PREVIEW / futures_5min / 2017-10-12

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-12.parquet
  size:    218 KB
  rows:    15,143

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
2017-10-12 00:00:00	ES	Futures	2791.94	2792.21	2791.94	2791.94	278.0
2017-10-12 00:05:00	ES	Futures	2791.94	2792.21	2791.94	2791.94	140.0
2017-10-12 00:10:00	ES	Futures	2791.94	2791.94	2791.67	2791.67	102.0
2017-10-12 00:15:00	ES	Futures	2791.94	2792.21	2791.67	2791.94	101.0
2017-10-12 00:20:00	ES	Futures	2792.21	2792.21	2791.94	2791.94	12.0
2017-10-12 00:25:00	ES	Futures	2791.94	2792.21	2791.94	2791.94	38.0
2017-10-12 00:30:00	ES	Futures	2791.94	2792.21	2791.94	2792.21	55.0
2017-10-12 00:35:00	ES	Futures	2792.21	2792.21	2791.94	2792.21	158.0
2017-10-12 00:40:00	ES	Futures	2791.94	2792.21	2791.94	2791.94	205.0
2017-10-12 00:45:00	ES	Futures	2791.94	2791.94	2791.67	2791.67	178.0
2017-10-12 00:50:00	ES	Futures	2791.39	2791.94	2791.39	2791.67	484.0
2017-10-12 00:55:00	ES	Futures	2791.67	2791.94	2791.39	2791.67	181.0
2017-10-12 01:00:00	ES	Futures	2791.67	2791.67	2791.67	2791.67	467.0
2017-10-12 01:05:00	ES	Futures	2791.39	2791.67	2791.39	2791.67	456.0
2017-10-12 01:10:00	ES	Futures	2791.67	2791.67	2791.39	2791.39	298.0
2017-10-12 01:15:00	ES	Futures	2791.39	2791.39	2791.12	2791.12	45.0
2017-10-12 01:20:00	ES	Futures	2791.12	2791.39	2790.84	2790.84	640.0
2017-10-12 01:25:00	ES	Futures	2791.12	2791.12	2790.57	2790.57	432.0
2017-10-12 01:30:00	ES	Futures	2790.57	2790.84	2789.75	2790.3	2412.0
2017-10-12 01:35:00	ES	Futures	2790.02	2790.57	2790.02	2790.3	441.0
2017-10-12 01:40:00	ES	Futures	2790.57	2790.84	2790.3	2790.3	401.0
2017-10-12 01:45:00	ES	Futures	2790.3	2790.84	2790.3	2790.57	141.0
2017-10-12 01:50:00	ES	Futures	2790.84	2791.12	2790.57	2791.12	142.0
2017-10-12 01:55:00	ES	Futures	2791.12	2791.12	2790.84	2791.12	360.0
2017-10-12 02:00:00	ES	Futures	2791.12	2791.12	2790.3	2790.84	850.0
2017-10-12 02:05:00	ES	Futures	2791.12	2791.67	2791.12	2791.67	602.0
2017-10-12 02:10:00	ES	Futures	2791.39	2791.94	2791.39	2791.67	617.0
2017-10-12 02:15:00	ES	Futures	2791.67	2791.67	2791.39	2791.39	48.0
2017-10-12 02:20:00	ES	Futures	2791.67	2791.94	2791.39	2791.67	746.0
2017-10-12 02:25:00	ES	Futures	2791.94	2791.94	2791.67	2791.94	155.0
2017-10-12 02:30:00	ES	Futures	2791.67	2792.21	2791.67	2791.94	1081.0
2017-10-12 02:35:00	ES	Futures	2792.21	2792.21	2791.94	2791.94	186.0
2017-10-12 02:40:00	ES	Futures	2791.94	2792.21	2791.94	2791.94	190.0
2017-10-12 02:45:00	ES	Futures	2791.94	2792.21	2791.67	2791.94	608.0
2017-10-12 02:50:00	ES	Futures	2791.67	2791.94	2791.67	2791.67	29.0
2017-10-12 02:55:00	ES	Futures	2791.67	2791.94	2791.39	2791.67	569.0
2017-10-12 03:00:00	ES	Futures	2791.67	2791.94	2791.12	2791.94	2364.0
2017-10-12 03:05:00	ES	Futures	2791.94	2791.94	2791.12	2791.39	1943.0
2017-10-12 03:10:00	ES	Futures	2791.39	2791.67	2790.84	2790.84	1398.0
2017-10-12 03:15:00	ES	Futures	2791.12	2791.39	2790.84	2791.12	1012.0
2017-10-12 03:20:00	ES	Futures	2791.12	2791.39	2790.57	2790.57	838.0
2017-10-12 03:25:00	ES	Futures	2790.57	2790.84	2790.3	2790.3	1094.0
2017-10-12 03:30:00	ES	Futures	2790.57	2790.84	2790.3	2790.3	594.0
2017-10-12 03:35:00	ES	Futures	2790.3	2790.84	2790.3	2790.3	1104.0
2017-10-12 03:40:00	ES	Futures	2790.3	2790.84	2790.3	2790.84	751.0
2017-10-12 03:45:00	ES	Futures	2790.84	2790.84	2789.75	2790.02	1348.0
2017-10-12 03:50:00	ES	Futures	2790.3	2790.3	2789.75	2790.02	600.0
2017-10-12 03:55:00	ES	Futures	2790.02	2790.57	2790.02	2790.02	780.0
2017-10-12 04:00:00	ES	Futures	2790.3	2790.84	2790.02	2790.57	576.0
2017-10-12 04:05:00	ES	Futures	2790.57	2790.84	2790.3	2790.57	900.0

> showing 50 of 15,143 rows — these rows as CSV

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