PREVIEW / futures_5min / 2017-07-17

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-17.parquet
  size:    215 KB
  rows:    14,730

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
2017-07-17 00:00:00	ES	Futures	2686.38	2686.38	2686.1	2686.1	46.0
2017-07-17 00:05:00	ES	Futures	2686.38	2686.38	2685.83	2685.83	169.0
2017-07-17 00:10:00	ES	Futures	2685.83	2686.1	2685.83	2686.1	250.0
2017-07-17 00:15:00	ES	Futures	2686.1	2686.38	2686.1	2686.1	15.0
2017-07-17 00:20:00	ES	Futures	2686.1	2686.38	2686.1	2686.1	283.0
2017-07-17 00:25:00	ES	Futures	2686.1	2686.38	2686.1	2686.1	23.0
2017-07-17 00:30:00	ES	Futures	2686.1	2686.38	2686.1	2686.1	23.0
2017-07-17 00:35:00	ES	Futures	2686.1	2686.38	2686.1	2686.38	31.0
2017-07-17 00:40:00	ES	Futures	2686.38	2686.38	2686.1	2686.1	47.0
2017-07-17 00:45:00	ES	Futures	2686.38	2686.38	2686.1	2686.1	21.0
2017-07-17 00:50:00	ES	Futures	2686.1	2686.38	2686.1	2686.38	38.0
2017-07-17 00:55:00	ES	Futures	2686.1	2686.38	2686.1	2686.1	11.0
2017-07-17 01:00:00	ES	Futures	2686.1	2686.38	2686.1	2686.1	38.0
2017-07-17 01:05:00	ES	Futures	2686.1	2686.38	2685.83	2685.83	93.0
2017-07-17 01:10:00	ES	Futures	2686.1	2686.1	2685.56	2685.83	284.0
2017-07-17 01:15:00	ES	Futures	2685.83	2686.1	2685.83	2686.1	66.0
2017-07-17 01:20:00	ES	Futures	2685.83	2686.1	2685.83	2686.1	61.0
2017-07-17 01:25:00	ES	Futures	2686.1	2686.1	2686.1	2686.1	62.0
2017-07-17 01:30:00	ES	Futures	2686.1	2686.38	2685.83	2686.1	203.0
2017-07-17 01:35:00	ES	Futures	2686.38	2686.38	2686.1	2686.38	136.0
2017-07-17 01:40:00	ES	Futures	2686.38	2686.38	2686.1	2686.1	97.0
2017-07-17 01:45:00	ES	Futures	2686.38	2686.38	2686.1	2686.38	51.0
2017-07-17 01:50:00	ES	Futures	2686.1	2686.65	2686.1	2686.65	165.0
2017-07-17 01:55:00	ES	Futures	2686.38	2686.92	2686.38	2686.38	315.0
2017-07-17 02:00:00	ES	Futures	2686.38	2686.65	2686.1	2686.1	752.0
2017-07-17 02:05:00	ES	Futures	2686.1	2686.38	2685.83	2686.1	249.0
2017-07-17 02:10:00	ES	Futures	2685.83	2686.38	2685.83	2686.1	903.0
2017-07-17 02:15:00	ES	Futures	2686.1	2686.38	2685.83	2686.1	214.0
2017-07-17 02:20:00	ES	Futures	2686.1	2686.65	2686.1	2686.38	880.0
2017-07-17 02:25:00	ES	Futures	2686.38	2686.65	2686.1	2686.38	503.0
2017-07-17 02:30:00	ES	Futures	2686.1	2686.38	2685.83	2685.83	690.0
2017-07-17 02:35:00	ES	Futures	2685.83	2686.1	2685.83	2686.1	130.0
2017-07-17 02:40:00	ES	Futures	2686.1	2686.1	2685.83	2686.1	48.0
2017-07-17 02:45:00	ES	Futures	2685.83	2686.1	2685.56	2685.56	199.0
2017-07-17 02:50:00	ES	Futures	2685.56	2685.83	2685.56	2685.56	274.0
2017-07-17 02:55:00	ES	Futures	2685.83	2686.1	2685.56	2685.83	189.0
2017-07-17 03:00:00	ES	Futures	2686.1	2687.74	2685.83	2687.47	4415.0
2017-07-17 03:05:00	ES	Futures	2687.2	2688.29	2686.65	2688.29	4580.0
2017-07-17 03:10:00	ES	Futures	2688.02	2688.29	2687.47	2687.47	1306.0
2017-07-17 03:15:00	ES	Futures	2687.47	2687.74	2687.2	2687.47	638.0
2017-07-17 03:20:00	ES	Futures	2687.2	2688.02	2686.92	2687.2	1144.0
2017-07-17 03:25:00	ES	Futures	2687.2	2687.47	2686.92	2687.2	1384.0
2017-07-17 03:30:00	ES	Futures	2687.2	2687.2	2686.65	2686.65	482.0
2017-07-17 03:35:00	ES	Futures	2686.65	2686.92	2686.38	2686.65	1145.0
2017-07-17 03:40:00	ES	Futures	2686.65	2687.2	2686.65	2686.92	692.0
2017-07-17 03:45:00	ES	Futures	2686.92	2687.47	2686.65	2687.2	480.0
2017-07-17 03:50:00	ES	Futures	2687.47	2687.47	2686.65	2686.92	804.0
2017-07-17 03:55:00	ES	Futures	2686.92	2686.92	2686.65	2686.65	448.0
2017-07-17 04:00:00	ES	Futures	2686.92	2686.92	2686.38	2686.65	672.0
2017-07-17 04:05:00	ES	Futures	2686.38	2686.65	2685.28	2685.56	2643.0

> showing 50 of 14,730 rows — these rows as CSV

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