PREVIEW / futures_5min / 2017-10-05

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-05.parquet
  size:    228 KB
  rows:    15,289

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
2017-10-05 00:00:00	ES	Futures	2774.98	2775.53	2774.98	2775.53	146.0
2017-10-05 00:05:00	ES	Futures	2775.25	2775.53	2775.25	2775.53	65.0
2017-10-05 00:10:00	ES	Futures	2775.25	2775.53	2775.25	2775.53	34.0
2017-10-05 00:15:00	ES	Futures	2775.25	2775.53	2775.25	2775.25	299.0
2017-10-05 00:20:00	ES	Futures	2775.53	2775.53	2775.25	2775.25	18.0
2017-10-05 00:25:00	ES	Futures	2775.25	2775.53	2775.25	2775.53	56.0
2017-10-05 00:30:00	ES	Futures	2775.53	2775.53	2775.25	2775.53	19.0
2017-10-05 00:35:00	ES	Futures	2775.53	2775.53	2774.98	2775.25	214.0
2017-10-05 00:40:00	ES	Futures	2774.98	2775.25	2774.98	2774.98	166.0
2017-10-05 00:45:00	ES	Futures	2774.98	2775.25	2774.98	2775.25	40.0
2017-10-05 00:50:00	ES	Futures	2774.98	2775.25	2774.98	2775.25	23.0
2017-10-05 00:55:00	ES	Futures	2774.98	2775.25	2774.98	2774.98	21.0
2017-10-05 01:00:00	ES	Futures	2775.25	2775.53	2774.98	2775.25	534.0
2017-10-05 01:05:00	ES	Futures	2775.25	2775.53	2774.98	2774.98	139.0
2017-10-05 01:10:00	ES	Futures	2775.25	2775.25	2774.16	2774.43	1383.0
2017-10-05 01:15:00	ES	Futures	2774.7	2774.98	2774.43	2774.43	544.0
2017-10-05 01:20:00	ES	Futures	2774.43	2774.7	2774.16	2774.16	599.0
2017-10-05 01:25:00	ES	Futures	2774.16	2774.43	2773.34	2773.34	1524.0
2017-10-05 01:30:00	ES	Futures	2773.61	2773.88	2773.61	2773.61	544.0
2017-10-05 01:35:00	ES	Futures	2773.61	2774.16	2773.61	2773.88	97.0
2017-10-05 01:40:00	ES	Futures	2773.88	2774.16	2773.88	2774.16	62.0
2017-10-05 01:45:00	ES	Futures	2774.16	2774.16	2773.88	2773.88	85.0
2017-10-05 01:50:00	ES	Futures	2773.88	2774.16	2773.88	2773.88	69.0
2017-10-05 01:55:00	ES	Futures	2774.16	2774.16	2773.88	2773.88	216.0
2017-10-05 02:00:00	ES	Futures	2773.88	2774.16	2773.61	2773.88	970.0
2017-10-05 02:05:00	ES	Futures	2773.88	2773.88	2773.34	2773.88	487.0
2017-10-05 02:10:00	ES	Futures	2773.88	2774.16	2773.61	2773.88	558.0
2017-10-05 02:15:00	ES	Futures	2773.88	2774.16	2773.61	2773.88	461.0
2017-10-05 02:20:00	ES	Futures	2774.16	2774.16	2773.88	2773.88	175.0
2017-10-05 02:25:00	ES	Futures	2773.88	2774.16	2773.88	2773.88	170.0
2017-10-05 02:30:00	ES	Futures	2773.88	2773.88	2773.61	2773.61	16.0
2017-10-05 02:35:00	ES	Futures	2773.61	2773.88	2773.34	2773.88	401.0
2017-10-05 02:40:00	ES	Futures	2773.88	2773.88	2773.61	2773.61	25.0
2017-10-05 02:45:00	ES	Futures	2773.88	2774.16	2773.61	2774.16	1704.0
2017-10-05 02:50:00	ES	Futures	2773.88	2774.43	2773.88	2774.16	262.0
2017-10-05 02:55:00	ES	Futures	2774.16	2774.43	2773.88	2773.88	385.0
2017-10-05 03:00:00	ES	Futures	2773.88	2774.98	2773.88	2774.16	2289.0
2017-10-05 03:05:00	ES	Futures	2774.43	2774.98	2774.43	2774.7	1732.0
2017-10-05 03:10:00	ES	Futures	2774.7	2774.7	2773.88	2774.43	1735.0
2017-10-05 03:15:00	ES	Futures	2774.16	2774.98	2774.16	2774.98	907.0
2017-10-05 03:20:00	ES	Futures	2774.98	2775.25	2774.7	2774.98	1011.0
2017-10-05 03:25:00	ES	Futures	2775.25	2775.53	2774.98	2775.25	1429.0
2017-10-05 03:30:00	ES	Futures	2774.98	2775.53	2774.7	2774.98	722.0
2017-10-05 03:35:00	ES	Futures	2774.98	2775.25	2774.7	2774.98	839.0
2017-10-05 03:40:00	ES	Futures	2775.25	2775.53	2774.98	2775.53	472.0
2017-10-05 03:45:00	ES	Futures	2775.25	2775.53	2774.98	2775.25	886.0
2017-10-05 03:50:00	ES	Futures	2775.25	2775.25	2774.7	2774.7	961.0
2017-10-05 03:55:00	ES	Futures	2774.98	2775.25	2774.7	2775.25	672.0
2017-10-05 04:00:00	ES	Futures	2774.98	2775.25	2774.98	2775.25	925.0
2017-10-05 04:05:00	ES	Futures	2774.98	2775.53	2774.98	2774.98	763.0

> showing 50 of 15,289 rows — these rows as CSV

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