PREVIEW / futures_5min / 2017-10-22

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-22.parquet
  size:    48 KB
  rows:    2,712

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
2017-10-22 18:00:00	ES	Futures	2815.19	2818.2	2814.92	2817.93	3480.0
2017-10-22 18:05:00	ES	Futures	2817.93	2819.29	2817.65	2819.02	2623.0
2017-10-22 18:10:00	ES	Futures	2819.02	2819.29	2817.93	2818.2	1042.0
2017-10-22 18:15:00	ES	Futures	2818.2	2818.75	2817.93	2817.93	538.0
2017-10-22 18:20:00	ES	Futures	2818.2	2818.2	2817.93	2818.2	152.0
2017-10-22 18:25:00	ES	Futures	2818.2	2818.47	2818.2	2818.47	365.0
2017-10-22 18:30:00	ES	Futures	2818.47	2818.47	2818.2	2818.2	119.0
2017-10-22 18:35:00	ES	Futures	2818.47	2818.47	2818.2	2818.2	108.0
2017-10-22 18:40:00	ES	Futures	2818.2	2818.47	2818.2	2818.2	152.0
2017-10-22 18:45:00	ES	Futures	2818.47	2818.47	2818.2	2818.2	45.0
2017-10-22 18:50:00	ES	Futures	2818.2	2818.47	2818.2	2818.2	242.0
2017-10-22 18:55:00	ES	Futures	2818.2	2818.47	2817.93	2817.93	153.0
2017-10-22 19:00:00	ES	Futures	2817.93	2818.2	2817.93	2818.2	244.0
2017-10-22 19:05:00	ES	Futures	2817.93	2818.2	2817.65	2817.93	183.0
2017-10-22 19:10:00	ES	Futures	2818.2	2818.2	2817.93	2817.93	401.0
2017-10-22 19:15:00	ES	Futures	2817.93	2818.2	2817.93	2818.2	38.0
2017-10-22 19:20:00	ES	Futures	2818.2	2818.47	2818.2	2818.2	235.0
2017-10-22 19:25:00	ES	Futures	2818.47	2818.47	2817.93	2818.47	220.0
2017-10-22 19:30:00	ES	Futures	2818.47	2818.75	2818.2	2818.75	336.0
2017-10-22 19:35:00	ES	Futures	2818.47	2819.02	2818.47	2818.75	367.0
2017-10-22 19:40:00	ES	Futures	2819.02	2819.02	2818.75	2818.75	542.0
2017-10-22 19:45:00	ES	Futures	2818.75	2819.02	2818.2	2818.75	1428.0
2017-10-22 19:50:00	ES	Futures	2819.02	2820.12	2818.75	2819.84	1381.0
2017-10-22 19:55:00	ES	Futures	2819.57	2819.84	2818.75	2818.75	503.0
2017-10-22 20:00:00	ES	Futures	2818.75	2818.75	2817.65	2817.65	2025.0
2017-10-22 20:05:00	ES	Futures	2817.65	2818.47	2817.38	2817.93	1604.0
2017-10-22 20:10:00	ES	Futures	2818.2	2818.2	2817.65	2817.65	803.0
2017-10-22 20:15:00	ES	Futures	2817.65	2818.47	2817.65	2818.47	365.0
2017-10-22 20:20:00	ES	Futures	2818.47	2819.02	2817.65	2818.2	1238.0
2017-10-22 20:25:00	ES	Futures	2818.2	2818.75	2817.93	2818.75	369.0
2017-10-22 20:30:00	ES	Futures	2818.75	2818.75	2817.65	2817.65	939.0
2017-10-22 20:35:00	ES	Futures	2817.65	2818.47	2817.38	2818.47	396.0
2017-10-22 20:40:00	ES	Futures	2818.2	2818.47	2818.2	2818.2	275.0
2017-10-22 20:45:00	ES	Futures	2818.2	2819.02	2818.2	2819.02	696.0
2017-10-22 20:50:00	ES	Futures	2819.02	2819.29	2818.2	2818.47	322.0
2017-10-22 20:55:00	ES	Futures	2818.47	2818.75	2817.93	2818.47	731.0
2017-10-22 21:00:00	ES	Futures	2818.47	2818.75	2818.2	2818.75	400.0
2017-10-22 21:05:00	ES	Futures	2818.47	2818.75	2818.2	2818.2	207.0
2017-10-22 21:10:00	ES	Futures	2818.2	2818.47	2818.2	2818.2	559.0
2017-10-22 21:15:00	ES	Futures	2818.47	2818.47	2818.2	2818.2	622.0
2017-10-22 21:20:00	ES	Futures	2818.47	2819.02	2818.47	2818.47	750.0
2017-10-22 21:25:00	ES	Futures	2818.75	2818.75	2818.2	2818.47	110.0
2017-10-22 21:30:00	ES	Futures	2818.47	2818.75	2818.2	2818.75	675.0
2017-10-22 21:35:00	ES	Futures	2818.75	2818.75	2817.93	2818.2	649.0
2017-10-22 21:40:00	ES	Futures	2817.93	2818.75	2817.93	2818.75	1021.0
2017-10-22 21:45:00	ES	Futures	2818.47	2818.75	2817.65	2817.93	1327.0
2017-10-22 21:50:00	ES	Futures	2817.65	2817.93	2817.38	2817.38	1301.0
2017-10-22 21:55:00	ES	Futures	2817.38	2817.65	2817.11	2817.11	970.0
2017-10-22 22:00:00	ES	Futures	2817.38	2817.93	2817.38	2817.38	1038.0
2017-10-22 22:05:00	ES	Futures	2817.65	2818.2	2817.38	2817.38	827.0

> showing 50 of 2,712 rows — these rows as CSV

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