PREVIEW / futures_5min / 2017-07-04

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-04.parquet
  size:    159 KB
  rows:    11,009

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
2017-07-04 00:00:00	ES	Futures	2651.12	2651.39	2650.57	2650.57	102.0
2017-07-04 00:05:00	ES	Futures	2650.57	2651.66	2650.57	2651.39	116.0
2017-07-04 00:10:00	ES	Futures	2651.39	2651.66	2651.39	2651.66	112.0
2017-07-04 00:15:00	ES	Futures	2651.39	2651.66	2651.39	2651.39	136.0
2017-07-04 00:20:00	ES	Futures	2651.66	2651.94	2651.39	2651.39	109.0
2017-07-04 00:25:00	ES	Futures	2651.39	2651.94	2651.39	2651.94	99.0
2017-07-04 00:30:00	ES	Futures	2651.66	2651.66	2651.12	2651.12	179.0
2017-07-04 00:35:00	ES	Futures	2650.84	2650.84	2650.02	2650.02	513.0
2017-07-04 00:40:00	ES	Futures	2650.02	2650.57	2650.02	2650.02	285.0
2017-07-04 00:45:00	ES	Futures	2650.02	2650.84	2650.02	2650.57	317.0
2017-07-04 00:50:00	ES	Futures	2650.57	2650.84	2650.02	2650.3	343.0
2017-07-04 00:55:00	ES	Futures	2650.3	2650.84	2650.3	2650.84	400.0
2017-07-04 01:00:00	ES	Futures	2651.12	2651.39	2649.75	2650.02	914.0
2017-07-04 01:05:00	ES	Futures	2650.02	2651.39	2650.02	2651.39	683.0
2017-07-04 01:10:00	ES	Futures	2651.12	2651.12	2650.02	2650.57	436.0
2017-07-04 01:15:00	ES	Futures	2650.57	2650.84	2650.3	2650.84	366.0
2017-07-04 01:20:00	ES	Futures	2650.84	2651.12	2650.3	2650.57	325.0
2017-07-04 01:25:00	ES	Futures	2650.57	2650.84	2650.3	2650.57	296.0
2017-07-04 01:30:00	ES	Futures	2650.3	2650.57	2649.75	2650.3	436.0
2017-07-04 01:35:00	ES	Futures	2650.3	2650.3	2649.75	2649.75	197.0
2017-07-04 01:40:00	ES	Futures	2649.75	2650.3	2649.2	2650.02	692.0
2017-07-04 01:45:00	ES	Futures	2650.02	2650.3	2649.75	2650.02	221.0
2017-07-04 01:50:00	ES	Futures	2650.02	2650.3	2649.75	2650.02	149.0
2017-07-04 01:55:00	ES	Futures	2650.02	2650.3	2649.48	2649.75	714.0
2017-07-04 02:00:00	ES	Futures	2649.75	2650.84	2649.48	2650.3	1069.0
2017-07-04 02:05:00	ES	Futures	2650.57	2650.57	2649.48	2650.02	1135.0
2017-07-04 02:10:00	ES	Futures	2650.02	2650.84	2650.02	2650.84	737.0
2017-07-04 02:15:00	ES	Futures	2650.57	2651.39	2650.57	2651.39	450.0
2017-07-04 02:20:00	ES	Futures	2651.39	2651.94	2651.12	2651.66	606.0
2017-07-04 02:25:00	ES	Futures	2651.66	2651.94	2651.39	2651.66	447.0
2017-07-04 02:30:00	ES	Futures	2651.66	2651.94	2648.66	2649.48	3720.0
2017-07-04 02:35:00	ES	Futures	2649.48	2649.75	2648.66	2648.93	636.0
2017-07-04 02:40:00	ES	Futures	2648.93	2649.48	2648.66	2648.93	690.0
2017-07-04 02:45:00	ES	Futures	2648.93	2649.2	2647.29	2647.56	1066.0
2017-07-04 02:50:00	ES	Futures	2647.56	2648.93	2647.29	2648.93	1442.0
2017-07-04 02:55:00	ES	Futures	2649.2	2649.2	2648.66	2649.2	541.0
2017-07-04 03:00:00	ES	Futures	2649.2	2651.94	2648.38	2651.66	2993.0
2017-07-04 03:05:00	ES	Futures	2651.94	2653.03	2650.57	2651.39	2408.0
2017-07-04 03:10:00	ES	Futures	2651.12	2651.12	2649.75	2650.84	1718.0
2017-07-04 03:15:00	ES	Futures	2650.84	2651.94	2650.02	2651.66	2161.0
2017-07-04 03:20:00	ES	Futures	2651.39	2651.94	2650.57	2651.39	1245.0
2017-07-04 03:25:00	ES	Futures	2651.39	2655.22	2651.39	2654.94	4883.0
2017-07-04 03:30:00	ES	Futures	2655.22	2655.22	2654.12	2654.67	1643.0
2017-07-04 03:35:00	ES	Futures	2654.94	2656.04	2654.67	2656.04	1674.0
2017-07-04 03:40:00	ES	Futures	2655.76	2655.76	2654.67	2654.67	1495.0
2017-07-04 03:45:00	ES	Futures	2654.94	2655.49	2654.67	2655.49	521.0
2017-07-04 03:50:00	ES	Futures	2655.22	2656.86	2655.22	2655.49	2120.0
2017-07-04 03:55:00	ES	Futures	2655.49	2656.04	2655.22	2655.49	828.0
2017-07-04 04:00:00	ES	Futures	2655.49	2656.31	2655.22	2656.04	864.0
2017-07-04 04:05:00	ES	Futures	2656.04	2656.31	2655.49	2655.76	935.0

> showing 50 of 11,009 rows — these rows as CSV

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