PREVIEW / futures_5min / 2017-10-02

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-02.parquet
  size:    243 KB
  rows:    15,669

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
2017-10-02 00:00:00	ES	Futures	2756.1	2756.38	2756.1	2756.38	10.0
2017-10-02 00:05:00	ES	Futures	2756.1	2756.38	2756.1	2756.1	246.0
2017-10-02 00:10:00	ES	Futures	2756.1	2756.38	2756.1	2756.1	57.0
2017-10-02 00:15:00	ES	Futures	2756.1	2756.38	2756.1	2756.38	61.0
2017-10-02 00:20:00	ES	Futures	2756.1	2756.38	2756.1	2756.1	40.0
2017-10-02 00:25:00	ES	Futures	2756.1	2756.65	2756.1	2756.65	71.0
2017-10-02 00:30:00	ES	Futures	2756.65	2756.65	2756.38	2756.38	30.0
2017-10-02 00:35:00	ES	Futures	2756.38	2756.65	2756.38	2756.65	2.0
2017-10-02 00:40:00	ES	Futures	2756.65	2757.2	2756.65	2756.92	482.0
2017-10-02 00:45:00	ES	Futures	2756.65	2756.65	2756.1	2756.38	347.0
2017-10-02 00:50:00	ES	Futures	2756.1	2756.38	2756.1	2756.1	15.0
2017-10-02 00:55:00	ES	Futures	2756.38	2756.38	2756.1	2756.1	214.0
2017-10-02 01:00:00	ES	Futures	2755.83	2756.92	2755.83	2756.65	1056.0
2017-10-02 01:05:00	ES	Futures	2756.65	2756.65	2756.1	2756.1	362.0
2017-10-02 01:10:00	ES	Futures	2756.1	2756.38	2756.1	2756.1	65.0
2017-10-02 01:15:00	ES	Futures	2755.83	2756.65	2755.83	2756.65	627.0
2017-10-02 01:20:00	ES	Futures	2756.65	2756.65	2756.38	2756.65	122.0
2017-10-02 01:25:00	ES	Futures	2756.65	2756.65	2756.38	2756.65	416.0
2017-10-02 01:30:00	ES	Futures	2756.65	2756.92	2756.38	2756.65	721.0
2017-10-02 01:35:00	ES	Futures	2756.65	2757.2	2756.65	2756.92	546.0
2017-10-02 01:40:00	ES	Futures	2757.2	2757.2	2756.65	2756.65	564.0
2017-10-02 01:45:00	ES	Futures	2756.92	2756.92	2756.38	2756.65	847.0
2017-10-02 01:50:00	ES	Futures	2756.65	2756.92	2756.38	2756.38	1568.0
2017-10-02 01:55:00	ES	Futures	2756.38	2756.65	2756.1	2756.65	331.0
2017-10-02 02:00:00	ES	Futures	2756.65	2757.2	2756.38	2756.65	1934.0
2017-10-02 02:05:00	ES	Futures	2756.38	2756.65	2755.83	2756.1	521.0
2017-10-02 02:10:00	ES	Futures	2755.83	2756.65	2755.83	2756.65	569.0
2017-10-02 02:15:00	ES	Futures	2756.65	2756.65	2756.1	2756.38	463.0
2017-10-02 02:20:00	ES	Futures	2756.38	2756.38	2755.83	2756.1	698.0
2017-10-02 02:25:00	ES	Futures	2756.1	2756.1	2755.83	2756.1	330.0
2017-10-02 02:30:00	ES	Futures	2756.1	2756.38	2755.83	2756.1	230.0
2017-10-02 02:35:00	ES	Futures	2756.38	2756.38	2755.83	2755.83	155.0
2017-10-02 02:40:00	ES	Futures	2756.1	2756.1	2755.83	2755.83	243.0
2017-10-02 02:45:00	ES	Futures	2755.83	2756.1	2755.56	2755.83	1011.0
2017-10-02 02:50:00	ES	Futures	2755.83	2755.83	2755.56	2755.83	522.0
2017-10-02 02:55:00	ES	Futures	2755.83	2755.83	2755.28	2755.28	919.0
2017-10-02 03:00:00	ES	Futures	2755.56	2755.83	2755.01	2755.56	3407.0
2017-10-02 03:05:00	ES	Futures	2755.83	2756.1	2755.56	2755.83	1872.0
2017-10-02 03:10:00	ES	Futures	2755.83	2756.38	2755.56	2756.38	1486.0
2017-10-02 03:15:00	ES	Futures	2756.38	2756.65	2756.1	2756.38	1375.0
2017-10-02 03:20:00	ES	Futures	2756.1	2756.38	2755.83	2756.38	1094.0
2017-10-02 03:25:00	ES	Futures	2756.38	2756.38	2755.83	2756.1	1341.0
2017-10-02 03:30:00	ES	Futures	2756.1	2756.1	2755.56	2755.83	1344.0
2017-10-02 03:35:00	ES	Futures	2755.83	2755.83	2755.28	2755.83	1261.0
2017-10-02 03:40:00	ES	Futures	2755.56	2755.83	2755.28	2755.56	437.0
2017-10-02 03:45:00	ES	Futures	2755.56	2755.83	2755.28	2755.56	720.0
2017-10-02 03:50:00	ES	Futures	2755.56	2755.83	2755.28	2755.28	283.0
2017-10-02 03:55:00	ES	Futures	2755.56	2755.56	2755.28	2755.28	785.0
2017-10-02 04:00:00	ES	Futures	2755.28	2755.56	2755.28	2755.28	798.0
2017-10-02 04:05:00	ES	Futures	2755.28	2755.56	2754.74	2755.01	1387.0

> showing 50 of 15,669 rows — these rows as CSV

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