PREVIEW / futures_5min / 2017-10-19

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-19.parquet
  size:    251 KB
  rows:    15,781

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
2017-10-19 00:00:00	ES	Futures	2800.15	2800.42	2800.15	2800.15	507.0
2017-10-19 00:05:00	ES	Futures	2800.42	2800.42	2800.15	2800.15	408.0
2017-10-19 00:10:00	ES	Futures	2800.15	2800.42	2799.6	2799.87	653.0
2017-10-19 00:15:00	ES	Futures	2800.15	2800.15	2799.33	2799.6	986.0
2017-10-19 00:20:00	ES	Futures	2799.87	2800.15	2799.6	2799.87	130.0
2017-10-19 00:25:00	ES	Futures	2800.15	2800.15	2799.87	2800.15	292.0
2017-10-19 00:30:00	ES	Futures	2800.42	2800.42	2800.15	2800.15	256.0
2017-10-19 00:35:00	ES	Futures	2800.15	2800.42	2800.15	2800.15	102.0
2017-10-19 00:40:00	ES	Futures	2800.15	2800.42	2800.15	2800.15	250.0
2017-10-19 00:45:00	ES	Futures	2800.42	2800.42	2800.15	2800.15	26.0
2017-10-19 00:50:00	ES	Futures	2800.42	2800.69	2800.42	2800.42	137.0
2017-10-19 00:55:00	ES	Futures	2800.42	2800.69	2800.42	2800.69	206.0
2017-10-19 01:00:00	ES	Futures	2800.42	2800.69	2800.15	2800.15	361.0
2017-10-19 01:05:00	ES	Futures	2800.15	2800.42	2799.6	2799.6	988.0
2017-10-19 01:10:00	ES	Futures	2799.6	2799.87	2799.6	2799.6	322.0
2017-10-19 01:15:00	ES	Futures	2799.87	2800.15	2799.6	2799.6	1023.0
2017-10-19 01:20:00	ES	Futures	2799.87	2799.87	2799.6	2799.6	325.0
2017-10-19 01:25:00	ES	Futures	2799.6	2799.87	2799.33	2799.6	728.0
2017-10-19 01:30:00	ES	Futures	2799.6	2799.87	2799.33	2799.6	330.0
2017-10-19 01:35:00	ES	Futures	2799.87	2799.87	2799.6	2799.6	76.0
2017-10-19 01:40:00	ES	Futures	2799.87	2799.87	2799.6	2799.87	130.0
2017-10-19 01:45:00	ES	Futures	2799.87	2799.87	2799.6	2799.6	73.0
2017-10-19 01:50:00	ES	Futures	2799.6	2799.87	2799.6	2799.6	332.0
2017-10-19 01:55:00	ES	Futures	2799.6	2799.87	2799.33	2799.33	208.0
2017-10-19 02:00:00	ES	Futures	2799.33	2799.87	2799.33	2799.87	455.0
2017-10-19 02:05:00	ES	Futures	2799.6	2799.87	2799.6	2799.87	925.0
2017-10-19 02:10:00	ES	Futures	2799.87	2800.42	2799.6	2800.15	563.0
2017-10-19 02:15:00	ES	Futures	2800.15	2800.15	2799.6	2799.6	314.0
2017-10-19 02:20:00	ES	Futures	2799.6	2799.87	2799.6	2799.87	135.0
2017-10-19 02:25:00	ES	Futures	2799.87	2799.87	2799.6	2799.87	26.0
2017-10-19 02:30:00	ES	Futures	2799.6	2799.87	2799.33	2799.33	239.0
2017-10-19 02:35:00	ES	Futures	2799.33	2799.33	2799.05	2799.05	1613.0
2017-10-19 02:40:00	ES	Futures	2799.05	2799.05	2798.78	2799.05	373.0
2017-10-19 02:45:00	ES	Futures	2799.05	2799.05	2797.41	2797.41	2288.0
2017-10-19 02:50:00	ES	Futures	2797.68	2797.96	2797.14	2797.68	1485.0
2017-10-19 02:55:00	ES	Futures	2797.96	2797.96	2797.41	2797.68	841.0
2017-10-19 03:00:00	ES	Futures	2797.96	2798.5	2797.68	2798.5	2331.0
2017-10-19 03:05:00	ES	Futures	2798.5	2798.5	2797.41	2797.68	2602.0
2017-10-19 03:10:00	ES	Futures	2797.96	2797.96	2797.41	2797.41	1709.0
2017-10-19 03:15:00	ES	Futures	2797.68	2797.96	2796.86	2796.86	1567.0
2017-10-19 03:20:00	ES	Futures	2796.86	2797.41	2796.32	2796.59	1932.0
2017-10-19 03:25:00	ES	Futures	2796.59	2796.86	2794.95	2795.22	6904.0
2017-10-19 03:30:00	ES	Futures	2795.22	2796.04	2794.95	2796.04	1555.0
2017-10-19 03:35:00	ES	Futures	2796.04	2796.04	2794.95	2794.95	1640.0
2017-10-19 03:40:00	ES	Futures	2795.22	2795.22	2793.85	2794.13	4623.0
2017-10-19 03:45:00	ES	Futures	2794.4	2794.4	2793.31	2793.31	2483.0
2017-10-19 03:50:00	ES	Futures	2793.58	2793.58	2791.12	2791.67	7892.0
2017-10-19 03:55:00	ES	Futures	2791.94	2791.94	2786.19	2787.84	14993.0
2017-10-19 04:00:00	ES	Futures	2787.84	2787.84	2782.09	2786.74	26157.0
2017-10-19 04:05:00	ES	Futures	2786.74	2787.02	2783.19	2785.65	9374.0

> showing 50 of 15,781 rows — these rows as CSV

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