PREVIEW / futures_5min / 2017-05-12

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-12.parquet
  size:    194 KB
  rows:    12,898

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
2017-05-12 00:00:00	ES	Futures	2607.97	2608.24	2607.7	2607.97	418.0
2017-05-12 00:05:00	ES	Futures	2607.97	2608.52	2607.97	2608.52	266.0
2017-05-12 00:10:00	ES	Futures	2608.52	2608.52	2607.97	2607.97	393.0
2017-05-12 00:15:00	ES	Futures	2608.24	2608.52	2607.97	2608.52	181.0
2017-05-12 00:20:00	ES	Futures	2608.24	2608.79	2608.24	2608.79	380.0
2017-05-12 00:25:00	ES	Futures	2608.79	2608.79	2608.24	2608.52	265.0
2017-05-12 00:30:00	ES	Futures	2608.79	2608.79	2608.24	2608.52	168.0
2017-05-12 00:35:00	ES	Futures	2608.52	2608.79	2608.24	2608.52	297.0
2017-05-12 00:40:00	ES	Futures	2608.52	2608.79	2608.24	2608.24	208.0
2017-05-12 00:45:00	ES	Futures	2608.52	2608.52	2608.24	2608.24	103.0
2017-05-12 00:50:00	ES	Futures	2608.52	2608.52	2607.97	2607.97	167.0
2017-05-12 00:55:00	ES	Futures	2607.97	2608.52	2607.97	2608.24	317.0
2017-05-12 01:00:00	ES	Futures	2608.52	2608.52	2608.24	2608.24	173.0
2017-05-12 01:05:00	ES	Futures	2608.24	2608.52	2608.24	2608.24	37.0
2017-05-12 01:10:00	ES	Futures	2608.52	2608.52	2608.24	2608.24	41.0
2017-05-12 01:15:00	ES	Futures	2608.24	2608.79	2608.24	2608.52	236.0
2017-05-12 01:20:00	ES	Futures	2608.52	2608.79	2608.24	2608.52	269.0
2017-05-12 01:25:00	ES	Futures	2608.52	2608.79	2608.24	2608.24	291.0
2017-05-12 01:30:00	ES	Futures	2608.24	2609.06	2608.24	2609.06	400.0
2017-05-12 01:35:00	ES	Futures	2609.06	2609.06	2608.79	2608.79	422.0
2017-05-12 01:40:00	ES	Futures	2609.06	2609.06	2608.24	2608.52	510.0
2017-05-12 01:45:00	ES	Futures	2608.52	2608.79	2608.52	2608.79	382.0
2017-05-12 01:50:00	ES	Futures	2608.79	2609.06	2608.52	2608.79	314.0
2017-05-12 01:55:00	ES	Futures	2609.06	2609.33	2609.06	2609.33	236.0
2017-05-12 02:00:00	ES	Futures	2609.33	2609.33	2608.52	2608.52	1058.0
2017-05-12 02:05:00	ES	Futures	2608.79	2609.06	2608.24	2608.79	845.0
2017-05-12 02:10:00	ES	Futures	2608.79	2608.79	2608.52	2608.52	471.0
2017-05-12 02:15:00	ES	Futures	2608.79	2608.79	2608.24	2608.24	310.0
2017-05-12 02:20:00	ES	Futures	2608.52	2608.52	2608.24	2608.24	45.0
2017-05-12 02:25:00	ES	Futures	2608.24	2608.52	2607.97	2607.97	560.0
2017-05-12 02:30:00	ES	Futures	2608.24	2608.79	2607.97	2608.52	565.0
2017-05-12 02:35:00	ES	Futures	2608.52	2608.52	2607.97	2607.97	930.0
2017-05-12 02:40:00	ES	Futures	2607.97	2608.79	2607.97	2608.52	574.0
2017-05-12 02:45:00	ES	Futures	2608.24	2608.52	2607.7	2607.97	1076.0
2017-05-12 02:50:00	ES	Futures	2608.24	2608.24	2607.7	2607.7	482.0
2017-05-12 02:55:00	ES	Futures	2607.7	2608.24	2607.7	2607.97	416.0
2017-05-12 03:00:00	ES	Futures	2607.97	2608.24	2607.15	2607.7	2669.0
2017-05-12 03:05:00	ES	Futures	2607.7	2608.24	2607.15	2607.7	2309.0
2017-05-12 03:10:00	ES	Futures	2607.97	2607.97	2607.15	2607.42	975.0
2017-05-12 03:15:00	ES	Futures	2607.42	2607.42	2605.78	2606.88	3836.0
2017-05-12 03:20:00	ES	Futures	2606.88	2607.42	2606.6	2607.15	1493.0
2017-05-12 03:25:00	ES	Futures	2606.88	2607.42	2606.88	2607.15	884.0
2017-05-12 03:30:00	ES	Futures	2607.15	2607.42	2606.6	2606.88	855.0
2017-05-12 03:35:00	ES	Futures	2606.6	2607.15	2606.33	2606.33	1107.0
2017-05-12 03:40:00	ES	Futures	2606.33	2606.88	2606.33	2606.6	947.0
2017-05-12 03:45:00	ES	Futures	2606.6	2606.88	2606.06	2606.06	1424.0
2017-05-12 03:50:00	ES	Futures	2606.06	2606.6	2605.24	2606.6	2227.0
2017-05-12 03:55:00	ES	Futures	2606.6	2606.88	2605.78	2606.06	1656.0
2017-05-12 04:00:00	ES	Futures	2605.78	2606.33	2605.51	2606.06	1456.0
2017-05-12 04:05:00	ES	Futures	2606.06	2606.6	2606.06	2606.06	896.0

> showing 50 of 12,898 rows — these rows as CSV

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