PREVIEW / futures_5min / 2017-06-09

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-09.parquet
  size:    209 KB
  rows:    12,912

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
2017-06-09 00:00:00	ES	Futures	2660.41	2660.41	2659.87	2659.87	201.0
2017-06-09 00:05:00	ES	Futures	2659.87	2659.87	2659.05	2659.05	338.0
2017-06-09 00:10:00	ES	Futures	2659.32	2659.59	2659.05	2659.32	203.0
2017-06-09 00:15:00	ES	Futures	2659.05	2659.59	2659.05	2659.32	188.0
2017-06-09 00:20:00	ES	Futures	2659.32	2659.59	2659.05	2659.32	111.0
2017-06-09 00:25:00	ES	Futures	2659.32	2659.59	2659.32	2659.59	189.0
2017-06-09 00:30:00	ES	Futures	2659.32	2659.59	2659.32	2659.32	99.0
2017-06-09 00:35:00	ES	Futures	2659.32	2659.59	2659.05	2659.32	292.0
2017-06-09 00:40:00	ES	Futures	2659.32	2659.32	2659.32	2659.32	63.0
2017-06-09 00:45:00	ES	Futures	2659.32	2659.59	2659.32	2659.32	349.0
2017-06-09 00:50:00	ES	Futures	2659.32	2659.87	2659.32	2659.87	197.0
2017-06-09 00:55:00	ES	Futures	2659.87	2660.14	2659.59	2659.87	134.0
2017-06-09 01:00:00	ES	Futures	2659.87	2659.87	2659.59	2659.59	56.0
2017-06-09 01:05:00	ES	Futures	2659.59	2659.59	2659.32	2659.59	78.0
2017-06-09 01:10:00	ES	Futures	2659.59	2659.59	2659.32	2659.32	63.0
2017-06-09 01:15:00	ES	Futures	2659.32	2659.59	2659.32	2659.59	29.0
2017-06-09 01:20:00	ES	Futures	2659.32	2659.59	2659.32	2659.32	48.0
2017-06-09 01:25:00	ES	Futures	2659.59	2659.59	2659.32	2659.32	72.0
2017-06-09 01:30:00	ES	Futures	2659.59	2659.87	2659.59	2659.87	170.0
2017-06-09 01:35:00	ES	Futures	2659.59	2659.59	2659.05	2659.32	193.0
2017-06-09 01:40:00	ES	Futures	2659.32	2659.59	2659.05	2659.32	296.0
2017-06-09 01:45:00	ES	Futures	2659.32	2659.59	2659.32	2659.59	61.0
2017-06-09 01:50:00	ES	Futures	2659.32	2659.59	2659.32	2659.59	128.0
2017-06-09 01:55:00	ES	Futures	2659.59	2660.14	2659.59	2659.59	386.0
2017-06-09 02:00:00	ES	Futures	2659.87	2660.14	2659.32	2659.87	640.0
2017-06-09 02:05:00	ES	Futures	2659.87	2659.87	2659.32	2659.32	425.0
2017-06-09 02:10:00	ES	Futures	2659.32	2659.87	2659.05	2659.32	416.0
2017-06-09 02:15:00	ES	Futures	2659.05	2659.32	2658.77	2659.05	186.0
2017-06-09 02:20:00	ES	Futures	2659.05	2659.32	2658.77	2658.77	611.0
2017-06-09 02:25:00	ES	Futures	2659.05	2659.32	2658.77	2658.77	325.0
2017-06-09 02:30:00	ES	Futures	2658.77	2659.59	2658.77	2659.59	340.0
2017-06-09 02:35:00	ES	Futures	2659.59	2660.69	2659.32	2660.14	1226.0
2017-06-09 02:40:00	ES	Futures	2660.41	2660.41	2659.59	2659.59	576.0
2017-06-09 02:45:00	ES	Futures	2659.87	2660.14	2659.32	2659.59	212.0
2017-06-09 02:50:00	ES	Futures	2659.87	2660.14	2659.59	2659.59	181.0
2017-06-09 02:55:00	ES	Futures	2659.59	2659.87	2659.32	2659.32	329.0
2017-06-09 03:00:00	ES	Futures	2659.32	2660.96	2658.77	2660.41	1754.0
2017-06-09 03:05:00	ES	Futures	2660.41	2662.87	2660.14	2662.6	5010.0
2017-06-09 03:10:00	ES	Futures	2662.6	2663.96	2662.6	2663.14	2772.0
2017-06-09 03:15:00	ES	Futures	2663.14	2663.69	2662.6	2663.14	1577.0
2017-06-09 03:20:00	ES	Futures	2662.87	2663.42	2662.32	2663.14	1199.0
2017-06-09 03:25:00	ES	Futures	2663.14	2663.42	2661.78	2662.32	867.0
2017-06-09 03:30:00	ES	Futures	2662.32	2662.87	2662.05	2662.32	679.0
2017-06-09 03:35:00	ES	Futures	2662.6	2662.87	2662.32	2662.32	833.0
2017-06-09 03:40:00	ES	Futures	2662.32	2662.6	2662.05	2662.05	533.0
2017-06-09 03:45:00	ES	Futures	2662.32	2662.6	2659.32	2659.59	2114.0
2017-06-09 03:50:00	ES	Futures	2659.59	2660.69	2659.59	2660.41	1093.0
2017-06-09 03:55:00	ES	Futures	2660.14	2660.69	2659.05	2659.32	1302.0
2017-06-09 04:00:00	ES	Futures	2659.32	2660.14	2658.77	2659.87	1018.0
2017-06-09 04:05:00	ES	Futures	2659.59	2660.41	2659.59	2660.14	616.0

> showing 50 of 12,912 rows — these rows as CSV

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