PREVIEW / futures_5min / 2017-10-26

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-26.parquet
  size:    265 KB
  rows:    16,002

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
2017-10-26 00:00:00	ES	Futures	2800.15	2800.15	2799.87	2800.15	127.0
2017-10-26 00:05:00	ES	Futures	2800.15	2800.42	2799.87	2800.15	387.0
2017-10-26 00:10:00	ES	Futures	2800.15	2800.42	2800.15	2800.42	72.0
2017-10-26 00:15:00	ES	Futures	2800.42	2800.42	2799.6	2799.6	369.0
2017-10-26 00:20:00	ES	Futures	2799.6	2799.6	2799.33	2799.6	899.0
2017-10-26 00:25:00	ES	Futures	2799.6	2799.6	2798.23	2798.5	1613.0
2017-10-26 00:30:00	ES	Futures	2798.5	2799.05	2798.5	2799.05	337.0
2017-10-26 00:35:00	ES	Futures	2799.05	2799.33	2799.05	2799.05	200.0
2017-10-26 00:40:00	ES	Futures	2799.05	2799.6	2799.05	2799.6	260.0
2017-10-26 00:45:00	ES	Futures	2799.6	2799.6	2799.05	2799.05	314.0
2017-10-26 00:50:00	ES	Futures	2799.05	2799.33	2798.78	2799.33	140.0
2017-10-26 00:55:00	ES	Futures	2799.33	2799.6	2799.05	2799.6	130.0
2017-10-26 01:00:00	ES	Futures	2799.33	2799.6	2799.33	2799.6	97.0
2017-10-26 01:05:00	ES	Futures	2799.33	2799.87	2799.33	2799.6	387.0
2017-10-26 01:10:00	ES	Futures	2799.33	2799.87	2799.33	2799.87	91.0
2017-10-26 01:15:00	ES	Futures	2799.87	2799.87	2797.96	2798.23	1207.0
2017-10-26 01:20:00	ES	Futures	2798.5	2798.5	2797.96	2798.23	779.0
2017-10-26 01:25:00	ES	Futures	2798.23	2798.78	2797.96	2798.78	464.0
2017-10-26 01:30:00	ES	Futures	2798.5	2798.78	2798.23	2798.5	666.0
2017-10-26 01:35:00	ES	Futures	2798.23	2798.78	2797.96	2798.5	622.0
2017-10-26 01:40:00	ES	Futures	2798.78	2798.78	2798.5	2798.78	279.0
2017-10-26 01:45:00	ES	Futures	2798.78	2798.78	2798.23	2798.23	186.0
2017-10-26 01:50:00	ES	Futures	2798.23	2798.5	2797.96	2798.23	311.0
2017-10-26 01:55:00	ES	Futures	2798.5	2798.78	2798.23	2798.5	500.0
2017-10-26 02:00:00	ES	Futures	2798.5	2799.05	2798.5	2798.5	550.0
2017-10-26 02:05:00	ES	Futures	2798.5	2799.33	2798.5	2799.05	595.0
2017-10-26 02:10:00	ES	Futures	2799.05	2799.33	2798.78	2799.33	511.0
2017-10-26 02:15:00	ES	Futures	2799.33	2799.6	2799.05	2799.33	331.0
2017-10-26 02:20:00	ES	Futures	2799.05	2799.33	2799.05	2799.33	175.0
2017-10-26 02:25:00	ES	Futures	2799.05	2799.33	2798.23	2798.5	1844.0
2017-10-26 02:30:00	ES	Futures	2798.23	2798.5	2798.23	2798.5	333.0
2017-10-26 02:35:00	ES	Futures	2798.5	2798.5	2797.68	2797.96	827.0
2017-10-26 02:40:00	ES	Futures	2797.96	2798.23	2797.96	2797.96	879.0
2017-10-26 02:45:00	ES	Futures	2798.23	2798.5	2797.68	2798.5	1234.0
2017-10-26 02:50:00	ES	Futures	2798.5	2798.78	2798.23	2798.78	377.0
2017-10-26 02:55:00	ES	Futures	2798.78	2799.05	2798.5	2798.78	982.0
2017-10-26 03:00:00	ES	Futures	2798.78	2799.05	2797.68	2798.23	4675.0
2017-10-26 03:05:00	ES	Futures	2798.23	2799.05	2797.68	2799.05	3688.0
2017-10-26 03:10:00	ES	Futures	2799.05	2799.05	2797.96	2798.23	2484.0
2017-10-26 03:15:00	ES	Futures	2798.23	2798.23	2797.41	2797.96	2245.0
2017-10-26 03:20:00	ES	Futures	2797.96	2798.23	2797.41	2797.41	2430.0
2017-10-26 03:25:00	ES	Futures	2797.68	2798.78	2797.68	2798.5	3391.0
2017-10-26 03:30:00	ES	Futures	2798.5	2799.87	2798.5	2799.87	1393.0
2017-10-26 03:35:00	ES	Futures	2799.87	2800.15	2799.33	2799.33	1984.0
2017-10-26 03:40:00	ES	Futures	2799.05	2799.87	2799.05	2799.87	1694.0
2017-10-26 03:45:00	ES	Futures	2799.6	2799.87	2798.78	2799.05	1533.0
2017-10-26 03:50:00	ES	Futures	2799.05	2799.05	2798.5	2798.78	1481.0
2017-10-26 03:55:00	ES	Futures	2798.78	2799.33	2798.5	2799.33	1732.0
2017-10-26 04:00:00	ES	Futures	2799.33	2799.6	2799.05	2799.33	964.0
2017-10-26 04:05:00	ES	Futures	2799.33	2799.33	2799.05	2799.33	1176.0

> showing 50 of 16,002 rows — these rows as CSV

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