PREVIEW / futures_5min / 2017-06-08

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-08.parquet
  size:    249 KB
  rows:    15,722

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
2017-06-08 00:00:00	ES	Futures	2659.32	2659.59	2659.32	2659.32	66.0
2017-06-08 00:05:00	ES	Futures	2659.32	2659.59	2659.32	2659.59	34.0
2017-06-08 00:10:00	ES	Futures	2659.32	2659.32	2659.32	2659.32	21.0
2017-06-08 00:15:00	ES	Futures	2659.32	2659.59	2659.32	2659.32	205.0
2017-06-08 00:20:00	ES	Futures	2659.32	2659.59	2659.32	2659.59	30.0
2017-06-08 00:25:00	ES	Futures	2659.32	2659.32	2659.05	2659.05	81.0
2017-06-08 00:30:00	ES	Futures	2659.05	2659.32	2659.05	2659.05	6.0
2017-06-08 00:35:00	ES	Futures	2659.32	2659.32	2659.05	2659.05	14.0
2017-06-08 00:40:00	ES	Futures	2659.32	2659.32	2659.05	2659.32	368.0
2017-06-08 00:45:00	ES	Futures	2659.32	2659.32	2658.23	2658.5	639.0
2017-06-08 00:50:00	ES	Futures	2658.5	2658.77	2658.23	2658.77	308.0
2017-06-08 00:55:00	ES	Futures	2658.77	2659.59	2658.77	2659.32	347.0
2017-06-08 01:00:00	ES	Futures	2659.32	2659.32	2658.77	2658.77	243.0
2017-06-08 01:05:00	ES	Futures	2658.77	2659.05	2658.77	2659.05	398.0
2017-06-08 01:10:00	ES	Futures	2659.05	2659.05	2658.77	2659.05	24.0
2017-06-08 01:15:00	ES	Futures	2659.05	2659.05	2658.5	2658.5	196.0
2017-06-08 01:20:00	ES	Futures	2658.5	2658.77	2657.95	2658.23	467.0
2017-06-08 01:25:00	ES	Futures	2658.23	2658.23	2657.95	2657.95	821.0
2017-06-08 01:30:00	ES	Futures	2658.23	2658.23	2657.95	2658.23	468.0
2017-06-08 01:35:00	ES	Futures	2658.5	2658.77	2658.5	2658.77	294.0
2017-06-08 01:40:00	ES	Futures	2658.77	2658.77	2657.95	2657.95	286.0
2017-06-08 01:45:00	ES	Futures	2658.23	2658.23	2657.95	2658.23	340.0
2017-06-08 01:50:00	ES	Futures	2658.23	2658.5	2657.95	2658.23	278.0
2017-06-08 01:55:00	ES	Futures	2658.23	2658.5	2657.68	2657.68	535.0
2017-06-08 02:00:00	ES	Futures	2657.95	2658.23	2657.41	2657.68	662.0
2017-06-08 02:05:00	ES	Futures	2657.68	2658.77	2657.41	2658.5	487.0
2017-06-08 02:10:00	ES	Futures	2658.5	2659.32	2658.5	2659.05	499.0
2017-06-08 02:15:00	ES	Futures	2659.05	2659.32	2658.5	2658.5	376.0
2017-06-08 02:20:00	ES	Futures	2658.77	2658.77	2658.5	2658.77	431.0
2017-06-08 02:25:00	ES	Futures	2659.05	2659.05	2658.5	2658.5	76.0
2017-06-08 02:30:00	ES	Futures	2658.5	2658.77	2658.23	2658.23	347.0
2017-06-08 02:35:00	ES	Futures	2658.23	2659.05	2658.23	2659.05	324.0
2017-06-08 02:40:00	ES	Futures	2659.32	2659.32	2658.77	2658.77	85.0
2017-06-08 02:45:00	ES	Futures	2659.05	2659.32	2658.77	2658.77	506.0
2017-06-08 02:50:00	ES	Futures	2659.05	2659.05	2658.23	2658.5	505.0
2017-06-08 02:55:00	ES	Futures	2658.77	2658.77	2658.5	2658.77	151.0
2017-06-08 03:00:00	ES	Futures	2658.5	2659.59	2658.23	2659.32	2623.0
2017-06-08 03:05:00	ES	Futures	2659.05	2660.14	2658.77	2659.59	1639.0
2017-06-08 03:10:00	ES	Futures	2659.87	2660.69	2659.59	2660.14	1798.0
2017-06-08 03:15:00	ES	Futures	2660.14	2660.69	2659.59	2659.59	1245.0
2017-06-08 03:20:00	ES	Futures	2659.59	2660.41	2659.32	2660.14	1132.0
2017-06-08 03:25:00	ES	Futures	2660.14	2660.41	2659.87	2659.87	261.0
2017-06-08 03:30:00	ES	Futures	2659.87	2660.41	2659.32	2659.59	956.0
2017-06-08 03:35:00	ES	Futures	2659.59	2659.87	2659.05	2659.32	630.0
2017-06-08 03:40:00	ES	Futures	2659.05	2659.32	2658.5	2658.5	1013.0
2017-06-08 03:45:00	ES	Futures	2658.5	2658.77	2658.23	2658.77	626.0
2017-06-08 03:50:00	ES	Futures	2658.5	2658.77	2658.5	2658.5	455.0
2017-06-08 03:55:00	ES	Futures	2658.77	2659.59	2658.77	2659.32	1606.0
2017-06-08 04:00:00	ES	Futures	2659.59	2659.59	2659.05	2659.05	915.0
2017-06-08 04:05:00	ES	Futures	2659.05	2659.32	2657.68	2658.23	1361.0

> showing 50 of 15,722 rows — these rows as CSV

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