PREVIEW / futures_5min / 2017-07-10

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-10.parquet
  size:    215 KB
  rows:    14,977

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
2017-07-10 00:00:00	ES	Futures	2655.49	2655.76	2655.22	2655.49	410.0
2017-07-10 00:05:00	ES	Futures	2655.22	2655.49	2654.94	2654.94	823.0
2017-07-10 00:10:00	ES	Futures	2655.22	2655.22	2654.67	2654.67	227.0
2017-07-10 00:15:00	ES	Futures	2654.67	2654.94	2654.67	2654.94	64.0
2017-07-10 00:20:00	ES	Futures	2654.67	2654.67	2654.67	2654.67	35.0
2017-07-10 00:25:00	ES	Futures	2654.67	2654.67	2654.67	2654.67	330.0
2017-07-10 00:30:00	ES	Futures	2654.67	2654.94	2654.67	2654.67	125.0
2017-07-10 00:35:00	ES	Futures	2654.4	2654.67	2654.12	2654.4	717.0
2017-07-10 00:40:00	ES	Futures	2654.12	2654.4	2654.12	2654.4	194.0
2017-07-10 00:45:00	ES	Futures	2654.4	2654.4	2654.12	2654.4	116.0
2017-07-10 00:50:00	ES	Futures	2654.4	2654.4	2654.12	2654.12	68.0
2017-07-10 00:55:00	ES	Futures	2654.4	2654.4	2654.12	2654.4	226.0
2017-07-10 01:00:00	ES	Futures	2654.12	2654.4	2652.76	2654.12	1970.0
2017-07-10 01:05:00	ES	Futures	2654.12	2654.67	2654.12	2654.67	615.0
2017-07-10 01:10:00	ES	Futures	2654.67	2654.67	2654.12	2654.12	207.0
2017-07-10 01:15:00	ES	Futures	2654.12	2654.94	2654.12	2654.67	439.0
2017-07-10 01:20:00	ES	Futures	2654.67	2654.67	2654.4	2654.67	136.0
2017-07-10 01:25:00	ES	Futures	2654.67	2654.67	2654.4	2654.4	81.0
2017-07-10 01:30:00	ES	Futures	2654.67	2654.67	2654.4	2654.67	56.0
2017-07-10 01:35:00	ES	Futures	2654.67	2654.67	2654.4	2654.4	40.0
2017-07-10 01:40:00	ES	Futures	2654.67	2654.67	2654.4	2654.4	41.0
2017-07-10 01:45:00	ES	Futures	2654.4	2654.4	2653.85	2653.85	381.0
2017-07-10 01:50:00	ES	Futures	2653.85	2654.4	2653.85	2653.85	385.0
2017-07-10 01:55:00	ES	Futures	2654.12	2654.12	2653.58	2653.58	320.0
2017-07-10 02:00:00	ES	Futures	2653.58	2654.4	2653.58	2653.85	704.0
2017-07-10 02:05:00	ES	Futures	2654.12	2654.4	2653.58	2653.85	800.0
2017-07-10 02:10:00	ES	Futures	2653.85	2654.12	2653.58	2654.12	978.0
2017-07-10 02:15:00	ES	Futures	2653.85	2654.12	2653.3	2653.58	780.0
2017-07-10 02:20:00	ES	Futures	2653.58	2653.58	2653.3	2653.58	675.0
2017-07-10 02:25:00	ES	Futures	2653.3	2653.85	2653.3	2653.85	383.0
2017-07-10 02:30:00	ES	Futures	2653.58	2654.12	2653.58	2653.58	549.0
2017-07-10 02:35:00	ES	Futures	2653.58	2653.58	2653.3	2653.58	234.0
2017-07-10 02:40:00	ES	Futures	2653.58	2653.58	2653.03	2653.03	499.0
2017-07-10 02:45:00	ES	Futures	2653.03	2653.03	2652.48	2652.76	1513.0
2017-07-10 02:50:00	ES	Futures	2652.76	2653.03	2652.48	2653.03	348.0
2017-07-10 02:55:00	ES	Futures	2653.03	2653.3	2652.76	2653.03	460.0
2017-07-10 03:00:00	ES	Futures	2653.03	2654.12	2652.21	2653.03	3029.0
2017-07-10 03:05:00	ES	Futures	2653.3	2653.3	2652.48	2652.76	1868.0
2017-07-10 03:10:00	ES	Futures	2652.76	2653.3	2652.76	2652.76	650.0
2017-07-10 03:15:00	ES	Futures	2652.76	2652.76	2652.21	2652.48	1287.0
2017-07-10 03:20:00	ES	Futures	2652.21	2652.48	2651.66	2652.21	3644.0
2017-07-10 03:25:00	ES	Futures	2651.94	2652.48	2651.66	2652.48	881.0
2017-07-10 03:30:00	ES	Futures	2652.48	2653.3	2652.21	2652.76	1724.0
2017-07-10 03:35:00	ES	Futures	2652.48	2653.03	2652.48	2653.03	776.0
2017-07-10 03:40:00	ES	Futures	2652.76	2652.76	2652.21	2652.48	846.0
2017-07-10 03:45:00	ES	Futures	2652.48	2652.76	2651.66	2652.48	904.0
2017-07-10 03:50:00	ES	Futures	2652.21	2652.48	2652.21	2652.48	254.0
2017-07-10 03:55:00	ES	Futures	2652.48	2653.3	2652.48	2652.76	855.0
2017-07-10 04:00:00	ES	Futures	2652.76	2653.58	2652.76	2653.03	676.0
2017-07-10 04:05:00	ES	Futures	2653.3	2653.3	2652.48	2652.76	813.0

> showing 50 of 14,977 rows — these rows as CSV

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