PREVIEW / futures_5min / 2017-06-27

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-27.parquet
  size:    261 KB
  rows:    15,447

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
2017-06-27 00:00:00	ES	Futures	2664.24	2664.24	2663.96	2664.24	239.0
2017-06-27 00:05:00	ES	Futures	2664.24	2664.24	2663.69	2663.69	296.0
2017-06-27 00:10:00	ES	Futures	2663.96	2663.96	2663.69	2663.96	172.0
2017-06-27 00:15:00	ES	Futures	2663.96	2664.24	2663.69	2663.69	360.0
2017-06-27 00:20:00	ES	Futures	2663.96	2664.24	2663.69	2663.96	104.0
2017-06-27 00:25:00	ES	Futures	2663.96	2664.24	2663.69	2663.96	95.0
2017-06-27 00:30:00	ES	Futures	2663.69	2663.96	2663.69	2663.96	109.0
2017-06-27 00:35:00	ES	Futures	2663.96	2663.96	2663.42	2663.42	101.0
2017-06-27 00:40:00	ES	Futures	2663.69	2663.69	2663.42	2663.42	25.0
2017-06-27 00:45:00	ES	Futures	2663.69	2663.69	2663.42	2663.42	157.0
2017-06-27 00:50:00	ES	Futures	2663.42	2663.96	2663.42	2663.69	190.0
2017-06-27 00:55:00	ES	Futures	2663.69	2663.69	2663.69	2663.69	14.0
2017-06-27 01:00:00	ES	Futures	2663.96	2663.96	2663.42	2663.69	126.0
2017-06-27 01:05:00	ES	Futures	2663.69	2663.96	2663.14	2663.42	301.0
2017-06-27 01:10:00	ES	Futures	2663.42	2663.42	2663.14	2663.42	119.0
2017-06-27 01:15:00	ES	Futures	2663.14	2663.42	2662.87	2663.14	207.0
2017-06-27 01:20:00	ES	Futures	2663.14	2663.14	2662.87	2662.87	178.0
2017-06-27 01:25:00	ES	Futures	2663.14	2663.14	2662.6	2662.87	217.0
2017-06-27 01:30:00	ES	Futures	2662.87	2662.87	2662.6	2662.6	45.0
2017-06-27 01:35:00	ES	Futures	2662.6	2662.6	2662.32	2662.6	916.0
2017-06-27 01:40:00	ES	Futures	2662.6	2663.14	2662.32	2663.14	205.0
2017-06-27 01:45:00	ES	Futures	2662.87	2663.14	2662.87	2662.87	169.0
2017-06-27 01:50:00	ES	Futures	2662.87	2662.87	2662.32	2662.87	372.0
2017-06-27 01:55:00	ES	Futures	2662.87	2663.14	2662.6	2663.14	156.0
2017-06-27 02:00:00	ES	Futures	2663.14	2663.14	2662.32	2662.6	645.0
2017-06-27 02:05:00	ES	Futures	2662.6	2662.6	2661.5	2662.05	1048.0
2017-06-27 02:10:00	ES	Futures	2662.05	2662.32	2661.5	2661.78	649.0
2017-06-27 02:15:00	ES	Futures	2661.78	2662.05	2661.5	2661.78	630.0
2017-06-27 02:20:00	ES	Futures	2662.05	2662.32	2661.78	2662.32	140.0
2017-06-27 02:25:00	ES	Futures	2662.05	2662.05	2661.78	2661.78	147.0
2017-06-27 02:30:00	ES	Futures	2661.78	2662.32	2661.78	2662.05	302.0
2017-06-27 02:35:00	ES	Futures	2662.05	2662.87	2661.78	2662.32	1200.0
2017-06-27 02:40:00	ES	Futures	2662.6	2662.6	2662.05	2662.32	510.0
2017-06-27 02:45:00	ES	Futures	2662.32	2662.6	2660.68	2660.68	1625.0
2017-06-27 02:50:00	ES	Futures	2660.96	2661.5	2660.68	2661.23	1372.0
2017-06-27 02:55:00	ES	Futures	2661.5	2661.5	2660.68	2661.23	816.0
2017-06-27 03:00:00	ES	Futures	2660.96	2661.23	2659.86	2660.14	2990.0
2017-06-27 03:05:00	ES	Futures	2659.86	2660.68	2659.59	2660.68	2544.0
2017-06-27 03:10:00	ES	Futures	2660.68	2660.96	2660.14	2660.41	1705.0
2017-06-27 03:15:00	ES	Futures	2660.14	2661.5	2660.14	2660.96	1943.0
2017-06-27 03:20:00	ES	Futures	2660.96	2662.32	2660.96	2661.78	2376.0
2017-06-27 03:25:00	ES	Futures	2661.78	2661.78	2660.68	2661.23	1701.0
2017-06-27 03:30:00	ES	Futures	2661.5	2661.5	2660.96	2661.23	817.0
2017-06-27 03:35:00	ES	Futures	2661.5	2661.5	2660.41	2660.96	941.0
2017-06-27 03:40:00	ES	Futures	2660.68	2661.23	2660.68	2660.68	945.0
2017-06-27 03:45:00	ES	Futures	2660.96	2660.96	2660.14	2660.41	1398.0
2017-06-27 03:50:00	ES	Futures	2660.41	2660.41	2659.59	2660.14	1840.0
2017-06-27 03:55:00	ES	Futures	2660.14	2661.23	2660.14	2660.14	1465.0
2017-06-27 04:00:00	ES	Futures	2660.41	2660.41	2658.5	2659.59	4563.0
2017-06-27 04:05:00	ES	Futures	2659.32	2660.41	2659.32	2660.14	1548.0

> showing 50 of 15,447 rows — these rows as CSV

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