PREVIEW / futures_5min / 2017-09-26

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-26.parquet
  size:    229 KB
  rows:    15,255

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
2017-09-26 00:00:00	ES	Futures	2730.11	2730.11	2729.84	2730.11	593.0
2017-09-26 00:05:00	ES	Futures	2730.11	2730.39	2729.84	2730.11	646.0
2017-09-26 00:10:00	ES	Futures	2730.11	2730.39	2729.84	2730.11	277.0
2017-09-26 00:15:00	ES	Futures	2730.11	2730.39	2729.84	2730.11	655.0
2017-09-26 00:20:00	ES	Futures	2730.11	2730.11	2729.29	2729.29	1194.0
2017-09-26 00:25:00	ES	Futures	2729.29	2729.57	2729.02	2729.29	616.0
2017-09-26 00:30:00	ES	Futures	2729.29	2729.84	2729.29	2729.84	309.0
2017-09-26 00:35:00	ES	Futures	2729.57	2729.57	2729.02	2729.29	1798.0
2017-09-26 00:40:00	ES	Futures	2729.29	2729.57	2729.29	2729.57	8.0
2017-09-26 00:45:00	ES	Futures	2729.57	2729.57	2729.02	2729.29	339.0
2017-09-26 00:50:00	ES	Futures	2729.29	2729.84	2729.29	2729.57	167.0
2017-09-26 00:55:00	ES	Futures	2729.84	2729.84	2729.29	2729.29	381.0
2017-09-26 01:00:00	ES	Futures	2729.57	2729.84	2729.57	2729.57	202.0
2017-09-26 01:05:00	ES	Futures	2729.57	2730.11	2729.57	2729.84	447.0
2017-09-26 01:10:00	ES	Futures	2729.84	2729.84	2729.57	2729.84	147.0
2017-09-26 01:15:00	ES	Futures	2729.57	2729.57	2729.29	2729.57	456.0
2017-09-26 01:20:00	ES	Futures	2729.57	2729.57	2729.29	2729.29	172.0
2017-09-26 01:25:00	ES	Futures	2729.29	2729.29	2729.02	2729.29	519.0
2017-09-26 01:30:00	ES	Futures	2729.29	2729.29	2728.75	2728.75	677.0
2017-09-26 01:35:00	ES	Futures	2728.75	2729.02	2728.75	2729.02	69.0
2017-09-26 01:40:00	ES	Futures	2729.02	2729.02	2728.75	2729.02	429.0
2017-09-26 01:45:00	ES	Futures	2729.02	2729.57	2729.02	2729.29	866.0
2017-09-26 01:50:00	ES	Futures	2729.29	2729.57	2729.02	2729.29	619.0
2017-09-26 01:55:00	ES	Futures	2729.02	2729.84	2729.02	2729.57	827.0
2017-09-26 02:00:00	ES	Futures	2729.29	2730.11	2729.29	2730.11	962.0
2017-09-26 02:05:00	ES	Futures	2730.11	2730.11	2729.57	2729.57	762.0
2017-09-26 02:10:00	ES	Futures	2729.57	2729.57	2729.02	2729.29	656.0
2017-09-26 02:15:00	ES	Futures	2729.29	2729.57	2729.29	2729.57	360.0
2017-09-26 02:20:00	ES	Futures	2729.57	2730.66	2729.57	2730.39	1235.0
2017-09-26 02:25:00	ES	Futures	2730.11	2730.66	2729.84	2730.11	1259.0
2017-09-26 02:30:00	ES	Futures	2730.39	2730.39	2729.84	2730.11	623.0
2017-09-26 02:35:00	ES	Futures	2730.11	2730.39	2729.84	2729.84	1227.0
2017-09-26 02:40:00	ES	Futures	2729.84	2730.94	2729.84	2730.94	1526.0
2017-09-26 02:45:00	ES	Futures	2730.94	2730.94	2730.11	2730.39	1520.0
2017-09-26 02:50:00	ES	Futures	2730.39	2730.66	2730.11	2730.39	287.0
2017-09-26 02:55:00	ES	Futures	2730.66	2730.66	2730.39	2730.39	738.0
2017-09-26 03:00:00	ES	Futures	2730.39	2730.39	2729.29	2729.84	4284.0
2017-09-26 03:05:00	ES	Futures	2729.84	2730.11	2729.57	2729.84	2001.0
2017-09-26 03:10:00	ES	Futures	2729.84	2730.11	2729.29	2729.57	1448.0
2017-09-26 03:15:00	ES	Futures	2729.84	2729.84	2729.02	2729.29	1570.0
2017-09-26 03:20:00	ES	Futures	2729.57	2729.84	2729.29	2729.57	2488.0
2017-09-26 03:25:00	ES	Futures	2729.57	2729.84	2729.29	2729.29	1472.0
2017-09-26 03:30:00	ES	Futures	2729.29	2730.39	2729.29	2729.57	2416.0
2017-09-26 03:35:00	ES	Futures	2729.57	2729.84	2729.57	2729.84	629.0
2017-09-26 03:40:00	ES	Futures	2729.84	2730.11	2729.29	2730.11	1359.0
2017-09-26 03:45:00	ES	Futures	2729.84	2730.39	2729.57	2730.39	921.0
2017-09-26 03:50:00	ES	Futures	2730.39	2730.66	2730.11	2730.39	1034.0
2017-09-26 03:55:00	ES	Futures	2730.66	2730.94	2730.11	2730.66	1539.0
2017-09-26 04:00:00	ES	Futures	2730.94	2730.94	2730.11	2730.39	670.0
2017-09-26 04:05:00	ES	Futures	2730.39	2730.66	2729.84	2730.11	875.0

> showing 50 of 15,255 rows — these rows as CSV

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