PREVIEW / futures_5min / 2017-10-13

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-13.parquet
  size:    197 KB
  rows:    12,767

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
2017-10-13 00:00:00	ES	Futures	2790.3	2790.57	2790.02	2790.57	444.0
2017-10-13 00:05:00	ES	Futures	2790.57	2790.57	2790.3	2790.57	880.0
2017-10-13 00:10:00	ES	Futures	2790.57	2790.84	2790.3	2790.84	729.0
2017-10-13 00:15:00	ES	Futures	2790.84	2790.84	2790.3	2790.57	241.0
2017-10-13 00:20:00	ES	Futures	2790.3	2790.57	2790.02	2790.02	267.0
2017-10-13 00:25:00	ES	Futures	2790.3	2790.3	2790.02	2790.02	8.0
2017-10-13 00:30:00	ES	Futures	2790.3	2790.57	2790.3	2790.57	72.0
2017-10-13 00:35:00	ES	Futures	2790.57	2790.57	2790.57	2790.57	115.0
2017-10-13 00:40:00	ES	Futures	2790.3	2790.57	2790.3	2790.3	11.0
2017-10-13 00:45:00	ES	Futures	2790.57	2790.57	2790.3	2790.57	16.0
2017-10-13 00:50:00	ES	Futures	2790.57	2790.57	2790.3	2790.57	99.0
2017-10-13 00:55:00	ES	Futures	2790.57	2790.84	2790.3	2790.57	267.0
2017-10-13 01:00:00	ES	Futures	2790.57	2790.84	2790.3	2790.57	459.0
2017-10-13 01:05:00	ES	Futures	2790.3	2790.57	2789.75	2790.02	847.0
2017-10-13 01:10:00	ES	Futures	2789.75	2790.02	2789.75	2789.75	193.0
2017-10-13 01:15:00	ES	Futures	2790.02	2790.02	2790.02	2790.02	353.0
2017-10-13 01:20:00	ES	Futures	2790.02	2790.02	2790.02	2790.02	219.0
2017-10-13 01:25:00	ES	Futures	2790.02	2790.02	2789.75	2790.02	13.0
2017-10-13 01:30:00	ES	Futures	2790.02	2790.02	2789.75	2789.75	57.0
2017-10-13 01:35:00	ES	Futures	2790.02	2790.02	2789.75	2789.75	20.0
2017-10-13 01:40:00	ES	Futures	2790.02	2790.02	2789.75	2789.75	31.0
2017-10-13 01:45:00	ES	Futures	2790.02	2790.57	2789.75	2790.3	721.0
2017-10-13 01:50:00	ES	Futures	2790.3	2790.3	2790.02	2790.02	130.0
2017-10-13 01:55:00	ES	Futures	2789.75	2790.3	2789.75	2790.02	389.0
2017-10-13 02:00:00	ES	Futures	2790.02	2790.3	2789.75	2790.02	563.0
2017-10-13 02:05:00	ES	Futures	2790.02	2790.57	2790.02	2790.3	573.0
2017-10-13 02:10:00	ES	Futures	2790.3	2790.57	2789.75	2789.75	387.0
2017-10-13 02:15:00	ES	Futures	2789.75	2790.02	2789.48	2789.48	229.0
2017-10-13 02:20:00	ES	Futures	2789.48	2789.75	2789.48	2789.48	363.0
2017-10-13 02:25:00	ES	Futures	2789.75	2789.75	2789.48	2789.75	282.0
2017-10-13 02:30:00	ES	Futures	2789.75	2789.75	2789.48	2789.48	181.0
2017-10-13 02:35:00	ES	Futures	2789.48	2789.48	2788.93	2789.2	794.0
2017-10-13 02:40:00	ES	Futures	2789.2	2789.2	2788.93	2788.93	232.0
2017-10-13 02:45:00	ES	Futures	2789.2	2789.48	2788.93	2789.48	305.0
2017-10-13 02:50:00	ES	Futures	2789.2	2789.75	2789.2	2789.48	268.0
2017-10-13 02:55:00	ES	Futures	2789.75	2789.75	2789.2	2789.48	365.0
2017-10-13 03:00:00	ES	Futures	2789.75	2790.02	2789.2	2789.48	2490.0
2017-10-13 03:05:00	ES	Futures	2789.75	2789.75	2789.2	2789.2	1804.0
2017-10-13 03:10:00	ES	Futures	2788.93	2789.48	2788.93	2789.2	1167.0
2017-10-13 03:15:00	ES	Futures	2789.2	2789.2	2788.38	2788.66	1000.0
2017-10-13 03:20:00	ES	Futures	2788.66	2789.2	2788.38	2789.2	1368.0
2017-10-13 03:25:00	ES	Futures	2788.93	2789.2	2788.38	2788.93	1594.0
2017-10-13 03:30:00	ES	Futures	2789.2	2789.48	2788.66	2789.2	1523.0
2017-10-13 03:35:00	ES	Futures	2789.2	2789.48	2788.93	2789.2	1292.0
2017-10-13 03:40:00	ES	Futures	2789.2	2790.02	2789.2	2789.48	863.0
2017-10-13 03:45:00	ES	Futures	2789.75	2790.02	2789.48	2790.02	1191.0
2017-10-13 03:50:00	ES	Futures	2789.75	2790.02	2789.48	2789.75	662.0
2017-10-13 03:55:00	ES	Futures	2790.02	2790.3	2788.93	2789.2	1419.0
2017-10-13 04:00:00	ES	Futures	2789.2	2789.2	2788.93	2788.93	1133.0
2017-10-13 04:05:00	ES	Futures	2788.93	2789.48	2788.93	2789.2	649.0

> showing 50 of 12,767 rows — these rows as CSV

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