PREVIEW / futures_5min / 2017-06-21

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-21.parquet
  size:    240 KB
  rows:    15,434

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
2017-06-21 00:00:00	ES	Futures	2660.68	2661.5	2660.68	2661.23	354.0
2017-06-21 00:05:00	ES	Futures	2661.5	2661.5	2660.41	2660.41	310.0
2017-06-21 00:10:00	ES	Futures	2660.41	2661.23	2660.41	2661.23	365.0
2017-06-21 00:15:00	ES	Futures	2660.96	2661.23	2660.96	2661.23	202.0
2017-06-21 00:20:00	ES	Futures	2661.23	2661.23	2660.96	2660.96	112.0
2017-06-21 00:25:00	ES	Futures	2661.23	2661.23	2660.96	2661.23	66.0
2017-06-21 00:30:00	ES	Futures	2661.23	2661.23	2660.96	2661.23	68.0
2017-06-21 00:35:00	ES	Futures	2661.23	2661.5	2661.23	2661.23	302.0
2017-06-21 00:40:00	ES	Futures	2661.23	2661.5	2660.41	2660.96	408.0
2017-06-21 00:45:00	ES	Futures	2660.96	2661.5	2660.96	2661.23	220.0
2017-06-21 00:50:00	ES	Futures	2661.5	2661.5	2661.23	2661.23	72.0
2017-06-21 00:55:00	ES	Futures	2661.23	2661.5	2661.23	2661.23	208.0
2017-06-21 01:00:00	ES	Futures	2661.5	2662.05	2661.5	2662.05	434.0
2017-06-21 01:05:00	ES	Futures	2662.05	2662.6	2662.05	2662.32	350.0
2017-06-21 01:10:00	ES	Futures	2662.32	2662.32	2662.05	2662.05	332.0
2017-06-21 01:15:00	ES	Futures	2661.78	2662.05	2661.78	2662.05	136.0
2017-06-21 01:20:00	ES	Futures	2662.05	2662.6	2662.05	2662.32	266.0
2017-06-21 01:25:00	ES	Futures	2662.05	2662.32	2661.23	2661.78	725.0
2017-06-21 01:30:00	ES	Futures	2661.5	2661.78	2661.23	2661.78	273.0
2017-06-21 01:35:00	ES	Futures	2661.78	2661.78	2661.5	2661.78	329.0
2017-06-21 01:40:00	ES	Futures	2661.5	2661.78	2661.5	2661.78	83.0
2017-06-21 01:45:00	ES	Futures	2661.78	2661.78	2661.23	2661.5	128.0
2017-06-21 01:50:00	ES	Futures	2661.5	2661.5	2660.96	2660.96	281.0
2017-06-21 01:55:00	ES	Futures	2661.23	2661.78	2660.68	2660.68	735.0
2017-06-21 02:00:00	ES	Futures	2660.68	2661.5	2660.68	2660.68	1125.0
2017-06-21 02:05:00	ES	Futures	2660.68	2660.96	2660.14	2660.14	821.0
2017-06-21 02:10:00	ES	Futures	2660.41	2660.96	2660.14	2660.96	665.0
2017-06-21 02:15:00	ES	Futures	2660.68	2660.96	2660.14	2660.41	677.0
2017-06-21 02:20:00	ES	Futures	2660.41	2660.68	2659.86	2660.14	573.0
2017-06-21 02:25:00	ES	Futures	2660.14	2660.41	2659.59	2660.14	706.0
2017-06-21 02:30:00	ES	Futures	2660.14	2660.68	2660.14	2660.41	312.0
2017-06-21 02:35:00	ES	Futures	2660.41	2661.23	2660.41	2660.96	837.0
2017-06-21 02:40:00	ES	Futures	2661.23	2661.78	2660.68	2661.5	889.0
2017-06-21 02:45:00	ES	Futures	2661.5	2661.5	2661.23	2661.23	193.0
2017-06-21 02:50:00	ES	Futures	2661.5	2661.5	2660.68	2660.96	969.0
2017-06-21 02:55:00	ES	Futures	2660.96	2661.5	2660.96	2661.5	941.0
2017-06-21 03:00:00	ES	Futures	2661.78	2661.78	2659.32	2659.32	3120.0
2017-06-21 03:05:00	ES	Futures	2659.32	2659.59	2658.22	2659.59	5886.0
2017-06-21 03:10:00	ES	Futures	2659.32	2659.32	2657.95	2659.32	2331.0
2017-06-21 03:15:00	ES	Futures	2659.32	2659.32	2658.22	2658.5	2741.0
2017-06-21 03:20:00	ES	Futures	2658.77	2659.32	2656.86	2656.86	3734.0
2017-06-21 03:25:00	ES	Futures	2657.13	2657.13	2656.04	2656.86	3357.0
2017-06-21 03:30:00	ES	Futures	2656.58	2657.68	2656.31	2657.4	2771.0
2017-06-21 03:35:00	ES	Futures	2657.4	2657.95	2656.31	2657.95	2471.0
2017-06-21 03:40:00	ES	Futures	2658.22	2659.04	2657.68	2658.5	2388.0
2017-06-21 03:45:00	ES	Futures	2658.5	2658.5	2657.68	2657.68	1583.0
2017-06-21 03:50:00	ES	Futures	2657.68	2658.77	2657.68	2658.77	971.0
2017-06-21 03:55:00	ES	Futures	2658.5	2658.77	2657.4	2657.4	1398.0
2017-06-21 04:00:00	ES	Futures	2657.68	2657.68	2656.04	2656.31	2945.0
2017-06-21 04:05:00	ES	Futures	2656.58	2657.68	2656.31	2657.13	2558.0

> showing 50 of 15,434 rows — these rows as CSV

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