PREVIEW / futures_5min / 2017-07-19

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-19.parquet
  size:    215 KB
  rows:    14,954

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
2017-07-19 00:00:00	ES	Futures	2689.66	2689.93	2689.38	2689.66	276.0
2017-07-19 00:05:00	ES	Futures	2689.66	2689.66	2689.38	2689.66	56.0
2017-07-19 00:10:00	ES	Futures	2689.38	2689.66	2689.11	2689.11	248.0
2017-07-19 00:15:00	ES	Futures	2689.11	2689.38	2689.11	2689.38	77.0
2017-07-19 00:20:00	ES	Futures	2689.38	2689.38	2689.11	2689.38	57.0
2017-07-19 00:25:00	ES	Futures	2689.38	2689.38	2689.11	2689.38	135.0
2017-07-19 00:30:00	ES	Futures	2689.38	2689.93	2689.38	2689.93	759.0
2017-07-19 00:35:00	ES	Futures	2689.93	2689.93	2689.66	2689.93	85.0
2017-07-19 00:40:00	ES	Futures	2689.93	2689.93	2689.66	2689.66	35.0
2017-07-19 00:45:00	ES	Futures	2689.66	2689.93	2689.38	2689.66	191.0
2017-07-19 00:50:00	ES	Futures	2689.93	2689.93	2689.66	2689.66	41.0
2017-07-19 00:55:00	ES	Futures	2689.66	2689.93	2689.66	2689.66	81.0
2017-07-19 01:00:00	ES	Futures	2689.66	2689.93	2689.66	2689.93	95.0
2017-07-19 01:05:00	ES	Futures	2689.93	2689.93	2689.66	2689.93	154.0
2017-07-19 01:10:00	ES	Futures	2689.93	2689.93	2689.66	2689.66	36.0
2017-07-19 01:15:00	ES	Futures	2689.93	2689.93	2689.66	2689.66	50.0
2017-07-19 01:20:00	ES	Futures	2689.66	2690.2	2689.66	2689.93	393.0
2017-07-19 01:25:00	ES	Futures	2689.93	2690.2	2689.66	2689.66	212.0
2017-07-19 01:30:00	ES	Futures	2689.93	2689.93	2689.66	2689.93	176.0
2017-07-19 01:35:00	ES	Futures	2689.93	2690.2	2689.66	2690.2	203.0
2017-07-19 01:40:00	ES	Futures	2690.2	2690.2	2689.93	2690.2	102.0
2017-07-19 01:45:00	ES	Futures	2690.2	2690.2	2689.66	2689.66	359.0
2017-07-19 01:50:00	ES	Futures	2689.66	2689.93	2689.38	2689.66	572.0
2017-07-19 01:55:00	ES	Futures	2689.93	2689.93	2689.38	2689.38	194.0
2017-07-19 02:00:00	ES	Futures	2689.66	2689.93	2689.11	2689.11	776.0
2017-07-19 02:05:00	ES	Futures	2689.11	2689.38	2688.84	2689.38	373.0
2017-07-19 02:10:00	ES	Futures	2689.11	2689.38	2688.84	2689.38	865.0
2017-07-19 02:15:00	ES	Futures	2689.38	2689.66	2689.11	2689.38	626.0
2017-07-19 02:20:00	ES	Futures	2689.38	2689.38	2689.11	2689.38	338.0
2017-07-19 02:25:00	ES	Futures	2689.11	2689.38	2689.11	2689.11	103.0
2017-07-19 02:30:00	ES	Futures	2689.38	2689.66	2689.11	2689.66	699.0
2017-07-19 02:35:00	ES	Futures	2689.38	2689.93	2689.38	2689.66	430.0
2017-07-19 02:40:00	ES	Futures	2689.38	2689.66	2689.38	2689.66	96.0
2017-07-19 02:45:00	ES	Futures	2689.38	2689.66	2689.11	2689.38	283.0
2017-07-19 02:50:00	ES	Futures	2689.11	2689.66	2689.11	2689.38	363.0
2017-07-19 02:55:00	ES	Futures	2689.38	2689.66	2689.11	2689.11	128.0
2017-07-19 03:00:00	ES	Futures	2689.38	2689.66	2688.56	2688.84	3767.0
2017-07-19 03:05:00	ES	Futures	2688.84	2689.38	2688.56	2688.84	2030.0
2017-07-19 03:10:00	ES	Futures	2689.11	2689.11	2688.02	2688.56	2341.0
2017-07-19 03:15:00	ES	Futures	2688.29	2688.84	2688.02	2688.84	2186.0
2017-07-19 03:20:00	ES	Futures	2688.56	2688.84	2688.29	2688.56	1203.0
2017-07-19 03:25:00	ES	Futures	2688.56	2688.84	2688.29	2688.56	845.0
2017-07-19 03:30:00	ES	Futures	2688.56	2689.66	2688.02	2689.11	2015.0
2017-07-19 03:35:00	ES	Futures	2689.38	2689.38	2688.84	2689.38	720.0
2017-07-19 03:40:00	ES	Futures	2689.38	2689.66	2689.11	2689.38	983.0
2017-07-19 03:45:00	ES	Futures	2689.11	2689.66	2688.84	2689.38	494.0
2017-07-19 03:50:00	ES	Futures	2689.38	2689.38	2688.84	2688.84	685.0
2017-07-19 03:55:00	ES	Futures	2689.11	2689.66	2689.11	2689.11	1009.0
2017-07-19 04:00:00	ES	Futures	2689.38	2689.66	2689.11	2689.38	411.0
2017-07-19 04:05:00	ES	Futures	2689.11	2689.38	2688.84	2688.84	848.0

> showing 50 of 14,954 rows — these rows as CSV

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