PREVIEW / futures_5min / 2017-10-23

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-23.parquet
  size:    226 KB
  rows:    15,557

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
2017-10-23 00:00:00	ES	Futures	2817.11	2817.65	2817.11	2817.65	291.0
2017-10-23 00:05:00	ES	Futures	2817.65	2817.65	2817.38	2817.65	155.0
2017-10-23 00:10:00	ES	Futures	2817.65	2817.65	2817.11	2817.38	372.0
2017-10-23 00:15:00	ES	Futures	2817.38	2817.38	2817.38	2817.38	167.0
2017-10-23 00:20:00	ES	Futures	2817.38	2817.38	2817.11	2817.38	99.0
2017-10-23 00:25:00	ES	Futures	2817.11	2817.38	2816.83	2817.11	206.0
2017-10-23 00:30:00	ES	Futures	2817.11	2817.11	2816.29	2816.29	545.0
2017-10-23 00:35:00	ES	Futures	2816.29	2816.56	2815.74	2816.01	1310.0
2017-10-23 00:40:00	ES	Futures	2816.29	2816.29	2816.01	2816.01	355.0
2017-10-23 00:45:00	ES	Futures	2816.29	2816.29	2815.47	2815.47	520.0
2017-10-23 00:50:00	ES	Futures	2815.47	2816.01	2815.19	2816.01	1803.0
2017-10-23 00:55:00	ES	Futures	2816.01	2816.01	2815.74	2815.74	23.0
2017-10-23 01:00:00	ES	Futures	2816.01	2816.01	2815.47	2815.47	241.0
2017-10-23 01:05:00	ES	Futures	2815.74	2816.01	2815.74	2815.74	147.0
2017-10-23 01:10:00	ES	Futures	2815.74	2816.01	2815.47	2815.74	70.0
2017-10-23 01:15:00	ES	Futures	2815.47	2815.74	2815.47	2815.74	381.0
2017-10-23 01:20:00	ES	Futures	2815.74	2816.29	2815.74	2816.29	463.0
2017-10-23 01:25:00	ES	Futures	2816.29	2816.29	2816.01	2816.29	248.0
2017-10-23 01:30:00	ES	Futures	2816.29	2816.56	2816.01	2816.29	60.0
2017-10-23 01:35:00	ES	Futures	2816.29	2816.56	2816.01	2816.29	94.0
2017-10-23 01:40:00	ES	Futures	2816.29	2816.29	2816.01	2816.29	26.0
2017-10-23 01:45:00	ES	Futures	2816.29	2816.29	2815.74	2815.74	192.0
2017-10-23 01:50:00	ES	Futures	2815.74	2816.29	2815.74	2816.29	306.0
2017-10-23 01:55:00	ES	Futures	2816.29	2816.56	2816.01	2816.29	196.0
2017-10-23 02:00:00	ES	Futures	2816.01	2816.83	2816.01	2816.29	990.0
2017-10-23 02:05:00	ES	Futures	2816.56	2816.56	2816.29	2816.29	450.0
2017-10-23 02:10:00	ES	Futures	2816.29	2817.11	2816.01	2817.11	918.0
2017-10-23 02:15:00	ES	Futures	2817.11	2817.38	2817.11	2817.11	335.0
2017-10-23 02:20:00	ES	Futures	2817.38	2817.38	2816.83	2816.83	527.0
2017-10-23 02:25:00	ES	Futures	2817.11	2817.11	2816.56	2816.83	458.0
2017-10-23 02:30:00	ES	Futures	2816.56	2817.11	2816.56	2816.83	429.0
2017-10-23 02:35:00	ES	Futures	2816.83	2817.11	2816.83	2816.83	382.0
2017-10-23 02:40:00	ES	Futures	2817.11	2817.11	2816.56	2817.11	597.0
2017-10-23 02:45:00	ES	Futures	2816.83	2817.11	2816.83	2817.11	66.0
2017-10-23 02:50:00	ES	Futures	2817.11	2817.11	2816.56	2816.83	563.0
2017-10-23 02:55:00	ES	Futures	2816.83	2817.11	2816.56	2816.56	463.0
2017-10-23 03:00:00	ES	Futures	2816.83	2817.11	2815.74	2816.01	3089.0
2017-10-23 03:05:00	ES	Futures	2815.74	2816.29	2815.47	2816.01	2998.0
2017-10-23 03:10:00	ES	Futures	2815.74	2816.01	2815.19	2816.01	1442.0
2017-10-23 03:15:00	ES	Futures	2816.01	2816.01	2815.19	2815.47	2115.0
2017-10-23 03:20:00	ES	Futures	2815.47	2815.47	2814.64	2814.92	2196.0
2017-10-23 03:25:00	ES	Futures	2814.92	2815.19	2814.64	2815.19	1615.0
2017-10-23 03:30:00	ES	Futures	2814.92	2816.01	2814.92	2815.47	1956.0
2017-10-23 03:35:00	ES	Futures	2815.74	2815.74	2814.37	2814.92	1540.0
2017-10-23 03:40:00	ES	Futures	2814.92	2815.19	2814.37	2814.37	1207.0
2017-10-23 03:45:00	ES	Futures	2814.64	2815.19	2814.37	2815.19	1164.0
2017-10-23 03:50:00	ES	Futures	2815.19	2815.47	2814.64	2815.19	655.0
2017-10-23 03:55:00	ES	Futures	2815.47	2816.01	2815.19	2815.74	780.0
2017-10-23 04:00:00	ES	Futures	2815.74	2815.74	2815.47	2815.74	205.0
2017-10-23 04:05:00	ES	Futures	2815.47	2815.74	2815.19	2815.19	341.0

> showing 50 of 15,557 rows — these rows as CSV

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