PREVIEW / futures_5min / 2017-09-08

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-08.parquet
  size:    204 KB
  rows:    12,483

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
2017-09-08 00:00:00	ES	Futures	2692.66	2692.94	2692.66	2692.94	219.0
2017-09-08 00:05:00	ES	Futures	2692.94	2692.94	2692.66	2692.66	22.0
2017-09-08 00:10:00	ES	Futures	2692.66	2692.94	2692.66	2692.66	82.0
2017-09-08 00:15:00	ES	Futures	2692.66	2693.21	2692.66	2693.21	198.0
2017-09-08 00:20:00	ES	Futures	2692.94	2693.21	2692.94	2692.94	141.0
2017-09-08 00:25:00	ES	Futures	2692.94	2693.21	2692.94	2692.94	71.0
2017-09-08 00:30:00	ES	Futures	2692.94	2692.94	2692.66	2692.66	25.0
2017-09-08 00:35:00	ES	Futures	2692.66	2692.66	2692.39	2692.66	165.0
2017-09-08 00:40:00	ES	Futures	2692.66	2694.03	2692.66	2693.76	465.0
2017-09-08 00:45:00	ES	Futures	2694.03	2694.3	2693.76	2693.76	437.0
2017-09-08 00:50:00	ES	Futures	2694.03	2694.58	2694.03	2694.58	170.0
2017-09-08 00:55:00	ES	Futures	2694.58	2694.58	2693.76	2693.76	529.0
2017-09-08 01:00:00	ES	Futures	2694.03	2694.03	2692.66	2692.66	962.0
2017-09-08 01:05:00	ES	Futures	2692.94	2692.94	2692.39	2692.66	266.0
2017-09-08 01:10:00	ES	Futures	2692.66	2692.66	2691.84	2691.84	560.0
2017-09-08 01:15:00	ES	Futures	2691.57	2691.84	2690.75	2691.3	1016.0
2017-09-08 01:20:00	ES	Futures	2691.3	2691.84	2691.02	2691.02	775.0
2017-09-08 01:25:00	ES	Futures	2691.02	2691.3	2690.75	2690.75	550.0
2017-09-08 01:30:00	ES	Futures	2691.02	2691.02	2690.48	2690.75	348.0
2017-09-08 01:35:00	ES	Futures	2690.75	2690.75	2690.2	2690.48	523.0
2017-09-08 01:40:00	ES	Futures	2690.2	2691.3	2690.2	2690.75	812.0
2017-09-08 01:45:00	ES	Futures	2690.75	2691.02	2690.48	2691.02	285.0
2017-09-08 01:50:00	ES	Futures	2691.02	2691.02	2690.75	2690.75	430.0
2017-09-08 01:55:00	ES	Futures	2690.75	2690.75	2690.2	2690.2	611.0
2017-09-08 02:00:00	ES	Futures	2690.2	2690.75	2689.93	2690.48	1091.0
2017-09-08 02:05:00	ES	Futures	2690.2	2691.02	2689.93	2691.02	597.0
2017-09-08 02:10:00	ES	Futures	2691.02	2691.3	2691.02	2691.02	511.0
2017-09-08 02:15:00	ES	Futures	2691.02	2691.84	2690.75	2691.57	482.0
2017-09-08 02:20:00	ES	Futures	2691.57	2692.12	2691.57	2691.84	544.0
2017-09-08 02:25:00	ES	Futures	2691.84	2692.12	2691.57	2692.12	144.0
2017-09-08 02:30:00	ES	Futures	2692.12	2692.12	2691.57	2691.57	199.0
2017-09-08 02:35:00	ES	Futures	2691.57	2691.84	2691.3	2691.57	521.0
2017-09-08 02:40:00	ES	Futures	2691.57	2691.84	2691.3	2691.3	397.0
2017-09-08 02:45:00	ES	Futures	2691.3	2691.84	2690.75	2690.75	842.0
2017-09-08 02:50:00	ES	Futures	2690.75	2690.75	2689.66	2689.66	743.0
2017-09-08 02:55:00	ES	Futures	2689.66	2689.93	2688.56	2689.66	2243.0
2017-09-08 03:00:00	ES	Futures	2689.66	2689.93	2688.02	2688.29	1578.0
2017-09-08 03:05:00	ES	Futures	2688.02	2689.66	2688.02	2689.66	1567.0
2017-09-08 03:10:00	ES	Futures	2689.66	2691.3	2689.66	2690.75	1593.0
2017-09-08 03:15:00	ES	Futures	2690.75	2691.02	2689.11	2689.38	1097.0
2017-09-08 03:20:00	ES	Futures	2689.38	2689.66	2688.84	2688.84	1210.0
2017-09-08 03:25:00	ES	Futures	2688.84	2689.66	2688.56	2688.84	646.0
2017-09-08 03:30:00	ES	Futures	2688.84	2690.2	2688.56	2689.38	1218.0
2017-09-08 03:35:00	ES	Futures	2689.66	2689.93	2689.11	2689.38	1535.0
2017-09-08 03:40:00	ES	Futures	2689.11	2690.2	2689.11	2689.38	805.0
2017-09-08 03:45:00	ES	Futures	2689.66	2689.66	2689.11	2689.38	498.0
2017-09-08 03:50:00	ES	Futures	2689.66	2690.48	2689.11	2690.48	607.0
2017-09-08 03:55:00	ES	Futures	2690.48	2690.48	2689.93	2689.93	474.0
2017-09-08 04:00:00	ES	Futures	2690.2	2690.2	2689.66	2689.93	413.0
2017-09-08 04:05:00	ES	Futures	2689.66	2690.2	2689.11	2689.66	670.0

> showing 50 of 12,483 rows — these rows as CSV

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