PREVIEW / futures_5min / 2017-07-05

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-05.parquet
  size:    233 KB
  rows:    14,908

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
2017-07-05 00:00:00	ES	Futures	2651.39	2651.66	2651.39	2651.66	184.0
2017-07-05 00:05:00	ES	Futures	2651.94	2651.94	2651.66	2651.94	198.0
2017-07-05 00:10:00	ES	Futures	2651.94	2651.94	2651.66	2651.66	177.0
2017-07-05 00:15:00	ES	Futures	2651.66	2651.94	2651.39	2651.66	131.0
2017-07-05 00:20:00	ES	Futures	2651.66	2651.94	2651.66	2651.66	45.0
2017-07-05 00:25:00	ES	Futures	2651.66	2651.94	2651.39	2651.94	221.0
2017-07-05 00:30:00	ES	Futures	2651.94	2651.94	2651.94	2651.94	55.0
2017-07-05 00:35:00	ES	Futures	2651.94	2651.94	2651.66	2651.94	144.0
2017-07-05 00:40:00	ES	Futures	2651.66	2651.94	2651.66	2651.94	35.0
2017-07-05 00:45:00	ES	Futures	2651.94	2651.94	2651.66	2651.94	184.0
2017-07-05 00:50:00	ES	Futures	2651.94	2651.94	2651.66	2651.66	68.0
2017-07-05 00:55:00	ES	Futures	2651.94	2651.94	2651.66	2651.94	18.0
2017-07-05 01:00:00	ES	Futures	2651.94	2652.48	2651.94	2652.48	744.0
2017-07-05 01:05:00	ES	Futures	2652.48	2652.48	2651.94	2652.48	161.0
2017-07-05 01:10:00	ES	Futures	2652.48	2653.03	2652.21	2652.76	629.0
2017-07-05 01:15:00	ES	Futures	2652.76	2652.76	2652.48	2652.48	187.0
2017-07-05 01:20:00	ES	Futures	2652.48	2652.76	2652.48	2652.48	162.0
2017-07-05 01:25:00	ES	Futures	2652.76	2652.76	2651.94	2651.94	218.0
2017-07-05 01:30:00	ES	Futures	2652.21	2652.76	2651.94	2652.76	180.0
2017-07-05 01:35:00	ES	Futures	2652.48	2653.03	2652.48	2653.03	507.0
2017-07-05 01:40:00	ES	Futures	2653.03	2653.3	2653.03	2653.03	252.0
2017-07-05 01:45:00	ES	Futures	2653.3	2653.3	2653.03	2653.3	97.0
2017-07-05 01:50:00	ES	Futures	2653.3	2653.3	2652.76	2653.03	374.0
2017-07-05 01:55:00	ES	Futures	2653.03	2653.58	2652.76	2653.3	775.0
2017-07-05 02:00:00	ES	Futures	2653.3	2653.3	2652.48	2653.3	1440.0
2017-07-05 02:05:00	ES	Futures	2653.03	2653.3	2652.48	2653.03	811.0
2017-07-05 02:10:00	ES	Futures	2653.3	2653.58	2653.03	2653.03	625.0
2017-07-05 02:15:00	ES	Futures	2653.03	2653.3	2652.76	2652.76	623.0
2017-07-05 02:20:00	ES	Futures	2652.48	2652.48	2651.39	2651.94	1407.0
2017-07-05 02:25:00	ES	Futures	2651.66	2652.21	2651.66	2651.94	523.0
2017-07-05 02:30:00	ES	Futures	2651.94	2652.48	2651.66	2651.94	452.0
2017-07-05 02:35:00	ES	Futures	2652.21	2652.48	2651.66	2652.48	492.0
2017-07-05 02:40:00	ES	Futures	2652.21	2652.48	2651.94	2651.94	203.0
2017-07-05 02:45:00	ES	Futures	2652.21	2652.48	2651.66	2652.48	765.0
2017-07-05 02:50:00	ES	Futures	2652.21	2652.76	2651.94	2652.48	480.0
2017-07-05 02:55:00	ES	Futures	2652.48	2653.03	2652.48	2653.03	624.0
2017-07-05 03:00:00	ES	Futures	2652.76	2653.03	2651.39	2652.21	3049.0
2017-07-05 03:05:00	ES	Futures	2652.21	2652.48	2650.84	2652.48	2845.0
2017-07-05 03:10:00	ES	Futures	2652.21	2653.03	2651.12	2651.39	1212.0
2017-07-05 03:15:00	ES	Futures	2651.12	2651.94	2651.12	2651.12	1694.0
2017-07-05 03:20:00	ES	Futures	2651.12	2651.94	2651.12	2651.66	1536.0
2017-07-05 03:25:00	ES	Futures	2651.66	2654.12	2651.12	2653.85	3813.0
2017-07-05 03:30:00	ES	Futures	2653.58	2654.67	2653.58	2654.12	2114.0
2017-07-05 03:35:00	ES	Futures	2654.12	2655.49	2653.85	2654.94	4127.0
2017-07-05 03:40:00	ES	Futures	2654.94	2655.49	2654.4	2654.94	2884.0
2017-07-05 03:45:00	ES	Futures	2654.67	2655.49	2654.67	2655.22	1789.0
2017-07-05 03:50:00	ES	Futures	2655.22	2655.49	2653.85	2654.12	1293.0
2017-07-05 03:55:00	ES	Futures	2653.85	2654.4	2653.58	2654.12	959.0
2017-07-05 04:00:00	ES	Futures	2654.12	2654.4	2652.21	2652.21	2535.0
2017-07-05 04:05:00	ES	Futures	2651.94	2652.48	2651.39	2651.66	2176.0

> showing 50 of 14,908 rows — these rows as CSV

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