PREVIEW / futures_5min / 2017-10-25

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-25.parquet
  size:    248 KB
  rows:    15,677

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
2017-10-25 00:00:00	ES	Futures	2806.44	2806.71	2806.16	2806.44	157.0
2017-10-25 00:05:00	ES	Futures	2806.71	2806.71	2806.44	2806.44	25.0
2017-10-25 00:10:00	ES	Futures	2806.71	2806.71	2806.16	2806.16	110.0
2017-10-25 00:15:00	ES	Futures	2806.44	2806.44	2806.16	2806.16	16.0
2017-10-25 00:20:00	ES	Futures	2806.16	2806.44	2805.89	2806.16	305.0
2017-10-25 00:25:00	ES	Futures	2806.16	2806.44	2806.16	2806.16	13.0
2017-10-25 00:30:00	ES	Futures	2806.44	2806.44	2806.16	2806.44	153.0
2017-10-25 00:35:00	ES	Futures	2806.16	2806.44	2806.16	2806.44	72.0
2017-10-25 00:40:00	ES	Futures	2806.44	2806.44	2806.16	2806.44	20.0
2017-10-25 00:45:00	ES	Futures	2806.16	2806.44	2805.89	2805.89	109.0
2017-10-25 00:50:00	ES	Futures	2806.16	2806.16	2805.89	2805.89	428.0
2017-10-25 00:55:00	ES	Futures	2805.62	2805.62	2805.07	2805.07	1339.0
2017-10-25 01:00:00	ES	Futures	2805.34	2805.34	2804.8	2804.8	300.0
2017-10-25 01:05:00	ES	Futures	2804.8	2804.8	2803.98	2803.98	1381.0
2017-10-25 01:10:00	ES	Futures	2803.98	2803.98	2801.79	2802.61	5770.0
2017-10-25 01:15:00	ES	Futures	2802.33	2803.98	2802.06	2803.98	2432.0
2017-10-25 01:20:00	ES	Futures	2803.98	2804.52	2803.98	2804.25	355.0
2017-10-25 01:25:00	ES	Futures	2804.25	2804.52	2803.43	2803.7	893.0
2017-10-25 01:30:00	ES	Futures	2803.7	2803.98	2803.16	2803.16	544.0
2017-10-25 01:35:00	ES	Futures	2803.16	2803.43	2802.33	2803.16	1461.0
2017-10-25 01:40:00	ES	Futures	2803.43	2803.43	2802.88	2802.88	1022.0
2017-10-25 01:45:00	ES	Futures	2803.16	2803.43	2802.88	2803.43	232.0
2017-10-25 01:50:00	ES	Futures	2803.43	2803.98	2803.16	2803.7	356.0
2017-10-25 01:55:00	ES	Futures	2803.98	2804.25	2803.7	2804.25	424.0
2017-10-25 02:00:00	ES	Futures	2804.25	2805.62	2803.98	2804.52	1865.0
2017-10-25 02:05:00	ES	Futures	2804.52	2804.8	2804.25	2804.8	1001.0
2017-10-25 02:10:00	ES	Futures	2804.8	2805.07	2804.52	2804.8	805.0
2017-10-25 02:15:00	ES	Futures	2804.52	2804.8	2804.25	2804.8	440.0
2017-10-25 02:20:00	ES	Futures	2804.52	2804.8	2804.25	2804.52	581.0
2017-10-25 02:25:00	ES	Futures	2804.52	2804.8	2804.25	2804.52	266.0
2017-10-25 02:30:00	ES	Futures	2804.25	2804.8	2804.25	2804.8	294.0
2017-10-25 02:35:00	ES	Futures	2804.8	2805.07	2804.8	2805.07	404.0
2017-10-25 02:40:00	ES	Futures	2804.8	2805.34	2804.8	2805.07	518.0
2017-10-25 02:45:00	ES	Futures	2805.07	2805.07	2804.52	2804.8	415.0
2017-10-25 02:50:00	ES	Futures	2805.07	2805.07	2804.52	2804.52	220.0
2017-10-25 02:55:00	ES	Futures	2804.8	2805.07	2804.8	2805.07	227.0
2017-10-25 03:00:00	ES	Futures	2804.8	2805.07	2803.7	2805.07	3304.0
2017-10-25 03:05:00	ES	Futures	2805.07	2805.07	2804.25	2804.8	1234.0
2017-10-25 03:10:00	ES	Futures	2804.8	2804.8	2803.98	2804.52	1923.0
2017-10-25 03:15:00	ES	Futures	2804.52	2805.07	2804.25	2805.07	1123.0
2017-10-25 03:20:00	ES	Futures	2804.8	2806.16	2804.8	2805.62	2227.0
2017-10-25 03:25:00	ES	Futures	2805.89	2806.16	2805.62	2806.16	1377.0
2017-10-25 03:30:00	ES	Futures	2805.89	2806.44	2805.89	2806.16	1330.0
2017-10-25 03:35:00	ES	Futures	2806.16	2806.16	2805.62	2806.16	1195.0
2017-10-25 03:40:00	ES	Futures	2806.16	2807.53	2805.62	2806.71	2477.0
2017-10-25 03:45:00	ES	Futures	2806.98	2806.98	2806.44	2806.44	1608.0
2017-10-25 03:50:00	ES	Futures	2806.16	2806.71	2806.16	2806.44	983.0
2017-10-25 03:55:00	ES	Futures	2806.16	2806.44	2805.89	2806.44	555.0
2017-10-25 04:00:00	ES	Futures	2806.44	2806.71	2805.89	2805.89	739.0
2017-10-25 04:05:00	ES	Futures	2805.89	2806.16	2805.34	2805.89	1198.0

> showing 50 of 15,677 rows — these rows as CSV

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