PREVIEW / futures_5min / 2017-07-07

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-07.parquet
  size:    202 KB
  rows:    12,672

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
2017-07-07 00:00:00	ES	Futures	2634.72	2634.72	2634.17	2634.72	414.0
2017-07-07 00:05:00	ES	Futures	2634.72	2634.72	2634.17	2634.44	290.0
2017-07-07 00:10:00	ES	Futures	2634.44	2634.72	2634.44	2634.44	182.0
2017-07-07 00:15:00	ES	Futures	2634.44	2634.44	2634.17	2634.17	181.0
2017-07-07 00:20:00	ES	Futures	2634.17	2634.44	2633.9	2633.9	569.0
2017-07-07 00:25:00	ES	Futures	2633.9	2634.17	2633.62	2634.17	511.0
2017-07-07 00:30:00	ES	Futures	2634.17	2634.44	2633.9	2634.17	158.0
2017-07-07 00:35:00	ES	Futures	2634.17	2634.44	2633.9	2634.17	456.0
2017-07-07 00:40:00	ES	Futures	2634.17	2634.17	2633.9	2634.17	281.0
2017-07-07 00:45:00	ES	Futures	2633.9	2634.17	2633.9	2633.9	17.0
2017-07-07 00:50:00	ES	Futures	2633.9	2634.17	2633.9	2634.17	231.0
2017-07-07 00:55:00	ES	Futures	2633.9	2633.9	2633.9	2633.9	75.0
2017-07-07 01:00:00	ES	Futures	2633.9	2634.17	2633.9	2634.17	181.0
2017-07-07 01:05:00	ES	Futures	2634.17	2634.72	2633.9	2634.72	358.0
2017-07-07 01:10:00	ES	Futures	2634.72	2634.72	2634.17	2634.72	138.0
2017-07-07 01:15:00	ES	Futures	2634.72	2634.72	2634.44	2634.44	48.0
2017-07-07 01:20:00	ES	Futures	2634.44	2634.99	2634.17	2634.17	232.0
2017-07-07 01:25:00	ES	Futures	2634.17	2634.72	2634.17	2634.44	168.0
2017-07-07 01:30:00	ES	Futures	2634.72	2634.72	2634.17	2634.44	115.0
2017-07-07 01:35:00	ES	Futures	2634.17	2634.72	2634.17	2634.44	225.0
2017-07-07 01:40:00	ES	Futures	2634.44	2634.72	2634.44	2634.44	205.0
2017-07-07 01:45:00	ES	Futures	2634.72	2634.72	2634.44	2634.44	48.0
2017-07-07 01:50:00	ES	Futures	2634.72	2635.26	2634.44	2635.26	595.0
2017-07-07 01:55:00	ES	Futures	2635.26	2635.26	2634.72	2634.99	853.0
2017-07-07 02:00:00	ES	Futures	2634.99	2636.08	2634.72	2635.54	1830.0
2017-07-07 02:05:00	ES	Futures	2635.54	2635.81	2635.26	2635.54	499.0
2017-07-07 02:10:00	ES	Futures	2635.81	2635.81	2635.26	2635.81	888.0
2017-07-07 02:15:00	ES	Futures	2635.81	2636.08	2634.99	2635.26	1454.0
2017-07-07 02:20:00	ES	Futures	2634.99	2635.81	2634.99	2635.81	1057.0
2017-07-07 02:25:00	ES	Futures	2635.81	2635.81	2635.26	2635.26	296.0
2017-07-07 02:30:00	ES	Futures	2635.54	2636.08	2635.26	2635.81	565.0
2017-07-07 02:35:00	ES	Futures	2635.54	2635.81	2635.54	2635.54	562.0
2017-07-07 02:40:00	ES	Futures	2635.81	2635.81	2635.26	2635.81	596.0
2017-07-07 02:45:00	ES	Futures	2635.54	2635.81	2634.99	2635.81	713.0
2017-07-07 02:50:00	ES	Futures	2635.81	2636.36	2635.54	2636.08	992.0
2017-07-07 02:55:00	ES	Futures	2636.08	2636.36	2635.81	2636.36	481.0
2017-07-07 03:00:00	ES	Futures	2636.36	2636.9	2635.81	2636.08	2333.0
2017-07-07 03:05:00	ES	Futures	2636.08	2636.08	2634.44	2634.99	2479.0
2017-07-07 03:10:00	ES	Futures	2634.99	2635.26	2634.44	2634.72	1952.0
2017-07-07 03:15:00	ES	Futures	2634.44	2634.72	2633.62	2633.62	1785.0
2017-07-07 03:20:00	ES	Futures	2633.62	2634.17	2633.35	2633.62	1246.0
2017-07-07 03:25:00	ES	Futures	2633.62	2633.9	2632.53	2633.08	2573.0
2017-07-07 03:30:00	ES	Futures	2633.08	2634.17	2633.08	2633.62	1310.0
2017-07-07 03:35:00	ES	Futures	2633.62	2633.62	2632.8	2632.8	1364.0
2017-07-07 03:40:00	ES	Futures	2633.08	2633.9	2633.08	2633.35	815.0
2017-07-07 03:45:00	ES	Futures	2633.62	2634.72	2633.08	2634.72	1563.0
2017-07-07 03:50:00	ES	Futures	2634.44	2634.72	2633.62	2633.9	1027.0
2017-07-07 03:55:00	ES	Futures	2633.9	2634.17	2632.26	2633.9	1581.0
2017-07-07 04:00:00	ES	Futures	2633.62	2634.44	2633.08	2633.9	1387.0
2017-07-07 04:05:00	ES	Futures	2634.17	2634.17	2633.62	2633.9	1135.0

> showing 50 of 12,672 rows — these rows as CSV

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