PREVIEW / futures_5min / 2017-06-19

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-19.parquet
  size:    227 KB
  rows:    15,348

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
2017-06-19 00:00:00	ES	Futures	2663.42	2663.69	2663.14	2663.14	238.0
2017-06-19 00:05:00	ES	Futures	2663.14	2663.42	2663.14	2663.14	98.0
2017-06-19 00:10:00	ES	Futures	2663.14	2663.42	2662.6	2662.87	317.0
2017-06-19 00:15:00	ES	Futures	2662.6	2663.14	2662.6	2663.14	189.0
2017-06-19 00:20:00	ES	Futures	2662.87	2663.14	2662.6	2662.6	71.0
2017-06-19 00:25:00	ES	Futures	2662.6	2662.87	2662.6	2662.6	29.0
2017-06-19 00:30:00	ES	Futures	2662.87	2663.14	2662.87	2663.14	137.0
2017-06-19 00:35:00	ES	Futures	2663.14	2663.42	2662.87	2662.87	168.0
2017-06-19 00:40:00	ES	Futures	2663.14	2663.14	2662.87	2662.87	271.0
2017-06-19 00:45:00	ES	Futures	2662.87	2663.69	2662.87	2663.69	202.0
2017-06-19 00:50:00	ES	Futures	2663.69	2663.69	2663.14	2663.42	187.0
2017-06-19 00:55:00	ES	Futures	2663.42	2663.42	2663.14	2663.14	39.0
2017-06-19 01:00:00	ES	Futures	2663.42	2663.42	2662.87	2663.14	158.0
2017-06-19 01:05:00	ES	Futures	2663.14	2663.42	2663.14	2663.42	144.0
2017-06-19 01:10:00	ES	Futures	2663.14	2663.42	2663.14	2663.42	144.0
2017-06-19 01:15:00	ES	Futures	2663.42	2663.42	2663.14	2663.42	47.0
2017-06-19 01:20:00	ES	Futures	2663.14	2663.69	2663.14	2663.69	121.0
2017-06-19 01:25:00	ES	Futures	2663.42	2663.69	2663.42	2663.69	50.0
2017-06-19 01:30:00	ES	Futures	2663.42	2663.69	2663.14	2663.14	184.0
2017-06-19 01:35:00	ES	Futures	2663.42	2663.69	2663.14	2663.42	278.0
2017-06-19 01:40:00	ES	Futures	2663.69	2663.69	2663.42	2663.42	95.0
2017-06-19 01:45:00	ES	Futures	2663.69	2663.69	2663.42	2663.42	100.0
2017-06-19 01:50:00	ES	Futures	2663.42	2663.42	2662.87	2662.87	87.0
2017-06-19 01:55:00	ES	Futures	2663.14	2663.69	2662.87	2663.42	303.0
2017-06-19 02:00:00	ES	Futures	2663.42	2664.51	2663.14	2664.24	1128.0
2017-06-19 02:05:00	ES	Futures	2664.24	2664.78	2664.24	2664.78	1425.0
2017-06-19 02:10:00	ES	Futures	2664.51	2665.33	2664.51	2664.78	1510.0
2017-06-19 02:15:00	ES	Futures	2664.51	2665.06	2664.51	2664.78	717.0
2017-06-19 02:20:00	ES	Futures	2664.51	2665.33	2664.51	2665.06	723.0
2017-06-19 02:25:00	ES	Futures	2664.78	2665.33	2664.51	2665.06	873.0
2017-06-19 02:30:00	ES	Futures	2665.06	2665.6	2664.78	2665.6	1264.0
2017-06-19 02:35:00	ES	Futures	2665.33	2665.6	2665.06	2665.33	1154.0
2017-06-19 02:40:00	ES	Futures	2665.33	2665.33	2664.78	2665.06	853.0
2017-06-19 02:45:00	ES	Futures	2665.06	2665.33	2665.06	2665.33	1559.0
2017-06-19 02:50:00	ES	Futures	2665.06	2665.33	2664.78	2665.06	1413.0
2017-06-19 02:55:00	ES	Futures	2665.06	2665.6	2665.06	2665.33	1031.0
2017-06-19 03:00:00	ES	Futures	2665.33	2666.7	2665.06	2666.7	4365.0
2017-06-19 03:05:00	ES	Futures	2666.42	2667.24	2666.15	2667.24	3811.0
2017-06-19 03:10:00	ES	Futures	2666.97	2668.06	2666.42	2666.42	5908.0
2017-06-19 03:15:00	ES	Futures	2666.7	2667.24	2666.42	2666.97	1967.0
2017-06-19 03:20:00	ES	Futures	2666.97	2667.79	2666.97	2667.79	1253.0
2017-06-19 03:25:00	ES	Futures	2667.52	2668.06	2667.24	2667.52	1235.0
2017-06-19 03:30:00	ES	Futures	2667.52	2667.52	2666.97	2667.24	1271.0
2017-06-19 03:35:00	ES	Futures	2667.24	2668.06	2666.97	2666.97	2712.0
2017-06-19 03:40:00	ES	Futures	2666.97	2667.24	2665.88	2665.88	3532.0
2017-06-19 03:45:00	ES	Futures	2666.15	2666.42	2665.88	2666.15	1362.0
2017-06-19 03:50:00	ES	Futures	2666.15	2666.15	2665.6	2665.88	934.0
2017-06-19 03:55:00	ES	Futures	2665.88	2666.42	2665.33	2665.33	1894.0
2017-06-19 04:00:00	ES	Futures	2665.33	2665.88	2665.33	2665.88	1219.0
2017-06-19 04:05:00	ES	Futures	2665.88	2666.15	2665.33	2666.15	1120.0

> showing 50 of 15,348 rows — these rows as CSV

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