PREVIEW / futures_5min / 2017-05-30

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-30.parquet
  size:    224 KB
  rows:    15,366

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
2017-05-30 00:00:00	ES	Futures	2636.1	2636.38	2636.1	2636.1	107.0
2017-05-30 00:05:00	ES	Futures	2636.1	2636.38	2636.1	2636.38	271.0
2017-05-30 00:10:00	ES	Futures	2636.65	2636.65	2636.1	2636.1	114.0
2017-05-30 00:15:00	ES	Futures	2636.1	2636.38	2636.1	2636.38	68.0
2017-05-30 00:20:00	ES	Futures	2636.38	2636.65	2636.38	2636.65	192.0
2017-05-30 00:25:00	ES	Futures	2636.38	2636.65	2636.1	2636.1	76.0
2017-05-30 00:30:00	ES	Futures	2636.1	2636.38	2636.1	2636.1	19.0
2017-05-30 00:35:00	ES	Futures	2636.1	2636.38	2636.1	2636.1	19.0
2017-05-30 00:40:00	ES	Futures	2636.1	2636.38	2636.1	2636.38	177.0
2017-05-30 00:45:00	ES	Futures	2636.38	2636.38	2636.1	2636.38	9.0
2017-05-30 00:50:00	ES	Futures	2636.38	2636.38	2636.1	2636.38	34.0
2017-05-30 00:55:00	ES	Futures	2636.38	2636.65	2636.38	2636.65	40.0
2017-05-30 01:00:00	ES	Futures	2636.65	2636.65	2636.38	2636.38	256.0
2017-05-30 01:05:00	ES	Futures	2636.65	2636.65	2636.38	2636.38	296.0
2017-05-30 01:10:00	ES	Futures	2636.1	2636.65	2636.1	2636.38	244.0
2017-05-30 01:15:00	ES	Futures	2636.65	2636.92	2636.38	2636.38	286.0
2017-05-30 01:20:00	ES	Futures	2636.38	2636.92	2636.38	2636.92	293.0
2017-05-30 01:25:00	ES	Futures	2636.92	2636.92	2636.65	2636.92	22.0
2017-05-30 01:30:00	ES	Futures	2636.65	2636.92	2636.38	2636.65	92.0
2017-05-30 01:35:00	ES	Futures	2636.65	2636.65	2636.38	2636.65	13.0
2017-05-30 01:40:00	ES	Futures	2636.38	2636.65	2636.38	2636.38	61.0
2017-05-30 01:45:00	ES	Futures	2636.65	2636.65	2636.38	2636.38	531.0
2017-05-30 01:50:00	ES	Futures	2636.38	2636.38	2635.28	2635.28	815.0
2017-05-30 01:55:00	ES	Futures	2635.56	2635.83	2635.28	2635.83	246.0
2017-05-30 02:00:00	ES	Futures	2636.1	2636.1	2635.56	2636.1	454.0
2017-05-30 02:05:00	ES	Futures	2636.1	2636.38	2635.83	2636.1	481.0
2017-05-30 02:10:00	ES	Futures	2635.83	2636.1	2635.56	2636.1	364.0
2017-05-30 02:15:00	ES	Futures	2636.1	2636.1	2635.56	2635.83	527.0
2017-05-30 02:20:00	ES	Futures	2635.83	2635.83	2635.28	2635.56	418.0
2017-05-30 02:25:00	ES	Futures	2635.83	2635.83	2635.56	2635.56	301.0
2017-05-30 02:30:00	ES	Futures	2635.56	2635.83	2635.28	2635.56	180.0
2017-05-30 02:35:00	ES	Futures	2635.28	2635.56	2635.28	2635.28	95.0
2017-05-30 02:40:00	ES	Futures	2635.28	2635.28	2634.74	2635.01	1098.0
2017-05-30 02:45:00	ES	Futures	2635.01	2635.01	2634.19	2634.46	1415.0
2017-05-30 02:50:00	ES	Futures	2634.46	2635.01	2634.19	2634.74	494.0
2017-05-30 02:55:00	ES	Futures	2634.74	2634.74	2634.19	2634.46	613.0
2017-05-30 03:00:00	ES	Futures	2634.46	2634.74	2633.64	2634.46	3455.0
2017-05-30 03:05:00	ES	Futures	2634.74	2634.74	2633.64	2634.46	1372.0
2017-05-30 03:10:00	ES	Futures	2634.19	2634.74	2633.64	2633.64	1677.0
2017-05-30 03:15:00	ES	Futures	2633.92	2633.92	2632.83	2633.1	2901.0
2017-05-30 03:20:00	ES	Futures	2633.1	2633.64	2632.83	2632.83	992.0
2017-05-30 03:25:00	ES	Futures	2633.1	2633.92	2632.83	2633.92	962.0
2017-05-30 03:30:00	ES	Futures	2633.92	2634.74	2633.37	2634.46	1638.0
2017-05-30 03:35:00	ES	Futures	2634.46	2634.74	2633.64	2634.46	1528.0
2017-05-30 03:40:00	ES	Futures	2634.46	2636.1	2634.19	2635.56	2488.0
2017-05-30 03:45:00	ES	Futures	2635.83	2636.38	2635.28	2635.28	2026.0
2017-05-30 03:50:00	ES	Futures	2635.28	2635.83	2635.01	2635.56	1231.0
2017-05-30 03:55:00	ES	Futures	2635.28	2636.65	2635.28	2636.1	1648.0
2017-05-30 04:00:00	ES	Futures	2635.83	2636.38	2635.56	2636.1	987.0
2017-05-30 04:05:00	ES	Futures	2636.38	2636.38	2635.56	2635.83	837.0

> showing 50 of 15,366 rows — these rows as CSV

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