PREVIEW / futures_5min / 2017-10-30

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-30.parquet
  size:    220 KB
  rows:    15,462

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
2017-10-30 00:00:00	ES	Futures	2815.47	2815.47	2815.19	2815.19	325.0
2017-10-30 00:05:00	ES	Futures	2815.47	2815.47	2815.19	2815.47	113.0
2017-10-30 00:10:00	ES	Futures	2815.47	2815.47	2814.92	2815.47	209.0
2017-10-30 00:15:00	ES	Futures	2815.47	2815.47	2815.19	2815.47	23.0
2017-10-30 00:20:00	ES	Futures	2815.19	2815.74	2815.19	2815.74	141.0
2017-10-30 00:25:00	ES	Futures	2815.74	2815.74	2815.47	2815.74	33.0
2017-10-30 00:30:00	ES	Futures	2815.74	2815.74	2815.47	2815.74	91.0
2017-10-30 00:35:00	ES	Futures	2815.74	2816.29	2815.74	2816.01	467.0
2017-10-30 00:40:00	ES	Futures	2815.74	2816.01	2815.74	2815.74	194.0
2017-10-30 00:45:00	ES	Futures	2816.01	2816.01	2815.47	2815.47	82.0
2017-10-30 00:50:00	ES	Futures	2815.47	2815.74	2815.47	2815.47	128.0
2017-10-30 00:55:00	ES	Futures	2815.47	2815.74	2815.47	2815.47	156.0
2017-10-30 01:00:00	ES	Futures	2815.47	2816.01	2814.92	2816.01	654.0
2017-10-30 01:05:00	ES	Futures	2815.74	2816.01	2815.47	2815.74	447.0
2017-10-30 01:10:00	ES	Futures	2815.47	2816.01	2815.47	2815.74	66.0
2017-10-30 01:15:00	ES	Futures	2815.74	2815.74	2815.47	2815.74	71.0
2017-10-30 01:20:00	ES	Futures	2815.74	2816.01	2815.47	2815.74	381.0
2017-10-30 01:25:00	ES	Futures	2815.74	2816.01	2815.47	2815.47	124.0
2017-10-30 01:30:00	ES	Futures	2815.47	2815.74	2814.92	2815.19	813.0
2017-10-30 01:35:00	ES	Futures	2815.19	2815.19	2814.92	2815.19	852.0
2017-10-30 01:40:00	ES	Futures	2815.19	2815.19	2814.92	2815.19	604.0
2017-10-30 01:45:00	ES	Futures	2814.92	2815.19	2814.92	2814.92	433.0
2017-10-30 01:50:00	ES	Futures	2814.92	2815.19	2814.64	2814.92	1086.0
2017-10-30 01:55:00	ES	Futures	2814.92	2815.19	2814.64	2815.19	218.0
2017-10-30 02:00:00	ES	Futures	2815.47	2816.29	2815.47	2816.01	811.0
2017-10-30 02:05:00	ES	Futures	2816.01	2816.29	2815.74	2816.01	236.0
2017-10-30 02:10:00	ES	Futures	2815.74	2815.74	2814.92	2815.47	514.0
2017-10-30 02:15:00	ES	Futures	2815.47	2816.01	2815.47	2816.01	178.0
2017-10-30 02:20:00	ES	Futures	2816.01	2816.01	2815.74	2815.74	97.0
2017-10-30 02:25:00	ES	Futures	2815.74	2816.01	2815.47	2816.01	346.0
2017-10-30 02:30:00	ES	Futures	2816.01	2816.29	2816.01	2816.01	371.0
2017-10-30 02:35:00	ES	Futures	2816.01	2816.29	2816.01	2816.01	25.0
2017-10-30 02:40:00	ES	Futures	2816.01	2816.56	2816.01	2816.29	236.0
2017-10-30 02:45:00	ES	Futures	2816.29	2816.56	2816.01	2816.01	71.0
2017-10-30 02:50:00	ES	Futures	2816.01	2816.29	2816.01	2816.01	154.0
2017-10-30 02:55:00	ES	Futures	2816.29	2816.29	2815.74	2816.29	272.0
2017-10-30 03:00:00	ES	Futures	2816.01	2817.65	2816.01	2817.11	1584.0
2017-10-30 03:05:00	ES	Futures	2817.38	2817.65	2817.11	2817.38	1052.0
2017-10-30 03:10:00	ES	Futures	2817.65	2817.65	2816.83	2817.11	552.0
2017-10-30 03:15:00	ES	Futures	2817.11	2817.38	2817.11	2817.38	582.0
2017-10-30 03:20:00	ES	Futures	2817.38	2817.38	2817.11	2817.38	340.0
2017-10-30 03:25:00	ES	Futures	2817.38	2817.38	2816.83	2817.11	445.0
2017-10-30 03:30:00	ES	Futures	2817.38	2817.38	2815.74	2816.01	554.0
2017-10-30 03:35:00	ES	Futures	2816.01	2816.29	2815.19	2816.29	1191.0
2017-10-30 03:40:00	ES	Futures	2816.29	2816.29	2816.01	2816.29	414.0
2017-10-30 03:45:00	ES	Futures	2816.29	2817.11	2816.01	2817.11	501.0
2017-10-30 03:50:00	ES	Futures	2816.83	2816.83	2816.29	2816.83	430.0
2017-10-30 03:55:00	ES	Futures	2816.56	2817.38	2816.56	2817.11	1115.0
2017-10-30 04:00:00	ES	Futures	2817.11	2817.65	2816.01	2816.29	3298.0
2017-10-30 04:05:00	ES	Futures	2816.29	2817.11	2815.74	2816.83	3016.0

> showing 50 of 15,462 rows — these rows as CSV

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