PREVIEW / futures_5min / 2017-06-04

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-04.parquet
  size:    45 KB
  rows:    2,601

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
2017-06-04 18:00:00	ES	Futures	2660.69	2662.6	2660.69	2662.05	2345.0
2017-06-04 18:05:00	ES	Futures	2662.05	2662.32	2661.23	2661.51	606.0
2017-06-04 18:10:00	ES	Futures	2661.51	2661.78	2660.96	2661.23	428.0
2017-06-04 18:15:00	ES	Futures	2661.23	2661.78	2660.96	2661.51	281.0
2017-06-04 18:20:00	ES	Futures	2661.78	2661.78	2661.51	2661.78	123.0
2017-06-04 18:25:00	ES	Futures	2661.78	2661.78	2661.51	2661.51	126.0
2017-06-04 18:30:00	ES	Futures	2661.78	2662.05	2661.23	2661.51	222.0
2017-06-04 18:35:00	ES	Futures	2661.78	2661.78	2661.51	2661.78	77.0
2017-06-04 18:40:00	ES	Futures	2661.51	2662.05	2661.51	2662.05	141.0
2017-06-04 18:45:00	ES	Futures	2662.05	2662.05	2661.51	2661.51	45.0
2017-06-04 18:50:00	ES	Futures	2661.51	2661.78	2661.51	2661.51	176.0
2017-06-04 18:55:00	ES	Futures	2661.78	2661.78	2661.23	2661.51	51.0
2017-06-04 19:00:00	ES	Futures	2661.51	2661.51	2660.96	2660.96	255.0
2017-06-04 19:05:00	ES	Futures	2661.23	2661.23	2660.41	2660.41	208.0
2017-06-04 19:10:00	ES	Futures	2660.41	2660.96	2659.59	2660.69	1154.0
2017-06-04 19:15:00	ES	Futures	2660.69	2660.69	2660.14	2660.14	342.0
2017-06-04 19:20:00	ES	Futures	2660.14	2660.41	2659.87	2660.41	152.0
2017-06-04 19:25:00	ES	Futures	2660.14	2660.14	2659.59	2659.87	314.0
2017-06-04 19:30:00	ES	Futures	2659.87	2659.87	2659.32	2659.87	411.0
2017-06-04 19:35:00	ES	Futures	2659.59	2659.87	2659.59	2659.87	153.0
2017-06-04 19:40:00	ES	Futures	2659.87	2659.87	2658.77	2659.59	870.0
2017-06-04 19:45:00	ES	Futures	2659.32	2659.87	2659.32	2659.87	225.0
2017-06-04 19:50:00	ES	Futures	2659.59	2659.87	2659.32	2659.59	243.0
2017-06-04 19:55:00	ES	Futures	2659.59	2659.87	2659.32	2659.87	153.0
2017-06-04 20:00:00	ES	Futures	2659.59	2660.14	2658.77	2658.77	833.0
2017-06-04 20:05:00	ES	Futures	2659.05	2659.05	2658.23	2659.05	1113.0
2017-06-04 20:10:00	ES	Futures	2658.77	2659.59	2658.5	2659.32	810.0
2017-06-04 20:15:00	ES	Futures	2659.32	2659.59	2659.05	2659.32	605.0
2017-06-04 20:20:00	ES	Futures	2659.59	2659.59	2658.77	2658.77	280.0
2017-06-04 20:25:00	ES	Futures	2659.05	2659.32	2658.5	2659.05	554.0
2017-06-04 20:30:00	ES	Futures	2659.32	2659.59	2659.05	2659.59	252.0
2017-06-04 20:35:00	ES	Futures	2659.59	2659.87	2659.59	2659.87	96.0
2017-06-04 20:40:00	ES	Futures	2659.59	2660.14	2659.59	2659.87	531.0
2017-06-04 20:45:00	ES	Futures	2659.59	2659.87	2659.59	2659.59	314.0
2017-06-04 20:50:00	ES	Futures	2659.59	2659.59	2659.32	2659.59	111.0
2017-06-04 20:55:00	ES	Futures	2659.59	2659.59	2659.32	2659.59	57.0
2017-06-04 21:00:00	ES	Futures	2659.32	2659.87	2659.32	2659.59	210.0
2017-06-04 21:05:00	ES	Futures	2659.87	2659.87	2659.59	2659.59	108.0
2017-06-04 21:10:00	ES	Futures	2659.87	2659.87	2659.59	2659.87	77.0
2017-06-04 21:15:00	ES	Futures	2659.59	2659.87	2659.32	2659.87	216.0
2017-06-04 21:20:00	ES	Futures	2659.87	2660.14	2659.32	2659.59	487.0
2017-06-04 21:25:00	ES	Futures	2659.59	2659.59	2659.05	2659.32	221.0
2017-06-04 21:30:00	ES	Futures	2659.32	2660.41	2659.32	2660.14	823.0
2017-06-04 21:35:00	ES	Futures	2660.14	2660.41	2659.59	2660.14	231.0
2017-06-04 21:40:00	ES	Futures	2660.14	2660.41	2659.87	2660.41	516.0
2017-06-04 21:45:00	ES	Futures	2660.41	2661.23	2660.41	2660.96	761.0
2017-06-04 21:50:00	ES	Futures	2660.96	2660.96	2659.87	2660.14	613.0
2017-06-04 21:55:00	ES	Futures	2660.41	2660.41	2659.59	2659.59	249.0
2017-06-04 22:00:00	ES	Futures	2659.59	2660.41	2659.59	2660.41	135.0
2017-06-04 22:05:00	ES	Futures	2660.41	2660.41	2659.87	2660.14	96.0

> showing 50 of 2,601 rows — these rows as CSV

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