PREVIEW / futures_5min / 2017-09-28

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-28.parquet
  size:    230 KB
  rows:    15,322

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
2017-09-28 00:00:00	ES	Futures	2740.24	2740.51	2739.96	2740.51	504.0
2017-09-28 00:05:00	ES	Futures	2740.51	2740.78	2740.24	2740.51	164.0
2017-09-28 00:10:00	ES	Futures	2740.51	2740.78	2740.51	2740.51	103.0
2017-09-28 00:15:00	ES	Futures	2740.51	2740.51	2739.96	2740.24	179.0
2017-09-28 00:20:00	ES	Futures	2739.96	2740.51	2739.96	2740.24	128.0
2017-09-28 00:25:00	ES	Futures	2740.24	2740.51	2739.96	2740.51	154.0
2017-09-28 00:30:00	ES	Futures	2740.51	2740.78	2740.24	2740.78	136.0
2017-09-28 00:35:00	ES	Futures	2740.78	2740.78	2740.51	2740.78	104.0
2017-09-28 00:40:00	ES	Futures	2740.78	2740.78	2740.51	2740.78	269.0
2017-09-28 00:45:00	ES	Futures	2741.06	2741.06	2740.51	2740.78	156.0
2017-09-28 00:50:00	ES	Futures	2740.78	2740.78	2740.51	2740.78	116.0
2017-09-28 00:55:00	ES	Futures	2740.78	2741.06	2740.78	2741.06	99.0
2017-09-28 01:00:00	ES	Futures	2740.78	2740.78	2740.78	2740.78	141.0
2017-09-28 01:05:00	ES	Futures	2740.78	2740.78	2740.51	2740.78	233.0
2017-09-28 01:10:00	ES	Futures	2740.78	2741.06	2740.51	2741.06	151.0
2017-09-28 01:15:00	ES	Futures	2740.78	2741.06	2740.51	2740.78	152.0
2017-09-28 01:20:00	ES	Futures	2740.78	2741.06	2740.51	2741.06	172.0
2017-09-28 01:25:00	ES	Futures	2741.06	2741.33	2740.78	2741.06	659.0
2017-09-28 01:30:00	ES	Futures	2741.33	2741.33	2740.78	2741.06	820.0
2017-09-28 01:35:00	ES	Futures	2741.06	2741.33	2740.78	2741.06	1236.0
2017-09-28 01:40:00	ES	Futures	2741.06	2741.06	2740.78	2741.06	462.0
2017-09-28 01:45:00	ES	Futures	2741.06	2741.06	2740.51	2741.06	505.0
2017-09-28 01:50:00	ES	Futures	2741.06	2741.33	2740.78	2741.06	416.0
2017-09-28 01:55:00	ES	Futures	2741.06	2741.6	2741.06	2741.06	668.0
2017-09-28 02:00:00	ES	Futures	2741.33	2741.33	2740.78	2741.33	1390.0
2017-09-28 02:05:00	ES	Futures	2741.33	2741.33	2740.51	2740.51	799.0
2017-09-28 02:10:00	ES	Futures	2740.51	2741.06	2740.51	2741.06	350.0
2017-09-28 02:15:00	ES	Futures	2741.06	2741.06	2740.51	2740.78	809.0
2017-09-28 02:20:00	ES	Futures	2740.51	2741.06	2740.51	2740.51	570.0
2017-09-28 02:25:00	ES	Futures	2740.78	2741.06	2740.51	2741.06	1169.0
2017-09-28 02:30:00	ES	Futures	2740.78	2741.06	2740.51	2741.06	1011.0
2017-09-28 02:35:00	ES	Futures	2741.06	2741.06	2740.51	2740.51	164.0
2017-09-28 02:40:00	ES	Futures	2740.51	2740.78	2739.96	2740.24	1358.0
2017-09-28 02:45:00	ES	Futures	2740.51	2740.51	2739.96	2739.96	685.0
2017-09-28 02:50:00	ES	Futures	2739.96	2740.24	2739.69	2739.69	1026.0
2017-09-28 02:55:00	ES	Futures	2739.69	2740.24	2739.69	2740.24	510.0
2017-09-28 03:00:00	ES	Futures	2740.24	2740.51	2739.69	2739.96	3424.0
2017-09-28 03:05:00	ES	Futures	2739.69	2739.96	2739.42	2739.96	2323.0
2017-09-28 03:10:00	ES	Futures	2739.96	2740.24	2739.42	2739.69	1594.0
2017-09-28 03:15:00	ES	Futures	2739.69	2739.69	2739.14	2739.69	2451.0
2017-09-28 03:20:00	ES	Futures	2739.69	2740.51	2739.69	2739.96	2381.0
2017-09-28 03:25:00	ES	Futures	2739.69	2739.96	2739.14	2739.42	1673.0
2017-09-28 03:30:00	ES	Futures	2739.42	2739.69	2739.14	2739.42	883.0
2017-09-28 03:35:00	ES	Futures	2739.42	2739.69	2739.14	2739.42	652.0
2017-09-28 03:40:00	ES	Futures	2739.42	2739.69	2738.05	2738.6	2508.0
2017-09-28 03:45:00	ES	Futures	2738.6	2738.87	2738.05	2738.6	1811.0
2017-09-28 03:50:00	ES	Futures	2738.87	2739.14	2738.6	2739.14	580.0
2017-09-28 03:55:00	ES	Futures	2739.14	2739.69	2738.87	2739.14	1086.0
2017-09-28 04:00:00	ES	Futures	2739.14	2739.42	2738.6	2738.87	1726.0
2017-09-28 04:05:00	ES	Futures	2738.87	2739.14	2738.6	2738.87	1295.0

> showing 50 of 15,322 rows — these rows as CSV

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