PREVIEW / futures_5min / 2017-09-11

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-11.parquet
  size:    208 KB
  rows:    13,571

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
2017-09-11 00:00:00	ES	Futures	2706.06	2706.33	2705.79	2706.06	143.0
2017-09-11 00:05:00	ES	Futures	2705.79	2706.61	2705.79	2706.33	237.0
2017-09-11 00:10:00	ES	Futures	2706.06	2706.33	2706.06	2706.06	62.0
2017-09-11 00:15:00	ES	Futures	2706.33	2706.33	2705.51	2705.51	221.0
2017-09-11 00:20:00	ES	Futures	2705.51	2705.79	2704.97	2704.97	285.0
2017-09-11 00:25:00	ES	Futures	2704.97	2705.24	2704.97	2705.24	83.0
2017-09-11 00:30:00	ES	Futures	2704.97	2705.51	2704.69	2704.69	128.0
2017-09-11 00:35:00	ES	Futures	2704.97	2704.97	2704.69	2704.69	101.0
2017-09-11 00:40:00	ES	Futures	2704.97	2704.97	2704.97	2704.97	186.0
2017-09-11 00:45:00	ES	Futures	2704.69	2705.24	2704.69	2704.97	16.0
2017-09-11 00:50:00	ES	Futures	2705.24	2705.24	2704.69	2704.97	54.0
2017-09-11 00:55:00	ES	Futures	2704.69	2704.69	2704.69	2704.69	46.0
2017-09-11 01:00:00	ES	Futures	2704.42	2704.69	2704.15	2704.42	170.0
2017-09-11 01:05:00	ES	Futures	2704.42	2704.69	2704.42	2704.42	116.0
2017-09-11 01:10:00	ES	Futures	2704.42	2704.69	2704.42	2704.42	61.0
2017-09-11 01:15:00	ES	Futures	2704.69	2704.69	2704.42	2704.69	54.0
2017-09-11 01:20:00	ES	Futures	2704.97	2704.97	2704.69	2704.69	42.0
2017-09-11 01:25:00	ES	Futures	2704.69	2704.69	2704.15	2704.42	120.0
2017-09-11 01:30:00	ES	Futures	2704.69	2704.69	2704.42	2704.69	68.0
2017-09-11 01:35:00	ES	Futures	2704.69	2704.69	2704.42	2704.69	26.0
2017-09-11 01:40:00	ES	Futures	2704.42	2704.97	2704.42	2704.69	82.0
2017-09-11 01:45:00	ES	Futures	2704.97	2705.24	2704.97	2704.97	107.0
2017-09-11 01:50:00	ES	Futures	2704.69	2704.97	2704.42	2704.42	56.0
2017-09-11 01:55:00	ES	Futures	2704.42	2704.42	2703.87	2704.42	678.0
2017-09-11 02:00:00	ES	Futures	2704.42	2705.51	2704.15	2705.51	555.0
2017-09-11 02:05:00	ES	Futures	2705.51	2705.51	2704.97	2704.97	339.0
2017-09-11 02:10:00	ES	Futures	2705.24	2705.51	2704.97	2704.97	269.0
2017-09-11 02:15:00	ES	Futures	2704.97	2705.51	2704.97	2705.51	178.0
2017-09-11 02:20:00	ES	Futures	2705.51	2705.51	2704.97	2705.51	165.0
2017-09-11 02:25:00	ES	Futures	2705.51	2706.06	2705.24	2705.24	389.0
2017-09-11 02:30:00	ES	Futures	2705.24	2705.51	2704.69	2704.69	347.0
2017-09-11 02:35:00	ES	Futures	2704.69	2705.24	2704.69	2705.24	631.0
2017-09-11 02:40:00	ES	Futures	2705.24	2705.24	2704.97	2704.97	207.0
2017-09-11 02:45:00	ES	Futures	2704.97	2704.97	2704.15	2704.42	283.0
2017-09-11 02:50:00	ES	Futures	2704.42	2704.69	2704.42	2704.69	137.0
2017-09-11 02:55:00	ES	Futures	2704.42	2704.97	2704.42	2704.42	294.0
2017-09-11 03:00:00	ES	Futures	2704.15	2705.24	2703.87	2704.97	798.0
2017-09-11 03:05:00	ES	Futures	2705.24	2705.51	2704.69	2704.97	1182.0
2017-09-11 03:10:00	ES	Futures	2704.69	2705.51	2704.69	2705.24	797.0
2017-09-11 03:15:00	ES	Futures	2704.97	2705.79	2704.69	2705.51	1234.0
2017-09-11 03:20:00	ES	Futures	2705.51	2706.61	2705.24	2706.06	1009.0
2017-09-11 03:25:00	ES	Futures	2706.06	2706.61	2706.06	2706.33	1489.0
2017-09-11 03:30:00	ES	Futures	2706.61	2706.61	2705.51	2705.51	908.0
2017-09-11 03:35:00	ES	Futures	2705.79	2705.79	2704.69	2704.69	349.0
2017-09-11 03:40:00	ES	Futures	2704.69	2705.79	2704.69	2705.79	728.0
2017-09-11 03:45:00	ES	Futures	2705.79	2706.06	2705.24	2705.79	518.0
2017-09-11 03:50:00	ES	Futures	2706.06	2706.06	2704.97	2704.97	468.0
2017-09-11 03:55:00	ES	Futures	2705.24	2705.79	2705.24	2705.24	278.0
2017-09-11 04:00:00	ES	Futures	2705.24	2705.79	2705.24	2705.51	451.0
2017-09-11 04:05:00	ES	Futures	2705.79	2706.06	2705.24	2705.24	327.0

> showing 50 of 13,571 rows — these rows as CSV

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