PREVIEW / futures_5min / 2017-06-26

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-26.parquet
  size:    214 KB
  rows:    14,742

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
2017-06-26 00:00:00	ES	Futures	2663.69	2663.96	2663.69	2663.96	73.0
2017-06-26 00:05:00	ES	Futures	2663.96	2663.96	2663.69	2663.96	15.0
2017-06-26 00:10:00	ES	Futures	2663.69	2663.96	2663.69	2663.96	107.0
2017-06-26 00:15:00	ES	Futures	2663.96	2664.24	2663.96	2663.96	202.0
2017-06-26 00:20:00	ES	Futures	2663.96	2663.96	2663.42	2663.42	83.0
2017-06-26 00:25:00	ES	Futures	2663.42	2663.69	2663.42	2663.69	27.0
2017-06-26 00:30:00	ES	Futures	2663.69	2663.69	2663.14	2663.14	87.0
2017-06-26 00:35:00	ES	Futures	2663.14	2663.42	2663.14	2663.42	25.0
2017-06-26 00:40:00	ES	Futures	2663.42	2663.42	2663.14	2663.42	74.0
2017-06-26 00:45:00	ES	Futures	2663.42	2663.42	2663.14	2663.42	309.0
2017-06-26 00:50:00	ES	Futures	2663.42	2663.42	2663.14	2663.14	41.0
2017-06-26 00:55:00	ES	Futures	2663.14	2663.42	2662.87	2663.14	213.0
2017-06-26 01:00:00	ES	Futures	2663.14	2663.42	2663.14	2663.14	74.0
2017-06-26 01:05:00	ES	Futures	2663.14	2663.14	2663.14	2663.14	14.0
2017-06-26 01:10:00	ES	Futures	2663.42	2663.42	2663.14	2663.42	42.0
2017-06-26 01:15:00	ES	Futures	2663.14	2663.42	2663.14	2663.42	37.0
2017-06-26 01:20:00	ES	Futures	2663.42	2663.42	2662.87	2663.14	177.0
2017-06-26 01:25:00	ES	Futures	2662.87	2663.14	2662.6	2662.6	294.0
2017-06-26 01:30:00	ES	Futures	2662.6	2663.42	2662.6	2663.42	247.0
2017-06-26 01:35:00	ES	Futures	2663.42	2663.69	2663.14	2663.69	260.0
2017-06-26 01:40:00	ES	Futures	2663.69	2663.69	2663.42	2663.69	281.0
2017-06-26 01:45:00	ES	Futures	2663.69	2663.69	2663.42	2663.69	24.0
2017-06-26 01:50:00	ES	Futures	2663.69	2664.51	2663.69	2663.96	1084.0
2017-06-26 01:55:00	ES	Futures	2663.96	2664.24	2663.69	2663.96	122.0
2017-06-26 02:00:00	ES	Futures	2663.69	2665.06	2663.69	2664.78	1529.0
2017-06-26 02:05:00	ES	Futures	2664.78	2665.06	2664.51	2665.06	650.0
2017-06-26 02:10:00	ES	Futures	2665.06	2665.6	2664.78	2665.06	752.0
2017-06-26 02:15:00	ES	Futures	2665.06	2665.33	2665.06	2665.06	352.0
2017-06-26 02:20:00	ES	Futures	2665.33	2665.6	2665.06	2665.6	824.0
2017-06-26 02:25:00	ES	Futures	2665.33	2665.6	2665.06	2665.06	427.0
2017-06-26 02:30:00	ES	Futures	2665.06	2665.33	2665.06	2665.33	148.0
2017-06-26 02:35:00	ES	Futures	2665.06	2665.33	2664.78	2665.06	988.0
2017-06-26 02:40:00	ES	Futures	2665.06	2665.6	2664.78	2665.33	304.0
2017-06-26 02:45:00	ES	Futures	2665.6	2665.6	2665.06	2665.33	1251.0
2017-06-26 02:50:00	ES	Futures	2665.33	2665.33	2664.51	2665.06	481.0
2017-06-26 02:55:00	ES	Futures	2665.06	2665.33	2664.78	2665.33	912.0
2017-06-26 03:00:00	ES	Futures	2665.06	2667.24	2665.06	2667.24	5074.0
2017-06-26 03:05:00	ES	Futures	2666.97	2668.06	2666.97	2667.52	4459.0
2017-06-26 03:10:00	ES	Futures	2667.79	2669.16	2667.79	2668.34	3568.0
2017-06-26 03:15:00	ES	Futures	2668.34	2668.61	2668.06	2668.34	1722.0
2017-06-26 03:20:00	ES	Futures	2668.34	2669.16	2668.34	2668.34	2603.0
2017-06-26 03:25:00	ES	Futures	2668.34	2668.88	2667.79	2668.06	1604.0
2017-06-26 03:30:00	ES	Futures	2668.06	2668.61	2667.79	2667.79	1458.0
2017-06-26 03:35:00	ES	Futures	2668.06	2668.34	2667.79	2668.06	678.0
2017-06-26 03:40:00	ES	Futures	2668.06	2668.61	2667.79	2668.34	1190.0
2017-06-26 03:45:00	ES	Futures	2668.34	2668.88	2667.79	2668.06	1215.0
2017-06-26 03:50:00	ES	Futures	2667.79	2668.34	2667.79	2667.79	500.0
2017-06-26 03:55:00	ES	Futures	2667.79	2667.79	2667.24	2667.52	669.0
2017-06-26 04:00:00	ES	Futures	2667.52	2668.06	2666.7	2666.97	2935.0
2017-06-26 04:05:00	ES	Futures	2666.7	2667.79	2666.7	2667.52	1291.0

> showing 50 of 14,742 rows — these rows as CSV

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