PREVIEW / futures_5min / 2017-09-06

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-06.parquet
  size:    225 KB
  rows:    14,462

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
2017-09-06 00:00:00	ES	Futures	2689.93	2689.93	2689.38	2689.66	252.0
2017-09-06 00:05:00	ES	Futures	2689.66	2689.93	2689.66	2689.93	105.0
2017-09-06 00:10:00	ES	Futures	2689.66	2689.93	2689.11	2689.11	146.0
2017-09-06 00:15:00	ES	Futures	2689.38	2689.93	2688.84	2688.84	574.0
2017-09-06 00:20:00	ES	Futures	2688.84	2688.84	2687.47	2688.02	950.0
2017-09-06 00:25:00	ES	Futures	2688.02	2688.02	2687.74	2687.74	230.0
2017-09-06 00:30:00	ES	Futures	2687.74	2688.29	2687.74	2688.29	59.0
2017-09-06 00:35:00	ES	Futures	2688.29	2688.29	2687.74	2688.29	270.0
2017-09-06 00:40:00	ES	Futures	2688.29	2688.84	2688.02	2688.29	676.0
2017-09-06 00:45:00	ES	Futures	2688.29	2688.29	2688.29	2688.29	143.0
2017-09-06 00:50:00	ES	Futures	2688.29	2688.29	2688.02	2688.29	11.0
2017-09-06 00:55:00	ES	Futures	2688.02	2688.02	2687.74	2687.74	218.0
2017-09-06 01:00:00	ES	Futures	2688.02	2688.02	2687.74	2688.02	586.0
2017-09-06 01:05:00	ES	Futures	2688.02	2688.56	2688.02	2688.29	131.0
2017-09-06 01:10:00	ES	Futures	2688.29	2689.11	2688.29	2689.11	433.0
2017-09-06 01:15:00	ES	Futures	2689.11	2689.38	2688.56	2689.38	423.0
2017-09-06 01:20:00	ES	Futures	2689.38	2689.66	2689.38	2689.66	465.0
2017-09-06 01:25:00	ES	Futures	2689.38	2689.66	2688.84	2688.84	170.0
2017-09-06 01:30:00	ES	Futures	2689.11	2689.38	2688.84	2688.84	132.0
2017-09-06 01:35:00	ES	Futures	2688.84	2688.84	2688.56	2688.56	206.0
2017-09-06 01:40:00	ES	Futures	2688.56	2689.11	2688.56	2689.11	112.0
2017-09-06 01:45:00	ES	Futures	2689.11	2689.38	2688.84	2689.38	389.0
2017-09-06 01:50:00	ES	Futures	2689.38	2689.66	2688.84	2689.11	655.0
2017-09-06 01:55:00	ES	Futures	2689.11	2689.66	2689.11	2689.11	267.0
2017-09-06 02:00:00	ES	Futures	2689.38	2690.2	2689.11	2689.93	907.0
2017-09-06 02:05:00	ES	Futures	2689.93	2690.2	2689.38	2689.93	699.0
2017-09-06 02:10:00	ES	Futures	2689.93	2689.93	2689.11	2689.11	466.0
2017-09-06 02:15:00	ES	Futures	2689.11	2689.66	2689.11	2689.66	540.0
2017-09-06 02:20:00	ES	Futures	2689.66	2691.57	2689.38	2691.3	4218.0
2017-09-06 02:25:00	ES	Futures	2691.02	2691.3	2690.75	2691.02	693.0
2017-09-06 02:30:00	ES	Futures	2691.02	2691.84	2691.02	2691.57	1309.0
2017-09-06 02:35:00	ES	Futures	2691.57	2691.84	2691.3	2691.3	711.0
2017-09-06 02:40:00	ES	Futures	2691.3	2691.3	2690.75	2690.75	960.0
2017-09-06 02:45:00	ES	Futures	2691.02	2691.02	2690.48	2690.48	755.0
2017-09-06 02:50:00	ES	Futures	2690.48	2690.48	2689.93	2690.2	570.0
2017-09-06 02:55:00	ES	Futures	2690.2	2690.48	2689.93	2689.93	855.0
2017-09-06 03:00:00	ES	Futures	2690.2	2690.2	2688.02	2689.66	5143.0
2017-09-06 03:05:00	ES	Futures	2689.66	2689.66	2688.56	2689.66	2613.0
2017-09-06 03:10:00	ES	Futures	2689.66	2690.75	2689.66	2690.48	2794.0
2017-09-06 03:15:00	ES	Futures	2690.75	2690.75	2690.2	2690.48	1476.0
2017-09-06 03:20:00	ES	Futures	2690.2	2691.02	2690.2	2690.75	1361.0
2017-09-06 03:25:00	ES	Futures	2690.48	2691.84	2690.48	2691.3	2632.0
2017-09-06 03:30:00	ES	Futures	2691.02	2692.94	2691.02	2692.66	3161.0
2017-09-06 03:35:00	ES	Futures	2692.66	2692.66	2691.84	2691.84	1762.0
2017-09-06 03:40:00	ES	Futures	2692.12	2692.12	2691.57	2691.84	1023.0
2017-09-06 03:45:00	ES	Futures	2691.84	2692.39	2691.57	2691.84	924.0
2017-09-06 03:50:00	ES	Futures	2691.84	2692.39	2691.57	2692.39	590.0
2017-09-06 03:55:00	ES	Futures	2692.39	2692.94	2692.12	2692.66	1625.0
2017-09-06 04:00:00	ES	Futures	2692.66	2693.21	2692.12	2692.12	3900.0
2017-09-06 04:05:00	ES	Futures	2691.84	2692.66	2691.84	2692.39	955.0

> showing 50 of 14,462 rows — these rows as CSV

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