PREVIEW / futures_5min / 2017-05-23

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-23.parquet
  size:    243 KB
  rows:    15,553

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
2017-05-23 00:00:00	ES	Futures	2612.07	2612.34	2612.07	2612.34	281.0
2017-05-23 00:05:00	ES	Futures	2612.34	2612.34	2611.79	2611.79	59.0
2017-05-23 00:10:00	ES	Futures	2611.79	2612.07	2611.79	2612.07	28.0
2017-05-23 00:15:00	ES	Futures	2612.07	2612.07	2611.79	2611.79	18.0
2017-05-23 00:20:00	ES	Futures	2611.79	2612.07	2611.79	2612.07	54.0
2017-05-23 00:25:00	ES	Futures	2612.34	2612.34	2612.07	2612.07	90.0
2017-05-23 00:30:00	ES	Futures	2612.34	2612.34	2612.07	2612.07	49.0
2017-05-23 00:35:00	ES	Futures	2612.07	2612.34	2612.07	2612.07	11.0
2017-05-23 00:40:00	ES	Futures	2612.07	2612.07	2612.07	2612.07	33.0
2017-05-23 00:45:00	ES	Futures	2612.34	2612.34	2611.79	2612.07	124.0
2017-05-23 00:50:00	ES	Futures	2612.07	2612.34	2612.07	2612.34	53.0
2017-05-23 00:55:00	ES	Futures	2612.34	2612.34	2612.07	2612.07	22.0
2017-05-23 01:00:00	ES	Futures	2612.07	2612.34	2611.79	2612.07	106.0
2017-05-23 01:05:00	ES	Futures	2611.79	2612.07	2611.79	2612.07	42.0
2017-05-23 01:10:00	ES	Futures	2612.07	2612.07	2611.52	2611.52	201.0
2017-05-23 01:15:00	ES	Futures	2611.79	2611.79	2610.97	2611.25	467.0
2017-05-23 01:20:00	ES	Futures	2610.97	2610.97	2610.7	2610.7	380.0
2017-05-23 01:25:00	ES	Futures	2610.97	2611.52	2610.7	2611.25	475.0
2017-05-23 01:30:00	ES	Futures	2611.25	2611.25	2610.43	2610.7	388.0
2017-05-23 01:35:00	ES	Futures	2610.7	2610.97	2610.7	2610.97	293.0
2017-05-23 01:40:00	ES	Futures	2610.97	2610.97	2609.88	2610.43	716.0
2017-05-23 01:45:00	ES	Futures	2610.43	2610.43	2610.15	2610.15	210.0
2017-05-23 01:50:00	ES	Futures	2610.43	2610.43	2609.88	2610.15	758.0
2017-05-23 01:55:00	ES	Futures	2610.15	2610.97	2610.15	2610.7	724.0
2017-05-23 02:00:00	ES	Futures	2610.7	2611.52	2610.43	2611.52	784.0
2017-05-23 02:05:00	ES	Futures	2611.52	2612.34	2611.25	2612.07	1423.0
2017-05-23 02:10:00	ES	Futures	2612.07	2612.07	2611.79	2611.79	793.0
2017-05-23 02:15:00	ES	Futures	2611.79	2612.07	2610.97	2611.25	1202.0
2017-05-23 02:20:00	ES	Futures	2611.52	2611.79	2610.97	2611.25	706.0
2017-05-23 02:25:00	ES	Futures	2611.25	2611.79	2610.43	2611.52	1735.0
2017-05-23 02:30:00	ES	Futures	2611.52	2611.79	2610.43	2610.7	1644.0
2017-05-23 02:35:00	ES	Futures	2610.7	2610.7	2610.15	2610.15	1436.0
2017-05-23 02:40:00	ES	Futures	2610.43	2610.43	2609.33	2609.61	1245.0
2017-05-23 02:45:00	ES	Futures	2609.61	2610.43	2609.33	2609.33	1792.0
2017-05-23 02:50:00	ES	Futures	2609.61	2609.88	2609.33	2609.61	656.0
2017-05-23 02:55:00	ES	Futures	2609.88	2610.15	2609.61	2609.88	1189.0
2017-05-23 03:00:00	ES	Futures	2609.61	2611.25	2609.33	2610.97	2282.0
2017-05-23 03:05:00	ES	Futures	2610.97	2613.98	2610.97	2612.34	6098.0
2017-05-23 03:10:00	ES	Futures	2612.34	2613.98	2612.34	2612.61	2419.0
2017-05-23 03:15:00	ES	Futures	2612.61	2613.98	2612.61	2612.61	2299.0
2017-05-23 03:20:00	ES	Futures	2612.61	2613.71	2612.34	2613.71	1543.0
2017-05-23 03:25:00	ES	Futures	2613.71	2613.98	2613.43	2613.43	1481.0
2017-05-23 03:30:00	ES	Futures	2613.71	2615.89	2613.43	2614.8	4094.0
2017-05-23 03:35:00	ES	Futures	2614.8	2616.71	2614.8	2616.71	5168.0
2017-05-23 03:40:00	ES	Futures	2616.71	2618.08	2616.16	2616.44	7243.0
2017-05-23 03:45:00	ES	Futures	2616.44	2617.53	2615.89	2615.89	1739.0
2017-05-23 03:50:00	ES	Futures	2615.89	2617.8	2615.62	2617.8	2377.0
2017-05-23 03:55:00	ES	Futures	2617.53	2618.08	2616.98	2617.8	1737.0
2017-05-23 04:00:00	ES	Futures	2617.53	2618.08	2616.71	2617.53	2581.0
2017-05-23 04:05:00	ES	Futures	2617.26	2619.17	2617.26	2618.89	7695.0

> showing 50 of 15,553 rows — these rows as CSV

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