PREVIEW / futures_5min / 2017-10-06

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-06.parquet
  size:    200 KB
  rows:    12,851

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
2017-10-06 00:00:00	ES	Futures	2789.48	2789.48	2789.2	2789.48	79.0
2017-10-06 00:05:00	ES	Futures	2789.2	2789.75	2789.2	2789.48	746.0
2017-10-06 00:10:00	ES	Futures	2789.75	2790.02	2789.48	2789.75	419.0
2017-10-06 00:15:00	ES	Futures	2789.75	2790.02	2789.75	2790.02	6.0
2017-10-06 00:20:00	ES	Futures	2789.75	2790.02	2789.75	2789.75	20.0
2017-10-06 00:25:00	ES	Futures	2790.02	2790.02	2789.75	2789.75	7.0
2017-10-06 00:30:00	ES	Futures	2789.75	2790.02	2789.75	2789.75	25.0
2017-10-06 00:35:00	ES	Futures	2789.75	2790.02	2789.75	2790.02	8.0
2017-10-06 00:40:00	ES	Futures	2789.75	2790.02	2789.75	2789.75	84.0
2017-10-06 00:45:00	ES	Futures	2789.75	2790.02	2789.75	2790.02	159.0
2017-10-06 00:50:00	ES	Futures	2789.75	2789.75	2789.75	2789.75	28.0
2017-10-06 00:55:00	ES	Futures	2789.75	2790.02	2789.75	2789.75	19.0
2017-10-06 01:00:00	ES	Futures	2789.75	2790.02	2789.75	2789.75	965.0
2017-10-06 01:05:00	ES	Futures	2789.75	2789.75	2789.48	2789.48	98.0
2017-10-06 01:10:00	ES	Futures	2789.75	2789.75	2789.48	2789.75	58.0
2017-10-06 01:15:00	ES	Futures	2789.48	2789.75	2789.48	2789.48	192.0
2017-10-06 01:20:00	ES	Futures	2789.75	2789.75	2789.48	2789.75	239.0
2017-10-06 01:25:00	ES	Futures	2789.75	2789.75	2789.48	2789.75	260.0
2017-10-06 01:30:00	ES	Futures	2789.75	2789.75	2789.48	2789.75	150.0
2017-10-06 01:35:00	ES	Futures	2789.75	2789.75	2789.48	2789.48	67.0
2017-10-06 01:40:00	ES	Futures	2789.75	2789.75	2789.48	2789.48	29.0
2017-10-06 01:45:00	ES	Futures	2789.75	2789.75	2789.48	2789.75	63.0
2017-10-06 01:50:00	ES	Futures	2789.48	2789.75	2789.48	2789.75	334.0
2017-10-06 01:55:00	ES	Futures	2789.48	2789.75	2789.2	2789.2	638.0
2017-10-06 02:00:00	ES	Futures	2789.2	2789.48	2788.93	2789.2	551.0
2017-10-06 02:05:00	ES	Futures	2789.48	2789.48	2788.93	2789.2	687.0
2017-10-06 02:10:00	ES	Futures	2789.2	2789.48	2788.93	2789.2	821.0
2017-10-06 02:15:00	ES	Futures	2789.48	2789.48	2789.2	2789.48	427.0
2017-10-06 02:20:00	ES	Futures	2789.48	2789.48	2789.2	2789.48	266.0
2017-10-06 02:25:00	ES	Futures	2789.48	2789.48	2789.2	2789.48	149.0
2017-10-06 02:30:00	ES	Futures	2789.48	2789.48	2789.2	2789.48	82.0
2017-10-06 02:35:00	ES	Futures	2789.48	2789.48	2789.2	2789.2	49.0
2017-10-06 02:40:00	ES	Futures	2789.48	2789.48	2789.2	2789.48	17.0
2017-10-06 02:45:00	ES	Futures	2789.48	2789.75	2789.48	2789.48	369.0
2017-10-06 02:50:00	ES	Futures	2789.2	2789.48	2789.2	2789.48	269.0
2017-10-06 02:55:00	ES	Futures	2789.48	2790.02	2789.2	2789.48	1039.0
2017-10-06 03:00:00	ES	Futures	2789.48	2789.75	2788.93	2789.2	3513.0
2017-10-06 03:05:00	ES	Futures	2789.48	2789.48	2788.93	2788.93	1281.0
2017-10-06 03:10:00	ES	Futures	2789.2	2789.48	2788.93	2789.48	1375.0
2017-10-06 03:15:00	ES	Futures	2789.2	2790.02	2789.2	2789.2	3029.0
2017-10-06 03:20:00	ES	Futures	2789.2	2789.48	2789.2	2789.48	1247.0
2017-10-06 03:25:00	ES	Futures	2789.75	2789.75	2789.2	2789.48	1082.0
2017-10-06 03:30:00	ES	Futures	2789.48	2789.75	2789.2	2789.48	1660.0
2017-10-06 03:35:00	ES	Futures	2789.2	2789.75	2789.2	2789.48	1809.0
2017-10-06 03:40:00	ES	Futures	2789.48	2789.48	2789.2	2789.48	461.0
2017-10-06 03:45:00	ES	Futures	2789.48	2789.48	2788.93	2788.93	1336.0
2017-10-06 03:50:00	ES	Futures	2789.2	2789.48	2788.93	2789.2	1098.0
2017-10-06 03:55:00	ES	Futures	2789.2	2789.48	2788.93	2789.48	1107.0
2017-10-06 04:00:00	ES	Futures	2789.48	2789.75	2789.2	2789.2	990.0
2017-10-06 04:05:00	ES	Futures	2789.2	2789.48	2788.66	2788.66	1950.0

> showing 50 of 12,851 rows — these rows as CSV

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