PREVIEW / futures_5min / 2017-10-09

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-09.parquet
  size:    200 KB
  rows:    14,846

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
2017-10-09 00:00:00	ES	Futures	2788.11	2788.38	2788.11	2788.38	60.0
2017-10-09 00:05:00	ES	Futures	2788.38	2788.38	2788.11	2788.11	148.0
2017-10-09 00:10:00	ES	Futures	2788.11	2788.11	2787.84	2788.11	135.0
2017-10-09 00:15:00	ES	Futures	2788.11	2788.11	2788.11	2788.11	5.0
2017-10-09 00:20:00	ES	Futures	2788.11	2788.11	2787.84	2787.84	19.0
2017-10-09 00:25:00	ES	Futures	2787.84	2788.11	2787.84	2788.11	216.0
2017-10-09 00:30:00	ES	Futures	2788.11	2788.11	2787.84	2788.11	26.0
2017-10-09 00:35:00	ES	Futures	2787.84	2788.11	2787.84	2787.84	9.0
2017-10-09 00:40:00	ES	Futures	2787.84	2788.11	2787.84	2788.11	623.0
2017-10-09 00:45:00	ES	Futures	2787.84	2788.11	2787.84	2787.84	195.0
2017-10-09 00:50:00	ES	Futures	2788.11	2788.11	2787.56	2787.84	254.0
2017-10-09 00:55:00	ES	Futures	2787.84	2787.84	2787.56	2787.56	86.0
2017-10-09 01:00:00	ES	Futures	2787.56	2787.84	2787.56	2787.84	208.0
2017-10-09 01:05:00	ES	Futures	2787.56	2787.84	2787.56	2787.84	73.0
2017-10-09 01:10:00	ES	Futures	2787.56	2787.84	2787.29	2787.56	264.0
2017-10-09 01:15:00	ES	Futures	2787.56	2787.56	2787.29	2787.56	125.0
2017-10-09 01:20:00	ES	Futures	2787.56	2787.84	2787.56	2787.84	348.0
2017-10-09 01:25:00	ES	Futures	2787.84	2787.84	2787.56	2787.56	230.0
2017-10-09 01:30:00	ES	Futures	2787.56	2787.84	2787.29	2787.56	109.0
2017-10-09 01:35:00	ES	Futures	2787.29	2787.56	2787.29	2787.56	16.0
2017-10-09 01:40:00	ES	Futures	2787.56	2787.56	2787.29	2787.56	279.0
2017-10-09 01:45:00	ES	Futures	2787.56	2787.56	2787.29	2787.56	30.0
2017-10-09 01:50:00	ES	Futures	2787.56	2787.84	2787.29	2787.84	297.0
2017-10-09 01:55:00	ES	Futures	2787.84	2787.84	2787.56	2787.84	96.0
2017-10-09 02:00:00	ES	Futures	2787.84	2788.11	2787.56	2787.56	785.0
2017-10-09 02:05:00	ES	Futures	2787.56	2787.84	2787.29	2787.56	414.0
2017-10-09 02:10:00	ES	Futures	2787.29	2787.56	2787.29	2787.29	494.0
2017-10-09 02:15:00	ES	Futures	2787.56	2787.56	2787.29	2787.56	234.0
2017-10-09 02:20:00	ES	Futures	2787.56	2787.84	2787.56	2787.56	357.0
2017-10-09 02:25:00	ES	Futures	2787.56	2787.84	2787.56	2787.56	396.0
2017-10-09 02:30:00	ES	Futures	2787.56	2787.84	2787.56	2787.84	20.0
2017-10-09 02:35:00	ES	Futures	2787.84	2788.11	2787.56	2787.56	813.0
2017-10-09 02:40:00	ES	Futures	2787.56	2787.56	2787.29	2787.56	468.0
2017-10-09 02:45:00	ES	Futures	2787.56	2787.84	2787.29	2787.56	186.0
2017-10-09 02:50:00	ES	Futures	2787.29	2787.56	2787.02	2787.02	1550.0
2017-10-09 02:55:00	ES	Futures	2787.29	2787.29	2786.74	2787.02	506.0
2017-10-09 03:00:00	ES	Futures	2787.02	2788.11	2787.02	2788.11	1905.0
2017-10-09 03:05:00	ES	Futures	2788.11	2788.38	2787.56	2787.84	1970.0
2017-10-09 03:10:00	ES	Futures	2788.11	2788.38	2787.56	2788.11	1212.0
2017-10-09 03:15:00	ES	Futures	2788.11	2788.93	2787.84	2788.93	2115.0
2017-10-09 03:20:00	ES	Futures	2788.93	2789.2	2788.38	2788.66	1247.0
2017-10-09 03:25:00	ES	Futures	2788.66	2788.66	2788.11	2788.38	718.0
2017-10-09 03:30:00	ES	Futures	2788.66	2788.66	2788.11	2788.11	326.0
2017-10-09 03:35:00	ES	Futures	2788.38	2788.66	2788.11	2788.38	852.0
2017-10-09 03:40:00	ES	Futures	2788.38	2788.66	2787.84	2787.84	772.0
2017-10-09 03:45:00	ES	Futures	2788.11	2788.11	2787.84	2788.11	402.0
2017-10-09 03:50:00	ES	Futures	2788.38	2788.38	2788.11	2788.11	426.0
2017-10-09 03:55:00	ES	Futures	2788.38	2788.38	2788.11	2788.11	162.0
2017-10-09 04:00:00	ES	Futures	2788.38	2788.38	2787.29	2787.56	818.0
2017-10-09 04:05:00	ES	Futures	2787.29	2787.84	2787.02	2787.56	1690.0

> showing 50 of 14,846 rows — these rows as CSV

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