PREVIEW / futures_5min / 2017-06-02

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-02.parquet
  size:    212 KB
  rows:    12,842

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
2017-06-02 00:00:00	ES	Futures	2659.87	2660.14	2659.87	2659.87	133.0
2017-06-02 00:05:00	ES	Futures	2659.87	2660.14	2659.59	2659.87	366.0
2017-06-02 00:10:00	ES	Futures	2659.59	2659.87	2659.59	2659.59	283.0
2017-06-02 00:15:00	ES	Futures	2659.87	2659.87	2659.59	2659.59	625.0
2017-06-02 00:20:00	ES	Futures	2659.87	2659.87	2659.32	2659.32	458.0
2017-06-02 00:25:00	ES	Futures	2659.32	2660.14	2659.32	2659.87	464.0
2017-06-02 00:30:00	ES	Futures	2660.14	2660.41	2659.87	2660.41	234.0
2017-06-02 00:35:00	ES	Futures	2660.41	2660.69	2660.14	2660.69	340.0
2017-06-02 00:40:00	ES	Futures	2660.41	2660.96	2660.41	2660.69	530.0
2017-06-02 00:45:00	ES	Futures	2660.41	2660.96	2660.41	2660.96	150.0
2017-06-02 00:50:00	ES	Futures	2660.96	2660.96	2659.87	2660.14	470.0
2017-06-02 00:55:00	ES	Futures	2659.87	2660.14	2659.87	2660.14	535.0
2017-06-02 01:00:00	ES	Futures	2660.14	2660.14	2659.32	2659.87	515.0
2017-06-02 01:05:00	ES	Futures	2659.87	2660.41	2659.87	2660.41	758.0
2017-06-02 01:10:00	ES	Futures	2660.41	2660.41	2659.87	2660.41	506.0
2017-06-02 01:15:00	ES	Futures	2660.41	2660.69	2660.14	2660.41	674.0
2017-06-02 01:20:00	ES	Futures	2660.14	2660.96	2659.87	2660.69	443.0
2017-06-02 01:25:00	ES	Futures	2660.41	2660.69	2660.41	2660.69	202.0
2017-06-02 01:30:00	ES	Futures	2660.41	2660.69	2660.14	2660.14	314.0
2017-06-02 01:35:00	ES	Futures	2660.14	2661.23	2660.14	2660.96	867.0
2017-06-02 01:40:00	ES	Futures	2660.69	2660.96	2660.41	2660.41	436.0
2017-06-02 01:45:00	ES	Futures	2660.41	2661.23	2660.41	2661.23	678.0
2017-06-02 01:50:00	ES	Futures	2660.96	2661.23	2660.14	2660.41	777.0
2017-06-02 01:55:00	ES	Futures	2660.14	2660.96	2660.14	2660.41	778.0
2017-06-02 02:00:00	ES	Futures	2660.14	2661.23	2659.87	2661.23	1854.0
2017-06-02 02:05:00	ES	Futures	2660.96	2661.23	2659.32	2659.59	1939.0
2017-06-02 02:10:00	ES	Futures	2659.59	2660.14	2659.05	2660.14	1965.0
2017-06-02 02:15:00	ES	Futures	2660.14	2660.14	2659.87	2660.14	500.0
2017-06-02 02:20:00	ES	Futures	2660.14	2660.14	2659.59	2659.59	1159.0
2017-06-02 02:25:00	ES	Futures	2659.87	2659.87	2659.32	2659.32	730.0
2017-06-02 02:30:00	ES	Futures	2659.32	2659.87	2659.32	2659.87	405.0
2017-06-02 02:35:00	ES	Futures	2659.87	2659.87	2659.32	2659.59	1481.0
2017-06-02 02:40:00	ES	Futures	2659.59	2659.87	2659.05	2659.87	650.0
2017-06-02 02:45:00	ES	Futures	2659.59	2660.14	2659.59	2659.87	644.0
2017-06-02 02:50:00	ES	Futures	2659.59	2660.14	2659.32	2660.14	1126.0
2017-06-02 02:55:00	ES	Futures	2659.87	2660.41	2659.87	2660.14	1070.0
2017-06-02 03:00:00	ES	Futures	2660.14	2660.14	2659.32	2659.32	3576.0
2017-06-02 03:05:00	ES	Futures	2659.59	2660.41	2659.32	2660.14	3306.0
2017-06-02 03:10:00	ES	Futures	2660.14	2660.69	2659.32	2660.69	3419.0
2017-06-02 03:15:00	ES	Futures	2660.69	2661.51	2660.41	2660.96	2534.0
2017-06-02 03:20:00	ES	Futures	2660.96	2661.23	2659.87	2660.14	1751.0
2017-06-02 03:25:00	ES	Futures	2660.41	2660.69	2659.87	2660.41	1461.0
2017-06-02 03:30:00	ES	Futures	2660.41	2660.41	2659.87	2660.14	877.0
2017-06-02 03:35:00	ES	Futures	2660.14	2660.69	2659.59	2659.87	1528.0
2017-06-02 03:40:00	ES	Futures	2659.59	2659.87	2659.05	2659.32	1775.0
2017-06-02 03:45:00	ES	Futures	2659.59	2659.87	2659.05	2659.59	834.0
2017-06-02 03:50:00	ES	Futures	2659.87	2659.87	2658.77	2658.77	1984.0
2017-06-02 03:55:00	ES	Futures	2658.77	2659.05	2658.23	2658.23	1482.0
2017-06-02 04:00:00	ES	Futures	2658.5	2658.5	2657.95	2658.23	1413.0
2017-06-02 04:05:00	ES	Futures	2658.23	2658.5	2657.68	2657.68	1643.0

> showing 50 of 12,842 rows — these rows as CSV

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