PREVIEW / futures_5min / 2017-06-11

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-11.parquet
  size:    39 KB
  rows:    2,184

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
2017-06-11 18:00:00	ES	Futures	2654.95	2656.04	2653.86	2656.04	869.0
2017-06-11 18:05:00	ES	Futures	2655.77	2655.77	2655.22	2655.5	190.0
2017-06-11 18:10:00	ES	Futures	2655.5	2655.5	2654.68	2654.95	108.0
2017-06-11 18:15:00	ES	Futures	2654.95	2655.5	2654.95	2655.5	165.0
2017-06-11 18:20:00	ES	Futures	2655.22	2655.22	2653.86	2654.4	420.0
2017-06-11 18:25:00	ES	Futures	2654.4	2654.68	2653.86	2654.4	193.0
2017-06-11 18:30:00	ES	Futures	2654.68	2655.22	2653.31	2654.13	673.0
2017-06-11 18:35:00	ES	Futures	2654.13	2654.4	2653.04	2653.31	148.0
2017-06-11 18:40:00	ES	Futures	2653.58	2653.58	2652.76	2653.58	235.0
2017-06-11 18:45:00	ES	Futures	2653.31	2653.58	2653.31	2653.58	66.0
2017-06-11 18:50:00	ES	Futures	2653.58	2653.58	2653.04	2653.58	66.0
2017-06-11 18:55:00	ES	Futures	2653.58	2653.58	2653.31	2653.31	53.0
2017-06-11 19:00:00	ES	Futures	2653.58	2653.58	2653.31	2653.58	50.0
2017-06-11 19:05:00	ES	Futures	2653.86	2653.86	2653.31	2653.31	71.0
2017-06-11 19:10:00	ES	Futures	2653.31	2653.58	2653.04	2653.04	73.0
2017-06-11 19:15:00	ES	Futures	2653.04	2653.04	2652.76	2652.76	252.0
2017-06-11 19:20:00	ES	Futures	2652.76	2652.76	2651.95	2651.95	157.0
2017-06-11 19:25:00	ES	Futures	2651.95	2651.95	2651.67	2651.95	130.0
2017-06-11 19:30:00	ES	Futures	2651.95	2652.22	2651.13	2651.95	355.0
2017-06-11 19:35:00	ES	Futures	2651.95	2651.95	2651.67	2651.95	44.0
2017-06-11 19:40:00	ES	Futures	2651.67	2651.95	2651.4	2651.67	244.0
2017-06-11 19:45:00	ES	Futures	2651.95	2651.95	2651.4	2651.4	188.0
2017-06-11 19:50:00	ES	Futures	2651.4	2651.67	2651.13	2651.67	189.0
2017-06-11 19:55:00	ES	Futures	2651.67	2652.76	2651.67	2652.49	329.0
2017-06-11 20:00:00	ES	Futures	2652.49	2653.04	2652.22	2653.04	439.0
2017-06-11 20:05:00	ES	Futures	2653.04	2654.68	2653.04	2654.68	347.0
2017-06-11 20:10:00	ES	Futures	2654.68	2654.68	2654.13	2654.4	268.0
2017-06-11 20:15:00	ES	Futures	2654.4	2654.95	2654.13	2654.68	214.0
2017-06-11 20:20:00	ES	Futures	2654.95	2654.95	2654.68	2654.95	51.0
2017-06-11 20:25:00	ES	Futures	2654.68	2654.95	2653.58	2653.86	447.0
2017-06-11 20:30:00	ES	Futures	2653.86	2654.13	2653.31	2654.13	265.0
2017-06-11 20:35:00	ES	Futures	2653.86	2653.86	2653.04	2653.04	186.0
2017-06-11 20:40:00	ES	Futures	2653.04	2653.31	2653.04	2653.31	79.0
2017-06-11 20:45:00	ES	Futures	2653.31	2653.58	2653.31	2653.58	101.0
2017-06-11 20:50:00	ES	Futures	2653.58	2653.58	2653.31	2653.31	127.0
2017-06-11 20:55:00	ES	Futures	2653.31	2653.31	2653.04	2653.31	91.0
2017-06-11 21:00:00	ES	Futures	2653.31	2653.31	2653.04	2653.31	96.0
2017-06-11 21:05:00	ES	Futures	2653.31	2653.86	2653.31	2653.31	166.0
2017-06-11 21:10:00	ES	Futures	2653.58	2654.13	2653.31	2653.58	367.0
2017-06-11 21:15:00	ES	Futures	2653.31	2653.31	2652.76	2653.04	237.0
2017-06-11 21:20:00	ES	Futures	2653.04	2653.04	2652.76	2653.04	216.0
2017-06-11 21:25:00	ES	Futures	2652.76	2653.31	2652.76	2652.76	93.0
2017-06-11 21:30:00	ES	Futures	2652.76	2654.13	2652.76	2654.13	173.0
2017-06-11 21:35:00	ES	Futures	2654.13	2654.13	2653.86	2654.13	234.0
2017-06-11 21:40:00	ES	Futures	2654.13	2654.68	2654.13	2654.4	140.0
2017-06-11 21:45:00	ES	Futures	2654.68	2654.68	2653.86	2654.13	117.0
2017-06-11 21:50:00	ES	Futures	2654.13	2654.68	2654.13	2654.68	92.0
2017-06-11 21:55:00	ES	Futures	2654.68	2654.68	2654.13	2654.68	194.0
2017-06-11 22:00:00	ES	Futures	2654.68	2654.68	2654.13	2654.68	276.0
2017-06-11 22:05:00	ES	Futures	2654.68	2654.95	2654.4	2654.95	187.0

> showing 50 of 2,184 rows — these rows as CSV

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