PREVIEW / futures_5min / 2017-06-20

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-20.parquet
  size:    241 KB
  rows:    15,443

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
2017-06-20 00:00:00	ES	Futures	2678.72	2679.0	2678.45	2678.45	332.0
2017-06-20 00:05:00	ES	Futures	2678.72	2678.72	2678.45	2678.45	188.0
2017-06-20 00:10:00	ES	Futures	2678.45	2678.45	2678.45	2678.45	102.0
2017-06-20 00:15:00	ES	Futures	2678.45	2678.72	2678.45	2678.72	67.0
2017-06-20 00:20:00	ES	Futures	2678.45	2678.72	2678.45	2678.45	9.0
2017-06-20 00:25:00	ES	Futures	2678.45	2678.72	2678.45	2678.45	62.0
2017-06-20 00:30:00	ES	Futures	2678.45	2678.72	2678.45	2678.45	16.0
2017-06-20 00:35:00	ES	Futures	2678.45	2678.72	2678.45	2678.72	166.0
2017-06-20 00:40:00	ES	Futures	2678.45	2678.72	2678.45	2678.45	44.0
2017-06-20 00:45:00	ES	Futures	2678.45	2678.72	2678.45	2678.72	10.0
2017-06-20 00:50:00	ES	Futures	2678.72	2678.72	2678.45	2678.72	24.0
2017-06-20 00:55:00	ES	Futures	2678.45	2678.72	2678.45	2678.72	183.0
2017-06-20 01:00:00	ES	Futures	2678.45	2678.72	2678.18	2678.45	323.0
2017-06-20 01:05:00	ES	Futures	2678.18	2678.72	2678.18	2678.45	211.0
2017-06-20 01:10:00	ES	Futures	2678.72	2678.72	2678.18	2678.18	96.0
2017-06-20 01:15:00	ES	Futures	2678.18	2678.45	2678.18	2678.45	26.0
2017-06-20 01:20:00	ES	Futures	2678.18	2678.45	2678.18	2678.18	270.0
2017-06-20 01:25:00	ES	Futures	2678.18	2678.45	2678.18	2678.18	86.0
2017-06-20 01:30:00	ES	Futures	2678.45	2678.45	2678.18	2678.18	143.0
2017-06-20 01:35:00	ES	Futures	2677.9	2678.18	2677.9	2678.18	43.0
2017-06-20 01:40:00	ES	Futures	2677.9	2678.45	2677.9	2678.45	510.0
2017-06-20 01:45:00	ES	Futures	2678.45	2678.72	2678.18	2678.45	581.0
2017-06-20 01:50:00	ES	Futures	2678.18	2678.45	2677.9	2677.9	338.0
2017-06-20 01:55:00	ES	Futures	2677.9	2678.18	2677.63	2677.9	360.0
2017-06-20 02:00:00	ES	Futures	2677.9	2678.72	2677.63	2678.18	1259.0
2017-06-20 02:05:00	ES	Futures	2678.18	2678.45	2677.9	2677.9	708.0
2017-06-20 02:10:00	ES	Futures	2678.18	2678.18	2677.36	2677.63	905.0
2017-06-20 02:15:00	ES	Futures	2677.36	2677.9	2677.08	2677.63	1190.0
2017-06-20 02:20:00	ES	Futures	2677.63	2677.9	2676.81	2676.81	1027.0
2017-06-20 02:25:00	ES	Futures	2676.81	2676.81	2676.26	2676.54	957.0
2017-06-20 02:30:00	ES	Futures	2676.54	2677.08	2676.54	2676.54	969.0
2017-06-20 02:35:00	ES	Futures	2676.81	2677.36	2676.54	2676.81	1245.0
2017-06-20 02:40:00	ES	Futures	2676.81	2677.63	2676.81	2677.63	775.0
2017-06-20 02:45:00	ES	Futures	2677.63	2678.18	2677.36	2677.36	559.0
2017-06-20 02:50:00	ES	Futures	2677.63	2677.63	2677.08	2677.08	505.0
2017-06-20 02:55:00	ES	Futures	2677.08	2677.36	2677.08	2677.36	968.0
2017-06-20 03:00:00	ES	Futures	2677.36	2677.36	2676.26	2677.08	2739.0
2017-06-20 03:05:00	ES	Futures	2677.36	2677.63	2676.81	2677.08	1179.0
2017-06-20 03:10:00	ES	Futures	2677.08	2677.63	2676.54	2676.81	1402.0
2017-06-20 03:15:00	ES	Futures	2676.81	2677.36	2676.54	2677.08	1210.0
2017-06-20 03:20:00	ES	Futures	2677.08	2678.18	2677.08	2678.18	1111.0
2017-06-20 03:25:00	ES	Futures	2678.18	2678.45	2677.63	2677.9	2143.0
2017-06-20 03:30:00	ES	Futures	2677.9	2677.9	2677.36	2677.9	1167.0
2017-06-20 03:35:00	ES	Futures	2677.63	2677.9	2677.08	2677.63	1357.0
2017-06-20 03:40:00	ES	Futures	2677.63	2678.18	2677.36	2677.63	1084.0
2017-06-20 03:45:00	ES	Futures	2677.63	2678.18	2677.63	2677.9	632.0
2017-06-20 03:50:00	ES	Futures	2677.9	2677.9	2677.36	2677.36	700.0
2017-06-20 03:55:00	ES	Futures	2677.63	2677.9	2677.08	2677.36	1084.0
2017-06-20 04:00:00	ES	Futures	2677.36	2677.9	2677.08	2677.63	715.0
2017-06-20 04:05:00	ES	Futures	2677.63	2677.9	2677.36	2677.36	989.0

> showing 50 of 15,443 rows — these rows as CSV

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