PREVIEW / futures_5min / 2017-09-27

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-27.parquet
  size:    253 KB
  rows:    15,542

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
2017-09-27 00:00:00	ES	Futures	2732.58	2732.58	2732.03	2732.58	281.0
2017-09-27 00:05:00	ES	Futures	2732.58	2732.58	2732.03	2732.3	105.0
2017-09-27 00:10:00	ES	Futures	2732.3	2732.3	2731.48	2731.76	1359.0
2017-09-27 00:15:00	ES	Futures	2731.76	2732.03	2731.76	2731.76	470.0
2017-09-27 00:20:00	ES	Futures	2731.76	2731.76	2730.94	2731.48	589.0
2017-09-27 00:25:00	ES	Futures	2731.48	2731.76	2731.21	2731.48	280.0
2017-09-27 00:30:00	ES	Futures	2731.48	2731.76	2731.48	2731.76	864.0
2017-09-27 00:35:00	ES	Futures	2731.76	2732.03	2731.48	2731.48	770.0
2017-09-27 00:40:00	ES	Futures	2731.48	2731.76	2731.48	2731.76	147.0
2017-09-27 00:45:00	ES	Futures	2731.76	2731.76	2731.48	2731.76	66.0
2017-09-27 00:50:00	ES	Futures	2731.76	2731.76	2731.48	2731.76	173.0
2017-09-27 00:55:00	ES	Futures	2731.76	2732.03	2731.76	2732.03	176.0
2017-09-27 01:00:00	ES	Futures	2732.03	2732.03	2731.76	2732.03	539.0
2017-09-27 01:05:00	ES	Futures	2732.03	2732.03	2731.76	2731.76	422.0
2017-09-27 01:10:00	ES	Futures	2731.76	2732.03	2731.48	2732.03	370.0
2017-09-27 01:15:00	ES	Futures	2731.76	2732.3	2731.76	2732.03	206.0
2017-09-27 01:20:00	ES	Futures	2732.03	2732.03	2731.76	2732.03	68.0
2017-09-27 01:25:00	ES	Futures	2732.03	2732.3	2731.76	2732.3	73.0
2017-09-27 01:30:00	ES	Futures	2732.3	2732.85	2732.03	2732.85	358.0
2017-09-27 01:35:00	ES	Futures	2732.58	2732.85	2732.58	2732.85	378.0
2017-09-27 01:40:00	ES	Futures	2732.58	2732.85	2732.03	2732.58	861.0
2017-09-27 01:45:00	ES	Futures	2732.3	2732.58	2732.3	2732.58	51.0
2017-09-27 01:50:00	ES	Futures	2732.58	2732.85	2732.3	2732.85	130.0
2017-09-27 01:55:00	ES	Futures	2732.58	2733.12	2732.3	2732.58	1444.0
2017-09-27 02:00:00	ES	Futures	2732.85	2733.12	2732.58	2732.85	1498.0
2017-09-27 02:05:00	ES	Futures	2732.85	2733.67	2732.85	2733.4	1774.0
2017-09-27 02:10:00	ES	Futures	2733.4	2734.22	2733.12	2733.94	1924.0
2017-09-27 02:15:00	ES	Futures	2733.67	2734.22	2733.4	2733.4	2049.0
2017-09-27 02:20:00	ES	Futures	2733.4	2734.22	2733.4	2733.4	718.0
2017-09-27 02:25:00	ES	Futures	2733.4	2733.67	2733.12	2733.67	308.0
2017-09-27 02:30:00	ES	Futures	2733.4	2733.94	2733.12	2733.94	1230.0
2017-09-27 02:35:00	ES	Futures	2733.94	2734.22	2733.67	2733.94	772.0
2017-09-27 02:40:00	ES	Futures	2734.22	2734.22	2733.67	2733.94	375.0
2017-09-27 02:45:00	ES	Futures	2733.94	2734.22	2733.67	2733.94	304.0
2017-09-27 02:50:00	ES	Futures	2733.67	2733.94	2733.4	2733.67	773.0
2017-09-27 02:55:00	ES	Futures	2733.4	2734.49	2733.4	2734.22	1137.0
2017-09-27 03:00:00	ES	Futures	2734.22	2735.31	2733.94	2734.77	4553.0
2017-09-27 03:05:00	ES	Futures	2734.77	2735.04	2733.94	2734.77	2156.0
2017-09-27 03:10:00	ES	Futures	2734.77	2734.77	2733.67	2733.67	1426.0
2017-09-27 03:15:00	ES	Futures	2733.94	2734.22	2733.67	2733.67	1593.0
2017-09-27 03:20:00	ES	Futures	2733.67	2735.59	2733.67	2735.31	3879.0
2017-09-27 03:25:00	ES	Futures	2735.31	2735.59	2734.49	2735.04	2741.0
2017-09-27 03:30:00	ES	Futures	2735.04	2735.59	2734.22	2735.31	1919.0
2017-09-27 03:35:00	ES	Futures	2735.04	2735.86	2734.77	2735.59	1889.0
2017-09-27 03:40:00	ES	Futures	2735.31	2736.95	2735.31	2735.59	5302.0
2017-09-27 03:45:00	ES	Futures	2735.86	2735.86	2735.31	2735.31	1908.0
2017-09-27 03:50:00	ES	Futures	2735.31	2735.86	2735.04	2735.59	2383.0
2017-09-27 03:55:00	ES	Futures	2735.59	2735.86	2735.04	2735.59	985.0
2017-09-27 04:00:00	ES	Futures	2735.31	2735.59	2735.04	2735.04	1913.0
2017-09-27 04:05:00	ES	Futures	2735.04	2735.31	2734.77	2735.04	1465.0

> showing 50 of 15,542 rows — these rows as CSV

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