PREVIEW / futures_5min / 2017-10-20

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-20.parquet
  size:    204 KB
  rows:    12,984

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
2017-10-20 00:00:00	ES	Futures	2810.27	2810.54	2810.27	2810.54	256.0
2017-10-20 00:05:00	ES	Futures	2810.27	2810.54	2809.99	2809.99	151.0
2017-10-20 00:10:00	ES	Futures	2810.27	2810.27	2809.99	2810.27	57.0
2017-10-20 00:15:00	ES	Futures	2810.27	2810.27	2809.72	2809.99	311.0
2017-10-20 00:20:00	ES	Futures	2809.72	2810.27	2809.72	2810.27	195.0
2017-10-20 00:25:00	ES	Futures	2809.99	2810.27	2809.45	2809.45	2375.0
2017-10-20 00:30:00	ES	Futures	2809.45	2809.72	2808.63	2808.9	1492.0
2017-10-20 00:35:00	ES	Futures	2808.9	2809.45	2808.9	2809.17	433.0
2017-10-20 00:40:00	ES	Futures	2809.45	2809.45	2808.9	2808.9	754.0
2017-10-20 00:45:00	ES	Futures	2808.63	2808.9	2808.63	2808.9	540.0
2017-10-20 00:50:00	ES	Futures	2808.63	2809.45	2808.63	2808.9	647.0
2017-10-20 00:55:00	ES	Futures	2808.9	2809.17	2808.9	2808.9	171.0
2017-10-20 01:00:00	ES	Futures	2809.17	2809.17	2808.35	2808.35	612.0
2017-10-20 01:05:00	ES	Futures	2808.63	2808.63	2807.81	2808.08	892.0
2017-10-20 01:10:00	ES	Futures	2808.08	2808.35	2807.81	2808.35	444.0
2017-10-20 01:15:00	ES	Futures	2808.08	2808.35	2808.08	2808.35	144.0
2017-10-20 01:20:00	ES	Futures	2808.35	2808.9	2808.08	2808.63	984.0
2017-10-20 01:25:00	ES	Futures	2808.35	2808.9	2808.35	2808.63	264.0
2017-10-20 01:30:00	ES	Futures	2808.35	2808.9	2808.35	2808.9	161.0
2017-10-20 01:35:00	ES	Futures	2808.9	2809.17	2808.35	2808.63	418.0
2017-10-20 01:40:00	ES	Futures	2808.63	2808.9	2808.35	2808.63	793.0
2017-10-20 01:45:00	ES	Futures	2808.63	2809.17	2808.35	2808.63	1027.0
2017-10-20 01:50:00	ES	Futures	2808.35	2808.35	2808.08	2808.35	657.0
2017-10-20 01:55:00	ES	Futures	2808.35	2808.63	2808.08	2808.35	260.0
2017-10-20 02:00:00	ES	Futures	2808.35	2808.63	2807.53	2807.53	1140.0
2017-10-20 02:05:00	ES	Futures	2807.53	2808.9	2807.53	2808.63	1256.0
2017-10-20 02:10:00	ES	Futures	2808.63	2808.9	2808.35	2808.9	327.0
2017-10-20 02:15:00	ES	Futures	2808.63	2808.9	2808.35	2808.35	568.0
2017-10-20 02:20:00	ES	Futures	2808.63	2808.9	2808.35	2808.9	961.0
2017-10-20 02:25:00	ES	Futures	2808.9	2809.17	2808.63	2808.63	683.0
2017-10-20 02:30:00	ES	Futures	2808.9	2809.99	2808.63	2809.45	970.0
2017-10-20 02:35:00	ES	Futures	2809.45	2809.72	2809.45	2809.72	1050.0
2017-10-20 02:40:00	ES	Futures	2809.45	2809.72	2809.45	2809.45	883.0
2017-10-20 02:45:00	ES	Futures	2809.45	2809.99	2809.45	2809.72	769.0
2017-10-20 02:50:00	ES	Futures	2809.45	2810.54	2809.45	2810.27	1355.0
2017-10-20 02:55:00	ES	Futures	2809.99	2810.54	2809.99	2809.99	778.0
2017-10-20 03:00:00	ES	Futures	2809.99	2810.81	2809.72	2809.99	4477.0
2017-10-20 03:05:00	ES	Futures	2810.27	2810.27	2809.17	2809.72	6794.0
2017-10-20 03:10:00	ES	Futures	2809.72	2809.99	2809.45	2809.45	1963.0
2017-10-20 03:15:00	ES	Futures	2809.45	2809.45	2808.63	2808.9	1489.0
2017-10-20 03:20:00	ES	Futures	2808.9	2809.17	2808.35	2808.63	830.0
2017-10-20 03:25:00	ES	Futures	2808.35	2808.63	2807.53	2808.08	2778.0
2017-10-20 03:30:00	ES	Futures	2808.08	2808.63	2808.08	2808.35	1019.0
2017-10-20 03:35:00	ES	Futures	2808.35	2809.45	2808.35	2809.17	1888.0
2017-10-20 03:40:00	ES	Futures	2809.17	2809.72	2808.9	2809.72	955.0
2017-10-20 03:45:00	ES	Futures	2809.45	2809.72	2808.35	2808.9	1247.0
2017-10-20 03:50:00	ES	Futures	2808.63	2809.17	2808.35	2808.9	2813.0
2017-10-20 03:55:00	ES	Futures	2808.9	2808.9	2808.63	2808.63	603.0
2017-10-20 04:00:00	ES	Futures	2808.63	2809.45	2808.63	2808.9	1323.0
2017-10-20 04:05:00	ES	Futures	2809.17	2809.45	2808.9	2808.9	1682.0

> showing 50 of 12,984 rows — these rows as CSV

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