PREVIEW / futures_5min / 2017-09-17

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-17.parquet
  size:    45 KB
  rows:    2,437

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
2017-09-17 18:00:00	ES	Futures	2734.49	2735.31	2733.94	2734.49	2228.0
2017-09-17 18:05:00	ES	Futures	2734.22	2735.31	2734.22	2734.77	540.0
2017-09-17 18:10:00	ES	Futures	2734.77	2735.04	2734.49	2734.77	280.0
2017-09-17 18:15:00	ES	Futures	2734.77	2735.59	2734.77	2735.04	1072.0
2017-09-17 18:20:00	ES	Futures	2735.04	2735.04	2734.77	2735.04	322.0
2017-09-17 18:25:00	ES	Futures	2734.77	2735.31	2734.49	2734.77	284.0
2017-09-17 18:30:00	ES	Futures	2734.77	2734.77	2734.49	2734.49	260.0
2017-09-17 18:35:00	ES	Futures	2734.49	2734.77	2734.49	2734.49	156.0
2017-09-17 18:40:00	ES	Futures	2734.77	2735.04	2734.49	2735.04	138.0
2017-09-17 18:45:00	ES	Futures	2734.77	2735.04	2734.77	2735.04	9.0
2017-09-17 18:50:00	ES	Futures	2735.04	2735.04	2734.49	2734.49	147.0
2017-09-17 18:55:00	ES	Futures	2734.77	2734.77	2734.49	2734.77	56.0
2017-09-17 19:00:00	ES	Futures	2734.77	2735.31	2734.77	2735.04	340.0
2017-09-17 19:05:00	ES	Futures	2735.31	2736.68	2735.04	2735.86	1978.0
2017-09-17 19:10:00	ES	Futures	2736.13	2736.13	2735.86	2736.13	617.0
2017-09-17 19:15:00	ES	Futures	2736.13	2736.13	2735.86	2736.13	79.0
2017-09-17 19:20:00	ES	Futures	2735.86	2736.13	2735.86	2736.13	50.0
2017-09-17 19:25:00	ES	Futures	2735.86	2735.86	2735.31	2735.59	370.0
2017-09-17 19:30:00	ES	Futures	2735.86	2736.41	2735.59	2735.86	323.0
2017-09-17 19:35:00	ES	Futures	2735.86	2736.13	2735.59	2735.86	137.0
2017-09-17 19:40:00	ES	Futures	2735.86	2736.41	2735.59	2736.13	390.0
2017-09-17 19:45:00	ES	Futures	2736.13	2736.41	2736.13	2736.13	181.0
2017-09-17 19:50:00	ES	Futures	2736.13	2736.41	2736.13	2736.13	208.0
2017-09-17 19:55:00	ES	Futures	2736.13	2736.41	2735.86	2736.41	606.0
2017-09-17 20:00:00	ES	Futures	2736.41	2737.23	2735.86	2736.68	2647.0
2017-09-17 20:05:00	ES	Futures	2736.95	2737.23	2736.68	2736.95	352.0
2017-09-17 20:10:00	ES	Futures	2736.95	2736.95	2736.41	2736.95	766.0
2017-09-17 20:15:00	ES	Futures	2736.95	2737.23	2736.68	2737.23	366.0
2017-09-17 20:20:00	ES	Futures	2737.23	2737.23	2736.41	2736.41	466.0
2017-09-17 20:25:00	ES	Futures	2736.41	2736.68	2736.41	2736.41	64.0
2017-09-17 20:30:00	ES	Futures	2736.68	2736.95	2736.41	2736.95	207.0
2017-09-17 20:35:00	ES	Futures	2736.68	2736.95	2736.41	2736.68	288.0
2017-09-17 20:40:00	ES	Futures	2736.41	2736.68	2736.13	2736.41	291.0
2017-09-17 20:45:00	ES	Futures	2736.13	2736.41	2736.13	2736.41	205.0
2017-09-17 20:50:00	ES	Futures	2736.41	2736.41	2736.13	2736.13	241.0
2017-09-17 20:55:00	ES	Futures	2736.13	2736.41	2736.13	2736.41	33.0
2017-09-17 21:00:00	ES	Futures	2736.41	2736.68	2736.13	2736.68	159.0
2017-09-17 21:05:00	ES	Futures	2736.41	2736.68	2736.41	2736.68	482.0
2017-09-17 21:10:00	ES	Futures	2736.68	2736.68	2736.41	2736.68	84.0
2017-09-17 21:15:00	ES	Futures	2736.68	2737.23	2736.13	2737.23	1230.0
2017-09-17 21:20:00	ES	Futures	2736.95	2737.5	2736.95	2737.5	732.0
2017-09-17 21:25:00	ES	Futures	2737.23	2738.6	2737.23	2738.6	2488.0
2017-09-17 21:30:00	ES	Futures	2738.32	2738.6	2737.77	2737.77	962.0
2017-09-17 21:35:00	ES	Futures	2737.77	2738.05	2737.5	2737.5	204.0
2017-09-17 21:40:00	ES	Futures	2737.5	2738.05	2737.23	2737.77	354.0
2017-09-17 21:45:00	ES	Futures	2737.77	2738.05	2737.5	2737.77	424.0
2017-09-17 21:50:00	ES	Futures	2737.77	2737.77	2737.5	2737.77	374.0
2017-09-17 21:55:00	ES	Futures	2738.05	2738.32	2737.77	2738.05	357.0
2017-09-17 22:00:00	ES	Futures	2738.05	2738.05	2737.5	2737.77	303.0
2017-09-17 22:05:00	ES	Futures	2737.77	2738.32	2737.77	2738.32	285.0

> showing 50 of 2,437 rows — these rows as CSV

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