PREVIEW / futures_5min / 2017-09-29

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-29.parquet
  size:    198 KB
  rows:    12,730

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
2017-09-29 00:00:00	ES	Futures	2742.97	2743.25	2742.97	2743.25	120.0
2017-09-29 00:05:00	ES	Futures	2742.97	2743.25	2742.97	2743.25	145.0
2017-09-29 00:10:00	ES	Futures	2743.25	2743.52	2742.97	2743.52	334.0
2017-09-29 00:15:00	ES	Futures	2743.52	2743.52	2743.25	2743.52	32.0
2017-09-29 00:20:00	ES	Futures	2743.25	2743.52	2743.25	2743.52	173.0
2017-09-29 00:25:00	ES	Futures	2743.79	2743.79	2743.25	2743.25	381.0
2017-09-29 00:30:00	ES	Futures	2743.52	2743.79	2743.25	2743.79	442.0
2017-09-29 00:35:00	ES	Futures	2743.79	2743.79	2742.97	2742.97	626.0
2017-09-29 00:40:00	ES	Futures	2743.25	2743.25	2742.97	2742.97	113.0
2017-09-29 00:45:00	ES	Futures	2743.25	2743.25	2742.97	2742.97	329.0
2017-09-29 00:50:00	ES	Futures	2743.25	2743.25	2742.7	2742.7	1175.0
2017-09-29 00:55:00	ES	Futures	2742.7	2743.25	2742.43	2742.7	419.0
2017-09-29 01:00:00	ES	Futures	2742.7	2742.97	2742.43	2742.97	437.0
2017-09-29 01:05:00	ES	Futures	2742.7	2742.97	2742.43	2742.7	191.0
2017-09-29 01:10:00	ES	Futures	2742.7	2742.97	2742.43	2742.43	269.0
2017-09-29 01:15:00	ES	Futures	2742.7	2742.97	2742.43	2742.7	264.0
2017-09-29 01:20:00	ES	Futures	2742.7	2742.97	2742.43	2742.43	239.0
2017-09-29 01:25:00	ES	Futures	2742.7	2742.7	2742.43	2742.7	104.0
2017-09-29 01:30:00	ES	Futures	2742.7	2742.7	2742.15	2742.43	109.0
2017-09-29 01:35:00	ES	Futures	2742.43	2742.43	2742.15	2742.15	331.0
2017-09-29 01:40:00	ES	Futures	2742.15	2742.43	2742.15	2742.43	62.0
2017-09-29 01:45:00	ES	Futures	2742.15	2742.7	2742.15	2742.7	637.0
2017-09-29 01:50:00	ES	Futures	2742.97	2742.97	2742.43	2742.7	137.0
2017-09-29 01:55:00	ES	Futures	2742.7	2742.7	2742.43	2742.43	135.0
2017-09-29 02:00:00	ES	Futures	2742.43	2742.97	2742.43	2742.97	711.0
2017-09-29 02:05:00	ES	Futures	2742.97	2743.25	2742.7	2742.97	1051.0
2017-09-29 02:10:00	ES	Futures	2742.97	2743.25	2742.43	2742.7	868.0
2017-09-29 02:15:00	ES	Futures	2742.7	2742.97	2742.43	2742.7	338.0
2017-09-29 02:20:00	ES	Futures	2742.7	2742.7	2742.43	2742.7	96.0
2017-09-29 02:25:00	ES	Futures	2742.7	2742.97	2742.43	2742.7	492.0
2017-09-29 02:30:00	ES	Futures	2742.7	2742.97	2742.7	2742.7	325.0
2017-09-29 02:35:00	ES	Futures	2742.97	2742.97	2742.43	2742.7	964.0
2017-09-29 02:40:00	ES	Futures	2742.7	2742.97	2742.43	2742.43	580.0
2017-09-29 02:45:00	ES	Futures	2742.7	2742.7	2742.15	2742.15	1129.0
2017-09-29 02:50:00	ES	Futures	2742.15	2742.43	2741.88	2742.15	766.0
2017-09-29 02:55:00	ES	Futures	2742.15	2742.43	2741.88	2742.15	270.0
2017-09-29 03:00:00	ES	Futures	2742.43	2742.7	2742.15	2742.43	1715.0
2017-09-29 03:05:00	ES	Futures	2742.43	2742.43	2741.88	2741.88	885.0
2017-09-29 03:10:00	ES	Futures	2742.15	2742.15	2741.6	2741.88	781.0
2017-09-29 03:15:00	ES	Futures	2741.88	2742.43	2741.88	2742.15	1470.0
2017-09-29 03:20:00	ES	Futures	2741.88	2742.43	2741.88	2742.15	2004.0
2017-09-29 03:25:00	ES	Futures	2742.15	2742.43	2742.15	2742.43	890.0
2017-09-29 03:30:00	ES	Futures	2742.15	2742.43	2741.88	2742.15	1350.0
2017-09-29 03:35:00	ES	Futures	2742.15	2742.7	2741.88	2742.7	648.0
2017-09-29 03:40:00	ES	Futures	2742.43	2742.97	2742.43	2742.97	837.0
2017-09-29 03:45:00	ES	Futures	2742.7	2742.7	2742.43	2742.7	377.0
2017-09-29 03:50:00	ES	Futures	2742.7	2742.97	2742.43	2742.7	300.0
2017-09-29 03:55:00	ES	Futures	2742.97	2742.97	2742.15	2742.7	716.0
2017-09-29 04:00:00	ES	Futures	2742.7	2742.7	2742.15	2742.43	923.0
2017-09-29 04:05:00	ES	Futures	2742.43	2742.97	2742.43	2742.7	1146.0

> showing 50 of 12,730 rows — these rows as CSV

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