PREVIEW / futures_5min / 2017-06-14

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-14.parquet
  size:    253 KB
  rows:    15,192

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
2017-06-14 00:00:00	ES	Futures	2662.87	2662.87	2662.32	2662.32	628.0
2017-06-14 00:05:00	ES	Futures	2662.32	2663.14	2662.32	2662.87	483.0
2017-06-14 00:10:00	ES	Futures	2662.6	2662.6	2662.32	2662.32	453.0
2017-06-14 00:15:00	ES	Futures	2662.32	2662.6	2662.32	2662.6	493.0
2017-06-14 00:20:00	ES	Futures	2662.6	2662.87	2662.6	2662.6	34.0
2017-06-14 00:25:00	ES	Futures	2662.6	2662.87	2662.6	2662.87	118.0
2017-06-14 00:30:00	ES	Futures	2662.87	2663.42	2662.87	2663.42	366.0
2017-06-14 00:35:00	ES	Futures	2663.42	2663.69	2663.14	2663.69	242.0
2017-06-14 00:40:00	ES	Futures	2663.42	2663.69	2663.42	2663.42	39.0
2017-06-14 00:45:00	ES	Futures	2663.42	2663.69	2663.14	2663.69	212.0
2017-06-14 00:50:00	ES	Futures	2663.42	2663.69	2663.42	2663.69	17.0
2017-06-14 00:55:00	ES	Futures	2663.69	2664.24	2663.69	2663.96	386.0
2017-06-14 01:00:00	ES	Futures	2663.69	2663.96	2663.69	2663.96	100.0
2017-06-14 01:05:00	ES	Futures	2663.69	2663.69	2663.14	2663.42	486.0
2017-06-14 01:10:00	ES	Futures	2663.14	2663.42	2662.87	2663.14	312.0
2017-06-14 01:15:00	ES	Futures	2662.87	2663.14	2662.87	2662.87	279.0
2017-06-14 01:20:00	ES	Futures	2662.87	2663.42	2662.87	2663.42	149.0
2017-06-14 01:25:00	ES	Futures	2663.42	2663.42	2663.14	2663.42	103.0
2017-06-14 01:30:00	ES	Futures	2663.42	2663.69	2663.42	2663.42	52.0
2017-06-14 01:35:00	ES	Futures	2663.69	2663.69	2663.14	2663.69	188.0
2017-06-14 01:40:00	ES	Futures	2663.69	2663.69	2663.42	2663.42	20.0
2017-06-14 01:45:00	ES	Futures	2663.69	2663.69	2663.14	2663.42	430.0
2017-06-14 01:50:00	ES	Futures	2663.42	2663.42	2663.14	2663.42	139.0
2017-06-14 01:55:00	ES	Futures	2663.42	2663.42	2662.87	2662.87	214.0
2017-06-14 02:00:00	ES	Futures	2663.14	2663.42	2662.87	2663.14	720.0
2017-06-14 02:05:00	ES	Futures	2663.14	2663.42	2663.14	2663.14	178.0
2017-06-14 02:10:00	ES	Futures	2663.42	2663.42	2662.87	2663.14	100.0
2017-06-14 02:15:00	ES	Futures	2662.87	2663.14	2662.6	2662.6	491.0
2017-06-14 02:20:00	ES	Futures	2662.87	2663.42	2662.6	2663.42	371.0
2017-06-14 02:25:00	ES	Futures	2663.14	2663.69	2663.14	2663.14	620.0
2017-06-14 02:30:00	ES	Futures	2663.14	2663.42	2662.87	2663.42	573.0
2017-06-14 02:35:00	ES	Futures	2663.69	2663.96	2663.42	2663.42	541.0
2017-06-14 02:40:00	ES	Futures	2663.14	2663.42	2663.14	2663.42	106.0
2017-06-14 02:45:00	ES	Futures	2663.69	2664.51	2663.69	2664.24	527.0
2017-06-14 02:50:00	ES	Futures	2664.24	2664.24	2663.96	2664.24	344.0
2017-06-14 02:55:00	ES	Futures	2664.24	2664.24	2663.69	2663.96	406.0
2017-06-14 03:00:00	ES	Futures	2664.24	2664.78	2663.96	2664.78	1359.0
2017-06-14 03:05:00	ES	Futures	2664.78	2665.6	2664.51	2665.33	1417.0
2017-06-14 03:10:00	ES	Futures	2665.33	2665.33	2664.51	2665.06	1169.0
2017-06-14 03:15:00	ES	Futures	2665.06	2665.6	2665.06	2665.33	714.0
2017-06-14 03:20:00	ES	Futures	2665.33	2665.6	2665.06	2665.6	876.0
2017-06-14 03:25:00	ES	Futures	2665.6	2665.88	2665.33	2665.88	685.0
2017-06-14 03:30:00	ES	Futures	2665.88	2666.15	2664.51	2665.06	1588.0
2017-06-14 03:35:00	ES	Futures	2665.06	2665.33	2664.78	2665.33	579.0
2017-06-14 03:40:00	ES	Futures	2665.33	2666.15	2665.33	2665.6	1373.0
2017-06-14 03:45:00	ES	Futures	2665.6	2666.15	2665.6	2665.88	782.0
2017-06-14 03:50:00	ES	Futures	2665.88	2666.7	2665.88	2666.42	1218.0
2017-06-14 03:55:00	ES	Futures	2666.15	2666.42	2665.6	2665.6	335.0
2017-06-14 04:00:00	ES	Futures	2665.88	2666.15	2665.6	2666.15	502.0
2017-06-14 04:05:00	ES	Futures	2665.88	2666.15	2665.6	2665.6	558.0

> showing 50 of 15,192 rows — these rows as CSV

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