PREVIEW / futures_5min / 2017-10-27

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-27.parquet
  size:    214 KB
  rows:    13,307

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
2017-10-27 00:00:00	ES	Futures	2805.07	2805.07	2804.8	2805.07	29.0
2017-10-27 00:05:00	ES	Futures	2804.8	2805.07	2804.52	2804.8	231.0
2017-10-27 00:10:00	ES	Futures	2804.8	2805.62	2804.8	2805.07	361.0
2017-10-27 00:15:00	ES	Futures	2805.07	2805.34	2805.07	2805.07	112.0
2017-10-27 00:20:00	ES	Futures	2804.8	2805.07	2804.8	2805.07	142.0
2017-10-27 00:25:00	ES	Futures	2805.07	2805.34	2804.8	2805.34	245.0
2017-10-27 00:30:00	ES	Futures	2805.34	2805.34	2804.52	2804.52	147.0
2017-10-27 00:35:00	ES	Futures	2804.52	2804.8	2804.52	2804.8	111.0
2017-10-27 00:40:00	ES	Futures	2804.8	2804.8	2804.25	2804.25	171.0
2017-10-27 00:45:00	ES	Futures	2804.25	2804.52	2803.98	2803.98	158.0
2017-10-27 00:50:00	ES	Futures	2803.98	2804.25	2803.98	2804.25	56.0
2017-10-27 00:55:00	ES	Futures	2804.25	2804.8	2804.25	2804.52	538.0
2017-10-27 01:00:00	ES	Futures	2804.8	2805.34	2804.52	2805.07	1117.0
2017-10-27 01:05:00	ES	Futures	2805.07	2805.07	2804.25	2804.25	231.0
2017-10-27 01:10:00	ES	Futures	2804.52	2804.52	2803.98	2803.98	335.0
2017-10-27 01:15:00	ES	Futures	2803.98	2804.25	2803.98	2803.98	93.0
2017-10-27 01:20:00	ES	Futures	2803.98	2804.52	2803.98	2804.25	209.0
2017-10-27 01:25:00	ES	Futures	2804.52	2804.52	2804.25	2804.52	44.0
2017-10-27 01:30:00	ES	Futures	2804.8	2804.8	2804.52	2804.52	24.0
2017-10-27 01:35:00	ES	Futures	2804.52	2804.8	2804.25	2804.8	243.0
2017-10-27 01:40:00	ES	Futures	2804.8	2805.07	2804.52	2804.8	546.0
2017-10-27 01:45:00	ES	Futures	2804.52	2804.8	2804.25	2804.25	70.0
2017-10-27 01:50:00	ES	Futures	2804.25	2804.8	2804.25	2804.8	481.0
2017-10-27 01:55:00	ES	Futures	2804.52	2804.8	2803.98	2804.25	582.0
2017-10-27 02:00:00	ES	Futures	2804.25	2804.8	2803.98	2804.52	737.0
2017-10-27 02:05:00	ES	Futures	2804.25	2804.8	2803.98	2804.8	1003.0
2017-10-27 02:10:00	ES	Futures	2804.8	2804.8	2804.52	2804.52	323.0
2017-10-27 02:15:00	ES	Futures	2804.8	2805.07	2804.52	2804.8	552.0
2017-10-27 02:20:00	ES	Futures	2805.07	2805.07	2804.52	2804.8	961.0
2017-10-27 02:25:00	ES	Futures	2804.52	2805.34	2803.98	2804.25	2081.0
2017-10-27 02:30:00	ES	Futures	2803.98	2804.25	2803.7	2804.25	1084.0
2017-10-27 02:35:00	ES	Futures	2804.25	2804.52	2803.43	2804.52	1913.0
2017-10-27 02:40:00	ES	Futures	2804.52	2804.52	2803.98	2803.98	370.0
2017-10-27 02:45:00	ES	Futures	2803.98	2804.52	2803.98	2804.25	578.0
2017-10-27 02:50:00	ES	Futures	2804.52	2804.52	2803.98	2803.98	316.0
2017-10-27 02:55:00	ES	Futures	2804.25	2804.8	2803.98	2804.52	560.0
2017-10-27 03:00:00	ES	Futures	2804.52	2805.34	2803.16	2805.07	5965.0
2017-10-27 03:05:00	ES	Futures	2805.07	2805.89	2805.07	2805.62	2661.0
2017-10-27 03:10:00	ES	Futures	2805.89	2805.89	2805.07	2805.62	1599.0
2017-10-27 03:15:00	ES	Futures	2805.62	2806.16	2805.34	2806.16	3193.0
2017-10-27 03:20:00	ES	Futures	2805.89	2806.44	2805.89	2805.89	1854.0
2017-10-27 03:25:00	ES	Futures	2805.89	2806.44	2805.62	2805.62	1340.0
2017-10-27 03:30:00	ES	Futures	2805.62	2809.17	2805.62	2806.98	9546.0
2017-10-27 03:35:00	ES	Futures	2807.26	2808.9	2807.26	2808.9	3757.0
2017-10-27 03:40:00	ES	Futures	2808.9	2809.17	2808.08	2808.08	2677.0
2017-10-27 03:45:00	ES	Futures	2808.35	2809.72	2808.08	2809.72	3006.0
2017-10-27 03:50:00	ES	Futures	2809.72	2810.54	2809.72	2809.72	4846.0
2017-10-27 03:55:00	ES	Futures	2809.72	2810.27	2809.45	2809.99	2568.0
2017-10-27 04:00:00	ES	Futures	2809.72	2809.99	2808.08	2808.08	2836.0
2017-10-27 04:05:00	ES	Futures	2808.35	2808.63	2806.98	2808.08	4648.0

> showing 50 of 13,307 rows — these rows as CSV

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