PREVIEW / futures_5min / 2017-10-29

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-29.parquet
  size:    49 KB
  rows:    2,765

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
2017-10-29 18:00:00	ES	Futures	2818.2	2819.57	2817.38	2818.75	3141.0
2017-10-29 18:05:00	ES	Futures	2819.02	2819.84	2818.75	2819.57	595.0
2017-10-29 18:10:00	ES	Futures	2819.57	2820.66	2819.57	2820.39	878.0
2017-10-29 18:15:00	ES	Futures	2820.66	2821.21	2820.12	2820.12	1430.0
2017-10-29 18:20:00	ES	Futures	2820.12	2820.66	2819.57	2820.66	487.0
2017-10-29 18:25:00	ES	Futures	2820.66	2820.66	2819.84	2819.84	402.0
2017-10-29 18:30:00	ES	Futures	2819.84	2820.12	2819.57	2819.57	236.0
2017-10-29 18:35:00	ES	Futures	2819.84	2819.84	2819.57	2819.57	95.0
2017-10-29 18:40:00	ES	Futures	2819.57	2819.57	2819.02	2819.02	554.0
2017-10-29 18:45:00	ES	Futures	2819.02	2819.29	2818.75	2818.75	210.0
2017-10-29 18:50:00	ES	Futures	2818.75	2819.02	2818.47	2818.75	275.0
2017-10-29 18:55:00	ES	Futures	2818.47	2818.75	2818.2	2818.47	397.0
2017-10-29 19:00:00	ES	Futures	2818.47	2818.75	2818.2	2818.47	310.0
2017-10-29 19:05:00	ES	Futures	2818.47	2818.75	2818.2	2818.47	228.0
2017-10-29 19:10:00	ES	Futures	2818.47	2818.75	2818.2	2818.47	219.0
2017-10-29 19:15:00	ES	Futures	2818.2	2818.47	2817.93	2817.93	276.0
2017-10-29 19:20:00	ES	Futures	2818.2	2818.2	2817.93	2817.93	144.0
2017-10-29 19:25:00	ES	Futures	2817.93	2818.47	2817.93	2817.93	323.0
2017-10-29 19:30:00	ES	Futures	2818.2	2818.47	2817.65	2818.2	397.0
2017-10-29 19:35:00	ES	Futures	2818.2	2818.47	2816.83	2816.83	1199.0
2017-10-29 19:40:00	ES	Futures	2817.11	2817.38	2816.83	2817.11	609.0
2017-10-29 19:45:00	ES	Futures	2817.11	2817.65	2817.11	2817.38	449.0
2017-10-29 19:50:00	ES	Futures	2817.11	2817.38	2817.11	2817.11	447.0
2017-10-29 19:55:00	ES	Futures	2817.11	2817.11	2816.83	2817.11	395.0
2017-10-29 20:00:00	ES	Futures	2817.11	2817.11	2815.19	2816.56	3036.0
2017-10-29 20:05:00	ES	Futures	2816.56	2817.93	2816.56	2817.11	2081.0
2017-10-29 20:10:00	ES	Futures	2816.83	2817.11	2816.01	2816.83	1117.0
2017-10-29 20:15:00	ES	Futures	2817.11	2817.38	2816.83	2817.11	545.0
2017-10-29 20:20:00	ES	Futures	2817.38	2818.47	2817.11	2817.93	1176.0
2017-10-29 20:25:00	ES	Futures	2818.2	2819.29	2817.65	2819.29	1448.0
2017-10-29 20:30:00	ES	Futures	2819.02	2819.29	2818.47	2818.47	741.0
2017-10-29 20:35:00	ES	Futures	2818.47	2819.29	2818.2	2818.47	947.0
2017-10-29 20:40:00	ES	Futures	2818.47	2818.75	2817.93	2817.93	506.0
2017-10-29 20:45:00	ES	Futures	2818.2	2818.75	2818.2	2818.47	394.0
2017-10-29 20:50:00	ES	Futures	2818.2	2819.02	2818.2	2818.75	670.0
2017-10-29 20:55:00	ES	Futures	2818.75	2818.75	2818.2	2818.75	478.0
2017-10-29 21:00:00	ES	Futures	2818.75	2819.02	2818.47	2818.75	1112.0
2017-10-29 21:05:00	ES	Futures	2818.75	2819.02	2818.47	2818.75	194.0
2017-10-29 21:10:00	ES	Futures	2818.75	2819.02	2818.2	2818.47	413.0
2017-10-29 21:15:00	ES	Futures	2818.47	2818.75	2817.93	2818.2	903.0
2017-10-29 21:20:00	ES	Futures	2818.2	2818.2	2817.65	2817.93	335.0
2017-10-29 21:25:00	ES	Futures	2817.93	2818.47	2817.38	2817.93	954.0
2017-10-29 21:30:00	ES	Futures	2817.93	2817.93	2817.11	2817.38	830.0
2017-10-29 21:35:00	ES	Futures	2817.38	2817.65	2817.38	2817.65	498.0
2017-10-29 21:40:00	ES	Futures	2817.38	2817.38	2816.56	2816.56	915.0
2017-10-29 21:45:00	ES	Futures	2816.83	2817.11	2815.74	2816.83	1175.0
2017-10-29 21:50:00	ES	Futures	2816.56	2816.83	2816.01	2816.29	634.0
2017-10-29 21:55:00	ES	Futures	2816.56	2816.83	2816.01	2816.29	586.0
2017-10-29 22:00:00	ES	Futures	2816.01	2816.29	2814.92	2815.19	2237.0
2017-10-29 22:05:00	ES	Futures	2815.19	2815.74	2814.64	2815.19	2088.0

> showing 50 of 2,765 rows — these rows as CSV

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