PREVIEW / futures_5min / 2017-09-19

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-19.parquet
  size:    214 KB
  rows:    15,057

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
2017-09-19 00:00:00	ES	Futures	2738.32	2738.6	2738.32	2738.6	417.0
2017-09-19 00:05:00	ES	Futures	2738.87	2738.87	2738.32	2738.6	214.0
2017-09-19 00:10:00	ES	Futures	2738.6	2738.87	2738.32	2738.6	336.0
2017-09-19 00:15:00	ES	Futures	2738.6	2738.87	2738.6	2738.6	281.0
2017-09-19 00:20:00	ES	Futures	2738.87	2738.87	2738.6	2738.87	14.0
2017-09-19 00:25:00	ES	Futures	2738.87	2739.14	2738.87	2738.87	455.0
2017-09-19 00:30:00	ES	Futures	2738.87	2739.14	2738.87	2738.87	308.0
2017-09-19 00:35:00	ES	Futures	2738.87	2738.87	2738.87	2738.87	350.0
2017-09-19 00:40:00	ES	Futures	2738.87	2738.87	2738.6	2738.87	541.0
2017-09-19 00:45:00	ES	Futures	2738.87	2738.87	2738.6	2738.87	280.0
2017-09-19 00:50:00	ES	Futures	2738.87	2738.87	2738.6	2738.87	85.0
2017-09-19 00:55:00	ES	Futures	2738.87	2738.87	2738.6	2738.6	37.0
2017-09-19 01:00:00	ES	Futures	2738.87	2738.87	2738.05	2738.05	753.0
2017-09-19 01:05:00	ES	Futures	2738.32	2738.32	2738.05	2738.05	272.0
2017-09-19 01:10:00	ES	Futures	2738.05	2738.32	2738.05	2738.32	83.0
2017-09-19 01:15:00	ES	Futures	2738.32	2739.14	2738.05	2739.14	1102.0
2017-09-19 01:20:00	ES	Futures	2739.14	2739.14	2738.87	2738.87	514.0
2017-09-19 01:25:00	ES	Futures	2738.87	2738.87	2738.6	2738.87	390.0
2017-09-19 01:30:00	ES	Futures	2738.87	2739.14	2738.6	2738.87	349.0
2017-09-19 01:35:00	ES	Futures	2738.87	2738.87	2738.32	2738.32	106.0
2017-09-19 01:40:00	ES	Futures	2738.6	2738.87	2738.05	2738.6	680.0
2017-09-19 01:45:00	ES	Futures	2738.6	2738.87	2738.32	2738.87	224.0
2017-09-19 01:50:00	ES	Futures	2738.87	2739.14	2738.6	2738.87	187.0
2017-09-19 01:55:00	ES	Futures	2738.87	2739.42	2738.87	2738.87	591.0
2017-09-19 02:00:00	ES	Futures	2738.87	2739.14	2738.6	2738.87	907.0
2017-09-19 02:05:00	ES	Futures	2738.87	2739.14	2738.32	2738.6	648.0
2017-09-19 02:10:00	ES	Futures	2738.6	2738.6	2737.77	2737.77	1061.0
2017-09-19 02:15:00	ES	Futures	2738.05	2738.05	2736.95	2737.23	1030.0
2017-09-19 02:20:00	ES	Futures	2737.23	2737.5	2736.68	2736.95	513.0
2017-09-19 02:25:00	ES	Futures	2736.95	2737.23	2736.68	2737.23	548.0
2017-09-19 02:30:00	ES	Futures	2736.95	2737.5	2736.95	2737.23	570.0
2017-09-19 02:35:00	ES	Futures	2736.95	2737.5	2736.95	2737.23	265.0
2017-09-19 02:40:00	ES	Futures	2737.23	2737.5	2737.23	2737.5	158.0
2017-09-19 02:45:00	ES	Futures	2737.23	2737.5	2737.23	2737.5	320.0
2017-09-19 02:50:00	ES	Futures	2737.23	2737.77	2737.23	2737.5	101.0
2017-09-19 02:55:00	ES	Futures	2737.5	2737.5	2736.68	2736.68	1192.0
2017-09-19 03:00:00	ES	Futures	2736.95	2737.77	2736.68	2737.23	3533.0
2017-09-19 03:05:00	ES	Futures	2737.5	2737.77	2736.95	2737.23	2313.0
2017-09-19 03:10:00	ES	Futures	2737.5	2737.5	2736.95	2736.95	1369.0
2017-09-19 03:15:00	ES	Futures	2736.95	2737.77	2736.95	2737.77	1570.0
2017-09-19 03:20:00	ES	Futures	2737.77	2737.77	2737.23	2737.5	723.0
2017-09-19 03:25:00	ES	Futures	2737.5	2738.05	2737.23	2738.05	559.0
2017-09-19 03:30:00	ES	Futures	2737.77	2738.32	2737.77	2738.05	1767.0
2017-09-19 03:35:00	ES	Futures	2738.05	2738.32	2737.77	2738.05	863.0
2017-09-19 03:40:00	ES	Futures	2738.05	2738.6	2738.05	2738.6	1275.0
2017-09-19 03:45:00	ES	Futures	2738.6	2738.87	2738.32	2738.6	545.0
2017-09-19 03:50:00	ES	Futures	2738.6	2739.14	2738.6	2738.87	1431.0
2017-09-19 03:55:00	ES	Futures	2738.87	2738.87	2738.32	2738.6	1409.0
2017-09-19 04:00:00	ES	Futures	2738.87	2738.87	2737.77	2738.05	1762.0
2017-09-19 04:05:00	ES	Futures	2737.77	2738.32	2737.77	2738.05	1365.0

> showing 50 of 15,057 rows — these rows as CSV

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