PREVIEW / futures_5min / 2017-08-27

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-27.parquet
  size:    47 KB
  rows:    2,597

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
2017-08-27 18:00:00	ES	Futures	2669.98	2670.25	2665.06	2667.52	3414.0
2017-08-27 18:05:00	ES	Futures	2667.52	2668.34	2666.97	2667.24	1044.0
2017-08-27 18:10:00	ES	Futures	2667.24	2667.24	2666.15	2667.24	805.0
2017-08-27 18:15:00	ES	Futures	2666.97	2667.52	2666.97	2667.52	167.0
2017-08-27 18:20:00	ES	Futures	2667.52	2667.52	2666.97	2667.24	244.0
2017-08-27 18:25:00	ES	Futures	2667.24	2667.79	2666.7	2667.79	358.0
2017-08-27 18:30:00	ES	Futures	2668.06	2668.61	2668.06	2668.34	379.0
2017-08-27 18:35:00	ES	Futures	2668.34	2669.43	2667.52	2669.43	562.0
2017-08-27 18:40:00	ES	Futures	2669.43	2669.7	2668.88	2669.7	550.0
2017-08-27 18:45:00	ES	Futures	2669.43	2669.7	2669.43	2669.43	466.0
2017-08-27 18:50:00	ES	Futures	2669.7	2671.34	2669.43	2671.07	866.0
2017-08-27 18:55:00	ES	Futures	2671.07	2671.34	2670.25	2670.25	459.0
2017-08-27 19:00:00	ES	Futures	2670.52	2670.52	2669.16	2670.25	428.0
2017-08-27 19:05:00	ES	Futures	2669.98	2670.8	2669.98	2670.25	191.0
2017-08-27 19:10:00	ES	Futures	2670.25	2670.52	2669.98	2670.52	98.0
2017-08-27 19:15:00	ES	Futures	2670.25	2670.8	2669.7	2669.98	228.0
2017-08-27 19:20:00	ES	Futures	2669.98	2670.52	2669.7	2670.52	175.0
2017-08-27 19:25:00	ES	Futures	2670.52	2670.52	2669.98	2670.25	165.0
2017-08-27 19:30:00	ES	Futures	2669.98	2670.8	2669.7	2670.25	410.0
2017-08-27 19:35:00	ES	Futures	2669.98	2670.52	2669.7	2670.52	399.0
2017-08-27 19:40:00	ES	Futures	2670.52	2670.8	2670.25	2670.25	261.0
2017-08-27 19:45:00	ES	Futures	2670.25	2670.25	2669.16	2669.7	297.0
2017-08-27 19:50:00	ES	Futures	2669.7	2670.25	2669.43	2669.7	317.0
2017-08-27 19:55:00	ES	Futures	2669.7	2670.25	2669.43	2669.98	193.0
2017-08-27 20:00:00	ES	Futures	2669.7	2673.26	2669.43	2671.62	2855.0
2017-08-27 20:05:00	ES	Futures	2671.34	2671.89	2668.61	2669.43	2183.0
2017-08-27 20:10:00	ES	Futures	2669.7	2669.7	2668.88	2668.88	901.0
2017-08-27 20:15:00	ES	Futures	2668.61	2669.16	2667.52	2668.34	1345.0
2017-08-27 20:20:00	ES	Futures	2668.34	2668.88	2667.52	2667.52	1080.0
2017-08-27 20:25:00	ES	Futures	2667.79	2667.79	2666.97	2667.24	771.0
2017-08-27 20:30:00	ES	Futures	2667.52	2667.52	2665.88	2666.42	1616.0
2017-08-27 20:35:00	ES	Futures	2666.42	2666.42	2665.88	2665.88	746.0
2017-08-27 20:40:00	ES	Futures	2665.88	2666.15	2665.06	2665.88	1347.0
2017-08-27 20:45:00	ES	Futures	2665.88	2666.42	2665.6	2666.15	560.0
2017-08-27 20:50:00	ES	Futures	2666.42	2666.7	2666.15	2666.15	729.0
2017-08-27 20:55:00	ES	Futures	2666.42	2666.97	2666.15	2666.97	305.0
2017-08-27 21:00:00	ES	Futures	2666.97	2666.97	2666.42	2666.7	429.0
2017-08-27 21:05:00	ES	Futures	2666.97	2666.97	2665.6	2665.6	779.0
2017-08-27 21:10:00	ES	Futures	2665.6	2665.88	2665.33	2665.33	706.0
2017-08-27 21:15:00	ES	Futures	2665.6	2666.7	2665.33	2666.15	708.0
2017-08-27 21:20:00	ES	Futures	2666.15	2666.97	2666.15	2666.7	499.0
2017-08-27 21:25:00	ES	Futures	2666.97	2667.24	2666.42	2667.24	628.0
2017-08-27 21:30:00	ES	Futures	2667.24	2667.79	2666.97	2667.79	1017.0
2017-08-27 21:35:00	ES	Futures	2667.79	2667.79	2667.24	2667.52	396.0
2017-08-27 21:40:00	ES	Futures	2667.52	2667.79	2667.24	2667.24	311.0
2017-08-27 21:45:00	ES	Futures	2667.24	2667.24	2666.97	2666.97	94.0
2017-08-27 21:50:00	ES	Futures	2667.24	2667.24	2666.97	2666.97	391.0
2017-08-27 21:55:00	ES	Futures	2667.24	2667.24	2665.88	2666.15	713.0
2017-08-27 22:00:00	ES	Futures	2666.42	2666.7	2666.15	2666.42	256.0
2017-08-27 22:05:00	ES	Futures	2666.7	2666.7	2666.15	2666.42	260.0

> showing 50 of 2,597 rows — these rows as CSV

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