PREVIEW / futures_5min / 2017-06-25

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-25.parquet
  size:    43 KB
  rows:    2,549

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
2017-06-25 18:00:00	ES	Futures	2659.04	2659.86	2657.95	2657.95	1841.0
2017-06-25 18:05:00	ES	Futures	2658.22	2658.22	2656.86	2657.95	1595.0
2017-06-25 18:10:00	ES	Futures	2657.68	2658.22	2657.4	2657.95	434.0
2017-06-25 18:15:00	ES	Futures	2658.22	2658.22	2657.68	2657.95	88.0
2017-06-25 18:20:00	ES	Futures	2657.95	2658.22	2657.68	2657.95	90.0
2017-06-25 18:25:00	ES	Futures	2658.22	2658.5	2657.68	2657.95	328.0
2017-06-25 18:30:00	ES	Futures	2657.95	2658.22	2657.68	2657.95	450.0
2017-06-25 18:35:00	ES	Futures	2657.95	2658.77	2657.68	2658.77	421.0
2017-06-25 18:40:00	ES	Futures	2658.77	2659.86	2658.77	2659.32	851.0
2017-06-25 18:45:00	ES	Futures	2659.04	2659.86	2659.04	2659.59	167.0
2017-06-25 18:50:00	ES	Futures	2659.59	2659.86	2658.77	2658.77	326.0
2017-06-25 18:55:00	ES	Futures	2658.77	2659.04	2658.77	2659.04	129.0
2017-06-25 19:00:00	ES	Futures	2659.04	2659.04	2658.77	2658.77	157.0
2017-06-25 19:05:00	ES	Futures	2658.77	2659.04	2658.77	2658.77	143.0
2017-06-25 19:10:00	ES	Futures	2658.77	2659.04	2658.77	2658.77	25.0
2017-06-25 19:15:00	ES	Futures	2659.04	2659.04	2658.77	2658.77	62.0
2017-06-25 19:20:00	ES	Futures	2658.77	2659.04	2658.77	2658.77	29.0
2017-06-25 19:25:00	ES	Futures	2659.04	2659.04	2658.77	2658.77	198.0
2017-06-25 19:30:00	ES	Futures	2658.77	2659.04	2658.5	2659.04	44.0
2017-06-25 19:35:00	ES	Futures	2659.04	2659.04	2658.77	2658.77	51.0
2017-06-25 19:40:00	ES	Futures	2659.04	2659.04	2658.77	2659.04	34.0
2017-06-25 19:45:00	ES	Futures	2659.04	2659.04	2658.77	2659.04	240.0
2017-06-25 19:50:00	ES	Futures	2659.32	2659.59	2659.04	2659.59	345.0
2017-06-25 19:55:00	ES	Futures	2659.32	2659.59	2659.04	2659.59	274.0
2017-06-25 20:00:00	ES	Futures	2659.59	2659.86	2659.04	2659.32	441.0
2017-06-25 20:05:00	ES	Futures	2659.04	2659.32	2658.77	2659.04	677.0
2017-06-25 20:10:00	ES	Futures	2659.04	2659.59	2658.77	2659.32	334.0
2017-06-25 20:15:00	ES	Futures	2659.59	2661.23	2659.59	2660.96	1788.0
2017-06-25 20:20:00	ES	Futures	2660.96	2660.96	2660.68	2660.68	181.0
2017-06-25 20:25:00	ES	Futures	2660.68	2660.68	2659.86	2660.14	520.0
2017-06-25 20:30:00	ES	Futures	2660.41	2660.41	2660.14	2660.14	163.0
2017-06-25 20:35:00	ES	Futures	2660.14	2660.68	2660.14	2660.68	189.0
2017-06-25 20:40:00	ES	Futures	2660.68	2660.68	2660.41	2660.41	159.0
2017-06-25 20:45:00	ES	Futures	2660.41	2660.96	2660.41	2660.96	598.0
2017-06-25 20:50:00	ES	Futures	2660.96	2661.23	2660.68	2660.68	1112.0
2017-06-25 20:55:00	ES	Futures	2660.68	2660.96	2660.41	2660.41	136.0
2017-06-25 21:00:00	ES	Futures	2660.68	2660.68	2660.41	2660.41	303.0
2017-06-25 21:05:00	ES	Futures	2660.68	2661.5	2660.41	2661.5	365.0
2017-06-25 21:10:00	ES	Futures	2661.5	2661.78	2660.68	2660.96	330.0
2017-06-25 21:15:00	ES	Futures	2660.68	2661.23	2660.68	2660.68	340.0
2017-06-25 21:20:00	ES	Futures	2660.68	2660.96	2660.68	2660.68	196.0
2017-06-25 21:25:00	ES	Futures	2660.96	2661.23	2660.96	2661.23	62.0
2017-06-25 21:30:00	ES	Futures	2661.23	2662.05	2660.96	2662.05	434.0
2017-06-25 21:35:00	ES	Futures	2661.78	2662.32	2661.5	2662.05	334.0
2017-06-25 21:40:00	ES	Futures	2662.32	2663.14	2662.32	2663.14	1273.0
2017-06-25 21:45:00	ES	Futures	2662.87	2663.69	2662.6	2663.14	1085.0
2017-06-25 21:50:00	ES	Futures	2663.14	2663.42	2662.32	2662.87	621.0
2017-06-25 21:55:00	ES	Futures	2662.87	2662.87	2662.6	2662.6	170.0
2017-06-25 22:00:00	ES	Futures	2662.87	2663.69	2662.87	2663.14	704.0
2017-06-25 22:05:00	ES	Futures	2662.87	2663.42	2662.87	2663.14	191.0

> showing 50 of 2,549 rows — these rows as CSV

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