PREVIEW / futures_5min / 2017-07-16

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-16.parquet
  size:    43 KB
  rows:    2,468

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
2017-07-16 18:00:00	ES	Futures	2686.38	2688.56	2686.1	2688.56	2204.0
2017-07-16 18:05:00	ES	Futures	2688.56	2688.56	2687.47	2687.47	1037.0
2017-07-16 18:10:00	ES	Futures	2687.47	2687.47	2687.2	2687.47	70.0
2017-07-16 18:15:00	ES	Futures	2687.47	2687.74	2687.2	2687.74	139.0
2017-07-16 18:20:00	ES	Futures	2687.74	2688.02	2687.47	2687.47	256.0
2017-07-16 18:25:00	ES	Futures	2687.74	2687.74	2687.47	2687.47	225.0
2017-07-16 18:30:00	ES	Futures	2687.47	2687.74	2687.47	2687.74	22.0
2017-07-16 18:35:00	ES	Futures	2687.74	2687.74	2687.47	2687.74	36.0
2017-07-16 18:40:00	ES	Futures	2687.74	2687.74	2687.47	2687.47	14.0
2017-07-16 18:45:00	ES	Futures	2687.74	2687.74	2687.47	2687.47	35.0
2017-07-16 18:50:00	ES	Futures	2687.74	2687.74	2687.47	2687.47	14.0
2017-07-16 18:55:00	ES	Futures	2687.74	2687.74	2687.47	2687.74	28.0
2017-07-16 19:00:00	ES	Futures	2687.74	2687.74	2687.47	2687.47	46.0
2017-07-16 19:05:00	ES	Futures	2687.47	2687.47	2687.2	2687.47	214.0
2017-07-16 19:10:00	ES	Futures	2687.74	2687.74	2687.47	2687.47	24.0
2017-07-16 19:15:00	ES	Futures	2687.74	2687.74	2687.47	2687.74	12.0
2017-07-16 19:20:00	ES	Futures	2687.74	2688.02	2687.47	2687.74	92.0
2017-07-16 19:25:00	ES	Futures	2687.74	2688.02	2687.74	2688.02	15.0
2017-07-16 19:30:00	ES	Futures	2687.74	2688.02	2687.47	2687.47	146.0
2017-07-16 19:35:00	ES	Futures	2687.47	2687.47	2687.2	2687.2	142.0
2017-07-16 19:40:00	ES	Futures	2687.2	2687.2	2686.92	2686.92	199.0
2017-07-16 19:45:00	ES	Futures	2686.92	2687.2	2686.65	2686.92	421.0
2017-07-16 19:50:00	ES	Futures	2686.65	2686.92	2686.38	2686.65	312.0
2017-07-16 19:55:00	ES	Futures	2686.65	2686.92	2686.65	2686.92	94.0
2017-07-16 20:00:00	ES	Futures	2687.2	2687.2	2686.38	2686.38	260.0
2017-07-16 20:05:00	ES	Futures	2686.38	2686.92	2686.38	2686.65	306.0
2017-07-16 20:10:00	ES	Futures	2686.65	2687.47	2686.65	2686.92	447.0
2017-07-16 20:15:00	ES	Futures	2686.92	2687.47	2686.92	2686.92	276.0
2017-07-16 20:20:00	ES	Futures	2686.92	2687.47	2686.92	2687.47	166.0
2017-07-16 20:25:00	ES	Futures	2687.2	2687.47	2687.2	2687.2	173.0
2017-07-16 20:30:00	ES	Futures	2687.2	2687.47	2687.2	2687.2	103.0
2017-07-16 20:35:00	ES	Futures	2687.47	2687.47	2687.2	2687.47	37.0
2017-07-16 20:40:00	ES	Futures	2687.2	2687.47	2687.2	2687.2	202.0
2017-07-16 20:45:00	ES	Futures	2687.2	2687.47	2687.2	2687.47	298.0
2017-07-16 20:50:00	ES	Futures	2687.2	2687.74	2687.2	2687.47	110.0
2017-07-16 20:55:00	ES	Futures	2687.47	2687.74	2687.47	2687.47	134.0
2017-07-16 21:00:00	ES	Futures	2687.47	2687.74	2687.2	2687.47	141.0
2017-07-16 21:05:00	ES	Futures	2687.2	2687.47	2687.2	2687.2	287.0
2017-07-16 21:10:00	ES	Futures	2687.2	2687.74	2687.2	2687.47	198.0
2017-07-16 21:15:00	ES	Futures	2687.2	2687.74	2687.2	2687.47	239.0
2017-07-16 21:20:00	ES	Futures	2687.47	2687.47	2687.2	2687.2	86.0
2017-07-16 21:25:00	ES	Futures	2687.2	2687.47	2686.92	2687.2	233.0
2017-07-16 21:30:00	ES	Futures	2687.2	2687.2	2686.92	2687.2	298.0
2017-07-16 21:35:00	ES	Futures	2687.2	2687.47	2686.92	2686.92	110.0
2017-07-16 21:40:00	ES	Futures	2686.92	2687.2	2686.1	2686.38	969.0
2017-07-16 21:45:00	ES	Futures	2686.38	2686.65	2686.1	2686.1	527.0
2017-07-16 21:50:00	ES	Futures	2686.1	2686.1	2685.56	2685.83	1034.0
2017-07-16 21:55:00	ES	Futures	2685.83	2686.38	2685.56	2685.56	433.0
2017-07-16 22:00:00	ES	Futures	2685.83	2686.38	2685.83	2685.83	1453.0
2017-07-16 22:05:00	ES	Futures	2685.83	2686.38	2685.83	2686.1	623.0

> showing 50 of 2,468 rows — these rows as CSV

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