PREVIEW / futures_5min / 2017-09-21

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-21.parquet
  size:    224 KB
  rows:    15,154

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
2017-09-21 00:00:00	ES	Futures	2740.78	2740.78	2739.96	2739.96	530.0
2017-09-21 00:05:00	ES	Futures	2740.24	2740.78	2740.24	2740.51	245.0
2017-09-21 00:10:00	ES	Futures	2740.78	2740.78	2740.51	2740.51	213.0
2017-09-21 00:15:00	ES	Futures	2740.51	2740.78	2740.51	2740.51	100.0
2017-09-21 00:20:00	ES	Futures	2740.51	2740.78	2740.24	2740.51	268.0
2017-09-21 00:25:00	ES	Futures	2740.51	2740.51	2740.24	2740.24	385.0
2017-09-21 00:30:00	ES	Futures	2740.51	2740.51	2740.24	2740.51	329.0
2017-09-21 00:35:00	ES	Futures	2740.51	2740.51	2739.96	2740.24	202.0
2017-09-21 00:40:00	ES	Futures	2740.24	2740.51	2739.96	2739.96	165.0
2017-09-21 00:45:00	ES	Futures	2740.24	2740.24	2739.96	2739.96	229.0
2017-09-21 00:50:00	ES	Futures	2739.96	2740.24	2739.96	2740.24	210.0
2017-09-21 00:55:00	ES	Futures	2740.24	2740.24	2739.96	2740.24	18.0
2017-09-21 01:00:00	ES	Futures	2740.24	2740.24	2739.69	2739.96	324.0
2017-09-21 01:05:00	ES	Futures	2739.96	2740.51	2739.96	2740.51	334.0
2017-09-21 01:10:00	ES	Futures	2740.51	2740.51	2739.96	2740.24	567.0
2017-09-21 01:15:00	ES	Futures	2740.24	2740.24	2739.96	2739.96	522.0
2017-09-21 01:20:00	ES	Futures	2739.96	2739.96	2739.42	2739.42	805.0
2017-09-21 01:25:00	ES	Futures	2739.42	2739.69	2739.14	2739.14	1226.0
2017-09-21 01:30:00	ES	Futures	2739.42	2739.42	2738.87	2739.14	1871.0
2017-09-21 01:35:00	ES	Futures	2739.42	2739.69	2739.42	2739.42	215.0
2017-09-21 01:40:00	ES	Futures	2739.42	2739.69	2739.14	2739.42	254.0
2017-09-21 01:45:00	ES	Futures	2739.42	2739.42	2739.14	2739.14	277.0
2017-09-21 01:50:00	ES	Futures	2739.42	2739.69	2739.14	2739.42	499.0
2017-09-21 01:55:00	ES	Futures	2739.69	2739.69	2739.42	2739.42	504.0
2017-09-21 02:00:00	ES	Futures	2739.42	2739.96	2739.42	2739.42	894.0
2017-09-21 02:05:00	ES	Futures	2739.69	2739.69	2739.14	2739.42	350.0
2017-09-21 02:10:00	ES	Futures	2739.42	2739.42	2738.6	2738.6	1185.0
2017-09-21 02:15:00	ES	Futures	2738.87	2738.87	2738.32	2738.6	755.0
2017-09-21 02:20:00	ES	Futures	2738.32	2738.87	2738.32	2738.6	244.0
2017-09-21 02:25:00	ES	Futures	2738.6	2738.6	2738.32	2738.32	424.0
2017-09-21 02:30:00	ES	Futures	2738.6	2739.14	2738.6	2739.14	849.0
2017-09-21 02:35:00	ES	Futures	2738.87	2739.14	2738.87	2739.14	29.0
2017-09-21 02:40:00	ES	Futures	2739.14	2739.14	2738.87	2738.87	531.0
2017-09-21 02:45:00	ES	Futures	2738.87	2739.42	2738.87	2739.42	450.0
2017-09-21 02:50:00	ES	Futures	2739.14	2739.42	2738.87	2738.87	205.0
2017-09-21 02:55:00	ES	Futures	2738.87	2738.87	2738.32	2738.87	784.0
2017-09-21 03:00:00	ES	Futures	2738.6	2738.87	2737.23	2738.87	5089.0
2017-09-21 03:05:00	ES	Futures	2738.87	2738.87	2738.05	2738.32	2628.0
2017-09-21 03:10:00	ES	Futures	2738.32	2738.87	2738.05	2738.05	2605.0
2017-09-21 03:15:00	ES	Futures	2738.05	2738.32	2737.23	2737.77	2504.0
2017-09-21 03:20:00	ES	Futures	2737.77	2738.32	2737.5	2738.32	1643.0
2017-09-21 03:25:00	ES	Futures	2738.32	2738.6	2738.05	2738.32	1028.0
2017-09-21 03:30:00	ES	Futures	2738.32	2738.87	2738.32	2738.6	1048.0
2017-09-21 03:35:00	ES	Futures	2738.6	2738.6	2738.05	2738.32	1023.0
2017-09-21 03:40:00	ES	Futures	2738.05	2738.6	2738.05	2738.32	514.0
2017-09-21 03:45:00	ES	Futures	2738.32	2738.6	2737.77	2738.32	830.0
2017-09-21 03:50:00	ES	Futures	2738.32	2738.32	2738.05	2738.05	1384.0
2017-09-21 03:55:00	ES	Futures	2738.32	2738.32	2738.05	2738.05	458.0
2017-09-21 04:00:00	ES	Futures	2738.32	2738.32	2738.05	2738.32	525.0
2017-09-21 04:05:00	ES	Futures	2738.05	2738.6	2738.05	2738.32	1334.0

> showing 50 of 15,154 rows — these rows as CSV

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