2936.91	465.0
2017-12-17 21:00:00	ES	Futures	2936.91	2937.46	2936.64	2936.64	654.0
2017-12-17 21:05:00	ES	Futures	2936.91	2937.46	2936.64	2937.46	599.0
2017-12-17 21:10:00	ES	Futures	2937.18	2937.46	2936.64	2936.64	597.0
2017-12-17 21:15:00	ES	Futures	2936.91	2936.91	2936.36	2936.36	181.0
2017-12-17 21:20:00	ES	Futures	2936.64	2936.64	2936.09	2936.36	254.0
2017-12-17 21:25:00	ES	Futures	2936.36	2937.18	2936.36	2936.36	625.0
2017-12-17 21:30:00	ES	Futures	2936.36	2936.36	2936.09	2936.36	229.0
2017-12-17 21:35:00	ES	Futures	2936.36	2936.91	2936.09	2936.64	660.0
2017-12-17 21:40:00	ES	Futures	2936.91	2937.18	2936.09	2936.36	469.0
2017-12-17 21:45:00	ES	Futures	2936.36	2936.91	2936.36	2936.64	268.0
2017-12-17 21:50:00	ES	Futures	2936.64	2936.91	2936.64	2936.64	167.0
2017-12-17 21:55:00	ES	Futures	2936.64	2937.46	2936.64	2937.46	440.0
2017-12-17 22:00:00	ES	Futures	2937.46	2937.73	2937.18	2937.46	214.0
2017-12-17 22:05:00	ES	Futures	2937.18	2937.46	2936.91	2937.46	404.0

> showing 50 of 2,725 rows — these rows as CSV

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