PREVIEW / futures_5min / 2017-10-18

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-18.parquet
  size:    224 KB
  rows:    15,353

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
2017-10-18 00:00:00	ES	Futures	2798.78	2799.05	2798.5	2798.78	326.0
2017-10-18 00:05:00	ES	Futures	2798.78	2798.78	2798.5	2798.78	33.0
2017-10-18 00:10:00	ES	Futures	2798.78	2799.05	2798.5	2799.05	160.0
2017-10-18 00:15:00	ES	Futures	2799.05	2799.05	2798.78	2799.05	126.0
2017-10-18 00:20:00	ES	Futures	2798.78	2799.05	2798.5	2798.78	269.0
2017-10-18 00:25:00	ES	Futures	2798.78	2798.78	2798.5	2798.5	16.0
2017-10-18 00:30:00	ES	Futures	2798.78	2798.78	2798.5	2798.78	168.0
2017-10-18 00:35:00	ES	Futures	2798.78	2798.78	2798.5	2798.5	33.0
2017-10-18 00:40:00	ES	Futures	2798.78	2798.78	2798.5	2798.5	14.0
2017-10-18 00:45:00	ES	Futures	2798.78	2798.78	2798.5	2798.78	304.0
2017-10-18 00:50:00	ES	Futures	2798.5	2798.78	2798.5	2798.78	97.0
2017-10-18 00:55:00	ES	Futures	2798.5	2798.78	2798.5	2798.5	138.0
2017-10-18 01:00:00	ES	Futures	2798.78	2798.78	2798.5	2798.78	406.0
2017-10-18 01:05:00	ES	Futures	2798.78	2798.78	2798.5	2798.5	200.0
2017-10-18 01:10:00	ES	Futures	2798.5	2799.05	2798.5	2798.78	410.0
2017-10-18 01:15:00	ES	Futures	2799.05	2799.05	2798.78	2799.05	193.0
2017-10-18 01:20:00	ES	Futures	2799.05	2799.05	2798.78	2799.05	335.0
2017-10-18 01:25:00	ES	Futures	2798.78	2799.33	2798.78	2799.05	542.0
2017-10-18 01:30:00	ES	Futures	2799.05	2799.33	2799.05	2799.05	485.0
2017-10-18 01:35:00	ES	Futures	2799.05	2799.05	2798.5	2798.78	298.0
2017-10-18 01:40:00	ES	Futures	2798.78	2799.05	2798.5	2798.78	223.0
2017-10-18 01:45:00	ES	Futures	2799.05	2799.05	2798.78	2799.05	54.0
2017-10-18 01:50:00	ES	Futures	2798.78	2799.05	2798.5	2798.78	168.0
2017-10-18 01:55:00	ES	Futures	2798.5	2798.78	2798.5	2798.5	57.0
2017-10-18 02:00:00	ES	Futures	2798.78	2798.78	2798.5	2798.5	708.0
2017-10-18 02:05:00	ES	Futures	2798.78	2798.78	2798.23	2798.5	386.0
2017-10-18 02:10:00	ES	Futures	2798.5	2798.5	2797.96	2797.96	272.0
2017-10-18 02:15:00	ES	Futures	2797.96	2798.5	2797.96	2798.23	512.0
2017-10-18 02:20:00	ES	Futures	2798.23	2798.5	2797.96	2798.5	817.0
2017-10-18 02:25:00	ES	Futures	2798.5	2798.5	2798.23	2798.5	348.0
2017-10-18 02:30:00	ES	Futures	2798.5	2798.5	2798.23	2798.5	275.0
2017-10-18 02:35:00	ES	Futures	2798.5	2798.78	2798.23	2798.23	128.0
2017-10-18 02:40:00	ES	Futures	2798.5	2798.5	2798.23	2798.23	679.0
2017-10-18 02:45:00	ES	Futures	2798.23	2798.5	2798.23	2798.23	68.0
2017-10-18 02:50:00	ES	Futures	2798.23	2798.78	2798.23	2798.5	159.0
2017-10-18 02:55:00	ES	Futures	2798.5	2798.78	2798.5	2798.5	309.0
2017-10-18 03:00:00	ES	Futures	2798.5	2798.78	2798.23	2798.5	951.0
2017-10-18 03:05:00	ES	Futures	2798.23	2798.23	2797.96	2797.96	817.0
2017-10-18 03:10:00	ES	Futures	2798.23	2798.23	2797.96	2797.96	423.0
2017-10-18 03:15:00	ES	Futures	2797.96	2798.78	2797.68	2798.23	1142.0
2017-10-18 03:20:00	ES	Futures	2798.23	2798.5	2798.23	2798.23	419.0
2017-10-18 03:25:00	ES	Futures	2798.5	2798.78	2798.23	2798.5	857.0
2017-10-18 03:30:00	ES	Futures	2798.5	2798.78	2798.5	2798.78	1020.0
2017-10-18 03:35:00	ES	Futures	2798.5	2799.05	2798.5	2798.78	326.0
2017-10-18 03:40:00	ES	Futures	2798.78	2799.05	2798.5	2798.78	655.0
2017-10-18 03:45:00	ES	Futures	2798.78	2799.05	2798.23	2798.78	417.0
2017-10-18 03:50:00	ES	Futures	2798.78	2798.78	2798.23	2798.5	193.0
2017-10-18 03:55:00	ES	Futures	2798.23	2798.78	2798.23	2798.5	635.0
2017-10-18 04:00:00	ES	Futures	2798.23	2798.78	2798.23	2798.78	534.0
2017-10-18 04:05:00	ES	Futures	2798.5	2798.78	2798.5	2798.78	350.0

> showing 50 of 15,353 rows — these rows as CSV

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