PREVIEW / futures_5min / 2017-06-15

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-15.parquet
  size:    251 KB
  rows:    15,550

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
2017-06-15 00:00:00	ES	Futures	2655.76	2655.76	2655.49	2655.76	192.0
2017-06-15 00:05:00	ES	Futures	2655.76	2656.31	2655.76	2656.31	324.0
2017-06-15 00:10:00	ES	Futures	2656.31	2656.31	2656.04	2656.04	29.0
2017-06-15 00:15:00	ES	Futures	2656.31	2656.58	2656.31	2656.58	135.0
2017-06-15 00:20:00	ES	Futures	2656.31	2656.58	2656.31	2656.58	166.0
2017-06-15 00:25:00	ES	Futures	2656.58	2657.13	2656.31	2656.58	1320.0
2017-06-15 00:30:00	ES	Futures	2656.31	2656.86	2656.31	2656.58	186.0
2017-06-15 00:35:00	ES	Futures	2656.58	2656.86	2656.31	2656.58	226.0
2017-06-15 00:40:00	ES	Futures	2656.58	2656.86	2656.31	2656.58	169.0
2017-06-15 00:45:00	ES	Futures	2656.31	2656.86	2656.31	2656.86	280.0
2017-06-15 00:50:00	ES	Futures	2656.86	2656.86	2656.58	2656.86	229.0
2017-06-15 00:55:00	ES	Futures	2656.58	2657.13	2656.58	2656.86	205.0
2017-06-15 01:00:00	ES	Futures	2656.86	2656.86	2656.58	2656.86	150.0
2017-06-15 01:05:00	ES	Futures	2656.58	2657.13	2656.58	2656.86	105.0
2017-06-15 01:10:00	ES	Futures	2657.13	2657.68	2657.13	2657.4	405.0
2017-06-15 01:15:00	ES	Futures	2657.13	2657.13	2656.86	2656.86	66.0
2017-06-15 01:20:00	ES	Futures	2656.86	2657.13	2656.86	2656.86	92.0
2017-06-15 01:25:00	ES	Futures	2656.86	2656.86	2656.31	2656.31	241.0
2017-06-15 01:30:00	ES	Futures	2656.58	2656.86	2656.31	2656.58	294.0
2017-06-15 01:35:00	ES	Futures	2656.86	2656.86	2656.58	2656.58	162.0
2017-06-15 01:40:00	ES	Futures	2656.58	2656.86	2656.58	2656.86	370.0
2017-06-15 01:45:00	ES	Futures	2656.58	2657.68	2656.58	2657.4	624.0
2017-06-15 01:50:00	ES	Futures	2657.4	2657.68	2657.13	2657.4	646.0
2017-06-15 01:55:00	ES	Futures	2657.4	2657.4	2657.13	2657.4	438.0
2017-06-15 02:00:00	ES	Futures	2657.4	2657.4	2656.86	2657.4	896.0
2017-06-15 02:05:00	ES	Futures	2657.13	2657.68	2656.86	2657.13	924.0
2017-06-15 02:10:00	ES	Futures	2657.13	2657.68	2656.31	2656.31	701.0
2017-06-15 02:15:00	ES	Futures	2656.31	2656.58	2656.04	2656.31	734.0
2017-06-15 02:20:00	ES	Futures	2656.31	2656.86	2656.31	2656.31	298.0
2017-06-15 02:25:00	ES	Futures	2656.31	2657.4	2656.31	2657.13	833.0
2017-06-15 02:30:00	ES	Futures	2656.86	2657.13	2656.04	2656.31	1215.0
2017-06-15 02:35:00	ES	Futures	2656.31	2656.31	2655.76	2655.76	503.0
2017-06-15 02:40:00	ES	Futures	2655.76	2656.04	2655.22	2655.49	510.0
2017-06-15 02:45:00	ES	Futures	2655.49	2656.31	2655.49	2656.04	452.0
2017-06-15 02:50:00	ES	Futures	2656.04	2656.31	2656.04	2656.31	164.0
2017-06-15 02:55:00	ES	Futures	2656.04	2656.04	2655.22	2656.04	906.0
2017-06-15 03:00:00	ES	Futures	2655.76	2656.58	2654.67	2655.49	3672.0
2017-06-15 03:05:00	ES	Futures	2655.22	2655.49	2653.85	2654.4	3166.0
2017-06-15 03:10:00	ES	Futures	2654.4	2654.67	2653.03	2653.3	3313.0
2017-06-15 03:15:00	ES	Futures	2653.3	2654.12	2652.21	2652.48	4128.0
2017-06-15 03:20:00	ES	Futures	2652.48	2653.3	2651.39	2653.03	6782.0
2017-06-15 03:25:00	ES	Futures	2652.76	2653.03	2650.02	2651.39	7332.0
2017-06-15 03:30:00	ES	Futures	2651.66	2651.94	2650.57	2651.12	2611.0
2017-06-15 03:35:00	ES	Futures	2650.84	2652.48	2650.84	2652.21	3346.0
2017-06-15 03:40:00	ES	Futures	2652.21	2652.48	2650.3	2650.3	1665.0
2017-06-15 03:45:00	ES	Futures	2650.3	2651.66	2649.75	2651.39	2336.0
2017-06-15 03:50:00	ES	Futures	2651.39	2652.21	2651.12	2651.39	2705.0
2017-06-15 03:55:00	ES	Futures	2651.39	2651.66	2650.84	2650.84	1865.0
2017-06-15 04:00:00	ES	Futures	2651.12	2651.66	2650.3	2650.57	2436.0
2017-06-15 04:05:00	ES	Futures	2650.84	2652.48	2650.84	2651.66	2408.0

> showing 50 of 15,550 rows — these rows as CSV

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