PREVIEW / futures_5min / 2017-06-18

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-18.parquet
  size:    45 KB
  rows:    2,591

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
2017-06-18 18:00:00	ES	Futures	2660.68	2662.05	2660.41	2660.41	3449.0
2017-06-18 18:05:00	ES	Futures	2660.41	2661.23	2660.41	2660.41	493.0
2017-06-18 18:10:00	ES	Futures	2660.14	2660.41	2659.86	2660.14	576.0
2017-06-18 18:15:00	ES	Futures	2660.14	2660.96	2660.14	2660.41	241.0
2017-06-18 18:20:00	ES	Futures	2660.41	2660.68	2660.14	2660.68	80.0
2017-06-18 18:25:00	ES	Futures	2660.68	2660.68	2660.14	2660.68	392.0
2017-06-18 18:30:00	ES	Futures	2660.68	2660.96	2660.41	2660.68	547.0
2017-06-18 18:35:00	ES	Futures	2660.96	2661.23	2660.41	2660.96	372.0
2017-06-18 18:40:00	ES	Futures	2660.96	2660.96	2660.68	2660.68	129.0
2017-06-18 18:45:00	ES	Futures	2660.68	2660.96	2660.68	2660.68	233.0
2017-06-18 18:50:00	ES	Futures	2660.68	2660.96	2660.41	2660.68	626.0
2017-06-18 18:55:00	ES	Futures	2660.68	2660.96	2660.68	2660.68	155.0
2017-06-18 19:00:00	ES	Futures	2660.96	2660.96	2660.68	2660.68	153.0
2017-06-18 19:05:00	ES	Futures	2660.68	2661.23	2660.68	2660.96	153.0
2017-06-18 19:10:00	ES	Futures	2660.96	2660.96	2660.41	2660.41	246.0
2017-06-18 19:15:00	ES	Futures	2660.41	2660.96	2660.41	2660.68	298.0
2017-06-18 19:20:00	ES	Futures	2660.68	2660.68	2660.41	2660.68	154.0
2017-06-18 19:25:00	ES	Futures	2660.41	2660.96	2660.41	2660.68	388.0
2017-06-18 19:30:00	ES	Futures	2660.96	2660.96	2660.68	2660.68	314.0
2017-06-18 19:35:00	ES	Futures	2660.68	2660.96	2660.68	2660.96	288.0
2017-06-18 19:40:00	ES	Futures	2660.96	2661.23	2660.96	2661.23	104.0
2017-06-18 19:45:00	ES	Futures	2660.96	2661.23	2660.68	2660.96	121.0
2017-06-18 19:50:00	ES	Futures	2660.96	2660.96	2660.68	2660.96	233.0
2017-06-18 19:55:00	ES	Futures	2660.68	2660.96	2660.41	2660.68	550.0
2017-06-18 20:00:00	ES	Futures	2660.68	2661.23	2660.41	2660.41	1224.0
2017-06-18 20:05:00	ES	Futures	2660.68	2660.68	2660.41	2660.68	602.0
2017-06-18 20:10:00	ES	Futures	2660.41	2661.23	2660.41	2660.96	1226.0
2017-06-18 20:15:00	ES	Futures	2660.96	2661.5	2660.96	2661.23	695.0
2017-06-18 20:20:00	ES	Futures	2661.23	2661.23	2660.68	2660.96	295.0
2017-06-18 20:25:00	ES	Futures	2660.96	2661.78	2660.96	2661.23	656.0
2017-06-18 20:30:00	ES	Futures	2661.23	2661.78	2661.23	2661.5	327.0
2017-06-18 20:35:00	ES	Futures	2661.78	2662.87	2661.23	2662.32	2041.0
2017-06-18 20:40:00	ES	Futures	2662.32	2663.42	2662.32	2663.14	1546.0
2017-06-18 20:45:00	ES	Futures	2663.14	2663.96	2663.14	2663.42	1736.0
2017-06-18 20:50:00	ES	Futures	2663.69	2663.69	2662.87	2663.14	714.0
2017-06-18 20:55:00	ES	Futures	2662.87	2663.42	2662.87	2662.87	258.0
2017-06-18 21:00:00	ES	Futures	2663.14	2663.69	2663.14	2663.42	255.0
2017-06-18 21:05:00	ES	Futures	2663.42	2663.96	2663.42	2663.69	367.0
2017-06-18 21:10:00	ES	Futures	2663.96	2665.06	2663.69	2663.69	1844.0
2017-06-18 21:15:00	ES	Futures	2663.96	2664.51	2663.96	2664.24	256.0
2017-06-18 21:20:00	ES	Futures	2664.24	2664.24	2663.42	2663.96	632.0
2017-06-18 21:25:00	ES	Futures	2663.96	2664.51	2663.69	2663.96	587.0
2017-06-18 21:30:00	ES	Futures	2663.96	2664.24	2663.14	2663.42	666.0
2017-06-18 21:35:00	ES	Futures	2663.42	2663.96	2663.14	2663.69	251.0
2017-06-18 21:40:00	ES	Futures	2663.69	2663.96	2663.42	2663.96	326.0
2017-06-18 21:45:00	ES	Futures	2663.69	2664.24	2663.42	2663.42	309.0
2017-06-18 21:50:00	ES	Futures	2663.42	2663.69	2663.14	2663.69	230.0
2017-06-18 21:55:00	ES	Futures	2663.69	2663.96	2663.14	2663.42	720.0
2017-06-18 22:00:00	ES	Futures	2663.14	2663.96	2663.14	2663.42	409.0
2017-06-18 22:05:00	ES	Futures	2663.42	2663.96	2663.42	2663.96	176.0

> showing 50 of 2,591 rows — these rows as CSV

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