PREVIEW / futures_5min / 2017-06-29

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-29.parquet
  size:    267 KB
  rows:    15,776

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
2017-06-29 00:00:00	ES	Futures	2671.89	2672.16	2671.89	2672.16	59.0
2017-06-29 00:05:00	ES	Futures	2671.89	2672.16	2671.89	2671.89	41.0
2017-06-29 00:10:00	ES	Futures	2672.16	2672.16	2671.89	2671.89	35.0
2017-06-29 00:15:00	ES	Futures	2671.89	2672.16	2671.89	2671.89	59.0
2017-06-29 00:20:00	ES	Futures	2672.16	2672.16	2671.89	2671.89	196.0
2017-06-29 00:25:00	ES	Futures	2672.16	2672.16	2671.89	2671.89	67.0
2017-06-29 00:30:00	ES	Futures	2671.89	2672.16	2671.62	2671.89	193.0
2017-06-29 00:35:00	ES	Futures	2671.62	2671.89	2671.62	2671.89	47.0
2017-06-29 00:40:00	ES	Futures	2671.62	2671.89	2671.62	2671.62	30.0
2017-06-29 00:45:00	ES	Futures	2671.62	2671.89	2671.62	2671.62	86.0
2017-06-29 00:50:00	ES	Futures	2671.62	2671.89	2671.34	2671.62	549.0
2017-06-29 00:55:00	ES	Futures	2671.62	2671.89	2671.62	2671.62	171.0
2017-06-29 01:00:00	ES	Futures	2671.62	2671.89	2671.34	2671.62	239.0
2017-06-29 01:05:00	ES	Futures	2671.62	2671.89	2671.34	2671.34	207.0
2017-06-29 01:10:00	ES	Futures	2671.34	2671.62	2671.34	2671.34	196.0
2017-06-29 01:15:00	ES	Futures	2671.62	2671.62	2671.34	2671.34	43.0
2017-06-29 01:20:00	ES	Futures	2671.62	2671.62	2671.34	2671.62	214.0
2017-06-29 01:25:00	ES	Futures	2671.34	2671.62	2671.34	2671.34	30.0
2017-06-29 01:30:00	ES	Futures	2671.62	2671.62	2671.07	2671.07	259.0
2017-06-29 01:35:00	ES	Futures	2671.07	2671.34	2671.07	2671.07	320.0
2017-06-29 01:40:00	ES	Futures	2671.07	2671.34	2671.07	2671.07	31.0
2017-06-29 01:45:00	ES	Futures	2671.34	2671.34	2670.8	2670.8	224.0
2017-06-29 01:50:00	ES	Futures	2670.8	2671.07	2670.8	2671.07	91.0
2017-06-29 01:55:00	ES	Futures	2671.07	2671.34	2671.07	2671.34	250.0
2017-06-29 02:00:00	ES	Futures	2671.34	2672.16	2671.07	2671.89	1627.0
2017-06-29 02:05:00	ES	Futures	2671.89	2672.44	2671.34	2671.34	1477.0
2017-06-29 02:10:00	ES	Futures	2671.34	2671.62	2671.07	2671.62	666.0
2017-06-29 02:15:00	ES	Futures	2671.62	2671.89	2671.07	2671.34	408.0
2017-06-29 02:20:00	ES	Futures	2671.07	2671.62	2671.07	2671.34	291.0
2017-06-29 02:25:00	ES	Futures	2671.62	2671.89	2671.07	2671.34	750.0
2017-06-29 02:30:00	ES	Futures	2671.34	2671.89	2671.34	2671.89	473.0
2017-06-29 02:35:00	ES	Futures	2671.89	2671.89	2671.34	2671.89	213.0
2017-06-29 02:40:00	ES	Futures	2671.62	2671.89	2671.34	2671.89	332.0
2017-06-29 02:45:00	ES	Futures	2671.89	2671.89	2671.34	2671.62	333.0
2017-06-29 02:50:00	ES	Futures	2671.62	2671.89	2671.34	2671.89	335.0
2017-06-29 02:55:00	ES	Futures	2671.89	2671.89	2671.07	2671.34	503.0
2017-06-29 03:00:00	ES	Futures	2671.07	2672.71	2670.52	2672.44	3921.0
2017-06-29 03:05:00	ES	Futures	2672.71	2673.26	2671.89	2671.89	3603.0
2017-06-29 03:10:00	ES	Futures	2671.89	2672.71	2671.34	2671.62	1905.0
2017-06-29 03:15:00	ES	Futures	2671.62	2672.16	2671.34	2671.89	1461.0
2017-06-29 03:20:00	ES	Futures	2671.62	2672.44	2670.8	2671.07	2000.0
2017-06-29 03:25:00	ES	Futures	2670.8	2671.62	2670.25	2670.8	2942.0
2017-06-29 03:30:00	ES	Futures	2671.07	2671.34	2669.43	2670.25	3082.0
2017-06-29 03:35:00	ES	Futures	2670.52	2670.52	2669.7	2669.7	1366.0
2017-06-29 03:40:00	ES	Futures	2669.98	2670.52	2669.7	2669.98	1131.0
2017-06-29 03:45:00	ES	Futures	2669.98	2670.8	2669.16	2670.8	1955.0
2017-06-29 03:50:00	ES	Futures	2670.52	2670.8	2669.16	2669.43	1836.0
2017-06-29 03:55:00	ES	Futures	2669.7	2669.7	2669.16	2669.43	1323.0
2017-06-29 04:00:00	ES	Futures	2669.43	2669.7	2668.88	2668.88	1362.0
2017-06-29 04:05:00	ES	Futures	2668.88	2669.43	2668.34	2668.61	2234.0

> showing 50 of 15,776 rows — these rows as CSV

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