PREVIEW / futures_5min / 2017-05-14

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-14.parquet
  size:    45 KB
  rows:    2,620

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
2017-05-14 18:00:00	ES	Futures	2609.88	2610.7	2609.33	2609.61	2279.0
2017-05-14 18:05:00	ES	Futures	2609.33	2610.43	2609.06	2610.15	919.0
2017-05-14 18:10:00	ES	Futures	2610.15	2610.7	2610.15	2610.43	248.0
2017-05-14 18:15:00	ES	Futures	2610.43	2611.52	2610.43	2610.97	1146.0
2017-05-14 18:20:00	ES	Futures	2610.97	2611.79	2610.97	2611.25	478.0
2017-05-14 18:25:00	ES	Futures	2611.25	2611.52	2610.7	2610.97	398.0
2017-05-14 18:30:00	ES	Futures	2610.97	2610.97	2610.7	2610.97	283.0
2017-05-14 18:35:00	ES	Futures	2610.97	2610.97	2610.7	2610.7	93.0
2017-05-14 18:40:00	ES	Futures	2610.97	2610.97	2610.7	2610.7	45.0
2017-05-14 18:45:00	ES	Futures	2610.7	2610.97	2610.7	2610.7	74.0
2017-05-14 18:50:00	ES	Futures	2610.7	2610.7	2610.43	2610.43	210.0
2017-05-14 18:55:00	ES	Futures	2610.43	2610.7	2610.43	2610.7	46.0
2017-05-14 19:00:00	ES	Futures	2610.43	2610.97	2610.43	2610.7	148.0
2017-05-14 19:05:00	ES	Futures	2610.7	2610.97	2610.15	2610.7	442.0
2017-05-14 19:10:00	ES	Futures	2610.7	2610.7	2610.43	2610.7	418.0
2017-05-14 19:15:00	ES	Futures	2610.7	2610.97	2610.43	2610.7	421.0
2017-05-14 19:20:00	ES	Futures	2610.7	2610.97	2610.7	2610.97	222.0
2017-05-14 19:25:00	ES	Futures	2610.97	2611.25	2610.7	2610.7	355.0
2017-05-14 19:30:00	ES	Futures	2610.97	2610.97	2610.43	2610.43	341.0
2017-05-14 19:35:00	ES	Futures	2610.7	2610.7	2610.15	2610.43	228.0
2017-05-14 19:40:00	ES	Futures	2610.43	2610.97	2610.43	2610.43	221.0
2017-05-14 19:45:00	ES	Futures	2610.43	2610.7	2610.15	2610.43	464.0
2017-05-14 19:50:00	ES	Futures	2610.43	2610.7	2610.15	2610.43	363.0
2017-05-14 19:55:00	ES	Futures	2610.43	2610.7	2610.15	2610.15	335.0
2017-05-14 20:00:00	ES	Futures	2610.15	2610.43	2609.88	2610.15	465.0
2017-05-14 20:05:00	ES	Futures	2610.15	2610.43	2609.61	2609.61	343.0
2017-05-14 20:10:00	ES	Futures	2609.61	2610.15	2609.33	2609.88	953.0
2017-05-14 20:15:00	ES	Futures	2609.88	2610.7	2609.88	2610.43	708.0
2017-05-14 20:20:00	ES	Futures	2610.43	2611.25	2610.43	2611.25	496.0
2017-05-14 20:25:00	ES	Futures	2611.25	2611.25	2610.7	2610.7	486.0
2017-05-14 20:30:00	ES	Futures	2610.7	2611.52	2610.7	2611.25	374.0
2017-05-14 20:35:00	ES	Futures	2611.25	2611.52	2610.7	2610.97	443.0
2017-05-14 20:40:00	ES	Futures	2610.97	2610.97	2610.43	2610.7	418.0
2017-05-14 20:45:00	ES	Futures	2610.7	2610.97	2610.43	2610.97	115.0
2017-05-14 20:50:00	ES	Futures	2610.97	2611.52	2610.7	2611.52	850.0
2017-05-14 20:55:00	ES	Futures	2611.52	2611.52	2611.25	2611.52	97.0
2017-05-14 21:00:00	ES	Futures	2611.25	2612.07	2611.25	2611.25	938.0
2017-05-14 21:05:00	ES	Futures	2611.52	2611.79	2611.52	2611.79	388.0
2017-05-14 21:10:00	ES	Futures	2611.79	2611.79	2611.52	2611.52	132.0
2017-05-14 21:15:00	ES	Futures	2611.52	2611.52	2610.97	2611.25	451.0
2017-05-14 21:20:00	ES	Futures	2611.52	2611.79	2610.97	2611.52	429.0
2017-05-14 21:25:00	ES	Futures	2611.52	2612.07	2611.25	2611.79	763.0
2017-05-14 21:30:00	ES	Futures	2612.07	2612.34	2611.79	2612.34	761.0
2017-05-14 21:35:00	ES	Futures	2612.34	2612.34	2612.07	2612.07	199.0
2017-05-14 21:40:00	ES	Futures	2612.34	2612.61	2611.79	2611.79	468.0
2017-05-14 21:45:00	ES	Futures	2611.79	2612.07	2611.79	2612.07	182.0
2017-05-14 21:50:00	ES	Futures	2611.79	2612.07	2611.79	2612.07	30.0
2017-05-14 21:55:00	ES	Futures	2611.79	2612.61	2611.52	2612.34	889.0
2017-05-14 22:00:00	ES	Futures	2612.34	2612.61	2611.52	2611.79	744.0
2017-05-14 22:05:00	ES	Futures	2611.79	2612.07	2611.79	2611.79	43.0

> showing 50 of 2,620 rows — these rows as CSV

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