PREVIEW / futures_5min / 2017-07-18

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-18.parquet
  size:    234 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
2017-07-18 00:00:00	ES	Futures	2685.28	2685.28	2685.01	2685.28	37.0
2017-07-18 00:05:00	ES	Futures	2685.28	2685.56	2685.28	2685.56	461.0
2017-07-18 00:10:00	ES	Futures	2685.56	2685.56	2685.28	2685.28	39.0
2017-07-18 00:15:00	ES	Futures	2685.56	2685.56	2685.28	2685.56	36.0
2017-07-18 00:20:00	ES	Futures	2685.28	2685.56	2685.28	2685.56	96.0
2017-07-18 00:25:00	ES	Futures	2685.56	2685.56	2685.28	2685.56	420.0
2017-07-18 00:30:00	ES	Futures	2685.56	2685.83	2685.56	2685.83	50.0
2017-07-18 00:35:00	ES	Futures	2685.83	2685.83	2685.28	2685.56	151.0
2017-07-18 00:40:00	ES	Futures	2685.56	2685.56	2685.28	2685.56	239.0
2017-07-18 00:45:00	ES	Futures	2685.56	2685.56	2685.28	2685.28	27.0
2017-07-18 00:50:00	ES	Futures	2685.56	2685.56	2685.28	2685.56	95.0
2017-07-18 00:55:00	ES	Futures	2685.83	2685.83	2685.56	2685.56	76.0
2017-07-18 01:00:00	ES	Futures	2685.56	2685.83	2685.28	2685.56	66.0
2017-07-18 01:05:00	ES	Futures	2685.83	2685.83	2685.28	2685.28	180.0
2017-07-18 01:10:00	ES	Futures	2685.56	2685.56	2685.28	2685.28	272.0
2017-07-18 01:15:00	ES	Futures	2685.28	2685.56	2685.28	2685.56	189.0
2017-07-18 01:20:00	ES	Futures	2685.56	2685.56	2685.28	2685.28	281.0
2017-07-18 01:25:00	ES	Futures	2685.28	2685.83	2685.28	2685.56	146.0
2017-07-18 01:30:00	ES	Futures	2685.56	2685.83	2685.56	2685.56	232.0
2017-07-18 01:35:00	ES	Futures	2685.83	2685.83	2685.56	2685.56	93.0
2017-07-18 01:40:00	ES	Futures	2685.56	2686.1	2685.28	2686.1	425.0
2017-07-18 01:45:00	ES	Futures	2685.83	2686.1	2685.56	2685.56	144.0
2017-07-18 01:50:00	ES	Futures	2685.83	2686.1	2685.56	2686.1	599.0
2017-07-18 01:55:00	ES	Futures	2686.1	2686.38	2686.1	2686.1	292.0
2017-07-18 02:00:00	ES	Futures	2686.1	2686.38	2685.56	2686.1	1124.0
2017-07-18 02:05:00	ES	Futures	2686.38	2686.65	2686.1	2686.65	625.0
2017-07-18 02:10:00	ES	Futures	2686.38	2686.38	2686.1	2686.38	811.0
2017-07-18 02:15:00	ES	Futures	2686.38	2686.38	2685.83	2686.1	756.0
2017-07-18 02:20:00	ES	Futures	2686.1	2686.38	2686.1	2686.38	297.0
2017-07-18 02:25:00	ES	Futures	2686.1	2686.65	2686.1	2686.38	827.0
2017-07-18 02:30:00	ES	Futures	2686.38	2686.38	2686.1	2686.38	170.0
2017-07-18 02:35:00	ES	Futures	2686.1	2686.38	2685.83	2686.1	870.0
2017-07-18 02:40:00	ES	Futures	2686.1	2686.1	2685.83	2686.1	187.0
2017-07-18 02:45:00	ES	Futures	2685.83	2685.83	2685.83	2685.83	35.0
2017-07-18 02:50:00	ES	Futures	2685.83	2686.1	2685.83	2685.83	85.0
2017-07-18 02:55:00	ES	Futures	2685.83	2686.1	2685.83	2685.83	143.0
2017-07-18 03:00:00	ES	Futures	2686.1	2686.38	2685.83	2686.38	2325.0
2017-07-18 03:05:00	ES	Futures	2686.38	2686.65	2685.56	2685.56	1553.0
2017-07-18 03:10:00	ES	Futures	2685.56	2685.83	2685.01	2685.83	1522.0
2017-07-18 03:15:00	ES	Futures	2685.56	2685.83	2685.28	2685.56	717.0
2017-07-18 03:20:00	ES	Futures	2685.56	2686.1	2685.56	2686.1	1475.0
2017-07-18 03:25:00	ES	Futures	2685.83	2685.83	2685.01	2685.56	1672.0
2017-07-18 03:30:00	ES	Futures	2685.28	2685.56	2684.46	2684.74	1473.0
2017-07-18 03:35:00	ES	Futures	2684.74	2685.28	2684.46	2685.28	1387.0
2017-07-18 03:40:00	ES	Futures	2685.01	2685.28	2684.46	2685.01	1690.0
2017-07-18 03:45:00	ES	Futures	2684.74	2685.01	2684.46	2685.01	483.0
2017-07-18 03:50:00	ES	Futures	2685.01	2685.56	2684.74	2685.28	1252.0
2017-07-18 03:55:00	ES	Futures	2685.28	2685.56	2685.01	2685.28	659.0
2017-07-18 04:00:00	ES	Futures	2685.56	2685.56	2684.74	2685.01	390.0
2017-07-18 04:05:00	ES	Futures	2684.74	2685.56	2684.74	2685.28	492.0

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

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