PREVIEW / futures_5min / 2017-06-05

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-05.parquet
  size:    198 KB
  rows:    14,136

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
2017-06-05 00:00:00	ES	Futures	2660.69	2661.23	2660.69	2661.23	145.0
2017-06-05 00:05:00	ES	Futures	2660.96	2661.51	2660.96	2661.23	689.0
2017-06-05 00:10:00	ES	Futures	2661.23	2661.51	2660.96	2661.23	150.0
2017-06-05 00:15:00	ES	Futures	2660.96	2661.23	2660.96	2660.96	67.0
2017-06-05 00:20:00	ES	Futures	2660.96	2661.23	2660.69	2660.96	221.0
2017-06-05 00:25:00	ES	Futures	2661.23	2661.23	2660.69	2660.69	118.0
2017-06-05 00:30:00	ES	Futures	2660.69	2660.96	2660.69	2660.96	108.0
2017-06-05 00:35:00	ES	Futures	2660.69	2660.69	2660.69	2660.69	18.0
2017-06-05 00:40:00	ES	Futures	2660.96	2661.23	2660.96	2660.96	150.0
2017-06-05 00:45:00	ES	Futures	2661.23	2661.23	2660.96	2660.96	90.0
2017-06-05 00:50:00	ES	Futures	2660.96	2661.23	2660.69	2660.96	54.0
2017-06-05 00:55:00	ES	Futures	2660.96	2661.23	2660.69	2660.96	157.0
2017-06-05 01:00:00	ES	Futures	2660.96	2661.23	2660.96	2660.96	59.0
2017-06-05 01:05:00	ES	Futures	2661.23	2661.51	2661.23	2661.51	1869.0
2017-06-05 01:10:00	ES	Futures	2661.23	2661.51	2660.69	2660.96	641.0
2017-06-05 01:15:00	ES	Futures	2661.23	2661.51	2660.96	2661.23	542.0
2017-06-05 01:20:00	ES	Futures	2661.23	2661.51	2661.23	2661.51	50.0
2017-06-05 01:25:00	ES	Futures	2661.51	2661.51	2661.23	2661.51	46.0
2017-06-05 01:30:00	ES	Futures	2661.51	2661.51	2661.23	2661.23	125.0
2017-06-05 01:35:00	ES	Futures	2661.23	2661.51	2660.96	2661.23	244.0
2017-06-05 01:40:00	ES	Futures	2660.96	2661.23	2660.96	2661.23	22.0
2017-06-05 01:45:00	ES	Futures	2661.23	2661.23	2660.96	2661.23	238.0
2017-06-05 01:50:00	ES	Futures	2660.96	2661.51	2660.96	2661.51	186.0
2017-06-05 01:55:00	ES	Futures	2661.51	2662.05	2661.23	2661.78	922.0
2017-06-05 02:00:00	ES	Futures	2661.78	2661.78	2660.96	2661.23	634.0
2017-06-05 02:05:00	ES	Futures	2661.23	2661.23	2659.87	2660.41	2005.0
2017-06-05 02:10:00	ES	Futures	2660.41	2660.96	2660.41	2660.96	592.0
2017-06-05 02:15:00	ES	Futures	2660.69	2660.96	2660.69	2660.69	208.0
2017-06-05 02:20:00	ES	Futures	2660.69	2661.23	2660.69	2661.23	158.0
2017-06-05 02:25:00	ES	Futures	2661.23	2661.51	2661.23	2661.51	55.0
2017-06-05 02:30:00	ES	Futures	2661.23	2661.51	2661.23	2661.51	460.0
2017-06-05 02:35:00	ES	Futures	2661.51	2661.51	2661.23	2661.51	131.0
2017-06-05 02:40:00	ES	Futures	2661.51	2661.51	2660.69	2660.69	675.0
2017-06-05 02:45:00	ES	Futures	2660.41	2660.69	2660.41	2660.69	692.0
2017-06-05 02:50:00	ES	Futures	2660.69	2661.23	2660.69	2661.23	586.0
2017-06-05 02:55:00	ES	Futures	2661.23	2661.23	2660.69	2661.23	937.0
2017-06-05 03:00:00	ES	Futures	2661.23	2661.78	2660.96	2661.51	1143.0
2017-06-05 03:05:00	ES	Futures	2661.51	2661.78	2660.96	2661.23	654.0
2017-06-05 03:10:00	ES	Futures	2660.96	2661.23	2660.69	2660.96	455.0
2017-06-05 03:15:00	ES	Futures	2660.96	2661.23	2660.69	2661.23	499.0
2017-06-05 03:20:00	ES	Futures	2661.23	2661.23	2660.41	2660.96	827.0
2017-06-05 03:25:00	ES	Futures	2660.96	2661.23	2660.41	2660.41	730.0
2017-06-05 03:30:00	ES	Futures	2660.69	2660.69	2660.14	2660.41	1273.0
2017-06-05 03:35:00	ES	Futures	2660.41	2661.23	2660.41	2660.41	608.0
2017-06-05 03:40:00	ES	Futures	2660.69	2660.96	2660.14	2660.96	505.0
2017-06-05 03:45:00	ES	Futures	2660.96	2661.51	2660.96	2661.51	411.0
2017-06-05 03:50:00	ES	Futures	2661.51	2661.51	2660.96	2661.23	443.0
2017-06-05 03:55:00	ES	Futures	2661.23	2661.51	2661.23	2661.23	402.0
2017-06-05 04:00:00	ES	Futures	2661.23	2661.51	2660.96	2661.23	725.0
2017-06-05 04:05:00	ES	Futures	2661.23	2661.51	2660.96	2661.23	442.0

> showing 50 of 14,136 rows — these rows as CSV

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