PREVIEW / futures_5min / 2017-06-30

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-30.parquet
  size:    220 KB
  rows:    13,093

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
2017-06-30 00:00:00	ES	Futures	2644.28	2644.83	2644.01	2644.28	471.0
2017-06-30 00:05:00	ES	Futures	2644.56	2644.83	2644.28	2644.83	236.0
2017-06-30 00:10:00	ES	Futures	2644.83	2645.1	2644.56	2644.83	288.0
2017-06-30 00:15:00	ES	Futures	2644.56	2644.83	2644.56	2644.83	68.0
2017-06-30 00:20:00	ES	Futures	2644.83	2644.83	2644.56	2644.83	167.0
2017-06-30 00:25:00	ES	Futures	2644.83	2644.83	2644.56	2644.83	249.0
2017-06-30 00:30:00	ES	Futures	2645.1	2645.1	2644.83	2645.1	229.0
2017-06-30 00:35:00	ES	Futures	2645.38	2645.65	2645.1	2645.65	299.0
2017-06-30 00:40:00	ES	Futures	2645.65	2645.92	2645.65	2645.65	112.0
2017-06-30 00:45:00	ES	Futures	2645.92	2645.92	2645.38	2645.65	269.0
2017-06-30 00:50:00	ES	Futures	2645.65	2646.2	2645.65	2646.2	370.0
2017-06-30 00:55:00	ES	Futures	2645.92	2646.2	2645.92	2646.2	82.0
2017-06-30 01:00:00	ES	Futures	2646.2	2646.2	2645.65	2645.92	361.0
2017-06-30 01:05:00	ES	Futures	2645.92	2646.2	2645.38	2646.2	607.0
2017-06-30 01:10:00	ES	Futures	2646.2	2646.47	2645.92	2645.92	383.0
2017-06-30 01:15:00	ES	Futures	2645.92	2646.2	2645.38	2645.65	501.0
2017-06-30 01:20:00	ES	Futures	2645.92	2645.92	2645.65	2645.92	87.0
2017-06-30 01:25:00	ES	Futures	2645.65	2646.2	2645.65	2646.2	174.0
2017-06-30 01:30:00	ES	Futures	2646.2	2646.47	2645.65	2646.2	247.0
2017-06-30 01:35:00	ES	Futures	2646.2	2646.2	2645.92	2645.92	142.0
2017-06-30 01:40:00	ES	Futures	2645.92	2646.47	2645.92	2646.2	268.0
2017-06-30 01:45:00	ES	Futures	2646.2	2646.47	2645.92	2646.2	302.0
2017-06-30 01:50:00	ES	Futures	2646.2	2646.47	2645.92	2646.2	642.0
2017-06-30 01:55:00	ES	Futures	2646.2	2646.74	2645.92	2646.74	361.0
2017-06-30 02:00:00	ES	Futures	2647.02	2648.11	2646.47	2647.29	2766.0
2017-06-30 02:05:00	ES	Futures	2647.29	2647.29	2646.74	2647.02	1097.0
2017-06-30 02:10:00	ES	Futures	2647.02	2647.29	2646.47	2646.47	1188.0
2017-06-30 02:15:00	ES	Futures	2646.47	2646.47	2645.92	2646.2	957.0
2017-06-30 02:20:00	ES	Futures	2646.2	2647.02	2645.92	2646.2	935.0
2017-06-30 02:25:00	ES	Futures	2646.2	2646.47	2645.65	2645.65	975.0
2017-06-30 02:30:00	ES	Futures	2645.92	2646.74	2645.38	2646.47	1249.0
2017-06-30 02:35:00	ES	Futures	2646.47	2646.74	2645.92	2646.47	1056.0
2017-06-30 02:40:00	ES	Futures	2646.47	2647.02	2646.2	2646.47	655.0
2017-06-30 02:45:00	ES	Futures	2646.47	2646.74	2645.38	2645.65	2390.0
2017-06-30 02:50:00	ES	Futures	2645.65	2645.65	2645.38	2645.65	578.0
2017-06-30 02:55:00	ES	Futures	2645.38	2645.65	2644.83	2645.1	902.0
2017-06-30 03:00:00	ES	Futures	2645.1	2645.65	2643.19	2643.46	5508.0
2017-06-30 03:05:00	ES	Futures	2643.46	2643.74	2640.46	2641.0	7371.0
2017-06-30 03:10:00	ES	Futures	2641.0	2644.56	2641.0	2644.01	5278.0
2017-06-30 03:15:00	ES	Futures	2644.01	2645.38	2643.46	2644.01	3091.0
2017-06-30 03:20:00	ES	Futures	2644.01	2644.56	2643.46	2644.28	3589.0
2017-06-30 03:25:00	ES	Futures	2644.56	2644.56	2642.37	2642.92	3413.0
2017-06-30 03:30:00	ES	Futures	2642.92	2644.83	2642.64	2644.28	3286.0
2017-06-30 03:35:00	ES	Futures	2644.28	2644.56	2643.19	2644.28	2904.0
2017-06-30 03:40:00	ES	Futures	2644.01	2645.65	2643.74	2645.1	2117.0
2017-06-30 03:45:00	ES	Futures	2645.38	2646.2	2644.83	2645.65	3670.0
2017-06-30 03:50:00	ES	Futures	2645.38	2645.38	2644.56	2644.83	1323.0
2017-06-30 03:55:00	ES	Futures	2644.83	2645.92	2644.56	2645.65	1596.0
2017-06-30 04:00:00	ES	Futures	2645.92	2646.2	2644.83	2645.38	2446.0
2017-06-30 04:05:00	ES	Futures	2645.1	2645.65	2644.56	2645.38	1800.0

> showing 50 of 13,093 rows — these rows as CSV

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