PREVIEW / futures_5min / 2017-07-12

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-12.parquet
  size:    244 KB
  rows:    15,173

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
2017-07-12 00:00:00	ES	Futures	2649.2	2649.48	2649.2	2649.48	43.0
2017-07-12 00:05:00	ES	Futures	2649.48	2649.75	2649.48	2649.75	116.0
2017-07-12 00:10:00	ES	Futures	2649.75	2649.75	2649.48	2649.48	100.0
2017-07-12 00:15:00	ES	Futures	2649.75	2649.75	2649.48	2649.48	37.0
2017-07-12 00:20:00	ES	Futures	2649.75	2650.02	2649.75	2650.02	67.0
2017-07-12 00:25:00	ES	Futures	2649.75	2650.02	2649.75	2650.02	56.0
2017-07-12 00:30:00	ES	Futures	2650.02	2650.02	2649.75	2650.02	27.0
2017-07-12 00:35:00	ES	Futures	2649.75	2649.75	2649.48	2649.48	100.0
2017-07-12 00:40:00	ES	Futures	2649.75	2649.75	2649.75	2649.75	23.0
2017-07-12 00:45:00	ES	Futures	2649.48	2649.75	2649.48	2649.75	36.0
2017-07-12 00:50:00	ES	Futures	2649.75	2650.02	2649.75	2649.75	256.0
2017-07-12 00:55:00	ES	Futures	2649.75	2650.02	2649.75	2649.75	10.0
2017-07-12 01:00:00	ES	Futures	2650.02	2650.3	2649.75	2650.3	144.0
2017-07-12 01:05:00	ES	Futures	2650.3	2650.57	2649.75	2649.75	356.0
2017-07-12 01:10:00	ES	Futures	2650.02	2650.02	2650.02	2650.02	11.0
2017-07-12 01:15:00	ES	Futures	2650.02	2650.02	2649.75	2649.75	21.0
2017-07-12 01:20:00	ES	Futures	2650.02	2650.02	2649.75	2650.02	17.0
2017-07-12 01:25:00	ES	Futures	2650.02	2650.57	2649.75	2650.57	805.0
2017-07-12 01:30:00	ES	Futures	2650.57	2650.57	2650.3	2650.3	360.0
2017-07-12 01:35:00	ES	Futures	2650.3	2650.57	2650.3	2650.57	37.0
2017-07-12 01:40:00	ES	Futures	2650.3	2650.84	2650.3	2650.57	146.0
2017-07-12 01:45:00	ES	Futures	2650.57	2650.57	2650.3	2650.57	141.0
2017-07-12 01:50:00	ES	Futures	2650.57	2650.57	2650.3	2650.3	53.0
2017-07-12 01:55:00	ES	Futures	2650.57	2650.57	2650.02	2650.02	565.0
2017-07-12 02:00:00	ES	Futures	2650.02	2650.3	2648.93	2649.75	1423.0
2017-07-12 02:05:00	ES	Futures	2649.75	2649.75	2649.48	2649.75	484.0
2017-07-12 02:10:00	ES	Futures	2649.75	2649.75	2649.2	2649.48	275.0
2017-07-12 02:15:00	ES	Futures	2649.48	2649.48	2649.2	2649.2	67.0
2017-07-12 02:20:00	ES	Futures	2649.2	2649.75	2649.2	2649.48	215.0
2017-07-12 02:25:00	ES	Futures	2649.75	2650.02	2649.48	2649.75	581.0
2017-07-12 02:30:00	ES	Futures	2650.02	2650.84	2650.02	2650.02	951.0
2017-07-12 02:35:00	ES	Futures	2650.02	2650.57	2650.02	2650.3	262.0
2017-07-12 02:40:00	ES	Futures	2650.3	2650.3	2649.75	2649.75	545.0
2017-07-12 02:45:00	ES	Futures	2650.02	2650.02	2649.75	2650.02	93.0
2017-07-12 02:50:00	ES	Futures	2650.02	2650.3	2650.02	2650.02	277.0
2017-07-12 02:55:00	ES	Futures	2650.02	2650.3	2649.75	2650.3	359.0
2017-07-12 03:00:00	ES	Futures	2650.02	2650.57	2649.48	2650.3	2204.0
2017-07-12 03:05:00	ES	Futures	2650.3	2650.84	2650.02	2650.57	1733.0
2017-07-12 03:10:00	ES	Futures	2650.57	2650.84	2650.3	2650.57	1140.0
2017-07-12 03:15:00	ES	Futures	2650.57	2651.39	2650.3	2651.39	1681.0
2017-07-12 03:20:00	ES	Futures	2651.12	2651.12	2650.3	2650.57	831.0
2017-07-12 03:25:00	ES	Futures	2650.57	2650.84	2650.3	2650.84	941.0
2017-07-12 03:30:00	ES	Futures	2650.84	2651.12	2650.84	2651.12	1079.0
2017-07-12 03:35:00	ES	Futures	2651.12	2651.94	2650.84	2651.66	1109.0
2017-07-12 03:40:00	ES	Futures	2651.39	2651.66	2650.84	2651.12	916.0
2017-07-12 03:45:00	ES	Futures	2651.39	2652.21	2651.39	2651.94	1084.0
2017-07-12 03:50:00	ES	Futures	2651.94	2652.21	2651.39	2651.66	1184.0
2017-07-12 03:55:00	ES	Futures	2651.94	2651.94	2651.39	2651.39	388.0
2017-07-12 04:00:00	ES	Futures	2651.39	2651.94	2651.39	2651.39	451.0
2017-07-12 04:05:00	ES	Futures	2651.39	2651.66	2650.84	2651.12	1023.0

> showing 50 of 15,173 rows — these rows as CSV

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