PREVIEW / futures_5min / 2017-12-27

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-27.parquet
  size:    220 KB
  rows:    15,316

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
2017-12-27 00:00:00	ES	Futures	2940.46	2940.74	2940.46	2940.46	523.0
2017-12-27 00:05:00	ES	Futures	2940.46	2940.46	2940.19	2940.46	689.0
2017-12-27 00:10:00	ES	Futures	2940.19	2940.46	2939.92	2939.92	427.0
2017-12-27 00:15:00	ES	Futures	2940.19	2940.46	2939.92	2940.19	218.0
2017-12-27 00:20:00	ES	Futures	2940.19	2940.46	2940.19	2940.19	74.0
2017-12-27 00:25:00	ES	Futures	2940.46	2940.46	2939.64	2939.64	190.0
2017-12-27 00:30:00	ES	Futures	2939.92	2939.92	2939.37	2939.37	750.0
2017-12-27 00:35:00	ES	Futures	2939.37	2939.37	2939.1	2939.1	153.0
2017-12-27 00:40:00	ES	Futures	2939.1	2939.37	2939.1	2939.37	197.0
2017-12-27 00:45:00	ES	Futures	2939.64	2939.92	2939.37	2939.64	454.0
2017-12-27 00:50:00	ES	Futures	2939.64	2939.92	2939.37	2939.37	209.0
2017-12-27 00:55:00	ES	Futures	2939.64	2939.64	2939.1	2939.37	140.0
2017-12-27 01:00:00	ES	Futures	2939.64	2939.64	2939.37	2939.37	122.0
2017-12-27 01:05:00	ES	Futures	2939.37	2939.64	2939.1	2939.64	183.0
2017-12-27 01:10:00	ES	Futures	2939.37	2939.64	2939.1	2939.1	93.0
2017-12-27 01:15:00	ES	Futures	2939.1	2939.64	2939.1	2939.37	37.0
2017-12-27 01:20:00	ES	Futures	2939.37	2939.37	2939.1	2939.1	138.0
2017-12-27 01:25:00	ES	Futures	2939.1	2939.37	2939.1	2939.1	105.0
2017-12-27 01:30:00	ES	Futures	2939.1	2939.37	2939.1	2939.1	98.0
2017-12-27 01:35:00	ES	Futures	2939.1	2939.37	2938.82	2939.1	103.0
2017-12-27 01:40:00	ES	Futures	2939.1	2939.37	2939.1	2939.1	49.0
2017-12-27 01:45:00	ES	Futures	2939.1	2939.1	2938.82	2938.82	46.0
2017-12-27 01:50:00	ES	Futures	2938.82	2938.82	2938.55	2938.55	179.0
2017-12-27 01:55:00	ES	Futures	2938.55	2938.82	2938.28	2938.55	162.0
2017-12-27 02:00:00	ES	Futures	2938.28	2938.82	2938.28	2938.82	253.0
2017-12-27 02:05:00	ES	Futures	2938.82	2938.82	2938.28	2938.55	241.0
2017-12-27 02:10:00	ES	Futures	2938.82	2938.82	2938.55	2938.55	201.0
2017-12-27 02:15:00	ES	Futures	2938.55	2938.82	2938.28	2938.55	212.0
2017-12-27 02:20:00	ES	Futures	2938.55	2938.82	2938.28	2938.55	319.0
2017-12-27 02:25:00	ES	Futures	2938.55	2938.82	2938.55	2938.82	396.0
2017-12-27 02:30:00	ES	Futures	2938.55	2938.82	2938.55	2938.55	191.0
2017-12-27 02:35:00	ES	Futures	2938.55	2939.1	2938.55	2939.1	288.0
2017-12-27 02:40:00	ES	Futures	2939.1	2939.37	2938.55	2938.55	181.0
2017-12-27 02:45:00	ES	Futures	2938.55	2939.1	2938.55	2939.1	152.0
2017-12-27 02:50:00	ES	Futures	2938.82	2939.1	2938.82	2939.1	217.0
2017-12-27 02:55:00	ES	Futures	2939.37	2939.37	2938.55	2938.55	184.0
2017-12-27 03:00:00	ES	Futures	2938.55	2939.92	2938.55	2939.64	2038.0
2017-12-27 03:05:00	ES	Futures	2939.37	2940.19	2939.37	2940.19	1675.0
2017-12-27 03:10:00	ES	Futures	2940.19	2940.46	2939.64	2939.64	901.0
2017-12-27 03:15:00	ES	Futures	2939.64	2940.46	2939.64	2939.92	645.0
2017-12-27 03:20:00	ES	Futures	2940.19	2940.46	2939.92	2940.19	413.0
2017-12-27 03:25:00	ES	Futures	2940.19	2940.74	2940.19	2940.74	384.0
2017-12-27 03:30:00	ES	Futures	2940.46	2941.01	2940.19	2940.19	881.0
2017-12-27 03:35:00	ES	Futures	2940.46	2940.74	2940.19	2940.46	358.0
2017-12-27 03:40:00	ES	Futures	2940.19	2940.74	2940.19	2940.46	462.0
2017-12-27 03:45:00	ES	Futures	2940.46	2940.74	2939.92	2940.19	424.0
2017-12-27 03:50:00	ES	Futures	2940.19	2940.74	2939.92	2940.19	443.0
2017-12-27 03:55:00	ES	Futures	2940.19	2940.46	2939.92	2940.46	646.0
2017-12-27 04:00:00	ES	Futures	2940.46	2940.46	2939.92	2939.92	552.0
2017-12-27 04:05:00	ES	Futures	2939.92	2939.92	2939.1	2939.37	806.0

> showing 50 of 15,316 rows — these rows as CSV

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