PREVIEW / futures_5min / 2017-09-13

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-13.parquet
  size:    216 KB
  rows:    14,537

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
2017-09-13 00:00:00	ES	Futures	2727.38	2727.38	2727.38	2727.38	12.0
2017-09-13 00:10:00	ES	Futures	2727.38	2727.38	2727.38	2727.38	12.0
2017-09-13 00:15:00	ES	Futures	2727.38	2727.38	2727.38	2727.38	33.0
2017-09-13 00:20:00	ES	Futures	2727.38	2727.38	2727.38	2727.38	67.0
2017-09-13 00:25:00	ES	Futures	2727.38	2727.65	2727.38	2727.38	47.0
2017-09-13 00:30:00	ES	Futures	2727.38	2727.38	2727.11	2727.11	41.0
2017-09-13 00:35:00	ES	Futures	2727.11	2727.38	2727.11	2727.38	32.0
2017-09-13 00:40:00	ES	Futures	2727.38	2727.38	2727.11	2727.38	37.0
2017-09-13 00:45:00	ES	Futures	2727.11	2727.38	2727.11	2727.11	36.0
2017-09-13 00:50:00	ES	Futures	2727.11	2727.38	2727.11	2727.11	16.0
2017-09-13 00:55:00	ES	Futures	2727.11	2727.38	2727.11	2727.11	47.0
2017-09-13 01:00:00	ES	Futures	2727.38	2727.38	2727.11	2727.11	18.0
2017-09-13 01:05:00	ES	Futures	2727.38	2727.38	2727.11	2727.38	16.0
2017-09-13 01:10:00	ES	Futures	2727.11	2727.38	2727.11	2727.11	24.0
2017-09-13 01:15:00	ES	Futures	2727.11	2727.38	2727.11	2727.11	32.0
2017-09-13 01:20:00	ES	Futures	2727.11	2727.11	2726.83	2727.11	120.0
2017-09-13 01:25:00	ES	Futures	2727.11	2727.11	2726.83	2727.11	60.0
2017-09-13 01:30:00	ES	Futures	2727.11	2727.11	2727.11	2727.11	35.0
2017-09-13 01:35:00	ES	Futures	2726.83	2727.11	2726.56	2727.11	136.0
2017-09-13 01:40:00	ES	Futures	2727.11	2727.11	2726.83	2726.83	11.0
2017-09-13 01:45:00	ES	Futures	2726.83	2726.83	2726.83	2726.83	30.0
2017-09-13 01:50:00	ES	Futures	2726.83	2726.83	2726.83	2726.83	119.0
2017-09-13 01:55:00	ES	Futures	2726.56	2726.83	2726.29	2726.29	218.0
2017-09-13 02:00:00	ES	Futures	2726.56	2727.11	2726.29	2726.83	568.0
2017-09-13 02:05:00	ES	Futures	2726.56	2726.83	2726.01	2726.01	213.0
2017-09-13 02:10:00	ES	Futures	2726.29	2726.29	2725.19	2725.47	800.0
2017-09-13 02:15:00	ES	Futures	2725.47	2725.47	2725.19	2725.19	615.0
2017-09-13 02:20:00	ES	Futures	2725.19	2725.47	2724.92	2725.47	630.0
2017-09-13 02:25:00	ES	Futures	2725.74	2725.74	2725.47	2725.74	73.0
2017-09-13 02:30:00	ES	Futures	2725.74	2725.74	2725.47	2725.74	145.0
2017-09-13 02:35:00	ES	Futures	2725.74	2725.74	2725.47	2725.74	85.0
2017-09-13 02:40:00	ES	Futures	2725.74	2725.74	2725.19	2725.47	103.0
2017-09-13 02:45:00	ES	Futures	2725.47	2725.47	2724.65	2724.92	250.0
2017-09-13 02:50:00	ES	Futures	2724.92	2725.19	2724.92	2725.19	979.0
2017-09-13 02:55:00	ES	Futures	2725.19	2725.19	2724.92	2724.92	438.0
2017-09-13 03:00:00	ES	Futures	2725.19	2725.47	2725.19	2725.19	638.0
2017-09-13 03:05:00	ES	Futures	2725.47	2725.47	2725.19	2725.19	654.0
2017-09-13 03:10:00	ES	Futures	2725.19	2725.74	2725.19	2725.74	536.0
2017-09-13 03:15:00	ES	Futures	2725.74	2725.74	2724.92	2724.92	387.0
2017-09-13 03:20:00	ES	Futures	2724.92	2725.19	2724.65	2724.65	225.0
2017-09-13 03:25:00	ES	Futures	2724.65	2725.19	2724.65	2724.65	406.0
2017-09-13 03:30:00	ES	Futures	2724.65	2724.92	2724.37	2724.37	385.0
2017-09-13 03:35:00	ES	Futures	2724.37	2724.92	2724.1	2724.37	530.0
2017-09-13 03:40:00	ES	Futures	2724.1	2724.37	2723.55	2723.55	327.0
2017-09-13 03:45:00	ES	Futures	2723.55	2724.1	2723.28	2723.55	416.0
2017-09-13 03:50:00	ES	Futures	2723.83	2724.37	2723.55	2724.37	262.0
2017-09-13 03:55:00	ES	Futures	2724.1	2724.65	2723.83	2724.65	237.0
2017-09-13 04:00:00	ES	Futures	2724.37	2725.47	2724.1	2725.19	343.0
2017-09-13 04:05:00	ES	Futures	2725.19	2726.01	2725.19	2725.74	475.0
2017-09-13 04:10:00	ES	Futures	2725.74	2725.74	2725.47	2725.74	272.0

> showing 50 of 14,537 rows — these rows as CSV

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