PREVIEW / futures_5min / 2017-10-17

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-17.parquet
  size:    216 KB
  rows:    15,211

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
2017-10-17 00:00:00	ES	Futures	2796.86	2796.86	2796.59	2796.59	126.0
2017-10-17 00:05:00	ES	Futures	2796.86	2797.14	2796.86	2796.86	117.0
2017-10-17 00:10:00	ES	Futures	2797.14	2797.14	2796.86	2796.86	17.0
2017-10-17 00:15:00	ES	Futures	2796.86	2797.14	2796.86	2797.14	10.0
2017-10-17 00:20:00	ES	Futures	2797.14	2797.14	2796.86	2797.14	259.0
2017-10-17 00:25:00	ES	Futures	2797.41	2797.41	2797.14	2797.14	181.0
2017-10-17 00:30:00	ES	Futures	2797.14	2797.41	2797.14	2797.14	16.0
2017-10-17 00:35:00	ES	Futures	2797.14	2797.41	2797.14	2797.41	168.0
2017-10-17 00:40:00	ES	Futures	2797.14	2797.14	2796.86	2797.14	164.0
2017-10-17 00:45:00	ES	Futures	2796.86	2796.86	2796.59	2796.86	197.0
2017-10-17 00:50:00	ES	Futures	2796.86	2796.86	2796.86	2796.86	51.0
2017-10-17 00:55:00	ES	Futures	2796.86	2796.86	2796.86	2796.86	126.0
2017-10-17 01:00:00	ES	Futures	2796.86	2797.14	2796.86	2796.86	21.0
2017-10-17 01:05:00	ES	Futures	2797.14	2797.41	2796.86	2796.86	543.0
2017-10-17 01:10:00	ES	Futures	2796.86	2797.14	2796.86	2797.14	167.0
2017-10-17 01:15:00	ES	Futures	2797.14	2797.41	2797.14	2797.14	262.0
2017-10-17 01:20:00	ES	Futures	2797.14	2797.14	2796.86	2796.86	8.0
2017-10-17 01:25:00	ES	Futures	2797.14	2797.14	2796.86	2796.86	43.0
2017-10-17 01:30:00	ES	Futures	2796.86	2797.14	2796.86	2796.86	19.0
2017-10-17 01:35:00	ES	Futures	2796.86	2797.14	2796.86	2797.14	39.0
2017-10-17 01:40:00	ES	Futures	2797.14	2797.41	2796.86	2797.41	149.0
2017-10-17 01:45:00	ES	Futures	2797.14	2797.41	2797.14	2797.14	38.0
2017-10-17 01:50:00	ES	Futures	2797.41	2797.41	2797.14	2797.41	229.0
2017-10-17 01:55:00	ES	Futures	2797.14	2797.41	2796.86	2797.14	545.0
2017-10-17 02:00:00	ES	Futures	2797.14	2797.41	2796.86	2797.41	327.0
2017-10-17 02:05:00	ES	Futures	2797.41	2797.41	2796.86	2796.86	372.0
2017-10-17 02:10:00	ES	Futures	2796.86	2797.14	2796.86	2796.86	263.0
2017-10-17 02:15:00	ES	Futures	2796.86	2796.86	2796.59	2796.59	296.0
2017-10-17 02:20:00	ES	Futures	2796.59	2796.59	2796.32	2796.32	113.0
2017-10-17 02:25:00	ES	Futures	2796.59	2796.59	2796.32	2796.32	142.0
2017-10-17 02:30:00	ES	Futures	2796.59	2796.59	2796.32	2796.59	228.0
2017-10-17 02:35:00	ES	Futures	2796.32	2796.59	2796.32	2796.32	19.0
2017-10-17 02:40:00	ES	Futures	2796.32	2796.59	2796.32	2796.32	191.0
2017-10-17 02:45:00	ES	Futures	2796.32	2796.59	2796.32	2796.32	175.0
2017-10-17 02:50:00	ES	Futures	2796.59	2796.86	2796.32	2796.59	283.0
2017-10-17 02:55:00	ES	Futures	2796.59	2796.59	2796.04	2796.04	706.0
2017-10-17 03:00:00	ES	Futures	2796.32	2796.59	2796.04	2796.59	1809.0
2017-10-17 03:05:00	ES	Futures	2796.59	2796.59	2795.77	2796.04	1619.0
2017-10-17 03:10:00	ES	Futures	2796.32	2796.86	2796.04	2796.86	999.0
2017-10-17 03:15:00	ES	Futures	2796.59	2796.86	2796.59	2796.59	1005.0
2017-10-17 03:20:00	ES	Futures	2796.59	2796.59	2796.04	2796.04	821.0
2017-10-17 03:25:00	ES	Futures	2796.32	2796.32	2796.04	2796.32	817.0
2017-10-17 03:30:00	ES	Futures	2796.32	2796.32	2795.5	2795.77	684.0
2017-10-17 03:35:00	ES	Futures	2795.77	2796.04	2795.77	2796.04	442.0
2017-10-17 03:40:00	ES	Futures	2795.77	2796.04	2795.77	2796.04	368.0
2017-10-17 03:45:00	ES	Futures	2795.77	2796.04	2795.77	2795.77	457.0
2017-10-17 03:50:00	ES	Futures	2796.04	2796.32	2795.5	2795.5	1015.0
2017-10-17 03:55:00	ES	Futures	2795.5	2795.77	2795.5	2795.5	175.0
2017-10-17 04:00:00	ES	Futures	2795.5	2796.04	2795.5	2795.77	351.0
2017-10-17 04:05:00	ES	Futures	2795.77	2796.04	2795.5	2795.77	325.0

> showing 50 of 15,211 rows — these rows as CSV

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