PREVIEW / futures_5min / 2017-12-20

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-20.parquet
  size:    231 KB
  rows:    15,550

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
2017-12-20 00:00:00	ES	Futures	2941.28	2941.56	2941.01	2941.56	356.0
2017-12-20 00:05:00	ES	Futures	2941.28	2941.56	2941.01	2941.56	331.0
2017-12-20 00:10:00	ES	Futures	2941.56	2941.56	2941.01	2941.28	227.0
2017-12-20 00:15:00	ES	Futures	2941.28	2941.56	2941.01	2941.56	211.0
2017-12-20 00:20:00	ES	Futures	2941.56	2941.56	2941.28	2941.56	187.0
2017-12-20 00:25:00	ES	Futures	2941.28	2941.56	2941.28	2941.28	222.0
2017-12-20 00:30:00	ES	Futures	2941.28	2941.83	2941.28	2941.83	367.0
2017-12-20 00:35:00	ES	Futures	2941.56	2941.83	2941.28	2941.28	280.0
2017-12-20 00:40:00	ES	Futures	2941.56	2941.56	2940.46	2940.74	842.0
2017-12-20 00:45:00	ES	Futures	2940.74	2941.83	2940.74	2941.56	483.0
2017-12-20 00:50:00	ES	Futures	2941.83	2941.83	2941.01	2941.01	176.0
2017-12-20 00:55:00	ES	Futures	2941.01	2941.56	2941.01	2941.28	158.0
2017-12-20 01:00:00	ES	Futures	2941.56	2941.56	2941.01	2941.56	274.0
2017-12-20 01:05:00	ES	Futures	2941.28	2941.56	2941.28	2941.28	240.0
2017-12-20 01:10:00	ES	Futures	2941.28	2942.1	2941.28	2942.1	390.0
2017-12-20 01:15:00	ES	Futures	2941.83	2942.1	2941.83	2942.1	200.0
2017-12-20 01:20:00	ES	Futures	2942.1	2942.1	2941.28	2941.28	329.0
2017-12-20 01:25:00	ES	Futures	2941.56	2941.56	2941.28	2941.28	63.0
2017-12-20 01:30:00	ES	Futures	2941.56	2941.56	2941.28	2941.28	98.0
2017-12-20 01:35:00	ES	Futures	2941.56	2941.56	2941.28	2941.28	59.0
2017-12-20 01:40:00	ES	Futures	2941.28	2941.56	2941.28	2941.56	139.0
2017-12-20 01:45:00	ES	Futures	2941.56	2941.56	2941.01	2941.28	105.0
2017-12-20 01:50:00	ES	Futures	2941.28	2941.28	2940.74	2940.74	141.0
2017-12-20 01:55:00	ES	Futures	2941.01	2941.01	2940.46	2940.74	348.0
2017-12-20 02:00:00	ES	Futures	2940.74	2941.01	2940.19	2940.46	654.0
2017-12-20 02:05:00	ES	Futures	2940.46	2941.28	2940.19	2941.28	503.0
2017-12-20 02:10:00	ES	Futures	2941.01	2941.56	2940.74	2941.56	660.0
2017-12-20 02:15:00	ES	Futures	2941.28	2941.83	2941.28	2941.83	278.0
2017-12-20 02:20:00	ES	Futures	2941.83	2941.83	2941.28	2941.56	377.0
2017-12-20 02:25:00	ES	Futures	2941.56	2941.83	2941.56	2941.83	423.0
2017-12-20 02:30:00	ES	Futures	2941.83	2942.1	2941.56	2941.83	461.0
2017-12-20 02:35:00	ES	Futures	2941.83	2942.1	2941.56	2941.83	362.0
2017-12-20 02:40:00	ES	Futures	2942.1	2942.1	2941.83	2941.83	292.0
2017-12-20 02:45:00	ES	Futures	2941.83	2942.38	2941.56	2942.38	392.0
2017-12-20 02:50:00	ES	Futures	2942.1	2942.65	2942.1	2942.65	660.0
2017-12-20 02:55:00	ES	Futures	2942.38	2943.2	2942.38	2942.92	841.0
2017-12-20 03:00:00	ES	Futures	2942.65	2943.74	2942.65	2943.47	2424.0
2017-12-20 03:05:00	ES	Futures	2943.47	2943.47	2942.65	2942.92	1722.0
2017-12-20 03:10:00	ES	Futures	2943.2	2943.47	2942.65	2943.2	608.0
2017-12-20 03:15:00	ES	Futures	2943.2	2943.2	2941.83	2942.1	1467.0
2017-12-20 03:20:00	ES	Futures	2942.1	2942.65	2941.56	2942.38	1061.0
2017-12-20 03:25:00	ES	Futures	2942.1	2942.65	2941.83	2942.38	760.0
2017-12-20 03:30:00	ES	Futures	2942.65	2942.65	2941.28	2941.56	1695.0
2017-12-20 03:35:00	ES	Futures	2941.56	2941.56	2939.92	2940.74	3814.0
2017-12-20 03:40:00	ES	Futures	2940.74	2941.28	2940.19	2941.01	1148.0
2017-12-20 03:45:00	ES	Futures	2940.74	2942.1	2940.74	2941.83	1032.0
2017-12-20 03:50:00	ES	Futures	2942.1	2942.38	2941.83	2942.38	494.0
2017-12-20 03:55:00	ES	Futures	2942.38	2943.47	2942.38	2942.92	1422.0
2017-12-20 04:00:00	ES	Futures	2943.2	2943.2	2942.38	2942.92	767.0
2017-12-20 04:05:00	ES	Futures	2942.92	2943.2	2942.65	2942.65	389.0

> showing 50 of 15,550 rows — these rows as CSV

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