PREVIEW / futures_5min / 2017-12-29

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-29.parquet
  size:    193 KB
  rows:    12,301

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
2017-12-29 00:00:00	ES	Futures	2938.28	2938.55	2938.28	2938.28	536.0
2017-12-29 00:05:00	ES	Futures	2938.28	2938.28	2938.28	2938.28	7.0
2017-12-29 00:10:00	ES	Futures	2938.28	2938.55	2938.28	2938.55	220.0
2017-12-29 00:15:00	ES	Futures	2938.28	2938.55	2938.28	2938.28	172.0
2017-12-29 00:20:00	ES	Futures	2938.28	2938.55	2938.28	2938.28	132.0
2017-12-29 00:25:00	ES	Futures	2938.28	2938.55	2938.28	2938.28	78.0
2017-12-29 00:30:00	ES	Futures	2938.28	2938.55	2938.28	2938.55	364.0
2017-12-29 00:35:00	ES	Futures	2938.55	2938.55	2938.28	2938.28	126.0
2017-12-29 00:40:00	ES	Futures	2938.28	2938.55	2938.28	2938.28	91.0
2017-12-29 00:45:00	ES	Futures	2938.28	2938.82	2938.28	2938.55	192.0
2017-12-29 00:50:00	ES	Futures	2938.55	2938.82	2938.55	2938.55	177.0
2017-12-29 00:55:00	ES	Futures	2938.55	2938.82	2938.55	2938.82	54.0
2017-12-29 01:00:00	ES	Futures	2938.82	2938.82	2938.55	2938.82	331.0
2017-12-29 01:05:00	ES	Futures	2938.82	2938.82	2938.55	2938.55	64.0
2017-12-29 01:10:00	ES	Futures	2938.82	2938.82	2938.55	2938.55	45.0
2017-12-29 01:15:00	ES	Futures	2938.55	2938.82	2938.28	2938.55	198.0
2017-12-29 01:20:00	ES	Futures	2938.55	2938.82	2938.28	2938.55	80.0
2017-12-29 01:25:00	ES	Futures	2938.82	2938.82	2938.55	2938.82	36.0
2017-12-29 01:30:00	ES	Futures	2938.55	2938.82	2938.55	2938.55	48.0
2017-12-29 01:35:00	ES	Futures	2938.55	2938.82	2938.55	2938.55	88.0
2017-12-29 01:40:00	ES	Futures	2938.55	2938.82	2938.55	2938.55	41.0
2017-12-29 01:45:00	ES	Futures	2938.55	2938.82	2938.55	2938.55	39.0
2017-12-29 01:50:00	ES	Futures	2938.55	2938.82	2938.55	2938.55	23.0
2017-12-29 01:55:00	ES	Futures	2938.82	2939.1	2938.82	2938.82	157.0
2017-12-29 02:00:00	ES	Futures	2938.82	2939.1	2938.82	2939.1	64.0
2017-12-29 02:05:00	ES	Futures	2939.1	2939.1	2938.82	2938.82	36.0
2017-12-29 02:10:00	ES	Futures	2939.1	2939.1	2938.82	2939.1	244.0
2017-12-29 02:15:00	ES	Futures	2939.37	2940.19	2938.82	2939.92	1598.0
2017-12-29 02:20:00	ES	Futures	2939.92	2940.46	2939.64	2939.92	780.0
2017-12-29 02:25:00	ES	Futures	2939.92	2939.92	2939.64	2939.92	499.0
2017-12-29 02:30:00	ES	Futures	2939.92	2940.19	2939.92	2940.19	310.0
2017-12-29 02:35:00	ES	Futures	2939.92	2940.19	2939.64	2939.64	113.0
2017-12-29 02:40:00	ES	Futures	2939.92	2940.19	2939.64	2939.64	123.0
2017-12-29 02:45:00	ES	Futures	2939.64	2939.92	2939.64	2939.92	44.0
2017-12-29 02:50:00	ES	Futures	2939.92	2939.92	2939.64	2939.64	122.0
2017-12-29 02:55:00	ES	Futures	2939.64	2939.92	2939.64	2939.92	26.0
2017-12-29 03:00:00	ES	Futures	2939.64	2940.19	2939.37	2939.92	1023.0
2017-12-29 03:05:00	ES	Futures	2939.92	2940.19	2939.64	2939.92	977.0
2017-12-29 03:10:00	ES	Futures	2939.92	2940.46	2939.92	2940.19	695.0
2017-12-29 03:15:00	ES	Futures	2940.19	2940.46	2939.37	2939.37	1097.0
2017-12-29 03:20:00	ES	Futures	2939.37	2939.64	2938.82	2938.82	862.0
2017-12-29 03:25:00	ES	Futures	2938.82	2939.37	2938.55	2939.37	938.0
2017-12-29 03:30:00	ES	Futures	2939.1	2939.37	2938.82	2939.1	584.0
2017-12-29 03:35:00	ES	Futures	2939.1	2939.64	2938.82	2939.64	628.0
2017-12-29 03:40:00	ES	Futures	2939.64	2939.92	2939.37	2939.64	697.0
2017-12-29 03:45:00	ES	Futures	2939.64	2939.92	2939.1	2939.37	378.0
2017-12-29 03:50:00	ES	Futures	2939.64	2939.92	2939.37	2939.92	213.0
2017-12-29 03:55:00	ES	Futures	2939.92	2940.19	2939.64	2940.19	690.0
2017-12-29 04:00:00	ES	Futures	2939.92	2940.19	2939.64	2939.64	499.0
2017-12-29 04:05:00	ES	Futures	2939.92	2940.19	2939.64	2939.92	545.0

> showing 50 of 12,301 rows — these rows as CSV

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