PREVIEW / futures_5min / 2017-10-01

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-01.parquet
  size:    47 KB
  rows:    2,692

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
2017-10-01 18:00:00	ES	Futures	2755.28	2755.28	2754.19	2755.01	3743.0
2017-10-01 18:05:00	ES	Futures	2754.74	2755.28	2754.74	2755.01	333.0
2017-10-01 18:10:00	ES	Futures	2755.01	2759.39	2755.01	2758.56	6289.0
2017-10-01 18:15:00	ES	Futures	2758.56	2760.48	2757.74	2759.93	2093.0
2017-10-01 18:20:00	ES	Futures	2759.93	2761.3	2758.29	2758.56	3574.0
2017-10-01 18:25:00	ES	Futures	2758.84	2759.93	2757.74	2759.11	2151.0
2017-10-01 18:30:00	ES	Futures	2759.11	2759.11	2758.56	2758.84	306.0
2017-10-01 18:35:00	ES	Futures	2758.84	2759.11	2758.02	2758.56	630.0
2017-10-01 18:40:00	ES	Futures	2758.56	2759.39	2758.29	2758.84	383.0
2017-10-01 18:45:00	ES	Futures	2759.11	2759.11	2758.29	2758.29	225.0
2017-10-01 18:50:00	ES	Futures	2758.29	2759.11	2758.29	2758.29	617.0
2017-10-01 18:55:00	ES	Futures	2758.56	2758.56	2758.02	2758.02	712.0
2017-10-01 19:00:00	ES	Futures	2758.02	2758.29	2758.02	2758.02	537.0
2017-10-01 19:05:00	ES	Futures	2758.02	2758.29	2756.92	2757.2	951.0
2017-10-01 19:10:00	ES	Futures	2757.47	2757.47	2757.2	2757.2	148.0
2017-10-01 19:15:00	ES	Futures	2757.2	2757.47	2757.2	2757.47	53.0
2017-10-01 19:20:00	ES	Futures	2757.47	2758.02	2757.47	2758.02	293.0
2017-10-01 19:25:00	ES	Futures	2758.02	2758.02	2757.47	2757.74	157.0
2017-10-01 19:30:00	ES	Futures	2757.47	2758.29	2757.47	2758.02	298.0
2017-10-01 19:35:00	ES	Futures	2758.02	2758.56	2758.02	2758.29	435.0
2017-10-01 19:40:00	ES	Futures	2758.29	2758.56	2758.29	2758.29	421.0
2017-10-01 19:45:00	ES	Futures	2758.29	2758.29	2757.74	2758.02	801.0
2017-10-01 19:50:00	ES	Futures	2758.02	2758.02	2757.47	2757.74	291.0
2017-10-01 19:55:00	ES	Futures	2757.74	2758.02	2757.47	2757.74	368.0
2017-10-01 20:00:00	ES	Futures	2757.74	2758.29	2757.47	2758.29	736.0
2017-10-01 20:05:00	ES	Futures	2758.02	2758.02	2756.92	2757.2	1129.0
2017-10-01 20:10:00	ES	Futures	2757.2	2757.47	2756.65	2757.2	591.0
2017-10-01 20:15:00	ES	Futures	2757.2	2757.47	2756.92	2757.2	882.0
2017-10-01 20:20:00	ES	Futures	2757.2	2757.47	2756.65	2756.92	1129.0
2017-10-01 20:25:00	ES	Futures	2756.92	2757.2	2756.65	2756.65	146.0
2017-10-01 20:30:00	ES	Futures	2756.65	2756.92	2756.65	2756.65	651.0
2017-10-01 20:35:00	ES	Futures	2756.65	2756.92	2756.38	2756.92	1044.0
2017-10-01 20:40:00	ES	Futures	2756.92	2756.92	2756.65	2756.92	225.0
2017-10-01 20:45:00	ES	Futures	2756.65	2757.2	2756.65	2756.92	184.0
2017-10-01 20:50:00	ES	Futures	2756.92	2757.2	2756.65	2756.65	103.0
2017-10-01 20:55:00	ES	Futures	2756.92	2756.92	2756.38	2756.65	719.0
2017-10-01 21:00:00	ES	Futures	2756.92	2756.92	2756.1	2756.65	1130.0
2017-10-01 21:05:00	ES	Futures	2756.38	2756.92	2756.38	2756.92	478.0
2017-10-01 21:10:00	ES	Futures	2756.92	2756.92	2756.38	2756.38	338.0
2017-10-01 21:15:00	ES	Futures	2756.38	2756.65	2756.1	2756.65	623.0
2017-10-01 21:20:00	ES	Futures	2756.38	2756.65	2756.1	2756.38	274.0
2017-10-01 21:25:00	ES	Futures	2756.1	2756.65	2756.1	2756.38	280.0
2017-10-01 21:30:00	ES	Futures	2756.65	2756.92	2756.38	2756.65	536.0
2017-10-01 21:35:00	ES	Futures	2756.65	2756.92	2756.65	2756.65	217.0
2017-10-01 21:40:00	ES	Futures	2756.65	2757.2	2756.65	2756.92	245.0
2017-10-01 21:45:00	ES	Futures	2756.92	2757.2	2756.92	2757.2	137.0
2017-10-01 21:50:00	ES	Futures	2757.2	2757.2	2756.92	2756.92	143.0
2017-10-01 21:55:00	ES	Futures	2756.92	2757.2	2756.65	2756.92	249.0
2017-10-01 22:00:00	ES	Futures	2756.92	2756.92	2756.65	2756.65	20.0
2017-10-01 22:05:00	ES	Futures	2756.65	2756.92	2756.1	2756.38	589.0

> showing 50 of 2,692 rows — these rows as CSV

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