PREVIEW / futures_5min / 2017-09-18

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-18.parquet
  size:    222 KB
  rows:    14,943

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
2017-09-18 00:00:00	ES	Futures	2739.14	2739.42	2738.87	2739.14	202.0
2017-09-18 00:05:00	ES	Futures	2738.87	2739.14	2738.87	2739.14	309.0
2017-09-18 00:10:00	ES	Futures	2738.87	2739.42	2738.87	2739.42	361.0
2017-09-18 00:15:00	ES	Futures	2739.42	2739.96	2739.14	2739.42	1210.0
2017-09-18 00:20:00	ES	Futures	2739.69	2739.69	2739.14	2739.14	79.0
2017-09-18 00:25:00	ES	Futures	2739.14	2739.42	2739.14	2739.14	15.0
2017-09-18 00:30:00	ES	Futures	2739.14	2739.42	2739.14	2739.14	86.0
2017-09-18 00:35:00	ES	Futures	2739.14	2739.42	2739.14	2739.14	284.0
2017-09-18 00:40:00	ES	Futures	2739.14	2739.14	2738.87	2738.87	79.0
2017-09-18 00:45:00	ES	Futures	2738.87	2739.42	2738.87	2739.14	617.0
2017-09-18 00:50:00	ES	Futures	2739.14	2739.42	2738.87	2738.87	189.0
2017-09-18 00:55:00	ES	Futures	2739.14	2739.14	2739.14	2739.14	116.0
2017-09-18 01:00:00	ES	Futures	2739.42	2739.42	2739.14	2739.14	9.0
2017-09-18 01:05:00	ES	Futures	2739.42	2739.42	2738.87	2739.42	647.0
2017-09-18 01:10:00	ES	Futures	2739.42	2739.96	2739.42	2739.69	876.0
2017-09-18 01:15:00	ES	Futures	2739.69	2740.24	2739.69	2739.96	920.0
2017-09-18 01:20:00	ES	Futures	2739.96	2740.24	2739.96	2740.24	434.0
2017-09-18 01:25:00	ES	Futures	2739.96	2740.24	2739.96	2740.24	205.0
2017-09-18 01:30:00	ES	Futures	2739.96	2740.24	2739.96	2739.96	317.0
2017-09-18 01:35:00	ES	Futures	2739.96	2739.96	2739.69	2739.69	259.0
2017-09-18 01:40:00	ES	Futures	2739.69	2739.96	2739.69	2739.69	212.0
2017-09-18 01:45:00	ES	Futures	2739.96	2739.96	2739.69	2739.96	81.0
2017-09-18 01:50:00	ES	Futures	2739.69	2739.96	2739.42	2739.42	659.0
2017-09-18 01:55:00	ES	Futures	2739.69	2739.69	2739.14	2739.14	278.0
2017-09-18 02:00:00	ES	Futures	2739.42	2739.69	2739.14	2739.42	596.0
2017-09-18 02:05:00	ES	Futures	2739.69	2739.69	2739.14	2739.42	358.0
2017-09-18 02:10:00	ES	Futures	2739.14	2739.42	2739.14	2739.14	496.0
2017-09-18 02:15:00	ES	Futures	2739.14	2739.42	2738.87	2739.14	1277.0
2017-09-18 02:20:00	ES	Futures	2739.14	2739.14	2738.87	2739.14	488.0
2017-09-18 02:25:00	ES	Futures	2739.14	2739.69	2738.87	2739.69	1063.0
2017-09-18 02:30:00	ES	Futures	2739.42	2739.69	2739.42	2739.42	741.0
2017-09-18 02:35:00	ES	Futures	2739.42	2739.96	2739.42	2739.69	430.0
2017-09-18 02:40:00	ES	Futures	2739.96	2739.96	2739.69	2739.69	634.0
2017-09-18 02:45:00	ES	Futures	2739.96	2740.24	2739.69	2739.96	525.0
2017-09-18 02:50:00	ES	Futures	2739.96	2740.24	2739.96	2740.24	138.0
2017-09-18 02:55:00	ES	Futures	2740.24	2740.51	2739.96	2739.96	561.0
2017-09-18 03:00:00	ES	Futures	2739.96	2740.24	2739.42	2739.69	2762.0
2017-09-18 03:05:00	ES	Futures	2739.69	2739.69	2738.87	2739.14	2402.0
2017-09-18 03:10:00	ES	Futures	2739.14	2739.69	2738.87	2739.14	1422.0
2017-09-18 03:15:00	ES	Futures	2738.87	2740.24	2738.87	2739.69	2471.0
2017-09-18 03:20:00	ES	Futures	2739.69	2740.51	2739.42	2739.42	2681.0
2017-09-18 03:25:00	ES	Futures	2739.42	2739.96	2738.87	2738.87	1029.0
2017-09-18 03:30:00	ES	Futures	2738.87	2739.42	2738.87	2738.87	1459.0
2017-09-18 03:35:00	ES	Futures	2739.14	2739.14	2738.05	2738.6	2166.0
2017-09-18 03:40:00	ES	Futures	2738.6	2739.42	2738.6	2739.42	1176.0
2017-09-18 03:45:00	ES	Futures	2739.14	2739.14	2738.32	2738.6	1313.0
2017-09-18 03:50:00	ES	Futures	2738.6	2738.87	2738.05	2738.05	1131.0
2017-09-18 03:55:00	ES	Futures	2738.05	2738.32	2738.05	2738.32	903.0
2017-09-18 04:00:00	ES	Futures	2738.32	2738.32	2737.77	2738.05	843.0
2017-09-18 04:05:00	ES	Futures	2738.32	2738.6	2737.77	2738.32	879.0

> showing 50 of 14,943 rows — these rows as CSV

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