PREVIEW / futures_5min / 2017-06-23

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-23.parquet
  size:    183 KB
  rows:    12,404

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
2017-06-23 00:00:00	ES	Futures	2661.5	2661.78	2661.23	2661.23	297.0
2017-06-23 00:05:00	ES	Futures	2661.5	2661.78	2661.23	2661.78	73.0
2017-06-23 00:10:00	ES	Futures	2661.78	2661.78	2661.5	2661.5	68.0
2017-06-23 00:15:00	ES	Futures	2661.78	2661.78	2661.5	2661.5	151.0
2017-06-23 00:20:00	ES	Futures	2661.5	2661.78	2661.23	2661.23	103.0
2017-06-23 00:25:00	ES	Futures	2661.5	2661.78	2661.23	2661.78	68.0
2017-06-23 00:30:00	ES	Futures	2661.5	2661.78	2661.5	2661.78	23.0
2017-06-23 00:35:00	ES	Futures	2661.78	2662.05	2661.5	2662.05	226.0
2017-06-23 00:40:00	ES	Futures	2661.78	2662.32	2661.78	2661.78	389.0
2017-06-23 00:45:00	ES	Futures	2662.05	2662.05	2662.05	2662.05	67.0
2017-06-23 00:50:00	ES	Futures	2662.05	2662.05	2661.78	2661.78	35.0
2017-06-23 00:55:00	ES	Futures	2662.05	2662.05	2661.78	2661.78	92.0
2017-06-23 01:00:00	ES	Futures	2661.78	2662.05	2661.78	2662.05	81.0
2017-06-23 01:05:00	ES	Futures	2662.05	2662.05	2661.78	2662.05	24.0
2017-06-23 01:10:00	ES	Futures	2662.05	2662.05	2661.78	2662.05	191.0
2017-06-23 01:15:00	ES	Futures	2662.05	2662.05	2661.78	2661.78	27.0
2017-06-23 01:20:00	ES	Futures	2662.05	2662.05	2661.78	2662.05	43.0
2017-06-23 01:25:00	ES	Futures	2661.78	2662.05	2661.78	2661.78	131.0
2017-06-23 01:30:00	ES	Futures	2661.78	2662.05	2661.78	2661.78	30.0
2017-06-23 01:35:00	ES	Futures	2661.78	2662.05	2661.5	2661.78	193.0
2017-06-23 01:40:00	ES	Futures	2662.05	2662.05	2661.5	2661.78	106.0
2017-06-23 01:45:00	ES	Futures	2661.78	2661.78	2661.5	2661.78	200.0
2017-06-23 01:50:00	ES	Futures	2662.05	2662.05	2661.78	2661.78	78.0
2017-06-23 01:55:00	ES	Futures	2661.78	2662.05	2661.78	2661.78	250.0
2017-06-23 02:00:00	ES	Futures	2661.78	2662.05	2661.5	2661.78	551.0
2017-06-23 02:05:00	ES	Futures	2661.78	2662.05	2661.5	2661.5	250.0
2017-06-23 02:10:00	ES	Futures	2661.78	2661.78	2661.23	2661.23	295.0
2017-06-23 02:15:00	ES	Futures	2661.23	2661.78	2661.23	2661.23	209.0
2017-06-23 02:20:00	ES	Futures	2661.23	2661.78	2661.23	2661.78	201.0
2017-06-23 02:25:00	ES	Futures	2661.78	2661.78	2661.5	2661.78	48.0
2017-06-23 02:30:00	ES	Futures	2661.5	2662.05	2661.5	2661.5	427.0
2017-06-23 02:35:00	ES	Futures	2661.23	2661.78	2661.23	2661.78	164.0
2017-06-23 02:40:00	ES	Futures	2661.78	2662.05	2661.78	2661.78	465.0
2017-06-23 02:45:00	ES	Futures	2661.78	2662.32	2661.78	2662.05	335.0
2017-06-23 02:50:00	ES	Futures	2661.78	2662.05	2661.23	2662.05	552.0
2017-06-23 02:55:00	ES	Futures	2661.78	2662.05	2661.23	2661.5	597.0
2017-06-23 03:00:00	ES	Futures	2661.5	2663.42	2660.96	2662.6	2639.0
2017-06-23 03:05:00	ES	Futures	2662.6	2663.42	2662.6	2662.87	1905.0
2017-06-23 03:10:00	ES	Futures	2662.6	2663.14	2662.05	2662.87	1447.0
2017-06-23 03:15:00	ES	Futures	2662.6	2662.6	2662.05	2662.05	1544.0
2017-06-23 03:20:00	ES	Futures	2662.05	2662.87	2662.05	2662.6	437.0
2017-06-23 03:25:00	ES	Futures	2662.6	2662.6	2661.78	2661.78	542.0
2017-06-23 03:30:00	ES	Futures	2661.78	2663.14	2661.78	2662.87	674.0
2017-06-23 03:35:00	ES	Futures	2662.87	2662.87	2662.05	2662.32	789.0
2017-06-23 03:40:00	ES	Futures	2662.05	2662.32	2661.5	2661.5	641.0
2017-06-23 03:45:00	ES	Futures	2661.5	2662.32	2661.23	2661.78	585.0
2017-06-23 03:50:00	ES	Futures	2661.78	2662.05	2661.23	2661.78	1664.0
2017-06-23 03:55:00	ES	Futures	2662.05	2662.05	2661.23	2661.78	392.0
2017-06-23 04:00:00	ES	Futures	2661.78	2662.05	2661.5	2661.78	550.0
2017-06-23 04:05:00	ES	Futures	2661.78	2662.6	2661.5	2662.05	544.0

> showing 50 of 12,404 rows — these rows as CSV

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