PREVIEW / futures_5min / 2017-10-16

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-16.parquet
  size:    219 KB
  rows:    15,313

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
2017-10-16 00:00:00	ES	Futures	2796.32	2796.32	2795.5	2795.5	590.0
2017-10-16 00:05:00	ES	Futures	2795.5	2796.04	2795.5	2796.04	241.0
2017-10-16 00:10:00	ES	Futures	2795.77	2795.77	2795.77	2795.77	215.0
2017-10-16 00:15:00	ES	Futures	2796.04	2796.04	2795.77	2795.77	103.0
2017-10-16 00:20:00	ES	Futures	2796.04	2796.04	2795.77	2795.77	188.0
2017-10-16 00:25:00	ES	Futures	2796.04	2796.04	2795.77	2795.77	57.0
2017-10-16 00:30:00	ES	Futures	2795.5	2795.77	2795.5	2795.77	53.0
2017-10-16 00:35:00	ES	Futures	2795.5	2795.77	2795.5	2795.77	430.0
2017-10-16 00:40:00	ES	Futures	2795.77	2795.77	2795.5	2795.5	11.0
2017-10-16 00:45:00	ES	Futures	2795.5	2795.77	2795.22	2795.22	116.0
2017-10-16 00:50:00	ES	Futures	2795.5	2795.5	2795.22	2795.5	184.0
2017-10-16 00:55:00	ES	Futures	2795.5	2795.77	2795.5	2795.77	273.0
2017-10-16 01:00:00	ES	Futures	2795.77	2795.77	2795.5	2795.77	12.0
2017-10-16 01:05:00	ES	Futures	2795.77	2795.77	2795.5	2795.5	533.0
2017-10-16 01:10:00	ES	Futures	2795.77	2795.77	2795.5	2795.5	79.0
2017-10-16 01:15:00	ES	Futures	2795.77	2795.77	2795.22	2795.5	264.0
2017-10-16 01:20:00	ES	Futures	2795.5	2795.5	2795.22	2795.5	173.0
2017-10-16 01:25:00	ES	Futures	2795.5	2795.5	2795.22	2795.22	50.0
2017-10-16 01:30:00	ES	Futures	2795.5	2795.5	2795.22	2795.5	48.0
2017-10-16 01:35:00	ES	Futures	2795.5	2795.5	2794.67	2794.95	834.0
2017-10-16 01:40:00	ES	Futures	2795.22	2795.22	2794.95	2794.95	546.0
2017-10-16 01:45:00	ES	Futures	2795.22	2795.22	2794.95	2794.95	28.0
2017-10-16 01:50:00	ES	Futures	2795.22	2795.22	2794.95	2795.22	135.0
2017-10-16 01:55:00	ES	Futures	2795.22	2795.22	2794.95	2794.95	425.0
2017-10-16 02:00:00	ES	Futures	2795.22	2795.22	2794.4	2794.4	868.0
2017-10-16 02:05:00	ES	Futures	2794.4	2794.67	2794.4	2794.67	414.0
2017-10-16 02:10:00	ES	Futures	2794.67	2794.67	2794.4	2794.67	941.0
2017-10-16 02:15:00	ES	Futures	2794.67	2794.67	2794.13	2794.4	1328.0
2017-10-16 02:20:00	ES	Futures	2794.4	2794.67	2794.13	2794.67	389.0
2017-10-16 02:25:00	ES	Futures	2794.4	2794.67	2794.4	2794.4	300.0
2017-10-16 02:30:00	ES	Futures	2794.4	2794.4	2793.58	2793.85	622.0
2017-10-16 02:35:00	ES	Futures	2793.85	2794.13	2793.58	2793.85	483.0
2017-10-16 02:40:00	ES	Futures	2794.13	2794.13	2793.85	2793.85	55.0
2017-10-16 02:45:00	ES	Futures	2793.85	2794.13	2793.58	2793.85	626.0
2017-10-16 02:50:00	ES	Futures	2793.58	2794.13	2793.58	2793.85	114.0
2017-10-16 02:55:00	ES	Futures	2794.13	2794.4	2794.13	2794.4	814.0
2017-10-16 03:00:00	ES	Futures	2794.13	2794.4	2793.03	2793.58	3698.0
2017-10-16 03:05:00	ES	Futures	2793.58	2793.58	2792.76	2792.76	1380.0
2017-10-16 03:10:00	ES	Futures	2793.03	2793.03	2792.76	2793.03	733.0
2017-10-16 03:15:00	ES	Futures	2793.03	2793.58	2792.76	2793.58	1147.0
2017-10-16 03:20:00	ES	Futures	2793.58	2793.58	2792.76	2793.31	769.0
2017-10-16 03:25:00	ES	Futures	2793.03	2793.31	2792.49	2793.03	1122.0
2017-10-16 03:30:00	ES	Futures	2793.03	2793.58	2793.03	2793.58	1173.0
2017-10-16 03:35:00	ES	Futures	2793.58	2794.13	2793.31	2793.85	1350.0
2017-10-16 03:40:00	ES	Futures	2793.85	2793.85	2793.31	2793.31	1046.0
2017-10-16 03:45:00	ES	Futures	2793.31	2794.13	2793.31	2793.85	962.0
2017-10-16 03:50:00	ES	Futures	2793.58	2794.13	2793.58	2794.13	697.0
2017-10-16 03:55:00	ES	Futures	2794.13	2794.4	2793.85	2794.13	1111.0
2017-10-16 04:00:00	ES	Futures	2793.85	2794.4	2793.85	2794.13	1011.0
2017-10-16 04:05:00	ES	Futures	2794.13	2794.4	2793.85	2793.85	766.0

> showing 50 of 15,313 rows — these rows as CSV

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