PREVIEW / futures_5min / 2017-12-28

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-28.parquet
  size:    210 KB
  rows:    15,146

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
2017-12-28 00:00:00	ES	Futures	2937.18	2937.73	2937.18	2937.73	320.0
2017-12-28 00:05:00	ES	Futures	2938.0	2938.0	2937.73	2938.0	465.0
2017-12-28 00:10:00	ES	Futures	2938.28	2938.28	2937.73	2937.73	66.0
2017-12-28 00:15:00	ES	Futures	2937.73	2938.0	2937.73	2937.73	175.0
2017-12-28 00:20:00	ES	Futures	2938.0	2938.0	2937.18	2937.73	378.0
2017-12-28 00:25:00	ES	Futures	2937.46	2937.73	2937.46	2937.73	288.0
2017-12-28 00:30:00	ES	Futures	2938.0	2938.0	2937.46	2937.46	178.0
2017-12-28 00:35:00	ES	Futures	2937.46	2937.46	2937.18	2937.18	161.0
2017-12-28 00:40:00	ES	Futures	2937.18	2937.18	2936.91	2937.18	45.0
2017-12-28 00:45:00	ES	Futures	2937.18	2937.18	2936.64	2936.91	217.0
2017-12-28 00:50:00	ES	Futures	2936.64	2936.91	2936.64	2936.91	200.0
2017-12-28 00:55:00	ES	Futures	2936.91	2936.91	2936.64	2936.91	234.0
2017-12-28 01:00:00	ES	Futures	2936.91	2937.18	2936.91	2937.18	101.0
2017-12-28 01:05:00	ES	Futures	2936.91	2937.18	2936.91	2937.18	100.0
2017-12-28 01:10:00	ES	Futures	2936.91	2937.18	2936.91	2937.18	19.0
2017-12-28 01:15:00	ES	Futures	2937.18	2937.46	2937.18	2937.18	241.0
2017-12-28 01:20:00	ES	Futures	2937.18	2937.73	2937.18	2937.46	301.0
2017-12-28 01:25:00	ES	Futures	2937.73	2937.73	2937.46	2937.46	78.0
2017-12-28 01:30:00	ES	Futures	2937.46	2937.73	2937.18	2937.46	88.0
2017-12-28 01:35:00	ES	Futures	2937.46	2937.46	2937.18	2937.18	21.0
2017-12-28 01:40:00	ES	Futures	2937.18	2937.73	2937.18	2937.46	140.0
2017-12-28 01:45:00	ES	Futures	2937.73	2937.73	2937.46	2937.46	163.0
2017-12-28 01:50:00	ES	Futures	2937.46	2937.73	2937.46	2937.73	35.0
2017-12-28 01:55:00	ES	Futures	2937.73	2937.73	2937.46	2937.73	44.0
2017-12-28 02:00:00	ES	Futures	2937.73	2937.73	2937.46	2937.73	90.0
2017-12-28 02:05:00	ES	Futures	2937.73	2937.73	2937.46	2937.73	174.0
2017-12-28 02:10:00	ES	Futures	2937.46	2937.73	2937.46	2937.46	177.0
2017-12-28 02:15:00	ES	Futures	2937.73	2937.73	2937.46	2937.73	97.0
2017-12-28 02:20:00	ES	Futures	2937.73	2937.73	2937.46	2937.73	146.0
2017-12-28 02:25:00	ES	Futures	2937.46	2937.73	2937.46	2937.46	17.0
2017-12-28 02:30:00	ES	Futures	2937.46	2938.0	2937.46	2937.73	235.0
2017-12-28 02:35:00	ES	Futures	2937.73	2938.0	2937.73	2938.0	108.0
2017-12-28 02:40:00	ES	Futures	2938.0	2938.0	2937.73	2937.73	132.0
2017-12-28 02:45:00	ES	Futures	2937.73	2938.0	2937.73	2938.0	605.0
2017-12-28 02:50:00	ES	Futures	2938.0	2938.28	2937.73	2938.28	312.0
2017-12-28 02:55:00	ES	Futures	2938.28	2938.55	2938.28	2938.28	462.0
2017-12-28 03:00:00	ES	Futures	2938.55	2938.55	2938.0	2938.28	1992.0
2017-12-28 03:05:00	ES	Futures	2938.28	2938.55	2938.0	2938.55	816.0
2017-12-28 03:10:00	ES	Futures	2938.28	2938.55	2938.28	2938.28	312.0
2017-12-28 03:15:00	ES	Futures	2938.28	2938.55	2938.0	2938.55	622.0
2017-12-28 03:20:00	ES	Futures	2938.28	2938.55	2938.0	2938.28	343.0
2017-12-28 03:25:00	ES	Futures	2938.28	2938.55	2938.28	2938.28	196.0
2017-12-28 03:30:00	ES	Futures	2938.28	2938.55	2938.0	2938.28	608.0
2017-12-28 03:35:00	ES	Futures	2938.28	2938.28	2938.0	2938.0	235.0
2017-12-28 03:40:00	ES	Futures	2938.0	2938.0	2937.73	2938.0	514.0
2017-12-28 03:45:00	ES	Futures	2937.73	2938.28	2937.73	2938.0	403.0
2017-12-28 03:50:00	ES	Futures	2938.0	2938.28	2937.73	2938.0	539.0
2017-12-28 03:55:00	ES	Futures	2938.0	2938.0	2937.73	2938.0	55.0
2017-12-28 04:00:00	ES	Futures	2938.0	2938.55	2937.73	2938.28	563.0
2017-12-28 04:05:00	ES	Futures	2938.28	2938.28	2938.0	2938.28	464.0

> showing 50 of 15,146 rows — these rows as CSV

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