PREVIEW / futures_5min / 2017-12-18

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-18.parquet
  size:    222 KB
  rows:    15,437

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
2017-12-18 00:00:00	ES	Futures	2938.82	2939.1	2938.55	2938.55	147.0
2017-12-18 00:05:00	ES	Futures	2938.55	2938.82	2938.55	2938.55	238.0
2017-12-18 00:10:00	ES	Futures	2938.55	2938.82	2938.28	2938.28	78.0
2017-12-18 00:15:00	ES	Futures	2938.55	2938.82	2938.28	2938.28	240.0
2017-12-18 00:20:00	ES	Futures	2938.55	2938.82	2938.28	2938.55	344.0
2017-12-18 00:25:00	ES	Futures	2938.55	2938.55	2938.28	2938.55	103.0
2017-12-18 00:30:00	ES	Futures	2938.55	2938.55	2938.28	2938.28	180.0
2017-12-18 00:35:00	ES	Futures	2938.55	2938.82	2938.28	2938.55	332.0
2017-12-18 00:40:00	ES	Futures	2938.55	2938.55	2938.28	2938.28	116.0
2017-12-18 00:45:00	ES	Futures	2938.55	2938.82	2938.28	2938.55	356.0
2017-12-18 00:50:00	ES	Futures	2938.55	2938.82	2938.55	2938.55	177.0
2017-12-18 00:55:00	ES	Futures	2938.55	2938.82	2938.28	2938.55	366.0
2017-12-18 01:00:00	ES	Futures	2938.82	2938.82	2938.55	2938.82	243.0
2017-12-18 01:05:00	ES	Futures	2938.55	2938.82	2938.28	2938.28	128.0
2017-12-18 01:10:00	ES	Futures	2938.28	2938.55	2938.28	2938.55	137.0
2017-12-18 01:15:00	ES	Futures	2938.28	2938.55	2938.28	2938.28	334.0
2017-12-18 01:20:00	ES	Futures	2938.55	2938.55	2938.28	2938.28	112.0
2017-12-18 01:25:00	ES	Futures	2938.28	2938.55	2938.28	2938.55	204.0
2017-12-18 01:30:00	ES	Futures	2938.82	2938.82	2938.28	2938.82	175.0
2017-12-18 01:35:00	ES	Futures	2938.82	2939.1	2938.55	2939.1	386.0
2017-12-18 01:40:00	ES	Futures	2939.1	2939.37	2938.82	2939.1	245.0
2017-12-18 01:45:00	ES	Futures	2939.1	2939.37	2938.82	2939.37	363.0
2017-12-18 01:50:00	ES	Futures	2939.37	2939.37	2938.82	2939.1	283.0
2017-12-18 01:55:00	ES	Futures	2939.1	2939.1	2938.82	2939.1	92.0
2017-12-18 02:00:00	ES	Futures	2939.1	2939.64	2938.82	2939.64	1135.0
2017-12-18 02:05:00	ES	Futures	2939.64	2940.46	2939.64	2940.19	1577.0
2017-12-18 02:10:00	ES	Futures	2940.46	2940.46	2939.92	2939.92	611.0
2017-12-18 02:15:00	ES	Futures	2940.19	2940.19	2939.64	2939.92	688.0
2017-12-18 02:20:00	ES	Futures	2939.64	2939.92	2939.64	2939.92	109.0
2017-12-18 02:25:00	ES	Futures	2939.92	2940.19	2939.64	2939.92	550.0
2017-12-18 02:30:00	ES	Futures	2939.64	2940.46	2939.64	2939.92	1007.0
2017-12-18 02:35:00	ES	Futures	2939.92	2940.46	2939.92	2940.19	755.0
2017-12-18 02:40:00	ES	Futures	2940.19	2940.46	2939.92	2940.46	491.0
2017-12-18 02:45:00	ES	Futures	2940.19	2940.46	2940.19	2940.46	133.0
2017-12-18 02:50:00	ES	Futures	2940.19	2940.46	2939.92	2940.46	737.0
2017-12-18 02:55:00	ES	Futures	2940.19	2940.46	2939.37	2939.64	645.0
2017-12-18 03:00:00	ES	Futures	2939.64	2940.74	2939.37	2940.46	1844.0
2017-12-18 03:05:00	ES	Futures	2940.19	2941.01	2940.19	2940.74	1761.0
2017-12-18 03:10:00	ES	Futures	2941.01	2941.56	2940.46	2941.01	3622.0
2017-12-18 03:15:00	ES	Futures	2941.28	2942.38	2941.28	2941.56	3911.0
2017-12-18 03:20:00	ES	Futures	2941.56	2941.83	2941.28	2941.28	1086.0
2017-12-18 03:25:00	ES	Futures	2941.28	2941.56	2939.92	2939.92	1942.0
2017-12-18 03:30:00	ES	Futures	2940.19	2941.01	2940.19	2941.01	1174.0
2017-12-18 03:35:00	ES	Futures	2941.28	2941.28	2940.46	2940.46	995.0
2017-12-18 03:40:00	ES	Futures	2940.74	2941.01	2940.46	2941.01	1325.0
2017-12-18 03:45:00	ES	Futures	2941.01	2941.01	2940.19	2940.46	1262.0
2017-12-18 03:50:00	ES	Futures	2940.46	2940.74	2940.19	2940.46	847.0
2017-12-18 03:55:00	ES	Futures	2940.19	2940.46	2939.64	2939.92	1203.0
2017-12-18 04:00:00	ES	Futures	2939.92	2940.46	2939.64	2940.19	1226.0
2017-12-18 04:05:00	ES	Futures	2940.19	2940.19	2939.1	2939.92	1860.0

> showing 50 of 15,437 rows — these rows as CSV

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