PREVIEW / futures_5min / 2017-12-19

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-19.parquet
  size:    231 KB
  rows:    15,573

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
2017-12-19 00:00:00	ES	Futures	2947.57	2947.57	2947.3	2947.57	551.0
2017-12-19 00:05:00	ES	Futures	2947.3	2947.57	2947.3	2947.57	39.0
2017-12-19 00:10:00	ES	Futures	2947.3	2947.84	2947.3	2947.84	617.0
2017-12-19 00:15:00	ES	Futures	2947.57	2947.84	2947.57	2947.57	419.0
2017-12-19 00:20:00	ES	Futures	2947.57	2947.84	2947.3	2947.57	125.0
2017-12-19 00:25:00	ES	Futures	2947.57	2947.84	2947.3	2947.84	86.0
2017-12-19 00:30:00	ES	Futures	2947.57	2947.84	2947.57	2947.57	197.0
2017-12-19 00:35:00	ES	Futures	2947.57	2947.84	2947.57	2947.84	104.0
2017-12-19 00:40:00	ES	Futures	2947.57	2947.84	2947.57	2947.84	74.0
2017-12-19 00:45:00	ES	Futures	2947.84	2948.12	2947.84	2947.84	281.0
2017-12-19 00:50:00	ES	Futures	2947.84	2947.84	2947.84	2947.84	25.0
2017-12-19 00:55:00	ES	Futures	2947.84	2947.84	2947.57	2947.57	445.0
2017-12-19 01:00:00	ES	Futures	2947.57	2947.57	2947.3	2947.3	167.0
2017-12-19 01:05:00	ES	Futures	2947.3	2947.57	2947.02	2947.02	384.0
2017-12-19 01:10:00	ES	Futures	2947.02	2947.3	2947.02	2947.02	247.0
2017-12-19 01:15:00	ES	Futures	2947.02	2947.02	2946.48	2946.48	472.0
2017-12-19 01:20:00	ES	Futures	2946.75	2946.75	2946.48	2946.48	149.0
2017-12-19 01:25:00	ES	Futures	2946.75	2946.75	2946.48	2946.48	300.0
2017-12-19 01:30:00	ES	Futures	2946.48	2947.3	2946.48	2947.02	481.0
2017-12-19 01:35:00	ES	Futures	2947.02	2947.3	2947.02	2947.02	171.0
2017-12-19 01:40:00	ES	Futures	2947.02	2947.02	2946.75	2946.75	92.0
2017-12-19 01:45:00	ES	Futures	2947.02	2947.02	2946.48	2946.48	358.0
2017-12-19 01:50:00	ES	Futures	2946.48	2946.75	2946.48	2946.75	331.0
2017-12-19 01:55:00	ES	Futures	2946.75	2946.75	2946.48	2946.48	250.0
2017-12-19 02:00:00	ES	Futures	2946.48	2947.3	2946.48	2947.02	401.0
2017-12-19 02:05:00	ES	Futures	2946.75	2947.02	2946.75	2947.02	281.0
2017-12-19 02:10:00	ES	Futures	2947.02	2947.3	2946.75	2947.3	112.0
2017-12-19 02:15:00	ES	Futures	2947.3	2947.3	2947.02	2947.3	165.0
2017-12-19 02:20:00	ES	Futures	2947.3	2947.3	2947.02	2947.3	73.0
2017-12-19 02:25:00	ES	Futures	2947.02	2947.3	2947.02	2947.3	36.0
2017-12-19 02:30:00	ES	Futures	2947.3	2947.57	2946.75	2946.75	632.0
2017-12-19 02:35:00	ES	Futures	2946.75	2947.02	2946.75	2946.75	264.0
2017-12-19 02:40:00	ES	Futures	2946.75	2947.02	2946.48	2946.48	152.0
2017-12-19 02:45:00	ES	Futures	2946.75	2947.02	2946.48	2946.75	449.0
2017-12-19 02:50:00	ES	Futures	2946.75	2947.02	2946.75	2946.75	138.0
2017-12-19 02:55:00	ES	Futures	2947.02	2947.02	2946.75	2946.75	275.0
2017-12-19 03:00:00	ES	Futures	2946.75	2947.84	2946.75	2947.57	1162.0
2017-12-19 03:05:00	ES	Futures	2947.3	2947.84	2947.3	2947.57	866.0
2017-12-19 03:10:00	ES	Futures	2947.84	2948.39	2947.57	2948.12	1201.0
2017-12-19 03:15:00	ES	Futures	2948.39	2948.94	2948.12	2948.12	1388.0
2017-12-19 03:20:00	ES	Futures	2948.39	2948.94	2948.12	2948.66	1412.0
2017-12-19 03:25:00	ES	Futures	2948.94	2949.48	2948.66	2949.21	1837.0
2017-12-19 03:30:00	ES	Futures	2949.21	2949.48	2948.94	2949.21	634.0
2017-12-19 03:35:00	ES	Futures	2949.21	2949.48	2948.66	2948.66	696.0
2017-12-19 03:40:00	ES	Futures	2948.94	2949.21	2948.66	2949.21	604.0
2017-12-19 03:45:00	ES	Futures	2949.21	2949.76	2949.21	2949.48	879.0
2017-12-19 03:50:00	ES	Futures	2949.48	2949.76	2949.21	2949.21	492.0
2017-12-19 03:55:00	ES	Futures	2949.48	2949.76	2948.94	2949.48	840.0
2017-12-19 04:00:00	ES	Futures	2949.48	2949.48	2949.21	2949.48	654.0
2017-12-19 04:05:00	ES	Futures	2949.48	2949.76	2949.21	2949.21	614.0

> showing 50 of 15,573 rows — these rows as CSV

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