PREVIEW / futures_5min / 2017-07-02

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-02.parquet
  size:    48 KB
  rows:    2,696

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
2017-07-02 18:00:00	ES	Futures	2648.11	2650.57	2647.56	2649.75	1929.0
2017-07-02 18:05:00	ES	Futures	2649.75	2650.57	2649.48	2649.75	680.0
2017-07-02 18:10:00	ES	Futures	2649.75	2650.02	2648.38	2648.66	912.0
2017-07-02 18:15:00	ES	Futures	2648.66	2650.02	2648.66	2650.02	351.0
2017-07-02 18:20:00	ES	Futures	2650.02	2650.3	2649.48	2650.02	435.0
2017-07-02 18:25:00	ES	Futures	2650.02	2650.3	2649.75	2650.3	195.0
2017-07-02 18:30:00	ES	Futures	2650.3	2650.57	2650.02	2650.3	69.0
2017-07-02 18:35:00	ES	Futures	2650.3	2650.57	2650.02	2650.57	120.0
2017-07-02 18:40:00	ES	Futures	2650.57	2650.57	2650.02	2650.3	165.0
2017-07-02 18:45:00	ES	Futures	2650.3	2650.3	2650.02	2650.02	17.0
2017-07-02 18:50:00	ES	Futures	2650.02	2650.3	2649.75	2650.02	72.0
2017-07-02 18:55:00	ES	Futures	2650.3	2651.12	2650.02	2651.12	186.0
2017-07-02 19:00:00	ES	Futures	2651.12	2651.12	2650.84	2650.84	86.0
2017-07-02 19:05:00	ES	Futures	2651.12	2651.12	2650.57	2651.12	110.0
2017-07-02 19:10:00	ES	Futures	2651.12	2651.94	2651.12	2651.94	561.0
2017-07-02 19:15:00	ES	Futures	2651.94	2653.85	2651.66	2653.58	1102.0
2017-07-02 19:20:00	ES	Futures	2653.58	2653.85	2652.76	2652.76	506.0
2017-07-02 19:25:00	ES	Futures	2652.76	2653.03	2652.48	2652.48	170.0
2017-07-02 19:30:00	ES	Futures	2652.48	2652.76	2652.21	2652.21	182.0
2017-07-02 19:35:00	ES	Futures	2652.21	2652.21	2651.39	2651.39	276.0
2017-07-02 19:40:00	ES	Futures	2651.39	2651.94	2651.12	2651.12	236.0
2017-07-02 19:45:00	ES	Futures	2651.12	2651.39	2650.84	2651.39	257.0
2017-07-02 19:50:00	ES	Futures	2651.12	2651.39	2650.02	2650.3	508.0
2017-07-02 19:55:00	ES	Futures	2650.3	2651.12	2650.3	2650.84	258.0
2017-07-02 20:00:00	ES	Futures	2650.84	2653.58	2650.84	2651.94	1747.0
2017-07-02 20:05:00	ES	Futures	2651.94	2652.76	2651.66	2652.48	728.0
2017-07-02 20:10:00	ES	Futures	2652.76	2652.76	2651.12	2651.66	736.0
2017-07-02 20:15:00	ES	Futures	2651.66	2651.66	2650.84	2651.39	471.0
2017-07-02 20:20:00	ES	Futures	2651.39	2651.39	2650.84	2650.84	183.0
2017-07-02 20:25:00	ES	Futures	2650.84	2651.39	2650.84	2650.84	435.0
2017-07-02 20:30:00	ES	Futures	2650.84	2651.12	2650.3	2650.57	228.0
2017-07-02 20:35:00	ES	Futures	2650.57	2650.57	2649.75	2650.02	478.0
2017-07-02 20:40:00	ES	Futures	2650.3	2651.12	2650.3	2650.84	416.0
2017-07-02 20:45:00	ES	Futures	2651.12	2651.39	2651.12	2651.12	255.0
2017-07-02 20:50:00	ES	Futures	2651.12	2651.39	2650.84	2651.12	217.0
2017-07-02 20:55:00	ES	Futures	2650.84	2651.66	2650.84	2651.39	475.0
2017-07-02 21:00:00	ES	Futures	2651.39	2651.39	2651.12	2651.12	219.0
2017-07-02 21:05:00	ES	Futures	2651.39	2651.39	2650.84	2651.39	106.0
2017-07-02 21:10:00	ES	Futures	2651.12	2651.39	2650.57	2650.84	497.0
2017-07-02 21:15:00	ES	Futures	2650.57	2651.94	2650.57	2651.94	855.0
2017-07-02 21:20:00	ES	Futures	2651.66	2651.94	2651.39	2651.66	375.0
2017-07-02 21:25:00	ES	Futures	2651.94	2651.94	2651.39	2651.94	479.0
2017-07-02 21:30:00	ES	Futures	2651.94	2652.48	2651.94	2652.48	665.0
2017-07-02 21:35:00	ES	Futures	2652.21	2652.48	2651.94	2651.94	108.0
2017-07-02 21:40:00	ES	Futures	2652.21	2652.48	2651.94	2651.94	475.0
2017-07-02 21:45:00	ES	Futures	2652.21	2654.12	2651.94	2653.58	1422.0
2017-07-02 21:50:00	ES	Futures	2653.3	2653.85	2653.03	2653.03	1480.0
2017-07-02 21:55:00	ES	Futures	2653.03	2653.58	2652.76	2653.03	414.0
2017-07-02 22:00:00	ES	Futures	2653.3	2653.85	2653.03	2653.85	771.0
2017-07-02 22:05:00	ES	Futures	2653.85	2654.12	2653.58	2653.58	472.0

> showing 50 of 2,696 rows — these rows as CSV

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