PREVIEW / futures_5min / 2017-09-24

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-24.parquet
  size:    47 KB
  rows:    2,562

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
2017-09-24 18:00:00	ES	Futures	2734.49	2734.77	2732.85	2734.22	2827.0
2017-09-24 18:05:00	ES	Futures	2734.22	2736.68	2734.22	2735.86	1555.0
2017-09-24 18:10:00	ES	Futures	2735.86	2736.13	2735.04	2736.13	474.0
2017-09-24 18:15:00	ES	Futures	2735.86	2736.95	2735.86	2736.41	904.0
2017-09-24 18:20:00	ES	Futures	2736.41	2737.5	2736.13	2736.95	760.0
2017-09-24 18:25:00	ES	Futures	2736.95	2736.95	2736.41	2736.68	205.0
2017-09-24 18:30:00	ES	Futures	2736.68	2736.95	2736.41	2736.95	167.0
2017-09-24 18:35:00	ES	Futures	2736.95	2736.95	2736.41	2736.68	148.0
2017-09-24 18:40:00	ES	Futures	2736.68	2736.95	2736.41	2736.68	102.0
2017-09-24 18:45:00	ES	Futures	2736.68	2736.95	2736.68	2736.95	181.0
2017-09-24 18:50:00	ES	Futures	2736.95	2737.23	2736.68	2736.95	152.0
2017-09-24 18:55:00	ES	Futures	2736.68	2736.95	2736.68	2736.68	140.0
2017-09-24 19:00:00	ES	Futures	2736.68	2736.95	2736.13	2736.13	612.0
2017-09-24 19:05:00	ES	Futures	2735.86	2736.68	2735.86	2736.41	291.0
2017-09-24 19:10:00	ES	Futures	2736.41	2736.68	2736.41	2736.41	195.0
2017-09-24 19:15:00	ES	Futures	2736.68	2736.68	2736.41	2736.68	143.0
2017-09-24 19:20:00	ES	Futures	2736.68	2736.95	2736.41	2736.41	299.0
2017-09-24 19:25:00	ES	Futures	2736.41	2736.41	2736.13	2736.41	153.0
2017-09-24 19:30:00	ES	Futures	2736.41	2736.68	2736.41	2736.41	97.0
2017-09-24 19:35:00	ES	Futures	2736.13	2736.41	2736.13	2736.13	46.0
2017-09-24 19:40:00	ES	Futures	2736.13	2736.68	2735.86	2736.68	184.0
2017-09-24 19:45:00	ES	Futures	2736.95	2738.32	2736.95	2737.77	1400.0
2017-09-24 19:50:00	ES	Futures	2737.5	2740.51	2737.5	2739.42	4130.0
2017-09-24 19:55:00	ES	Futures	2739.69	2739.96	2739.14	2739.14	907.0
2017-09-24 20:00:00	ES	Futures	2739.14	2739.69	2739.14	2739.14	1341.0
2017-09-24 20:05:00	ES	Futures	2739.42	2739.96	2739.14	2739.69	835.0
2017-09-24 20:10:00	ES	Futures	2739.96	2739.96	2739.14	2739.42	972.0
2017-09-24 20:15:00	ES	Futures	2739.69	2739.96	2739.14	2739.69	796.0
2017-09-24 20:20:00	ES	Futures	2739.96	2739.96	2738.6	2738.87	1463.0
2017-09-24 20:25:00	ES	Futures	2738.87	2739.42	2738.87	2738.87	601.0
2017-09-24 20:30:00	ES	Futures	2739.14	2739.42	2738.6	2738.87	460.0
2017-09-24 20:35:00	ES	Futures	2738.87	2739.14	2738.32	2738.32	844.0
2017-09-24 20:40:00	ES	Futures	2738.32	2738.87	2737.77	2738.6	864.0
2017-09-24 20:45:00	ES	Futures	2738.6	2739.14	2738.6	2738.6	570.0
2017-09-24 20:50:00	ES	Futures	2738.32	2738.87	2738.32	2738.6	433.0
2017-09-24 20:55:00	ES	Futures	2738.6	2738.87	2738.32	2738.32	552.0
2017-09-24 21:00:00	ES	Futures	2738.6	2738.87	2738.32	2738.6	236.0
2017-09-24 21:05:00	ES	Futures	2738.87	2738.87	2738.05	2738.05	230.0
2017-09-24 21:10:00	ES	Futures	2738.32	2738.32	2738.05	2738.05	300.0
2017-09-24 21:15:00	ES	Futures	2738.05	2738.05	2737.23	2737.23	953.0
2017-09-24 21:20:00	ES	Futures	2737.5	2737.77	2736.95	2736.95	525.0
2017-09-24 21:25:00	ES	Futures	2736.95	2737.23	2736.41	2736.95	1085.0
2017-09-24 21:30:00	ES	Futures	2736.95	2737.23	2736.41	2736.41	1263.0
2017-09-24 21:35:00	ES	Futures	2736.68	2736.95	2736.13	2736.41	881.0
2017-09-24 21:40:00	ES	Futures	2736.13	2736.68	2735.59	2735.86	1396.0
2017-09-24 21:45:00	ES	Futures	2735.86	2736.41	2735.59	2735.86	614.0
2017-09-24 21:50:00	ES	Futures	2735.86	2736.13	2735.86	2736.13	793.0
2017-09-24 21:55:00	ES	Futures	2736.13	2736.41	2735.59	2736.41	611.0
2017-09-24 22:00:00	ES	Futures	2736.41	2736.41	2735.59	2735.86	936.0
2017-09-24 22:05:00	ES	Futures	2736.13	2736.41	2735.86	2735.86	284.0

> showing 50 of 2,562 rows — these rows as CSV

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