PREVIEW / futures_5min / 2017-09-20

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-20.parquet
  size:    230 KB
  rows:    15,199

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
2017-09-20 00:00:00	ES	Futures	2739.69	2739.96	2739.69	2739.69	163.0
2017-09-20 00:05:00	ES	Futures	2739.96	2740.24	2739.96	2740.24	345.0
2017-09-20 00:10:00	ES	Futures	2739.96	2740.51	2739.96	2740.51	74.0
2017-09-20 00:15:00	ES	Futures	2740.51	2740.51	2739.96	2739.96	171.0
2017-09-20 00:20:00	ES	Futures	2739.96	2739.96	2739.69	2739.96	181.0
2017-09-20 00:25:00	ES	Futures	2739.96	2739.96	2739.69	2739.69	87.0
2017-09-20 00:30:00	ES	Futures	2739.96	2739.96	2739.69	2739.96	263.0
2017-09-20 00:35:00	ES	Futures	2739.96	2739.96	2739.69	2739.96	79.0
2017-09-20 00:40:00	ES	Futures	2739.96	2739.96	2739.69	2739.69	172.0
2017-09-20 00:45:00	ES	Futures	2739.69	2739.69	2739.42	2739.42	226.0
2017-09-20 00:50:00	ES	Futures	2739.42	2739.96	2739.42	2739.69	376.0
2017-09-20 00:55:00	ES	Futures	2739.69	2739.96	2739.69	2739.69	111.0
2017-09-20 01:00:00	ES	Futures	2739.69	2739.69	2739.42	2739.69	341.0
2017-09-20 01:05:00	ES	Futures	2739.69	2739.96	2739.69	2739.69	288.0
2017-09-20 01:10:00	ES	Futures	2739.69	2739.96	2739.42	2739.42	138.0
2017-09-20 01:15:00	ES	Futures	2739.42	2739.69	2739.42	2739.42	294.0
2017-09-20 01:20:00	ES	Futures	2739.42	2739.69	2739.14	2739.14	732.0
2017-09-20 01:25:00	ES	Futures	2739.42	2739.69	2739.42	2739.42	131.0
2017-09-20 01:30:00	ES	Futures	2739.42	2739.69	2739.42	2739.42	207.0
2017-09-20 01:35:00	ES	Futures	2739.42	2739.69	2739.42	2739.69	579.0
2017-09-20 01:40:00	ES	Futures	2739.42	2739.96	2739.42	2739.69	559.0
2017-09-20 01:45:00	ES	Futures	2739.69	2739.96	2739.42	2739.42	311.0
2017-09-20 01:50:00	ES	Futures	2739.69	2739.96	2739.42	2739.69	475.0
2017-09-20 01:55:00	ES	Futures	2739.69	2739.96	2739.69	2739.69	239.0
2017-09-20 02:00:00	ES	Futures	2739.69	2739.96	2739.42	2739.42	852.0
2017-09-20 02:05:00	ES	Futures	2739.69	2739.69	2739.42	2739.69	205.0
2017-09-20 02:10:00	ES	Futures	2739.69	2739.69	2739.42	2739.69	138.0
2017-09-20 02:15:00	ES	Futures	2739.69	2739.69	2739.14	2739.42	533.0
2017-09-20 02:20:00	ES	Futures	2739.42	2739.42	2739.14	2739.14	428.0
2017-09-20 02:25:00	ES	Futures	2739.14	2739.69	2739.14	2739.42	631.0
2017-09-20 02:30:00	ES	Futures	2739.42	2739.69	2739.14	2739.42	1042.0
2017-09-20 02:35:00	ES	Futures	2739.69	2739.96	2739.69	2739.96	717.0
2017-09-20 02:40:00	ES	Futures	2739.69	2739.96	2739.69	2739.69	175.0
2017-09-20 02:45:00	ES	Futures	2739.69	2740.24	2739.69	2739.96	438.0
2017-09-20 02:50:00	ES	Futures	2739.96	2739.96	2739.14	2739.42	397.0
2017-09-20 02:55:00	ES	Futures	2739.42	2739.69	2739.42	2739.42	105.0
2017-09-20 03:00:00	ES	Futures	2739.42	2740.24	2739.14	2739.96	1794.0
2017-09-20 03:05:00	ES	Futures	2739.96	2740.51	2739.96	2740.24	1468.0
2017-09-20 03:10:00	ES	Futures	2740.24	2740.78	2739.96	2740.78	2347.0
2017-09-20 03:15:00	ES	Futures	2740.78	2741.06	2740.51	2740.78	2026.0
2017-09-20 03:20:00	ES	Futures	2740.78	2741.06	2740.51	2740.78	546.0
2017-09-20 03:25:00	ES	Futures	2741.06	2741.06	2740.78	2741.06	724.0
2017-09-20 03:30:00	ES	Futures	2741.06	2741.06	2740.51	2740.78	498.0
2017-09-20 03:35:00	ES	Futures	2740.78	2741.06	2740.51	2740.78	1019.0
2017-09-20 03:40:00	ES	Futures	2740.78	2741.06	2740.51	2740.78	1195.0
2017-09-20 03:45:00	ES	Futures	2741.06	2741.06	2740.78	2740.78	426.0
2017-09-20 03:50:00	ES	Futures	2741.06	2741.06	2740.24	2740.24	983.0
2017-09-20 03:55:00	ES	Futures	2740.24	2741.06	2740.24	2740.78	908.0
2017-09-20 04:00:00	ES	Futures	2741.06	2741.06	2740.51	2740.51	815.0
2017-09-20 04:05:00	ES	Futures	2740.78	2741.06	2740.51	2740.51	462.0

> showing 50 of 15,199 rows — these rows as CSV

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