PREVIEW / futures_5min / 2017-09-25

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-25.parquet
  size:    247 KB
  rows:    15,238

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
2017-09-25 00:00:00	ES	Futures	2733.12	2733.67	2733.12	2733.4	390.0
2017-09-25 00:05:00	ES	Futures	2733.4	2733.67	2733.4	2733.4	276.0
2017-09-25 00:10:00	ES	Futures	2733.4	2733.4	2732.85	2732.85	120.0
2017-09-25 00:15:00	ES	Futures	2733.12	2733.12	2732.58	2732.58	601.0
2017-09-25 00:20:00	ES	Futures	2732.85	2732.85	2732.58	2732.58	197.0
2017-09-25 00:25:00	ES	Futures	2732.85	2732.85	2732.58	2732.85	650.0
2017-09-25 00:30:00	ES	Futures	2732.85	2732.85	2732.85	2732.85	238.0
2017-09-25 00:35:00	ES	Futures	2732.85	2733.4	2732.85	2733.4	303.0
2017-09-25 00:40:00	ES	Futures	2733.12	2733.4	2733.12	2733.4	287.0
2017-09-25 00:45:00	ES	Futures	2733.4	2733.4	2733.12	2733.4	302.0
2017-09-25 00:50:00	ES	Futures	2733.4	2733.4	2732.85	2733.12	310.0
2017-09-25 00:55:00	ES	Futures	2733.4	2733.4	2733.12	2733.12	428.0
2017-09-25 01:00:00	ES	Futures	2733.12	2733.67	2733.12	2733.67	318.0
2017-09-25 01:05:00	ES	Futures	2733.67	2733.67	2733.4	2733.4	54.0
2017-09-25 01:10:00	ES	Futures	2733.4	2733.67	2733.4	2733.67	133.0
2017-09-25 01:15:00	ES	Futures	2733.67	2733.67	2733.12	2733.4	376.0
2017-09-25 01:20:00	ES	Futures	2733.4	2733.4	2732.85	2732.85	175.0
2017-09-25 01:25:00	ES	Futures	2733.12	2733.12	2731.76	2731.76	938.0
2017-09-25 01:30:00	ES	Futures	2731.76	2732.3	2731.76	2732.03	886.0
2017-09-25 01:35:00	ES	Futures	2732.03	2732.58	2731.76	2732.58	455.0
2017-09-25 01:40:00	ES	Futures	2732.58	2733.12	2732.58	2732.85	891.0
2017-09-25 01:45:00	ES	Futures	2733.12	2733.12	2732.3	2732.3	640.0
2017-09-25 01:50:00	ES	Futures	2732.3	2732.58	2732.3	2732.58	265.0
2017-09-25 01:55:00	ES	Futures	2732.58	2732.85	2732.3	2732.58	159.0
2017-09-25 02:00:00	ES	Futures	2732.58	2732.85	2732.3	2732.58	758.0
2017-09-25 02:05:00	ES	Futures	2732.58	2732.58	2731.76	2732.3	1044.0
2017-09-25 02:10:00	ES	Futures	2732.3	2732.58	2732.03	2732.3	594.0
2017-09-25 02:15:00	ES	Futures	2732.58	2733.12	2732.58	2732.85	796.0
2017-09-25 02:20:00	ES	Futures	2732.85	2733.12	2732.58	2733.12	807.0
2017-09-25 02:25:00	ES	Futures	2733.12	2733.12	2732.3	2732.58	1078.0
2017-09-25 02:30:00	ES	Futures	2732.85	2732.85	2732.03	2732.58	499.0
2017-09-25 02:35:00	ES	Futures	2732.58	2732.85	2732.3	2732.58	471.0
2017-09-25 02:40:00	ES	Futures	2732.3	2732.58	2732.03	2732.58	918.0
2017-09-25 02:45:00	ES	Futures	2732.3	2732.58	2731.76	2732.3	1696.0
2017-09-25 02:50:00	ES	Futures	2732.58	2732.85	2732.3	2732.85	425.0
2017-09-25 02:55:00	ES	Futures	2732.58	2732.85	2732.58	2732.58	511.0
2017-09-25 03:00:00	ES	Futures	2732.85	2732.85	2732.03	2732.85	3082.0
2017-09-25 03:05:00	ES	Futures	2732.85	2732.85	2731.48	2732.03	1848.0
2017-09-25 03:10:00	ES	Futures	2732.03	2732.3	2731.48	2731.48	2200.0
2017-09-25 03:15:00	ES	Futures	2731.76	2731.76	2730.11	2731.21	3699.0
2017-09-25 03:20:00	ES	Futures	2731.21	2731.48	2730.39	2730.66	1896.0
2017-09-25 03:25:00	ES	Futures	2730.39	2730.94	2730.11	2730.66	2026.0
2017-09-25 03:30:00	ES	Futures	2730.94	2731.21	2730.66	2730.94	1650.0
2017-09-25 03:35:00	ES	Futures	2730.94	2731.21	2730.39	2731.21	715.0
2017-09-25 03:40:00	ES	Futures	2731.21	2731.48	2730.94	2731.21	1961.0
2017-09-25 03:45:00	ES	Futures	2731.21	2731.76	2730.66	2731.76	2115.0
2017-09-25 03:50:00	ES	Futures	2731.48	2732.3	2731.21	2731.76	1437.0
2017-09-25 03:55:00	ES	Futures	2732.03	2732.3	2731.76	2731.76	1846.0
2017-09-25 04:00:00	ES	Futures	2731.76	2731.76	2731.21	2731.48	1291.0
2017-09-25 04:05:00	ES	Futures	2731.48	2731.76	2730.94	2730.94	1029.0

> showing 50 of 15,238 rows — these rows as CSV

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