PREVIEW / futures_5min / 2017-05-25

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-25.parquet
  size:    229 KB
  rows:    15,411

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
2017-05-25 00:00:00	ES	Futures	2632.28	2632.28	2631.73	2631.73	325.0
2017-05-25 00:05:00	ES	Futures	2631.73	2632.01	2631.73	2631.73	295.0
2017-05-25 00:10:00	ES	Futures	2631.73	2632.01	2631.73	2631.73	180.0
2017-05-25 00:15:00	ES	Futures	2631.73	2632.28	2631.73	2632.28	378.0
2017-05-25 00:20:00	ES	Futures	2632.28	2632.28	2632.01	2632.01	177.0
2017-05-25 00:25:00	ES	Futures	2632.01	2632.28	2632.01	2632.01	139.0
2017-05-25 00:30:00	ES	Futures	2632.01	2632.28	2632.01	2632.01	27.0
2017-05-25 00:35:00	ES	Futures	2632.01	2632.28	2632.01	2632.01	28.0
2017-05-25 00:40:00	ES	Futures	2632.01	2632.28	2632.01	2632.01	99.0
2017-05-25 00:45:00	ES	Futures	2632.28	2632.28	2632.01	2632.01	31.0
2017-05-25 00:50:00	ES	Futures	2632.01	2632.28	2632.01	2632.01	396.0
2017-05-25 00:55:00	ES	Futures	2631.73	2632.01	2631.73	2631.73	327.0
2017-05-25 01:00:00	ES	Futures	2632.01	2632.55	2631.73	2632.55	244.0
2017-05-25 01:05:00	ES	Futures	2632.28	2632.55	2632.28	2632.55	34.0
2017-05-25 01:10:00	ES	Futures	2632.28	2632.55	2632.01	2632.28	260.0
2017-05-25 01:15:00	ES	Futures	2632.28	2632.55	2632.28	2632.28	210.0
2017-05-25 01:20:00	ES	Futures	2632.55	2632.55	2632.28	2632.55	339.0
2017-05-25 01:25:00	ES	Futures	2632.55	2632.55	2632.28	2632.55	79.0
2017-05-25 01:30:00	ES	Futures	2632.28	2632.83	2632.28	2632.83	512.0
2017-05-25 01:35:00	ES	Futures	2632.55	2632.83	2632.55	2632.83	147.0
2017-05-25 01:40:00	ES	Futures	2632.83	2634.19	2632.55	2634.19	1249.0
2017-05-25 01:45:00	ES	Futures	2633.92	2635.28	2633.64	2634.74	2604.0
2017-05-25 01:50:00	ES	Futures	2634.46	2634.46	2633.92	2634.19	795.0
2017-05-25 01:55:00	ES	Futures	2634.19	2635.01	2634.19	2634.74	938.0
2017-05-25 02:00:00	ES	Futures	2634.46	2635.28	2633.92	2635.01	2829.0
2017-05-25 02:05:00	ES	Futures	2635.28	2635.83	2634.46	2634.46	2481.0
2017-05-25 02:10:00	ES	Futures	2634.46	2635.01	2634.19	2634.46	918.0
2017-05-25 02:15:00	ES	Futures	2634.46	2634.74	2634.19	2634.19	1119.0
2017-05-25 02:20:00	ES	Futures	2634.19	2634.74	2633.92	2634.74	429.0
2017-05-25 02:25:00	ES	Futures	2634.46	2634.46	2633.92	2634.19	798.0
2017-05-25 02:30:00	ES	Futures	2633.92	2634.46	2633.37	2633.64	1212.0
2017-05-25 02:35:00	ES	Futures	2633.64	2634.19	2633.37	2633.92	841.0
2017-05-25 02:40:00	ES	Futures	2633.92	2633.92	2633.37	2633.64	378.0
2017-05-25 02:45:00	ES	Futures	2633.37	2634.19	2633.37	2634.19	836.0
2017-05-25 02:50:00	ES	Futures	2634.19	2634.19	2633.64	2633.92	612.0
2017-05-25 02:55:00	ES	Futures	2633.92	2634.46	2633.92	2634.19	439.0
2017-05-25 03:00:00	ES	Futures	2633.92	2634.19	2633.1	2633.1	2359.0
2017-05-25 03:05:00	ES	Futures	2633.1	2633.64	2632.28	2632.55	2199.0
2017-05-25 03:10:00	ES	Futures	2632.83	2632.83	2632.28	2632.55	1674.0
2017-05-25 03:15:00	ES	Futures	2632.28	2632.55	2631.46	2632.28	1956.0
2017-05-25 03:20:00	ES	Futures	2632.28	2633.64	2632.28	2633.37	1860.0
2017-05-25 03:25:00	ES	Futures	2633.1	2633.1	2631.73	2632.01	2125.0
2017-05-25 03:30:00	ES	Futures	2632.01	2632.55	2631.73	2631.73	1093.0
2017-05-25 03:35:00	ES	Futures	2632.01	2633.1	2632.01	2633.1	1250.0
2017-05-25 03:40:00	ES	Futures	2633.37	2633.64	2632.55	2632.83	1018.0
2017-05-25 03:45:00	ES	Futures	2632.83	2633.37	2632.55	2633.1	751.0
2017-05-25 03:50:00	ES	Futures	2633.37	2633.37	2632.83	2632.83	1314.0
2017-05-25 03:55:00	ES	Futures	2632.83	2633.1	2629.82	2631.19	7285.0
2017-05-25 04:00:00	ES	Futures	2631.19	2631.46	2630.09	2631.19	3044.0
2017-05-25 04:05:00	ES	Futures	2630.91	2631.19	2629.82	2630.09	2854.0

> showing 50 of 15,411 rows — these rows as CSV

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