PREVIEW / futures_5min / 2017-05-07

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-07.parquet
  size:    54 KB
  rows:    2,878

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
2017-05-07 18:00:00	ES	Futures	2624.9	2626.27	2622.17	2622.72	8066.0
2017-05-07 18:05:00	ES	Futures	2622.99	2622.99	2620.53	2621.35	3360.0
2017-05-07 18:10:00	ES	Futures	2621.35	2621.63	2618.89	2619.71	3221.0
2017-05-07 18:15:00	ES	Futures	2619.44	2621.08	2619.44	2620.53	1376.0
2017-05-07 18:20:00	ES	Futures	2620.26	2621.08	2619.99	2620.81	541.0
2017-05-07 18:25:00	ES	Futures	2621.08	2621.35	2620.26	2620.81	1441.0
2017-05-07 18:30:00	ES	Futures	2620.81	2620.81	2619.44	2619.44	856.0
2017-05-07 18:35:00	ES	Futures	2619.44	2620.26	2618.62	2618.89	933.0
2017-05-07 18:40:00	ES	Futures	2618.89	2619.71	2618.89	2619.44	547.0
2017-05-07 18:45:00	ES	Futures	2619.44	2619.99	2619.44	2619.71	266.0
2017-05-07 18:50:00	ES	Futures	2619.71	2620.26	2619.71	2619.99	206.0
2017-05-07 18:55:00	ES	Futures	2619.71	2619.99	2619.17	2619.17	243.0
2017-05-07 19:00:00	ES	Futures	2619.44	2620.26	2619.17	2619.99	358.0
2017-05-07 19:05:00	ES	Futures	2620.26	2620.53	2619.99	2620.26	240.0
2017-05-07 19:10:00	ES	Futures	2619.99	2620.26	2619.71	2619.71	333.0
2017-05-07 19:15:00	ES	Futures	2619.44	2619.71	2618.89	2619.17	1167.0
2017-05-07 19:20:00	ES	Futures	2619.17	2619.17	2617.8	2618.08	935.0
2017-05-07 19:25:00	ES	Futures	2618.08	2618.89	2617.8	2618.35	592.0
2017-05-07 19:30:00	ES	Futures	2618.35	2618.62	2617.8	2618.35	259.0
2017-05-07 19:35:00	ES	Futures	2618.08	2618.89	2618.08	2618.89	452.0
2017-05-07 19:40:00	ES	Futures	2618.89	2619.71	2618.89	2619.71	705.0
2017-05-07 19:45:00	ES	Futures	2619.71	2619.71	2619.17	2619.44	380.0
2017-05-07 19:50:00	ES	Futures	2619.17	2619.17	2618.89	2619.17	477.0
2017-05-07 19:55:00	ES	Futures	2619.17	2619.17	2618.62	2618.89	261.0
2017-05-07 20:00:00	ES	Futures	2618.62	2618.89	2618.08	2618.08	907.0
2017-05-07 20:05:00	ES	Futures	2618.08	2618.08	2616.98	2616.98	1682.0
2017-05-07 20:10:00	ES	Futures	2616.98	2617.8	2616.16	2616.44	2011.0
2017-05-07 20:15:00	ES	Futures	2616.44	2616.71	2615.89	2616.71	1210.0
2017-05-07 20:20:00	ES	Futures	2616.44	2616.71	2616.16	2616.16	686.0
2017-05-07 20:25:00	ES	Futures	2616.16	2616.98	2615.89	2616.98	1012.0
2017-05-07 20:30:00	ES	Futures	2616.98	2616.98	2616.44	2616.44	284.0
2017-05-07 20:35:00	ES	Futures	2616.44	2617.53	2616.44	2616.98	1106.0
2017-05-07 20:40:00	ES	Futures	2616.98	2617.8	2616.98	2617.53	710.0
2017-05-07 20:45:00	ES	Futures	2617.53	2618.62	2617.53	2618.08	1049.0
2017-05-07 20:50:00	ES	Futures	2618.35	2619.17	2618.08	2618.62	1284.0
2017-05-07 20:55:00	ES	Futures	2618.62	2619.44	2618.35	2618.62	958.0
2017-05-07 21:00:00	ES	Futures	2618.62	2618.89	2618.08	2618.62	497.0
2017-05-07 21:05:00	ES	Futures	2618.35	2619.17	2618.08	2618.35	1015.0
2017-05-07 21:10:00	ES	Futures	2618.62	2618.62	2618.08	2618.35	291.0
2017-05-07 21:15:00	ES	Futures	2618.35	2618.35	2618.08	2618.08	210.0
2017-05-07 21:20:00	ES	Futures	2618.08	2618.35	2618.08	2618.08	76.0
2017-05-07 21:25:00	ES	Futures	2618.08	2618.08	2617.8	2617.8	287.0
2017-05-07 21:30:00	ES	Futures	2618.08	2618.08	2617.53	2617.8	586.0
2017-05-07 21:35:00	ES	Futures	2617.53	2618.08	2617.53	2617.8	466.0
2017-05-07 21:40:00	ES	Futures	2617.8	2618.08	2617.8	2617.8	257.0
2017-05-07 21:45:00	ES	Futures	2617.53	2618.35	2617.53	2617.8	264.0
2017-05-07 21:50:00	ES	Futures	2617.8	2618.62	2617.8	2618.62	351.0
2017-05-07 21:55:00	ES	Futures	2618.62	2618.89	2617.26	2617.8	866.0
2017-05-07 22:00:00	ES	Futures	2617.8	2617.8	2617.26	2617.26	292.0
2017-05-07 22:05:00	ES	Futures	2617.26	2617.8	2616.98	2617.8	460.0

> showing 50 of 2,878 rows — these rows as CSV

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