PREVIEW / futures_5min / 2017-06-28

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-28.parquet
  size:    254 KB
  rows:    15,614

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
2017-06-28 00:00:00	ES	Futures	2643.74	2644.01	2643.74	2644.01	261.0
2017-06-28 00:05:00	ES	Futures	2644.01	2644.28	2643.74	2644.01	72.0
2017-06-28 00:10:00	ES	Futures	2644.01	2644.28	2643.74	2643.74	197.0
2017-06-28 00:15:00	ES	Futures	2643.74	2643.74	2643.19	2643.46	451.0
2017-06-28 00:20:00	ES	Futures	2643.46	2643.74	2643.19	2643.46	193.0
2017-06-28 00:25:00	ES	Futures	2643.74	2643.74	2643.19	2643.19	195.0
2017-06-28 00:30:00	ES	Futures	2643.19	2643.46	2642.92	2642.92	184.0
2017-06-28 00:35:00	ES	Futures	2642.92	2643.74	2642.92	2643.74	292.0
2017-06-28 00:40:00	ES	Futures	2643.74	2644.01	2643.46	2644.01	253.0
2017-06-28 00:45:00	ES	Futures	2644.01	2644.01	2643.46	2644.01	237.0
2017-06-28 00:50:00	ES	Futures	2644.01	2644.01	2643.74	2644.01	41.0
2017-06-28 00:55:00	ES	Futures	2643.74	2644.01	2643.74	2644.01	414.0
2017-06-28 01:00:00	ES	Futures	2644.01	2644.28	2643.74	2644.01	389.0
2017-06-28 01:05:00	ES	Futures	2644.01	2644.28	2643.74	2644.01	148.0
2017-06-28 01:10:00	ES	Futures	2643.74	2644.01	2643.74	2644.01	40.0
2017-06-28 01:15:00	ES	Futures	2644.01	2644.28	2643.74	2643.74	237.0
2017-06-28 01:20:00	ES	Futures	2644.01	2644.56	2644.01	2644.28	324.0
2017-06-28 01:25:00	ES	Futures	2644.56	2644.83	2644.01	2644.01	308.0
2017-06-28 01:30:00	ES	Futures	2644.28	2644.28	2643.74	2644.01	181.0
2017-06-28 01:35:00	ES	Futures	2643.74	2644.28	2643.74	2644.01	236.0
2017-06-28 01:40:00	ES	Futures	2644.01	2644.01	2643.74	2644.01	181.0
2017-06-28 01:45:00	ES	Futures	2644.01	2644.28	2643.74	2643.74	366.0
2017-06-28 01:50:00	ES	Futures	2643.74	2644.01	2643.46	2643.74	364.0
2017-06-28 01:55:00	ES	Futures	2643.46	2644.01	2643.46	2644.01	461.0
2017-06-28 02:00:00	ES	Futures	2644.01	2645.1	2644.01	2644.83	2010.0
2017-06-28 02:05:00	ES	Futures	2644.83	2645.65	2644.56	2645.38	1525.0
2017-06-28 02:10:00	ES	Futures	2645.38	2645.65	2645.1	2645.65	558.0
2017-06-28 02:15:00	ES	Futures	2645.38	2645.92	2645.1	2645.38	1206.0
2017-06-28 02:20:00	ES	Futures	2645.38	2645.38	2644.28	2644.28	1336.0
2017-06-28 02:25:00	ES	Futures	2644.28	2644.56	2643.74	2644.56	1132.0
2017-06-28 02:30:00	ES	Futures	2644.56	2645.92	2644.56	2645.92	1173.0
2017-06-28 02:35:00	ES	Futures	2645.65	2645.92	2645.65	2645.65	469.0
2017-06-28 02:40:00	ES	Futures	2645.65	2645.92	2644.83	2645.1	496.0
2017-06-28 02:45:00	ES	Futures	2644.83	2645.1	2644.28	2644.83	528.0
2017-06-28 02:50:00	ES	Futures	2645.1	2645.65	2644.28	2645.65	939.0
2017-06-28 02:55:00	ES	Futures	2645.38	2645.92	2644.83	2645.65	1647.0
2017-06-28 03:00:00	ES	Futures	2645.65	2645.92	2644.01	2644.01	4821.0
2017-06-28 03:05:00	ES	Futures	2644.28	2645.38	2643.46	2645.1	4000.0
2017-06-28 03:10:00	ES	Futures	2645.1	2645.92	2644.83	2645.65	2553.0
2017-06-28 03:15:00	ES	Futures	2645.92	2645.92	2643.74	2644.01	2085.0
2017-06-28 03:20:00	ES	Futures	2644.01	2645.38	2644.01	2644.56	2276.0
2017-06-28 03:25:00	ES	Futures	2644.56	2644.56	2643.46	2644.56	2236.0
2017-06-28 03:30:00	ES	Futures	2644.28	2644.56	2643.46	2644.01	2005.0
2017-06-28 03:35:00	ES	Futures	2643.74	2643.74	2642.92	2642.92	1573.0
2017-06-28 03:40:00	ES	Futures	2642.92	2643.46	2642.1	2643.19	2364.0
2017-06-28 03:45:00	ES	Futures	2642.92	2644.01	2642.92	2643.74	1493.0
2017-06-28 03:50:00	ES	Futures	2643.46	2643.74	2642.92	2642.92	1372.0
2017-06-28 03:55:00	ES	Futures	2643.19	2643.46	2642.92	2643.19	1057.0
2017-06-28 04:00:00	ES	Futures	2642.92	2643.19	2642.37	2642.64	1671.0
2017-06-28 04:05:00	ES	Futures	2642.64	2642.64	2641.0	2641.28	3221.0

> showing 50 of 15,614 rows — these rows as CSV

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