PREVIEW / futures_5min / 2017-09-04

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-04.parquet
  size:    153 KB
  rows:    10,439

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
2017-09-04 00:00:00	ES	Futures	2695.4	2695.94	2695.4	2695.67	279.0
2017-09-04 00:05:00	ES	Futures	2695.67	2695.94	2695.4	2695.94	99.0
2017-09-04 00:10:00	ES	Futures	2695.94	2695.94	2695.67	2695.67	20.0
2017-09-04 00:15:00	ES	Futures	2695.67	2695.94	2695.4	2695.67	137.0
2017-09-04 00:20:00	ES	Futures	2695.67	2695.67	2695.67	2695.67	335.0
2017-09-04 00:25:00	ES	Futures	2695.67	2695.94	2695.67	2695.67	198.0
2017-09-04 00:30:00	ES	Futures	2695.67	2695.94	2695.67	2695.94	316.0
2017-09-04 00:35:00	ES	Futures	2696.22	2696.49	2695.94	2696.22	355.0
2017-09-04 00:40:00	ES	Futures	2696.49	2696.49	2696.22	2696.49	10.0
2017-09-04 00:45:00	ES	Futures	2696.49	2696.49	2695.94	2696.22	421.0
2017-09-04 00:50:00	ES	Futures	2695.94	2696.22	2695.94	2696.22	220.0
2017-09-04 00:55:00	ES	Futures	2696.22	2696.49	2696.22	2696.22	116.0
2017-09-04 01:00:00	ES	Futures	2696.49	2696.76	2696.22	2696.22	332.0
2017-09-04 01:05:00	ES	Futures	2696.22	2696.22	2695.94	2696.22	192.0
2017-09-04 01:10:00	ES	Futures	2695.94	2695.94	2695.94	2695.94	123.0
2017-09-04 01:15:00	ES	Futures	2695.94	2696.22	2695.94	2696.22	13.0
2017-09-04 01:20:00	ES	Futures	2696.22	2696.22	2695.94	2696.22	158.0
2017-09-04 01:25:00	ES	Futures	2696.22	2696.22	2695.94	2696.22	19.0
2017-09-04 01:30:00	ES	Futures	2696.22	2696.49	2695.4	2695.67	1139.0
2017-09-04 01:35:00	ES	Futures	2695.67	2695.67	2695.4	2695.67	354.0
2017-09-04 01:40:00	ES	Futures	2695.67	2695.67	2695.12	2695.4	377.0
2017-09-04 01:45:00	ES	Futures	2695.12	2695.4	2694.85	2694.85	270.0
2017-09-04 01:50:00	ES	Futures	2695.12	2695.4	2694.85	2694.85	613.0
2017-09-04 01:55:00	ES	Futures	2695.12	2695.12	2694.85	2695.12	314.0
2017-09-04 02:00:00	ES	Futures	2694.85	2695.12	2692.94	2693.21	4156.0
2017-09-04 02:05:00	ES	Futures	2693.48	2693.76	2692.94	2693.76	1936.0
2017-09-04 02:10:00	ES	Futures	2693.76	2694.3	2693.76	2693.76	1345.0
2017-09-04 02:15:00	ES	Futures	2693.48	2694.03	2692.94	2693.21	1762.0
2017-09-04 02:20:00	ES	Futures	2693.21	2693.48	2692.12	2692.12	2681.0
2017-09-04 02:25:00	ES	Futures	2692.12	2692.94	2692.12	2692.66	1772.0
2017-09-04 02:30:00	ES	Futures	2692.39	2693.48	2692.39	2693.48	1240.0
2017-09-04 02:35:00	ES	Futures	2693.48	2694.03	2693.21	2693.48	1283.0
2017-09-04 02:40:00	ES	Futures	2693.48	2693.76	2692.94	2692.94	1587.0
2017-09-04 02:45:00	ES	Futures	2693.21	2693.48	2692.94	2693.48	970.0
2017-09-04 02:50:00	ES	Futures	2693.76	2693.76	2692.39	2692.94	1583.0
2017-09-04 02:55:00	ES	Futures	2692.94	2692.94	2692.39	2692.66	853.0
2017-09-04 03:00:00	ES	Futures	2692.66	2692.94	2692.39	2692.66	3255.0
2017-09-04 03:05:00	ES	Futures	2692.66	2693.76	2692.39	2692.94	3501.0
2017-09-04 03:10:00	ES	Futures	2692.94	2693.21	2691.84	2692.66	1946.0
2017-09-04 03:15:00	ES	Futures	2692.94	2694.03	2692.12	2693.76	3027.0
2017-09-04 03:20:00	ES	Futures	2693.76	2694.3	2693.21	2693.21	2006.0
2017-09-04 03:25:00	ES	Futures	2693.48	2694.03	2692.94	2693.48	1735.0
2017-09-04 03:30:00	ES	Futures	2693.48	2694.3	2693.21	2693.48	2031.0
2017-09-04 03:35:00	ES	Futures	2693.48	2694.03	2693.21	2693.76	849.0
2017-09-04 03:40:00	ES	Futures	2693.76	2693.76	2693.21	2693.76	451.0
2017-09-04 03:45:00	ES	Futures	2694.03	2694.03	2693.21	2693.48	431.0
2017-09-04 03:50:00	ES	Futures	2693.21	2693.21	2692.39	2692.39	990.0
2017-09-04 03:55:00	ES	Futures	2692.66	2693.21	2692.12	2693.21	999.0
2017-09-04 04:00:00	ES	Futures	2692.94	2693.21	2692.39	2693.21	791.0
2017-09-04 04:05:00	ES	Futures	2692.94	2693.48	2692.66	2692.66	682.0

> showing 50 of 10,439 rows — these rows as CSV

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