PREVIEW / futures_5min / 2017-07-06

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-06.parquet
  size:    251 KB
  rows:    15,521

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
2017-07-06 00:00:00	ES	Futures	2653.58	2653.85	2653.3	2653.58	243.0
2017-07-06 00:05:00	ES	Futures	2653.85	2653.85	2653.58	2653.85	144.0
2017-07-06 00:10:00	ES	Futures	2653.85	2654.12	2653.58	2653.85	144.0
2017-07-06 00:15:00	ES	Futures	2653.85	2654.12	2653.85	2653.85	111.0
2017-07-06 00:20:00	ES	Futures	2654.12	2654.12	2653.85	2653.85	144.0
2017-07-06 00:25:00	ES	Futures	2654.12	2654.12	2653.58	2653.58	168.0
2017-07-06 00:30:00	ES	Futures	2653.58	2653.85	2653.58	2653.58	83.0
2017-07-06 00:35:00	ES	Futures	2653.58	2654.12	2653.58	2653.85	238.0
2017-07-06 00:40:00	ES	Futures	2653.85	2654.12	2653.85	2653.85	98.0
2017-07-06 00:45:00	ES	Futures	2654.12	2654.12	2653.58	2653.85	148.0
2017-07-06 00:50:00	ES	Futures	2653.85	2654.12	2653.85	2653.85	60.0
2017-07-06 00:55:00	ES	Futures	2653.85	2654.12	2653.58	2653.58	238.0
2017-07-06 01:00:00	ES	Futures	2653.85	2654.12	2653.3	2653.3	413.0
2017-07-06 01:05:00	ES	Futures	2653.3	2653.58	2653.3	2653.3	155.0
2017-07-06 01:10:00	ES	Futures	2653.3	2653.58	2653.03	2653.3	267.0
2017-07-06 01:15:00	ES	Futures	2653.3	2653.58	2653.03	2653.3	251.0
2017-07-06 01:20:00	ES	Futures	2653.58	2653.58	2653.3	2653.3	94.0
2017-07-06 01:25:00	ES	Futures	2653.3	2653.85	2653.3	2653.58	486.0
2017-07-06 01:30:00	ES	Futures	2653.58	2653.85	2653.03	2653.58	437.0
2017-07-06 01:35:00	ES	Futures	2653.3	2653.3	2653.03	2653.03	459.0
2017-07-06 01:40:00	ES	Futures	2653.03	2653.3	2652.76	2652.76	154.0
2017-07-06 01:45:00	ES	Futures	2652.76	2653.58	2652.76	2653.3	565.0
2017-07-06 01:50:00	ES	Futures	2653.58	2653.85	2653.3	2653.3	502.0
2017-07-06 01:55:00	ES	Futures	2653.3	2653.85	2653.3	2653.3	320.0
2017-07-06 02:00:00	ES	Futures	2653.58	2653.58	2652.76	2653.03	678.0
2017-07-06 02:05:00	ES	Futures	2653.03	2653.3	2652.76	2652.76	459.0
2017-07-06 02:10:00	ES	Futures	2652.76	2653.03	2652.48	2652.48	388.0
2017-07-06 02:15:00	ES	Futures	2652.76	2653.03	2652.48	2653.03	861.0
2017-07-06 02:20:00	ES	Futures	2653.03	2653.58	2653.03	2653.3	442.0
2017-07-06 02:25:00	ES	Futures	2653.03	2653.58	2653.03	2653.3	558.0
2017-07-06 02:30:00	ES	Futures	2653.3	2653.85	2652.76	2653.58	517.0
2017-07-06 02:35:00	ES	Futures	2653.58	2654.12	2653.3	2654.12	296.0
2017-07-06 02:40:00	ES	Futures	2653.85	2654.12	2653.58	2653.85	249.0
2017-07-06 02:45:00	ES	Futures	2653.85	2653.85	2653.03	2653.3	796.0
2017-07-06 02:50:00	ES	Futures	2653.03	2653.58	2653.03	2653.3	597.0
2017-07-06 02:55:00	ES	Futures	2653.3	2653.3	2652.48	2652.76	934.0
2017-07-06 03:00:00	ES	Futures	2652.76	2653.85	2652.21	2653.3	2295.0
2017-07-06 03:05:00	ES	Futures	2653.3	2653.58	2652.76	2653.3	1661.0
2017-07-06 03:10:00	ES	Futures	2653.3	2653.58	2651.12	2651.66	3441.0
2017-07-06 03:15:00	ES	Futures	2651.39	2651.66	2649.75	2651.12	3712.0
2017-07-06 03:20:00	ES	Futures	2651.12	2651.39	2650.57	2651.12	1209.0
2017-07-06 03:25:00	ES	Futures	2651.12	2651.12	2650.02	2650.57	2487.0
2017-07-06 03:30:00	ES	Futures	2650.3	2651.39	2650.3	2651.39	1152.0
2017-07-06 03:35:00	ES	Futures	2651.39	2651.39	2650.57	2650.57	706.0
2017-07-06 03:40:00	ES	Futures	2650.57	2651.12	2650.02	2651.12	1454.0
2017-07-06 03:45:00	ES	Futures	2650.84	2650.84	2650.02	2650.57	2321.0
2017-07-06 03:50:00	ES	Futures	2650.57	2651.12	2650.02	2650.3	1276.0
2017-07-06 03:55:00	ES	Futures	2650.02	2651.12	2650.02	2650.84	922.0
2017-07-06 04:00:00	ES	Futures	2650.84	2651.39	2650.57	2651.12	800.0
2017-07-06 04:05:00	ES	Futures	2651.12	2651.39	2650.84	2651.12	561.0

> showing 50 of 15,521 rows — these rows as CSV

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