PREVIEW / futures_5min / 2017-10-31

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-10-31.parquet
  size:    221 KB
  rows:    15,250

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
2017-10-31 00:00:00	ES	Futures	2811.91	2812.18	2811.91	2811.91	232.0
2017-10-31 00:05:00	ES	Futures	2812.18	2812.18	2811.64	2811.91	128.0
2017-10-31 00:10:00	ES	Futures	2811.91	2811.91	2811.64	2811.91	33.0
2017-10-31 00:15:00	ES	Futures	2811.64	2811.91	2811.64	2811.91	106.0
2017-10-31 00:20:00	ES	Futures	2811.64	2811.91	2811.64	2811.91	11.0
2017-10-31 00:25:00	ES	Futures	2811.64	2812.18	2811.64	2812.18	111.0
2017-10-31 00:30:00	ES	Futures	2811.91	2812.46	2811.64	2812.46	689.0
2017-10-31 00:35:00	ES	Futures	2812.46	2812.46	2812.18	2812.18	435.0
2017-10-31 00:40:00	ES	Futures	2812.18	2812.18	2811.91	2811.91	61.0
2017-10-31 00:45:00	ES	Futures	2811.91	2812.46	2811.91	2812.18	421.0
2017-10-31 00:50:00	ES	Futures	2812.18	2812.46	2812.18	2812.18	106.0
2017-10-31 00:55:00	ES	Futures	2812.18	2812.46	2812.18	2812.46	710.0
2017-10-31 01:00:00	ES	Futures	2812.18	2812.18	2811.91	2812.18	112.0
2017-10-31 01:05:00	ES	Futures	2812.18	2812.18	2811.36	2811.36	276.0
2017-10-31 01:10:00	ES	Futures	2811.36	2811.64	2811.09	2811.36	651.0
2017-10-31 01:15:00	ES	Futures	2811.09	2811.64	2811.09	2811.09	318.0
2017-10-31 01:20:00	ES	Futures	2811.36	2811.36	2811.09	2811.09	82.0
2017-10-31 01:25:00	ES	Futures	2811.09	2811.36	2810.81	2811.09	522.0
2017-10-31 01:30:00	ES	Futures	2811.09	2811.36	2811.09	2811.09	112.0
2017-10-31 01:35:00	ES	Futures	2811.36	2811.64	2811.09	2811.36	356.0
2017-10-31 01:40:00	ES	Futures	2811.64	2811.64	2811.36	2811.36	227.0
2017-10-31 01:45:00	ES	Futures	2811.64	2811.64	2811.36	2811.36	52.0
2017-10-31 01:50:00	ES	Futures	2811.36	2811.64	2811.36	2811.36	237.0
2017-10-31 01:55:00	ES	Futures	2811.64	2812.18	2811.36	2811.64	803.0
2017-10-31 02:00:00	ES	Futures	2811.64	2812.46	2811.64	2811.64	882.0
2017-10-31 02:05:00	ES	Futures	2811.64	2811.64	2811.36	2811.36	86.0
2017-10-31 02:10:00	ES	Futures	2811.36	2811.36	2811.09	2811.36	121.0
2017-10-31 02:15:00	ES	Futures	2811.09	2811.09	2810.54	2810.81	477.0
2017-10-31 02:20:00	ES	Futures	2810.81	2810.81	2810.54	2810.81	43.0
2017-10-31 02:25:00	ES	Futures	2810.54	2811.36	2810.54	2811.36	317.0
2017-10-31 02:30:00	ES	Futures	2811.36	2811.36	2811.36	2811.36	85.0
2017-10-31 02:35:00	ES	Futures	2811.36	2811.91	2811.36	2811.64	214.0
2017-10-31 02:40:00	ES	Futures	2811.64	2811.64	2811.36	2811.36	179.0
2017-10-31 02:45:00	ES	Futures	2811.64	2811.64	2811.36	2811.64	17.0
2017-10-31 02:50:00	ES	Futures	2811.64	2811.91	2811.36	2811.91	94.0
2017-10-31 02:55:00	ES	Futures	2811.91	2811.91	2811.36	2811.64	168.0
2017-10-31 03:00:00	ES	Futures	2811.36	2811.91	2811.36	2811.91	171.0
2017-10-31 03:05:00	ES	Futures	2812.18	2812.18	2811.64	2811.64	275.0
2017-10-31 03:10:00	ES	Futures	2811.64	2812.18	2811.64	2812.18	115.0
2017-10-31 03:15:00	ES	Futures	2812.18	2812.46	2812.18	2812.46	165.0
2017-10-31 03:20:00	ES	Futures	2812.46	2812.46	2812.18	2812.18	326.0
2017-10-31 03:25:00	ES	Futures	2812.18	2812.18	2811.91	2812.18	35.0
2017-10-31 03:30:00	ES	Futures	2811.91	2812.18	2811.91	2811.91	46.0
2017-10-31 03:35:00	ES	Futures	2811.91	2812.18	2811.91	2811.91	137.0
2017-10-31 03:40:00	ES	Futures	2811.91	2812.46	2811.91	2812.18	233.0
2017-10-31 03:45:00	ES	Futures	2811.91	2812.18	2811.64	2811.91	209.0
2017-10-31 03:50:00	ES	Futures	2811.64	2811.91	2811.36	2811.36	226.0
2017-10-31 03:55:00	ES	Futures	2811.64	2812.18	2811.36	2811.91	516.0
2017-10-31 04:00:00	ES	Futures	2811.91	2812.73	2811.64	2812.18	1524.0
2017-10-31 04:05:00	ES	Futures	2812.18	2812.73	2812.18	2812.73	559.0

> showing 50 of 15,250 rows — these rows as CSV

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