PREVIEW / futures_5min / 2017-06-22

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-22.parquet
  size:    215 KB
  rows:    15,179

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
2017-06-22 00:00:00	ES	Futures	2660.96	2661.23	2660.41	2660.68	639.0
2017-06-22 00:05:00	ES	Futures	2660.68	2660.96	2660.41	2660.68	282.0
2017-06-22 00:10:00	ES	Futures	2660.41	2660.68	2660.41	2660.68	55.0
2017-06-22 00:15:00	ES	Futures	2660.68	2660.96	2660.41	2660.96	67.0
2017-06-22 00:20:00	ES	Futures	2660.96	2660.96	2660.68	2660.68	157.0
2017-06-22 00:25:00	ES	Futures	2660.96	2660.96	2660.41	2660.68	199.0
2017-06-22 00:30:00	ES	Futures	2660.41	2660.41	2659.86	2659.86	236.0
2017-06-22 00:35:00	ES	Futures	2660.14	2660.41	2660.14	2660.41	116.0
2017-06-22 00:40:00	ES	Futures	2660.41	2660.68	2659.32	2659.32	613.0
2017-06-22 00:45:00	ES	Futures	2659.32	2659.86	2659.32	2659.59	364.0
2017-06-22 00:50:00	ES	Futures	2659.59	2659.86	2659.59	2659.59	228.0
2017-06-22 00:55:00	ES	Futures	2659.59	2659.59	2659.59	2659.59	16.0
2017-06-22 01:00:00	ES	Futures	2659.59	2659.86	2659.59	2659.86	123.0
2017-06-22 01:05:00	ES	Futures	2659.59	2660.14	2659.59	2660.14	64.0
2017-06-22 01:10:00	ES	Futures	2659.86	2660.14	2659.86	2659.86	223.0
2017-06-22 01:15:00	ES	Futures	2659.86	2660.41	2659.86	2660.41	392.0
2017-06-22 01:20:00	ES	Futures	2660.14	2660.41	2660.14	2660.14	14.0
2017-06-22 01:25:00	ES	Futures	2660.14	2660.68	2659.86	2660.68	177.0
2017-06-22 01:30:00	ES	Futures	2660.41	2660.68	2660.14	2660.68	338.0
2017-06-22 01:35:00	ES	Futures	2660.41	2660.96	2660.41	2660.96	249.0
2017-06-22 01:40:00	ES	Futures	2660.68	2660.96	2660.41	2660.96	210.0
2017-06-22 01:45:00	ES	Futures	2660.96	2661.23	2660.68	2660.96	346.0
2017-06-22 01:50:00	ES	Futures	2660.68	2660.96	2659.86	2660.14	499.0
2017-06-22 01:55:00	ES	Futures	2660.14	2660.14	2659.59	2660.14	423.0
2017-06-22 02:00:00	ES	Futures	2660.14	2661.78	2659.86	2661.23	1982.0
2017-06-22 02:05:00	ES	Futures	2660.96	2661.23	2660.41	2660.41	579.0
2017-06-22 02:10:00	ES	Futures	2660.41	2660.41	2659.59	2659.86	497.0
2017-06-22 02:15:00	ES	Futures	2659.86	2659.86	2659.32	2659.59	550.0
2017-06-22 02:20:00	ES	Futures	2659.59	2659.59	2659.32	2659.32	347.0
2017-06-22 02:25:00	ES	Futures	2659.32	2660.14	2659.32	2659.32	666.0
2017-06-22 02:30:00	ES	Futures	2659.59	2659.59	2659.32	2659.59	346.0
2017-06-22 02:35:00	ES	Futures	2659.59	2659.86	2658.5	2658.77	935.0
2017-06-22 02:40:00	ES	Futures	2659.04	2659.59	2658.77	2659.59	630.0
2017-06-22 02:45:00	ES	Futures	2659.32	2660.14	2659.32	2659.59	450.0
2017-06-22 02:50:00	ES	Futures	2659.59	2659.86	2659.32	2659.59	196.0
2017-06-22 02:55:00	ES	Futures	2659.59	2660.14	2659.59	2659.86	324.0
2017-06-22 03:00:00	ES	Futures	2659.86	2659.86	2657.13	2657.95	6354.0
2017-06-22 03:05:00	ES	Futures	2657.68	2657.95	2656.86	2657.13	3326.0
2017-06-22 03:10:00	ES	Futures	2657.13	2657.95	2656.58	2657.13	2357.0
2017-06-22 03:15:00	ES	Futures	2657.13	2658.22	2657.13	2657.4	1558.0
2017-06-22 03:20:00	ES	Futures	2657.13	2657.95	2656.58	2657.68	1488.0
2017-06-22 03:25:00	ES	Futures	2657.95	2657.95	2656.86	2657.13	1511.0
2017-06-22 03:30:00	ES	Futures	2657.13	2657.4	2656.86	2657.13	737.0
2017-06-22 03:35:00	ES	Futures	2657.4	2657.4	2656.31	2656.58	1464.0
2017-06-22 03:40:00	ES	Futures	2656.58	2657.13	2656.04	2656.31	1731.0
2017-06-22 03:45:00	ES	Futures	2656.31	2656.86	2656.31	2656.58	906.0
2017-06-22 03:50:00	ES	Futures	2656.58	2657.13	2656.04	2656.58	1155.0
2017-06-22 03:55:00	ES	Futures	2656.31	2656.31	2655.22	2655.76	2099.0
2017-06-22 04:00:00	ES	Futures	2655.49	2656.31	2655.22	2656.04	1350.0
2017-06-22 04:05:00	ES	Futures	2655.76	2656.31	2655.49	2655.76	951.0

> showing 50 of 15,179 rows — these rows as CSV

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