PREVIEW / futures_5min / 2017-10-24

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-24.parquet
  size:    228 KB
  rows:    15,560

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
2017-10-24 00:00:00	ES	Futures	2806.98	2807.53	2806.98	2807.26	201.0
2017-10-24 00:05:00	ES	Futures	2806.98	2807.53	2806.98	2807.53	243.0
2017-10-24 00:10:00	ES	Futures	2807.26	2807.26	2806.98	2806.98	99.0
2017-10-24 00:15:00	ES	Futures	2807.26	2807.53	2807.26	2807.26	449.0
2017-10-24 00:20:00	ES	Futures	2807.26	2807.53	2807.26	2807.53	19.0
2017-10-24 00:25:00	ES	Futures	2807.53	2807.53	2807.26	2807.26	127.0
2017-10-24 00:30:00	ES	Futures	2807.53	2807.53	2807.26	2807.26	78.0
2017-10-24 00:35:00	ES	Futures	2807.26	2807.53	2807.26	2807.53	9.0
2017-10-24 00:40:00	ES	Futures	2807.26	2807.53	2806.98	2806.98	160.0
2017-10-24 00:45:00	ES	Futures	2806.98	2806.98	2806.44	2806.71	910.0
2017-10-24 00:50:00	ES	Futures	2806.71	2806.71	2806.44	2806.71	554.0
2017-10-24 00:55:00	ES	Futures	2806.71	2806.71	2806.44	2806.71	784.0
2017-10-24 01:00:00	ES	Futures	2806.71	2806.98	2806.16	2806.44	1297.0
2017-10-24 01:05:00	ES	Futures	2806.44	2806.44	2805.89	2806.16	526.0
2017-10-24 01:10:00	ES	Futures	2806.16	2806.16	2805.62	2805.62	745.0
2017-10-24 01:15:00	ES	Futures	2805.62	2806.16	2805.62	2806.16	524.0
2017-10-24 01:20:00	ES	Futures	2806.44	2806.44	2806.16	2806.44	368.0
2017-10-24 01:25:00	ES	Futures	2806.44	2807.26	2806.16	2807.26	840.0
2017-10-24 01:30:00	ES	Futures	2807.26	2807.53	2806.98	2806.98	539.0
2017-10-24 01:35:00	ES	Futures	2807.26	2807.53	2806.98	2807.53	534.0
2017-10-24 01:40:00	ES	Futures	2807.26	2807.81	2807.26	2807.53	363.0
2017-10-24 01:45:00	ES	Futures	2807.53	2807.53	2806.98	2806.98	91.0
2017-10-24 01:50:00	ES	Futures	2806.98	2807.26	2806.98	2807.26	198.0
2017-10-24 01:55:00	ES	Futures	2806.98	2807.53	2806.98	2807.26	472.0
2017-10-24 02:00:00	ES	Futures	2807.26	2807.53	2806.98	2807.26	736.0
2017-10-24 02:05:00	ES	Futures	2807.53	2807.81	2807.26	2807.26	966.0
2017-10-24 02:10:00	ES	Futures	2807.26	2807.53	2806.71	2806.98	491.0
2017-10-24 02:15:00	ES	Futures	2806.71	2806.98	2805.89	2806.16	2036.0
2017-10-24 02:20:00	ES	Futures	2806.44	2806.44	2805.89	2805.89	718.0
2017-10-24 02:25:00	ES	Futures	2805.89	2806.16	2805.89	2805.89	496.0
2017-10-24 02:30:00	ES	Futures	2806.16	2806.71	2806.16	2806.71	423.0
2017-10-24 02:35:00	ES	Futures	2806.44	2806.71	2806.16	2806.16	684.0
2017-10-24 02:40:00	ES	Futures	2806.16	2806.44	2806.16	2806.16	332.0
2017-10-24 02:45:00	ES	Futures	2806.16	2806.44	2805.62	2805.89	491.0
2017-10-24 02:50:00	ES	Futures	2805.89	2806.16	2805.62	2805.89	766.0
2017-10-24 02:55:00	ES	Futures	2806.16	2806.44	2806.16	2806.44	536.0
2017-10-24 03:00:00	ES	Futures	2806.44	2807.81	2806.16	2807.81	3814.0
2017-10-24 03:05:00	ES	Futures	2807.53	2808.08	2807.26	2807.26	1596.0
2017-10-24 03:10:00	ES	Futures	2806.98	2808.08	2806.98	2807.53	1370.0
2017-10-24 03:15:00	ES	Futures	2807.53	2808.08	2807.26	2808.08	1887.0
2017-10-24 03:20:00	ES	Futures	2808.08	2808.35	2807.53	2807.81	2050.0
2017-10-24 03:25:00	ES	Futures	2807.81	2808.08	2807.26	2807.53	1707.0
2017-10-24 03:30:00	ES	Futures	2807.53	2807.81	2807.26	2807.53	991.0
2017-10-24 03:35:00	ES	Futures	2807.53	2807.53	2806.71	2807.26	1729.0
2017-10-24 03:40:00	ES	Futures	2807.26	2807.26	2806.44	2806.71	1527.0
2017-10-24 03:45:00	ES	Futures	2806.71	2806.98	2806.16	2806.71	372.0
2017-10-24 03:50:00	ES	Futures	2806.44	2807.26	2806.44	2806.98	1169.0
2017-10-24 03:55:00	ES	Futures	2807.26	2807.53	2806.71	2806.98	1197.0
2017-10-24 04:00:00	ES	Futures	2806.98	2807.26	2806.16	2806.16	1243.0
2017-10-24 04:05:00	ES	Futures	2806.16	2806.44	2805.89	2806.16	1257.0

> showing 50 of 15,560 rows — these rows as CSV

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