PREVIEW / futures_5min / 2017-12-21

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-21.parquet
  size:    220 KB
  rows:    15,261

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
2017-12-21 00:00:00	ES	Futures	2933.08	2933.36	2933.08	2933.36	136.0
2017-12-21 00:05:00	ES	Futures	2933.08	2933.36	2933.08	2933.36	44.0
2017-12-21 00:10:00	ES	Futures	2933.08	2933.36	2932.54	2932.54	171.0
2017-12-21 00:15:00	ES	Futures	2932.81	2932.81	2932.26	2932.81	207.0
2017-12-21 00:20:00	ES	Futures	2932.54	2932.81	2932.54	2932.54	313.0
2017-12-21 00:25:00	ES	Futures	2932.54	2932.54	2932.26	2932.26	115.0
2017-12-21 00:30:00	ES	Futures	2932.26	2932.54	2932.26	2932.26	171.0
2017-12-21 00:35:00	ES	Futures	2932.26	2932.81	2932.26	2932.54	135.0
2017-12-21 00:40:00	ES	Futures	2932.54	2932.81	2932.54	2932.81	65.0
2017-12-21 00:45:00	ES	Futures	2933.08	2933.08	2932.81	2932.81	39.0
2017-12-21 00:50:00	ES	Futures	2933.08	2933.36	2932.54	2932.54	366.0
2017-12-21 00:55:00	ES	Futures	2932.81	2932.81	2932.26	2932.54	237.0
2017-12-21 01:00:00	ES	Futures	2932.81	2933.08	2932.81	2933.08	112.0
2017-12-21 01:05:00	ES	Futures	2933.08	2933.08	2932.54	2932.54	289.0
2017-12-21 01:10:00	ES	Futures	2932.26	2932.54	2932.26	2932.26	79.0
2017-12-21 01:15:00	ES	Futures	2932.54	2932.54	2932.26	2932.26	18.0
2017-12-21 01:20:00	ES	Futures	2932.54	2932.81	2932.26	2932.81	173.0
2017-12-21 01:25:00	ES	Futures	2932.81	2932.81	2932.54	2932.54	96.0
2017-12-21 01:30:00	ES	Futures	2932.54	2932.81	2932.54	2932.54	28.0
2017-12-21 01:35:00	ES	Futures	2932.54	2932.81	2932.54	2932.81	43.0
2017-12-21 01:40:00	ES	Futures	2932.81	2932.81	2932.54	2932.54	32.0
2017-12-21 01:45:00	ES	Futures	2932.54	2933.08	2932.54	2932.81	150.0
2017-12-21 01:50:00	ES	Futures	2932.54	2932.81	2932.54	2932.81	79.0
2017-12-21 01:55:00	ES	Futures	2932.81	2932.81	2932.54	2932.54	157.0
2017-12-21 02:00:00	ES	Futures	2932.54	2932.54	2931.99	2932.26	641.0
2017-12-21 02:05:00	ES	Futures	2932.54	2933.08	2932.26	2933.08	358.0
2017-12-21 02:10:00	ES	Futures	2933.08	2933.63	2932.81	2933.36	461.0
2017-12-21 02:15:00	ES	Futures	2933.36	2934.18	2933.36	2933.63	673.0
2017-12-21 02:20:00	ES	Futures	2933.9	2934.18	2933.63	2933.63	275.0
2017-12-21 02:25:00	ES	Futures	2933.9	2934.18	2933.9	2934.18	442.0
2017-12-21 02:30:00	ES	Futures	2934.18	2934.18	2933.63	2933.9	453.0
2017-12-21 02:35:00	ES	Futures	2933.9	2933.9	2933.08	2933.08	363.0
2017-12-21 02:40:00	ES	Futures	2933.36	2933.36	2933.08	2933.08	297.0
2017-12-21 02:45:00	ES	Futures	2933.08	2933.36	2932.81	2932.81	233.0
2017-12-21 02:50:00	ES	Futures	2932.81	2933.36	2932.81	2933.08	387.0
2017-12-21 02:55:00	ES	Futures	2933.08	2933.08	2932.54	2932.81	410.0
2017-12-21 03:00:00	ES	Futures	2932.81	2932.81	2931.99	2931.99	1185.0
2017-12-21 03:05:00	ES	Futures	2931.99	2932.81	2931.44	2931.72	2484.0
2017-12-21 03:10:00	ES	Futures	2931.99	2932.26	2930.9	2931.44	1303.0
2017-12-21 03:15:00	ES	Futures	2931.44	2931.72	2930.9	2931.17	1542.0
2017-12-21 03:20:00	ES	Futures	2931.17	2931.99	2931.17	2931.44	698.0
2017-12-21 03:25:00	ES	Futures	2931.44	2931.72	2930.9	2931.17	1294.0
2017-12-21 03:30:00	ES	Futures	2931.17	2931.72	2930.9	2931.72	1161.0
2017-12-21 03:35:00	ES	Futures	2931.72	2931.99	2931.44	2931.72	673.0
2017-12-21 03:40:00	ES	Futures	2931.72	2932.54	2931.72	2932.54	994.0
2017-12-21 03:45:00	ES	Futures	2931.99	2932.26	2931.44	2931.99	782.0
2017-12-21 03:50:00	ES	Futures	2931.99	2933.63	2931.72	2933.36	1332.0
2017-12-21 03:55:00	ES	Futures	2933.36	2933.63	2932.81	2933.08	816.0
2017-12-21 04:00:00	ES	Futures	2933.08	2933.36	2932.81	2933.08	577.0
2017-12-21 04:05:00	ES	Futures	2933.08	2933.08	2932.54	2932.81	953.0

> showing 50 of 15,261 rows — these rows as CSV

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