PREVIEW / futures_5min / 2017-06-12

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-12.parquet
  size:    211 KB
  rows:    14,029

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
2017-06-12 00:00:00	ES	Futures	2652.22	2652.22	2651.4	2651.4	162.0
2017-06-12 00:05:00	ES	Futures	2651.67	2652.22	2651.4	2651.95	142.0
2017-06-12 00:10:00	ES	Futures	2651.95	2651.95	2651.67	2651.67	33.0
2017-06-12 00:15:00	ES	Futures	2651.67	2651.95	2651.67	2651.95	30.0
2017-06-12 00:20:00	ES	Futures	2651.95	2651.95	2651.4	2651.4	48.0
2017-06-12 00:25:00	ES	Futures	2651.4	2651.67	2651.4	2651.67	45.0
2017-06-12 00:30:00	ES	Futures	2651.67	2651.95	2651.67	2651.95	110.0
2017-06-12 00:35:00	ES	Futures	2651.95	2652.22	2651.67	2651.95	93.0
2017-06-12 00:40:00	ES	Futures	2651.95	2651.95	2651.67	2651.95	40.0
2017-06-12 00:45:00	ES	Futures	2651.95	2651.95	2651.4	2651.95	351.0
2017-06-12 00:50:00	ES	Futures	2651.67	2652.22	2651.67	2652.22	17.0
2017-06-12 00:55:00	ES	Futures	2651.95	2652.22	2651.95	2651.95	249.0
2017-06-12 01:00:00	ES	Futures	2651.95	2651.95	2651.4	2651.4	392.0
2017-06-12 01:05:00	ES	Futures	2651.4	2651.67	2651.4	2651.4	40.0
2017-06-12 01:10:00	ES	Futures	2651.67	2651.67	2651.4	2651.67	135.0
2017-06-12 01:15:00	ES	Futures	2651.67	2651.95	2651.67	2651.95	42.0
2017-06-12 01:20:00	ES	Futures	2651.95	2651.95	2651.67	2651.67	6.0
2017-06-12 01:25:00	ES	Futures	2651.67	2651.95	2651.67	2651.67	78.0
2017-06-12 01:30:00	ES	Futures	2651.95	2651.95	2651.67	2651.67	53.0
2017-06-12 01:35:00	ES	Futures	2651.67	2651.95	2651.67	2651.95	31.0
2017-06-12 01:40:00	ES	Futures	2651.95	2651.95	2651.67	2651.95	240.0
2017-06-12 01:45:00	ES	Futures	2651.67	2651.95	2651.67	2651.95	33.0
2017-06-12 01:50:00	ES	Futures	2651.95	2652.22	2651.95	2652.22	90.0
2017-06-12 01:55:00	ES	Futures	2652.22	2652.22	2651.67	2651.95	47.0
2017-06-12 02:00:00	ES	Futures	2651.95	2652.76	2651.67	2652.76	573.0
2017-06-12 02:05:00	ES	Futures	2652.76	2653.04	2651.95	2652.22	1128.0
2017-06-12 02:10:00	ES	Futures	2651.95	2652.22	2651.95	2652.22	91.0
2017-06-12 02:15:00	ES	Futures	2652.22	2652.76	2652.22	2652.49	606.0
2017-06-12 02:20:00	ES	Futures	2652.49	2652.49	2651.4	2651.4	120.0
2017-06-12 02:25:00	ES	Futures	2651.4	2652.22	2651.4	2651.95	254.0
2017-06-12 02:30:00	ES	Futures	2651.95	2652.22	2651.67	2652.22	248.0
2017-06-12 02:35:00	ES	Futures	2652.22	2652.22	2651.4	2651.67	181.0
2017-06-12 02:40:00	ES	Futures	2651.67	2651.95	2651.4	2651.67	163.0
2017-06-12 02:45:00	ES	Futures	2651.67	2651.95	2650.85	2651.67	1018.0
2017-06-12 02:50:00	ES	Futures	2651.67	2652.22	2651.4	2652.22	419.0
2017-06-12 02:55:00	ES	Futures	2651.95	2652.76	2651.95	2652.49	281.0
2017-06-12 03:00:00	ES	Futures	2652.49	2652.49	2650.58	2651.95	1600.0
2017-06-12 03:05:00	ES	Futures	2651.95	2653.31	2651.67	2652.49	1085.0
2017-06-12 03:10:00	ES	Futures	2652.22	2652.76	2651.95	2652.49	913.0
2017-06-12 03:15:00	ES	Futures	2652.49	2653.04	2651.67	2653.04	1134.0
2017-06-12 03:20:00	ES	Futures	2653.04	2653.04	2651.4	2651.95	542.0
2017-06-12 03:25:00	ES	Futures	2651.95	2652.22	2651.67	2651.67	213.0
2017-06-12 03:30:00	ES	Futures	2651.67	2651.95	2650.03	2650.58	929.0
2017-06-12 03:35:00	ES	Futures	2650.58	2650.85	2649.76	2650.31	324.0
2017-06-12 03:40:00	ES	Futures	2650.03	2651.4	2650.03	2650.85	916.0
2017-06-12 03:45:00	ES	Futures	2650.85	2651.4	2650.58	2651.4	191.0
2017-06-12 03:50:00	ES	Futures	2651.13	2651.4	2650.85	2651.13	120.0
2017-06-12 03:55:00	ES	Futures	2651.13	2651.95	2650.85	2651.95	150.0
2017-06-12 04:00:00	ES	Futures	2651.67	2652.22	2651.13	2651.13	475.0
2017-06-12 04:05:00	ES	Futures	2651.4	2651.95	2651.4	2651.67	538.0

> showing 50 of 14,029 rows — these rows as CSV

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