PREVIEW / futures_5min / 2017-09-22

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-22.parquet
  size:    189 KB
  rows:    12,535

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
2017-09-22 00:00:00	ES	Futures	2729.29	2729.29	2729.02	2729.02	504.0
2017-09-22 00:05:00	ES	Futures	2729.02	2729.29	2729.02	2729.02	72.0
2017-09-22 00:10:00	ES	Futures	2729.02	2729.29	2729.02	2729.02	36.0
2017-09-22 00:15:00	ES	Futures	2729.02	2729.02	2728.75	2729.02	219.0
2017-09-22 00:20:00	ES	Futures	2728.75	2728.75	2728.47	2728.47	159.0
2017-09-22 00:25:00	ES	Futures	2728.75	2729.02	2728.47	2729.02	386.0
2017-09-22 00:30:00	ES	Futures	2729.02	2729.02	2728.75	2728.75	266.0
2017-09-22 00:35:00	ES	Futures	2728.75	2729.02	2728.47	2728.75	311.0
2017-09-22 00:40:00	ES	Futures	2728.47	2729.02	2728.47	2729.02	219.0
2017-09-22 00:45:00	ES	Futures	2729.02	2729.02	2728.47	2728.75	134.0
2017-09-22 00:50:00	ES	Futures	2728.75	2729.29	2728.47	2729.29	387.0
2017-09-22 00:55:00	ES	Futures	2729.02	2729.57	2729.02	2729.57	328.0
2017-09-22 01:00:00	ES	Futures	2729.29	2730.39	2729.29	2730.39	1025.0
2017-09-22 01:05:00	ES	Futures	2730.11	2730.39	2729.57	2730.39	1116.0
2017-09-22 01:10:00	ES	Futures	2730.39	2730.94	2730.11	2730.39	868.0
2017-09-22 01:15:00	ES	Futures	2730.39	2730.66	2730.11	2730.11	488.0
2017-09-22 01:20:00	ES	Futures	2730.11	2730.39	2730.11	2730.11	243.0
2017-09-22 01:25:00	ES	Futures	2730.11	2730.11	2729.57	2729.57	736.0
2017-09-22 01:30:00	ES	Futures	2729.57	2730.11	2729.57	2729.84	756.0
2017-09-22 01:35:00	ES	Futures	2729.84	2729.84	2729.84	2729.84	45.0
2017-09-22 01:40:00	ES	Futures	2729.84	2730.11	2729.84	2729.84	459.0
2017-09-22 01:45:00	ES	Futures	2729.84	2730.11	2729.57	2729.84	568.0
2017-09-22 01:50:00	ES	Futures	2729.84	2730.39	2729.84	2730.39	778.0
2017-09-22 01:55:00	ES	Futures	2730.11	2730.39	2729.84	2730.11	605.0
2017-09-22 02:00:00	ES	Futures	2730.11	2730.39	2729.57	2729.84	1662.0
2017-09-22 02:05:00	ES	Futures	2729.84	2730.66	2729.84	2730.66	587.0
2017-09-22 02:10:00	ES	Futures	2730.94	2731.21	2730.39	2730.39	793.0
2017-09-22 02:15:00	ES	Futures	2730.66	2730.94	2730.39	2730.66	544.0
2017-09-22 02:20:00	ES	Futures	2730.66	2730.94	2730.39	2730.39	397.0
2017-09-22 02:25:00	ES	Futures	2730.66	2730.66	2730.11	2730.39	882.0
2017-09-22 02:30:00	ES	Futures	2730.11	2730.39	2730.11	2730.11	618.0
2017-09-22 02:35:00	ES	Futures	2730.39	2730.39	2730.11	2730.11	285.0
2017-09-22 02:40:00	ES	Futures	2730.39	2730.66	2730.11	2730.66	515.0
2017-09-22 02:45:00	ES	Futures	2730.66	2730.94	2730.39	2730.66	673.0
2017-09-22 02:50:00	ES	Futures	2730.94	2730.94	2730.66	2730.94	382.0
2017-09-22 02:55:00	ES	Futures	2730.66	2730.94	2730.39	2730.94	358.0
2017-09-22 03:00:00	ES	Futures	2730.94	2731.76	2730.66	2731.48	2314.0
2017-09-22 03:05:00	ES	Futures	2731.48	2732.03	2731.21	2731.48	1448.0
2017-09-22 03:10:00	ES	Futures	2731.76	2731.76	2730.94	2731.21	2143.0
2017-09-22 03:15:00	ES	Futures	2731.21	2731.48	2730.39	2730.94	2299.0
2017-09-22 03:20:00	ES	Futures	2731.21	2731.21	2730.66	2730.66	909.0
2017-09-22 03:25:00	ES	Futures	2730.66	2730.94	2730.39	2730.66	747.0
2017-09-22 03:30:00	ES	Futures	2730.94	2732.03	2730.66	2731.21	2198.0
2017-09-22 03:35:00	ES	Futures	2731.21	2732.3	2731.21	2731.76	1647.0
2017-09-22 03:40:00	ES	Futures	2731.76	2732.3	2731.76	2732.3	1200.0
2017-09-22 03:45:00	ES	Futures	2732.03	2732.3	2731.76	2732.3	583.0
2017-09-22 03:50:00	ES	Futures	2732.03	2732.3	2731.76	2732.3	1128.0
2017-09-22 03:55:00	ES	Futures	2732.3	2732.3	2731.76	2731.76	537.0
2017-09-22 04:00:00	ES	Futures	2731.76	2732.3	2731.76	2732.03	1285.0
2017-09-22 04:05:00	ES	Futures	2732.03	2732.3	2731.76	2732.03	1226.0

> showing 50 of 12,535 rows — these rows as CSV

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