PREVIEW / futures_5min / 2017-12-25

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-25.parquet
  size:    37 KB
  rows:    2,163

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
2017-12-25 18:00:00	ES	Futures	2937.46	2938.82	2937.18	2938.82	896.0
2017-12-25 18:05:00	ES	Futures	2939.1	2939.64	2938.82	2939.37	473.0
2017-12-25 18:10:00	ES	Futures	2939.37	2939.64	2939.37	2939.64	123.0
2017-12-25 18:15:00	ES	Futures	2939.64	2939.92	2939.1	2939.37	411.0
2017-12-25 18:20:00	ES	Futures	2939.1	2939.1	2938.82	2939.1	87.0
2017-12-25 18:25:00	ES	Futures	2939.37	2939.37	2939.1	2939.37	172.0
2017-12-25 18:30:00	ES	Futures	2939.37	2940.19	2939.37	2939.64	333.0
2017-12-25 18:35:00	ES	Futures	2939.64	2940.46	2939.64	2939.64	487.0
2017-12-25 18:40:00	ES	Futures	2939.64	2939.92	2938.82	2939.1	546.0
2017-12-25 18:45:00	ES	Futures	2939.37	2939.64	2939.1	2939.37	248.0
2017-12-25 18:50:00	ES	Futures	2939.37	2939.64	2939.37	2939.64	175.0
2017-12-25 18:55:00	ES	Futures	2939.37	2939.64	2939.1	2939.1	328.0
2017-12-25 19:00:00	ES	Futures	2939.37	2939.64	2939.1	2939.1	220.0
2017-12-25 19:05:00	ES	Futures	2939.37	2939.64	2939.1	2939.37	326.0
2017-12-25 19:10:00	ES	Futures	2939.37	2939.37	2939.1	2939.37	141.0
2017-12-25 19:15:00	ES	Futures	2939.37	2939.37	2938.82	2938.82	56.0
2017-12-25 19:20:00	ES	Futures	2939.1	2939.1	2938.55	2938.82	184.0
2017-12-25 19:25:00	ES	Futures	2938.82	2938.82	2938.55	2938.82	54.0
2017-12-25 19:30:00	ES	Futures	2938.82	2938.82	2938.55	2938.82	33.0
2017-12-25 19:35:00	ES	Futures	2938.55	2938.82	2938.55	2938.55	72.0
2017-12-25 19:40:00	ES	Futures	2938.55	2938.55	2938.55	2938.55	7.0
2017-12-25 19:45:00	ES	Futures	2938.55	2938.82	2938.55	2938.55	92.0
2017-12-25 19:50:00	ES	Futures	2938.55	2938.55	2937.73	2938.0	451.0
2017-12-25 19:55:00	ES	Futures	2938.0	2938.28	2937.73	2938.0	185.0
2017-12-25 20:00:00	ES	Futures	2938.0	2938.0	2937.18	2937.73	393.0
2017-12-25 20:05:00	ES	Futures	2937.73	2937.73	2936.36	2936.64	465.0
2017-12-25 20:10:00	ES	Futures	2936.64	2936.64	2934.18	2935.0	1430.0
2017-12-25 20:15:00	ES	Futures	2935.27	2935.82	2935.0	2935.27	381.0
2017-12-25 20:20:00	ES	Futures	2935.54	2935.82	2935.27	2935.27	277.0
2017-12-25 20:25:00	ES	Futures	2935.27	2935.54	2935.0	2935.27	192.0
2017-12-25 20:30:00	ES	Futures	2935.27	2935.27	2934.18	2934.45	587.0
2017-12-25 20:35:00	ES	Futures	2934.72	2935.27	2934.45	2934.72	334.0
2017-12-25 20:40:00	ES	Futures	2935.0	2935.54	2935.0	2935.0	274.0
2017-12-25 20:45:00	ES	Futures	2935.0	2935.54	2935.0	2935.54	95.0
2017-12-25 20:50:00	ES	Futures	2935.27	2936.36	2935.27	2936.36	204.0
2017-12-25 20:55:00	ES	Futures	2936.36	2936.36	2935.82	2935.82	209.0
2017-12-25 21:00:00	ES	Futures	2935.82	2936.09	2935.82	2936.09	62.0
2017-12-25 21:05:00	ES	Futures	2936.09	2936.09	2935.82	2936.09	129.0
2017-12-25 21:10:00	ES	Futures	2936.09	2936.09	2935.82	2935.82	91.0
2017-12-25 21:15:00	ES	Futures	2935.82	2936.09	2935.54	2935.54	120.0
2017-12-25 21:20:00	ES	Futures	2935.54	2935.82	2935.54	2935.54	54.0
2017-12-25 21:25:00	ES	Futures	2935.82	2936.09	2935.54	2935.82	82.0
2017-12-25 21:30:00	ES	Futures	2935.54	2935.82	2935.54	2935.54	49.0
2017-12-25 21:35:00	ES	Futures	2935.82	2935.82	2935.54	2935.82	89.0
2017-12-25 21:40:00	ES	Futures	2935.82	2936.09	2935.54	2936.09	147.0
2017-12-25 21:45:00	ES	Futures	2936.09	2936.09	2935.54	2936.09	184.0
2017-12-25 21:50:00	ES	Futures	2935.82	2936.09	2935.54	2936.09	80.0
2017-12-25 21:55:00	ES	Futures	2936.09	2936.09	2935.82	2936.09	39.0
2017-12-25 22:00:00	ES	Futures	2936.09	2936.09	2935.54	2935.54	58.0
2017-12-25 22:05:00	ES	Futures	2935.82	2935.82	2935.82	2935.82	34.0

> showing 50 of 2,163 rows — these rows as CSV

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