PREVIEW / futures_5min / 2017-09-12

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-12.parquet
  size:    217 KB
  rows:    14,211

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
2017-09-12 00:00:00	ES	Futures	2719.73	2719.73	2719.45	2719.45	35.0
2017-09-12 00:05:00	ES	Futures	2719.73	2719.73	2719.45	2719.73	72.0
2017-09-12 00:10:00	ES	Futures	2719.73	2719.73	2719.45	2719.45	29.0
2017-09-12 00:15:00	ES	Futures	2719.73	2719.73	2719.45	2719.73	13.0
2017-09-12 00:20:00	ES	Futures	2719.73	2720.0	2719.73	2719.73	83.0
2017-09-12 00:25:00	ES	Futures	2719.45	2720.27	2719.45	2720.0	135.0
2017-09-12 00:30:00	ES	Futures	2720.0	2720.27	2719.73	2720.27	112.0
2017-09-12 00:35:00	ES	Futures	2720.27	2720.27	2720.0	2720.0	8.0
2017-09-12 00:40:00	ES	Futures	2720.27	2720.27	2720.0	2720.0	101.0
2017-09-12 00:45:00	ES	Futures	2720.27	2720.27	2720.0	2720.27	10.0
2017-09-12 00:50:00	ES	Futures	2720.0	2720.27	2720.0	2720.0	119.0
2017-09-12 00:55:00	ES	Futures	2720.0	2720.0	2719.73	2720.0	33.0
2017-09-12 01:00:00	ES	Futures	2720.0	2720.27	2720.0	2720.0	200.0
2017-09-12 01:05:00	ES	Futures	2720.0	2720.27	2720.0	2720.27	49.0
2017-09-12 01:10:00	ES	Futures	2720.0	2720.27	2720.0	2720.27	70.0
2017-09-12 01:15:00	ES	Futures	2720.55	2720.82	2720.27	2720.27	198.0
2017-09-12 01:20:00	ES	Futures	2720.27	2720.27	2720.27	2720.27	51.0
2017-09-12 01:25:00	ES	Futures	2720.27	2720.55	2720.27	2720.27	112.0
2017-09-12 01:30:00	ES	Futures	2720.27	2720.55	2720.27	2720.27	238.0
2017-09-12 01:35:00	ES	Futures	2720.27	2720.55	2720.27	2720.55	13.0
2017-09-12 01:40:00	ES	Futures	2720.27	2720.55	2720.27	2720.55	86.0
2017-09-12 01:45:00	ES	Futures	2720.55	2720.55	2720.0	2720.27	86.0
2017-09-12 01:50:00	ES	Futures	2720.27	2720.55	2720.27	2720.27	94.0
2017-09-12 01:55:00	ES	Futures	2720.55	2720.55	2720.0	2720.0	53.0
2017-09-12 02:00:00	ES	Futures	2720.27	2720.55	2720.0	2720.27	219.0
2017-09-12 02:05:00	ES	Futures	2720.27	2720.55	2720.27	2720.27	98.0
2017-09-12 02:10:00	ES	Futures	2720.55	2720.55	2720.27	2720.55	120.0
2017-09-12 02:15:00	ES	Futures	2720.55	2721.37	2720.55	2721.09	360.0
2017-09-12 02:20:00	ES	Futures	2721.09	2721.37	2721.09	2721.09	138.0
2017-09-12 02:25:00	ES	Futures	2720.82	2721.37	2720.82	2721.09	109.0
2017-09-12 02:30:00	ES	Futures	2721.37	2721.37	2720.82	2721.09	272.0
2017-09-12 02:35:00	ES	Futures	2721.09	2721.37	2720.82	2721.37	112.0
2017-09-12 02:40:00	ES	Futures	2721.37	2722.46	2721.37	2722.46	245.0
2017-09-12 02:45:00	ES	Futures	2722.19	2722.19	2721.64	2721.91	327.0
2017-09-12 02:50:00	ES	Futures	2721.91	2722.46	2721.64	2722.46	260.0
2017-09-12 02:55:00	ES	Futures	2722.46	2722.46	2721.91	2721.91	418.0
2017-09-12 03:00:00	ES	Futures	2722.19	2722.46	2721.64	2721.91	449.0
2017-09-12 03:05:00	ES	Futures	2721.91	2721.91	2721.09	2721.37	319.0
2017-09-12 03:10:00	ES	Futures	2721.09	2721.64	2720.82	2720.82	349.0
2017-09-12 03:15:00	ES	Futures	2721.09	2721.09	2720.55	2720.82	385.0
2017-09-12 03:20:00	ES	Futures	2720.82	2721.37	2720.55	2721.09	399.0
2017-09-12 03:25:00	ES	Futures	2720.82	2721.37	2720.82	2721.37	113.0
2017-09-12 03:30:00	ES	Futures	2721.37	2721.64	2720.82	2721.37	203.0
2017-09-12 03:35:00	ES	Futures	2721.09	2721.37	2720.82	2721.09	783.0
2017-09-12 03:40:00	ES	Futures	2721.09	2722.19	2721.09	2721.91	887.0
2017-09-12 03:45:00	ES	Futures	2721.91	2722.46	2721.64	2722.19	657.0
2017-09-12 03:50:00	ES	Futures	2722.46	2722.46	2721.64	2721.64	475.0
2017-09-12 03:55:00	ES	Futures	2721.91	2722.19	2721.91	2722.19	342.0
2017-09-12 04:00:00	ES	Futures	2722.19	2722.19	2721.64	2722.19	406.0
2017-09-12 04:05:00	ES	Futures	2721.91	2722.73	2721.91	2722.73	1068.0

> showing 50 of 14,211 rows — these rows as CSV

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