PREVIEW / futures_5min / 2017-10-11

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-11.parquet
  size:    213 KB
  rows:    15,242

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
2017-10-11 00:00:00	ES	Futures	2789.2	2789.2	2788.93	2788.93	105.0
2017-10-11 00:05:00	ES	Futures	2789.2	2789.2	2788.93	2788.93	11.0
2017-10-11 00:10:00	ES	Futures	2788.93	2789.2	2788.93	2789.2	146.0
2017-10-11 00:15:00	ES	Futures	2789.2	2789.2	2788.93	2789.2	18.0
2017-10-11 00:20:00	ES	Futures	2788.93	2789.48	2788.93	2789.48	167.0
2017-10-11 00:25:00	ES	Futures	2789.2	2789.48	2789.2	2789.48	9.0
2017-10-11 00:30:00	ES	Futures	2789.48	2789.48	2789.2	2789.2	337.0
2017-10-11 00:35:00	ES	Futures	2789.2	2789.48	2789.2	2789.2	193.0
2017-10-11 00:40:00	ES	Futures	2789.48	2789.48	2789.2	2789.2	23.0
2017-10-11 00:45:00	ES	Futures	2789.2	2789.48	2789.2	2789.2	115.0
2017-10-11 00:50:00	ES	Futures	2789.48	2789.75	2788.93	2789.2	444.0
2017-10-11 00:55:00	ES	Futures	2789.2	2789.2	2788.66	2788.93	280.0
2017-10-11 01:00:00	ES	Futures	2788.93	2788.93	2788.93	2788.93	81.0
2017-10-11 01:05:00	ES	Futures	2788.93	2788.93	2788.66	2788.66	25.0
2017-10-11 01:10:00	ES	Futures	2788.66	2788.93	2788.66	2788.66	56.0
2017-10-11 01:15:00	ES	Futures	2788.93	2788.93	2788.66	2788.66	38.0
2017-10-11 01:20:00	ES	Futures	2788.66	2788.93	2788.66	2788.66	378.0
2017-10-11 01:25:00	ES	Futures	2788.38	2788.66	2788.38	2788.38	167.0
2017-10-11 01:30:00	ES	Futures	2788.38	2788.66	2788.38	2788.66	98.0
2017-10-11 01:35:00	ES	Futures	2788.38	2788.93	2788.38	2788.66	423.0
2017-10-11 01:40:00	ES	Futures	2788.66	2788.93	2788.38	2788.93	229.0
2017-10-11 01:45:00	ES	Futures	2788.93	2788.93	2788.38	2788.38	439.0
2017-10-11 01:50:00	ES	Futures	2788.11	2788.11	2787.29	2787.84	1353.0
2017-10-11 01:55:00	ES	Futures	2788.11	2788.11	2787.84	2788.11	127.0
2017-10-11 02:00:00	ES	Futures	2787.84	2788.66	2787.84	2788.66	525.0
2017-10-11 02:05:00	ES	Futures	2788.38	2788.38	2788.11	2788.11	378.0
2017-10-11 02:10:00	ES	Futures	2788.11	2788.38	2788.11	2788.11	294.0
2017-10-11 02:15:00	ES	Futures	2788.38	2788.38	2788.11	2788.11	28.0
2017-10-11 02:20:00	ES	Futures	2788.38	2788.38	2787.56	2787.84	669.0
2017-10-11 02:25:00	ES	Futures	2788.11	2788.11	2787.84	2787.84	115.0
2017-10-11 02:30:00	ES	Futures	2787.84	2788.11	2787.56	2787.84	748.0
2017-10-11 02:35:00	ES	Futures	2787.84	2788.11	2787.84	2787.84	662.0
2017-10-11 02:40:00	ES	Futures	2787.84	2788.11	2787.56	2787.56	316.0
2017-10-11 02:45:00	ES	Futures	2787.56	2787.84	2787.56	2787.56	203.0
2017-10-11 02:50:00	ES	Futures	2787.56	2787.84	2787.56	2787.56	53.0
2017-10-11 02:55:00	ES	Futures	2787.56	2788.11	2787.56	2787.84	486.0
2017-10-11 03:00:00	ES	Futures	2788.11	2788.11	2787.29	2787.29	1379.0
2017-10-11 03:05:00	ES	Futures	2787.29	2787.84	2787.02	2787.29	2146.0
2017-10-11 03:10:00	ES	Futures	2787.56	2787.84	2787.02	2787.84	1314.0
2017-10-11 03:15:00	ES	Futures	2787.56	2787.56	2786.19	2786.47	1527.0
2017-10-11 03:20:00	ES	Futures	2786.74	2786.74	2785.92	2786.19	1204.0
2017-10-11 03:25:00	ES	Futures	2786.47	2786.74	2785.92	2786.19	1320.0
2017-10-11 03:30:00	ES	Futures	2786.47	2787.02	2786.19	2786.47	998.0
2017-10-11 03:35:00	ES	Futures	2786.47	2786.74	2785.92	2786.47	790.0
2017-10-11 03:40:00	ES	Futures	2786.19	2786.47	2785.65	2785.65	915.0
2017-10-11 03:45:00	ES	Futures	2785.65	2785.65	2784.83	2785.1	1954.0
2017-10-11 03:50:00	ES	Futures	2785.37	2785.65	2785.1	2785.1	773.0
2017-10-11 03:55:00	ES	Futures	2785.1	2785.65	2784.83	2785.37	648.0
2017-10-11 04:00:00	ES	Futures	2785.37	2786.19	2785.37	2785.92	412.0
2017-10-11 04:05:00	ES	Futures	2785.92	2786.47	2785.92	2786.19	1466.0

> showing 50 of 15,242 rows — these rows as CSV

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