PREVIEW / futures_5min / 2017-09-01

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-01.parquet
  size:    200 KB
  rows:    12,504

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
2017-09-01 00:00:00	ES	Futures	2701.41	2701.69	2701.41	2701.69	48.0
2017-09-01 00:05:00	ES	Futures	2701.41	2701.96	2701.14	2701.41	904.0
2017-09-01 00:10:00	ES	Futures	2701.69	2701.69	2701.41	2701.69	261.0
2017-09-01 00:15:00	ES	Futures	2701.69	2701.96	2701.69	2701.69	96.0
2017-09-01 00:20:00	ES	Futures	2701.96	2701.96	2701.69	2701.69	216.0
2017-09-01 00:25:00	ES	Futures	2701.96	2701.96	2701.69	2701.96	21.0
2017-09-01 00:30:00	ES	Futures	2701.96	2702.23	2701.96	2702.23	102.0
2017-09-01 00:35:00	ES	Futures	2702.23	2702.23	2701.96	2701.96	44.0
2017-09-01 00:40:00	ES	Futures	2701.96	2701.96	2701.96	2701.96	45.0
2017-09-01 00:45:00	ES	Futures	2701.69	2701.96	2701.69	2701.69	42.0
2017-09-01 00:50:00	ES	Futures	2701.96	2701.96	2701.69	2701.69	17.0
2017-09-01 00:55:00	ES	Futures	2701.96	2702.23	2701.69	2701.96	106.0
2017-09-01 01:00:00	ES	Futures	2702.23	2702.23	2701.69	2701.96	120.0
2017-09-01 01:05:00	ES	Futures	2701.96	2701.96	2701.69	2701.69	56.0
2017-09-01 01:10:00	ES	Futures	2701.96	2701.96	2701.69	2701.69	234.0
2017-09-01 01:15:00	ES	Futures	2701.41	2701.69	2701.41	2701.69	180.0
2017-09-01 01:20:00	ES	Futures	2701.96	2701.96	2701.69	2701.96	420.0
2017-09-01 01:25:00	ES	Futures	2701.69	2702.23	2701.69	2701.96	562.0
2017-09-01 01:30:00	ES	Futures	2702.23	2702.23	2701.96	2702.23	40.0
2017-09-01 01:35:00	ES	Futures	2702.23	2702.23	2701.96	2702.23	341.0
2017-09-01 01:40:00	ES	Futures	2702.23	2702.23	2701.69	2701.96	179.0
2017-09-01 01:45:00	ES	Futures	2701.96	2702.23	2701.96	2702.23	365.0
2017-09-01 01:50:00	ES	Futures	2702.23	2702.23	2702.23	2702.23	49.0
2017-09-01 01:55:00	ES	Futures	2701.96	2702.23	2701.69	2701.96	419.0
2017-09-01 02:00:00	ES	Futures	2701.69	2702.78	2701.69	2702.78	1060.0
2017-09-01 02:05:00	ES	Futures	2702.78	2702.78	2701.96	2702.23	636.0
2017-09-01 02:10:00	ES	Futures	2702.23	2702.78	2702.23	2702.51	398.0
2017-09-01 02:15:00	ES	Futures	2702.51	2702.78	2702.51	2702.51	117.0
2017-09-01 02:20:00	ES	Futures	2702.78	2702.78	2702.51	2702.51	224.0
2017-09-01 02:25:00	ES	Futures	2702.51	2702.78	2702.51	2702.78	71.0
2017-09-01 02:30:00	ES	Futures	2702.51	2702.78	2702.23	2702.51	456.0
2017-09-01 02:35:00	ES	Futures	2702.78	2702.78	2702.51	2702.78	430.0
2017-09-01 02:40:00	ES	Futures	2702.78	2703.05	2702.51	2702.78	283.0
2017-09-01 02:45:00	ES	Futures	2703.05	2703.33	2702.51	2703.05	531.0
2017-09-01 02:50:00	ES	Futures	2703.05	2703.05	2702.78	2703.05	93.0
2017-09-01 02:55:00	ES	Futures	2703.05	2703.6	2702.78	2703.6	385.0
2017-09-01 03:00:00	ES	Futures	2703.6	2704.69	2703.05	2704.15	3053.0
2017-09-01 03:05:00	ES	Futures	2704.15	2704.69	2704.15	2704.15	1183.0
2017-09-01 03:10:00	ES	Futures	2704.15	2704.15	2703.05	2703.33	1317.0
2017-09-01 03:15:00	ES	Futures	2703.33	2703.87	2703.05	2703.87	1010.0
2017-09-01 03:20:00	ES	Futures	2703.6	2703.87	2702.51	2703.05	1410.0
2017-09-01 03:25:00	ES	Futures	2703.05	2703.6	2702.78	2703.6	1267.0
2017-09-01 03:30:00	ES	Futures	2703.6	2704.15	2703.33	2703.33	1590.0
2017-09-01 03:35:00	ES	Futures	2703.6	2704.15	2703.33	2704.15	713.0
2017-09-01 03:40:00	ES	Futures	2703.87	2704.42	2703.6	2704.15	1065.0
2017-09-01 03:45:00	ES	Futures	2704.15	2704.42	2703.6	2703.6	1222.0
2017-09-01 03:50:00	ES	Futures	2703.6	2704.42	2703.6	2704.15	1155.0
2017-09-01 03:55:00	ES	Futures	2703.87	2704.69	2703.6	2704.69	1352.0
2017-09-01 04:00:00	ES	Futures	2704.69	2705.24	2704.15	2704.15	2778.0
2017-09-01 04:05:00	ES	Futures	2704.15	2704.15	2703.33	2703.87	1170.0

> showing 50 of 12,504 rows — these rows as CSV

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