PREVIEW / futures_5min / 2017-06-06

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-06.parquet
  size:    222 KB
  rows:    15,098

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
2017-06-06 00:00:00	ES	Futures	2657.95	2657.95	2657.68	2657.95	27.0
2017-06-06 00:05:00	ES	Futures	2657.95	2657.95	2657.68	2657.95	52.0
2017-06-06 00:10:00	ES	Futures	2657.68	2657.95	2657.68	2657.95	191.0
2017-06-06 00:15:00	ES	Futures	2657.68	2657.95	2657.68	2657.68	50.0
2017-06-06 00:20:00	ES	Futures	2657.95	2658.23	2657.68	2657.95	155.0
2017-06-06 00:25:00	ES	Futures	2658.23	2658.23	2657.95	2657.95	109.0
2017-06-06 00:30:00	ES	Futures	2657.95	2658.23	2657.95	2658.23	141.0
2017-06-06 00:35:00	ES	Futures	2657.95	2658.23	2657.95	2658.23	18.0
2017-06-06 00:40:00	ES	Futures	2658.23	2658.23	2657.95	2657.95	78.0
2017-06-06 00:45:00	ES	Futures	2658.23	2658.23	2657.95	2657.95	318.0
2017-06-06 00:50:00	ES	Futures	2657.95	2658.23	2657.95	2658.23	210.0
2017-06-06 00:55:00	ES	Futures	2658.23	2658.23	2658.23	2658.23	11.0
2017-06-06 01:00:00	ES	Futures	2658.23	2658.5	2657.95	2658.5	546.0
2017-06-06 01:05:00	ES	Futures	2658.5	2658.5	2658.23	2658.23	19.0
2017-06-06 01:10:00	ES	Futures	2658.5	2658.5	2658.23	2658.5	41.0
2017-06-06 01:15:00	ES	Futures	2658.23	2658.5	2658.23	2658.23	169.0
2017-06-06 01:20:00	ES	Futures	2658.5	2658.5	2658.23	2658.5	107.0
2017-06-06 01:25:00	ES	Futures	2658.5	2658.5	2657.95	2657.95	260.0
2017-06-06 01:30:00	ES	Futures	2658.23	2658.23	2657.68	2657.95	371.0
2017-06-06 01:35:00	ES	Futures	2657.95	2657.95	2656.59	2656.86	1325.0
2017-06-06 01:40:00	ES	Futures	2656.86	2657.68	2656.86	2657.68	260.0
2017-06-06 01:45:00	ES	Futures	2657.68	2657.68	2656.32	2656.32	1245.0
2017-06-06 01:50:00	ES	Futures	2656.32	2656.59	2655.77	2656.59	1790.0
2017-06-06 01:55:00	ES	Futures	2656.32	2656.86	2656.32	2656.32	511.0
2017-06-06 02:00:00	ES	Futures	2656.59	2656.86	2656.04	2656.86	1317.0
2017-06-06 02:05:00	ES	Futures	2656.59	2656.86	2655.5	2655.77	1337.0
2017-06-06 02:10:00	ES	Futures	2655.77	2656.04	2655.22	2655.22	939.0
2017-06-06 02:15:00	ES	Futures	2655.22	2655.77	2654.95	2655.22	1732.0
2017-06-06 02:20:00	ES	Futures	2655.22	2655.5	2654.4	2654.4	2010.0
2017-06-06 02:25:00	ES	Futures	2654.4	2655.22	2654.4	2654.68	1243.0
2017-06-06 02:30:00	ES	Futures	2654.68	2655.5	2654.68	2655.5	554.0
2017-06-06 02:35:00	ES	Futures	2655.5	2655.5	2655.22	2655.5	278.0
2017-06-06 02:40:00	ES	Futures	2655.5	2655.77	2655.22	2655.77	302.0
2017-06-06 02:45:00	ES	Futures	2655.77	2656.04	2655.5	2655.77	743.0
2017-06-06 02:50:00	ES	Futures	2655.5	2655.77	2655.22	2655.77	811.0
2017-06-06 02:55:00	ES	Futures	2656.04	2656.04	2655.5	2655.5	494.0
2017-06-06 03:00:00	ES	Futures	2655.77	2656.04	2654.4	2654.68	3227.0
2017-06-06 03:05:00	ES	Futures	2654.68	2656.32	2654.68	2656.04	2287.0
2017-06-06 03:10:00	ES	Futures	2656.04	2656.32	2655.5	2656.04	2385.0
2017-06-06 03:15:00	ES	Futures	2656.04	2656.59	2655.22	2655.77	1296.0
2017-06-06 03:20:00	ES	Futures	2655.5	2656.32	2655.22	2656.32	1440.0
2017-06-06 03:25:00	ES	Futures	2656.32	2656.59	2656.04	2656.32	967.0
2017-06-06 03:30:00	ES	Futures	2656.32	2656.59	2655.77	2656.04	1579.0
2017-06-06 03:35:00	ES	Futures	2656.04	2656.59	2655.77	2656.32	1070.0
2017-06-06 03:40:00	ES	Futures	2656.32	2657.41	2656.04	2656.86	1377.0
2017-06-06 03:45:00	ES	Futures	2656.86	2657.41	2656.32	2656.32	1533.0
2017-06-06 03:50:00	ES	Futures	2656.32	2656.86	2656.32	2656.86	793.0
2017-06-06 03:55:00	ES	Futures	2657.13	2657.13	2656.32	2656.59	650.0
2017-06-06 04:00:00	ES	Futures	2656.86	2657.68	2656.32	2657.13	1259.0
2017-06-06 04:05:00	ES	Futures	2656.86	2657.68	2656.86	2657.41	1804.0

> showing 50 of 15,098 rows — these rows as CSV

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