PREVIEW / futures_5min / 2017-10-15

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-15.parquet
  size:    45 KB
  rows:    2,680

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
2017-10-15 18:00:00	ES	Futures	2792.76	2794.95	2792.76	2794.67	1921.0
2017-10-15 18:05:00	ES	Futures	2794.67	2795.5	2794.67	2795.22	1558.0
2017-10-15 18:10:00	ES	Futures	2794.95	2796.04	2794.95	2796.04	1352.0
2017-10-15 18:15:00	ES	Futures	2795.77	2796.04	2795.5	2795.5	302.0
2017-10-15 18:20:00	ES	Futures	2795.5	2795.77	2795.5	2795.5	149.0
2017-10-15 18:25:00	ES	Futures	2795.5	2795.77	2795.5	2795.5	190.0
2017-10-15 18:30:00	ES	Futures	2795.5	2795.77	2795.5	2795.5	542.0
2017-10-15 18:35:00	ES	Futures	2795.5	2795.77	2795.5	2795.77	90.0
2017-10-15 18:40:00	ES	Futures	2795.77	2795.77	2795.5	2795.5	71.0
2017-10-15 18:45:00	ES	Futures	2795.77	2795.77	2795.5	2795.5	40.0
2017-10-15 18:50:00	ES	Futures	2795.77	2795.77	2795.5	2795.5	98.0
2017-10-15 18:55:00	ES	Futures	2795.77	2795.77	2795.5	2795.77	47.0
2017-10-15 19:00:00	ES	Futures	2795.77	2795.77	2795.22	2795.22	244.0
2017-10-15 19:05:00	ES	Futures	2795.5	2795.5	2795.22	2795.22	175.0
2017-10-15 19:10:00	ES	Futures	2795.5	2795.5	2795.22	2795.5	88.0
2017-10-15 19:15:00	ES	Futures	2795.5	2795.5	2795.22	2795.5	22.0
2017-10-15 19:20:00	ES	Futures	2795.22	2795.5	2795.22	2795.5	60.0
2017-10-15 19:25:00	ES	Futures	2795.5	2795.5	2795.22	2795.22	34.0
2017-10-15 19:30:00	ES	Futures	2795.22	2795.5	2795.22	2795.5	86.0
2017-10-15 19:35:00	ES	Futures	2795.5	2795.5	2795.22	2795.5	67.0
2017-10-15 19:40:00	ES	Futures	2795.22	2795.5	2795.22	2795.5	120.0
2017-10-15 19:45:00	ES	Futures	2795.22	2795.5	2795.22	2795.22	130.0
2017-10-15 19:50:00	ES	Futures	2795.22	2795.5	2794.95	2794.95	343.0
2017-10-15 19:55:00	ES	Futures	2795.22	2795.22	2794.67	2794.95	121.0
2017-10-15 20:00:00	ES	Futures	2794.95	2795.22	2794.67	2794.67	894.0
2017-10-15 20:05:00	ES	Futures	2794.95	2795.22	2794.4	2795.22	678.0
2017-10-15 20:10:00	ES	Futures	2795.22	2795.5	2794.95	2795.22	687.0
2017-10-15 20:15:00	ES	Futures	2795.22	2795.22	2794.4	2794.67	457.0
2017-10-15 20:20:00	ES	Futures	2794.67	2794.95	2794.67	2794.67	164.0
2017-10-15 20:25:00	ES	Futures	2794.95	2794.95	2794.67	2794.67	236.0
2017-10-15 20:30:00	ES	Futures	2794.67	2795.22	2794.67	2795.22	121.0
2017-10-15 20:35:00	ES	Futures	2795.22	2795.77	2794.95	2795.77	492.0
2017-10-15 20:40:00	ES	Futures	2795.5	2796.04	2795.5	2795.77	883.0
2017-10-15 20:45:00	ES	Futures	2795.77	2795.77	2795.5	2795.5	180.0
2017-10-15 20:50:00	ES	Futures	2795.77	2796.04	2795.5	2796.04	272.0
2017-10-15 20:55:00	ES	Futures	2796.04	2796.32	2795.77	2796.04	1454.0
2017-10-15 21:00:00	ES	Futures	2796.04	2796.04	2795.5	2796.04	440.0
2017-10-15 21:05:00	ES	Futures	2795.77	2795.77	2795.22	2795.77	598.0
2017-10-15 21:10:00	ES	Futures	2795.5	2795.77	2795.5	2795.5	260.0
2017-10-15 21:15:00	ES	Futures	2795.77	2795.77	2795.22	2795.77	668.0
2017-10-15 21:20:00	ES	Futures	2795.77	2795.77	2795.22	2795.22	163.0
2017-10-15 21:25:00	ES	Futures	2795.22	2795.5	2795.22	2795.22	64.0
2017-10-15 21:30:00	ES	Futures	2795.22	2795.5	2795.22	2795.22	590.0
2017-10-15 21:35:00	ES	Futures	2795.22	2795.5	2795.22	2795.22	214.0
2017-10-15 21:40:00	ES	Futures	2795.22	2795.5	2794.95	2794.95	314.0
2017-10-15 21:45:00	ES	Futures	2795.22	2795.5	2795.22	2795.5	319.0
2017-10-15 21:50:00	ES	Futures	2795.77	2795.77	2795.5	2795.77	69.0
2017-10-15 21:55:00	ES	Futures	2795.77	2795.77	2795.5	2795.5	15.0
2017-10-15 22:00:00	ES	Futures	2795.77	2795.77	2795.5	2795.77	325.0
2017-10-15 22:05:00	ES	Futures	2795.5	2796.04	2795.5	2795.77	531.0

> showing 50 of 2,680 rows — these rows as CSV

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