PREVIEW / futures_5min / 2017-12-22

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-22.parquet
  size:    176 KB
  rows:    12,113

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
2017-12-22 00:00:00	ES	Futures	2942.1	2942.38	2942.1	2942.1	128.0
2017-12-22 00:05:00	ES	Futures	2942.1	2942.38	2941.56	2941.56	281.0
2017-12-22 00:10:00	ES	Futures	2941.56	2941.83	2941.56	2941.83	191.0
2017-12-22 00:15:00	ES	Futures	2941.83	2941.83	2941.56	2941.56	21.0
2017-12-22 00:20:00	ES	Futures	2941.56	2942.1	2941.56	2941.56	189.0
2017-12-22 00:25:00	ES	Futures	2941.83	2941.83	2941.28	2941.28	296.0
2017-12-22 00:30:00	ES	Futures	2941.56	2941.56	2941.28	2941.28	174.0
2017-12-22 00:35:00	ES	Futures	2941.56	2941.56	2941.28	2941.28	101.0
2017-12-22 00:40:00	ES	Futures	2941.56	2941.83	2941.28	2941.28	292.0
2017-12-22 00:45:00	ES	Futures	2941.56	2941.56	2941.28	2941.56	91.0
2017-12-22 00:50:00	ES	Futures	2941.83	2941.83	2941.56	2941.56	226.0
2017-12-22 00:55:00	ES	Futures	2941.56	2941.56	2941.28	2941.28	42.0
2017-12-22 01:00:00	ES	Futures	2941.28	2941.56	2941.28	2941.28	195.0
2017-12-22 01:05:00	ES	Futures	2941.28	2941.56	2940.74	2940.74	387.0
2017-12-22 01:10:00	ES	Futures	2941.01	2941.28	2941.01	2941.01	162.0
2017-12-22 01:15:00	ES	Futures	2941.01	2941.28	2941.01	2941.28	29.0
2017-12-22 01:20:00	ES	Futures	2941.28	2941.28	2941.01	2941.28	128.0
2017-12-22 01:25:00	ES	Futures	2941.28	2941.56	2941.28	2941.28	20.0
2017-12-22 01:30:00	ES	Futures	2941.28	2941.83	2941.28	2941.28	137.0
2017-12-22 01:35:00	ES	Futures	2941.28	2941.56	2941.28	2941.28	79.0
2017-12-22 01:40:00	ES	Futures	2941.28	2941.28	2941.01	2941.28	96.0
2017-12-22 01:45:00	ES	Futures	2941.28	2941.28	2941.01	2941.01	16.0
2017-12-22 01:50:00	ES	Futures	2941.28	2941.28	2941.01	2941.28	51.0
2017-12-22 01:55:00	ES	Futures	2941.28	2941.28	2940.74	2940.74	103.0
2017-12-22 02:00:00	ES	Futures	2941.01	2941.01	2940.74	2940.74	280.0
2017-12-22 02:05:00	ES	Futures	2940.74	2941.01	2940.46	2940.74	247.0
2017-12-22 02:10:00	ES	Futures	2940.74	2940.74	2940.46	2940.74	320.0
2017-12-22 02:15:00	ES	Futures	2940.74	2940.74	2939.92	2940.46	365.0
2017-12-22 02:20:00	ES	Futures	2940.19	2940.46	2940.19	2940.19	212.0
2017-12-22 02:25:00	ES	Futures	2940.19	2940.74	2940.19	2940.46	401.0
2017-12-22 02:30:00	ES	Futures	2940.46	2941.28	2940.46	2941.28	547.0
2017-12-22 02:35:00	ES	Futures	2941.01	2941.28	2941.01	2941.28	125.0
2017-12-22 02:40:00	ES	Futures	2941.28	2941.56	2941.28	2941.28	213.0
2017-12-22 02:45:00	ES	Futures	2941.28	2941.28	2941.01	2941.01	257.0
2017-12-22 02:50:00	ES	Futures	2941.01	2941.01	2940.74	2941.01	102.0
2017-12-22 02:55:00	ES	Futures	2940.74	2941.28	2940.74	2941.28	190.0
2017-12-22 03:00:00	ES	Futures	2941.01	2942.1	2941.01	2942.1	2154.0
2017-12-22 03:05:00	ES	Futures	2942.1	2942.1	2941.28	2941.83	1143.0
2017-12-22 03:10:00	ES	Futures	2942.1	2942.1	2941.56	2942.1	825.0
2017-12-22 03:15:00	ES	Futures	2942.1	2942.65	2941.83	2942.38	712.0
2017-12-22 03:20:00	ES	Futures	2942.38	2942.65	2941.83	2942.1	980.0
2017-12-22 03:25:00	ES	Futures	2942.38	2942.38	2941.56	2942.1	690.0
2017-12-22 03:30:00	ES	Futures	2942.1	2942.38	2941.83	2941.83	526.0
2017-12-22 03:35:00	ES	Futures	2941.83	2942.38	2941.56	2941.56	496.0
2017-12-22 03:40:00	ES	Futures	2941.56	2941.83	2941.28	2941.56	213.0
2017-12-22 03:45:00	ES	Futures	2941.56	2941.83	2941.28	2941.56	369.0
2017-12-22 03:50:00	ES	Futures	2941.83	2942.1	2941.56	2941.83	334.0
2017-12-22 03:55:00	ES	Futures	2941.83	2941.83	2941.28	2941.83	1015.0
2017-12-22 04:00:00	ES	Futures	2941.56	2942.1	2941.56	2941.56	332.0
2017-12-22 04:05:00	ES	Futures	2941.83	2942.1	2941.83	2941.83	167.0

> showing 50 of 12,113 rows — these rows as CSV

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