PREVIEW / futures_5min / 2017-07-09

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-09.parquet
  size:    43 KB
  rows:    2,529

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
2017-07-09 18:00:00	ES	Futures	2649.2	2650.3	2649.2	2650.3	1495.0
2017-07-09 18:05:00	ES	Futures	2650.02	2650.57	2649.75	2650.3	582.0
2017-07-09 18:10:00	ES	Futures	2650.3	2650.57	2649.75	2650.02	297.0
2017-07-09 18:15:00	ES	Futures	2649.75	2650.02	2649.75	2650.02	43.0
2017-07-09 18:20:00	ES	Futures	2650.02	2650.02	2649.48	2649.48	76.0
2017-07-09 18:25:00	ES	Futures	2649.48	2650.3	2649.48	2650.3	251.0
2017-07-09 18:30:00	ES	Futures	2650.3	2650.57	2649.75	2650.02	417.0
2017-07-09 18:35:00	ES	Futures	2650.02	2650.02	2649.75	2649.75	21.0
2017-07-09 18:40:00	ES	Futures	2649.75	2650.02	2649.75	2649.75	176.0
2017-07-09 18:45:00	ES	Futures	2649.48	2649.75	2649.48	2649.75	86.0
2017-07-09 18:50:00	ES	Futures	2649.75	2649.75	2649.48	2649.75	89.0
2017-07-09 18:55:00	ES	Futures	2649.75	2649.75	2649.48	2649.48	32.0
2017-07-09 19:00:00	ES	Futures	2649.48	2649.75	2649.2	2649.2	85.0
2017-07-09 19:05:00	ES	Futures	2649.2	2649.48	2649.2	2649.2	50.0
2017-07-09 19:10:00	ES	Futures	2649.48	2649.48	2648.93	2649.2	308.0
2017-07-09 19:15:00	ES	Futures	2649.2	2650.3	2649.2	2650.3	533.0
2017-07-09 19:20:00	ES	Futures	2650.3	2650.57	2650.02	2650.57	351.0
2017-07-09 19:25:00	ES	Futures	2650.3	2650.57	2650.3	2650.57	193.0
2017-07-09 19:30:00	ES	Futures	2650.57	2652.21	2650.57	2651.94	1446.0
2017-07-09 19:35:00	ES	Futures	2651.66	2652.48	2651.66	2652.21	468.0
2017-07-09 19:40:00	ES	Futures	2651.94	2651.94	2651.66	2651.94	397.0
2017-07-09 19:45:00	ES	Futures	2651.94	2651.94	2651.66	2651.66	251.0
2017-07-09 19:50:00	ES	Futures	2651.94	2652.21	2651.66	2652.21	416.0
2017-07-09 19:55:00	ES	Futures	2652.21	2652.21	2651.94	2651.94	327.0
2017-07-09 20:00:00	ES	Futures	2651.66	2651.94	2651.66	2651.94	1056.0
2017-07-09 20:05:00	ES	Futures	2651.94	2652.21	2651.66	2651.94	280.0
2017-07-09 20:10:00	ES	Futures	2651.66	2651.94	2651.66	2651.94	74.0
2017-07-09 20:15:00	ES	Futures	2651.94	2653.03	2651.66	2652.76	1270.0
2017-07-09 20:20:00	ES	Futures	2652.76	2653.03	2652.21	2652.48	258.0
2017-07-09 20:25:00	ES	Futures	2652.21	2652.76	2652.21	2652.48	165.0
2017-07-09 20:30:00	ES	Futures	2652.21	2652.76	2652.21	2652.48	144.0
2017-07-09 20:35:00	ES	Futures	2652.48	2653.03	2652.48	2652.76	252.0
2017-07-09 20:40:00	ES	Futures	2652.48	2652.76	2652.48	2652.76	147.0
2017-07-09 20:45:00	ES	Futures	2652.48	2652.76	2652.48	2652.48	233.0
2017-07-09 20:50:00	ES	Futures	2652.48	2652.76	2652.48	2652.76	142.0
2017-07-09 20:55:00	ES	Futures	2652.48	2653.03	2652.48	2652.76	196.0
2017-07-09 21:00:00	ES	Futures	2652.76	2653.3	2652.76	2653.3	807.0
2017-07-09 21:05:00	ES	Futures	2653.03	2653.3	2653.03	2653.3	123.0
2017-07-09 21:10:00	ES	Futures	2653.3	2653.58	2653.03	2653.03	338.0
2017-07-09 21:15:00	ES	Futures	2653.3	2653.3	2652.76	2653.03	551.0
2017-07-09 21:20:00	ES	Futures	2652.76	2653.03	2652.76	2652.76	233.0
2017-07-09 21:25:00	ES	Futures	2652.76	2653.03	2652.21	2652.21	406.0
2017-07-09 21:30:00	ES	Futures	2652.21	2652.48	2651.94	2652.48	558.0
2017-07-09 21:35:00	ES	Futures	2652.48	2652.76	2652.48	2652.48	135.0
2017-07-09 21:40:00	ES	Futures	2652.48	2653.03	2652.48	2652.48	267.0
2017-07-09 21:45:00	ES	Futures	2652.76	2653.03	2652.48	2652.76	204.0
2017-07-09 21:50:00	ES	Futures	2652.76	2653.03	2652.48	2652.48	128.0
2017-07-09 21:55:00	ES	Futures	2652.76	2653.58	2652.48	2653.58	640.0
2017-07-09 22:00:00	ES	Futures	2653.58	2653.85	2653.03	2653.3	1147.0
2017-07-09 22:05:00	ES	Futures	2653.58	2653.58	2653.03	2653.3	496.0

> showing 50 of 2,529 rows — these rows as CSV

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