PREVIEW / futures_5min / 2017-07-20

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-20.parquet
  size:    241 KB
  rows:    15,305

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
2017-07-20 00:00:00	ES	Futures	2701.14	2701.14	2700.87	2700.87	41.0
2017-07-20 00:05:00	ES	Futures	2700.87	2701.14	2700.59	2700.87	146.0
2017-07-20 00:10:00	ES	Futures	2700.87	2700.87	2700.87	2700.87	13.0
2017-07-20 00:15:00	ES	Futures	2700.87	2701.14	2700.87	2700.87	47.0
2017-07-20 00:20:00	ES	Futures	2701.14	2701.14	2701.14	2701.14	47.0
2017-07-20 00:25:00	ES	Futures	2701.14	2701.14	2700.87	2700.87	222.0
2017-07-20 00:30:00	ES	Futures	2701.14	2701.14	2700.87	2700.87	12.0
2017-07-20 00:35:00	ES	Futures	2701.14	2701.14	2700.87	2700.87	63.0
2017-07-20 00:40:00	ES	Futures	2701.14	2701.14	2700.87	2701.14	51.0
2017-07-20 00:45:00	ES	Futures	2701.14	2701.14	2700.87	2701.14	31.0
2017-07-20 00:50:00	ES	Futures	2701.14	2701.14	2700.87	2700.87	11.0
2017-07-20 00:55:00	ES	Futures	2700.87	2701.14	2700.87	2700.87	36.0
2017-07-20 01:00:00	ES	Futures	2701.14	2701.14	2700.87	2701.14	132.0
2017-07-20 01:05:00	ES	Futures	2701.41	2701.69	2701.41	2701.69	238.0
2017-07-20 01:10:00	ES	Futures	2701.69	2701.69	2701.41	2701.69	103.0
2017-07-20 01:15:00	ES	Futures	2701.69	2701.69	2701.41	2701.69	260.0
2017-07-20 01:20:00	ES	Futures	2701.41	2701.69	2701.41	2701.69	63.0
2017-07-20 01:25:00	ES	Futures	2701.41	2701.69	2701.41	2701.69	28.0
2017-07-20 01:30:00	ES	Futures	2701.69	2701.69	2701.41	2701.41	98.0
2017-07-20 01:35:00	ES	Futures	2701.69	2701.69	2701.41	2701.69	14.0
2017-07-20 01:40:00	ES	Futures	2701.41	2701.69	2701.41	2701.69	171.0
2017-07-20 01:45:00	ES	Futures	2701.69	2701.96	2701.41	2701.69	865.0
2017-07-20 01:50:00	ES	Futures	2701.41	2701.69	2701.41	2701.69	81.0
2017-07-20 01:55:00	ES	Futures	2701.69	2701.96	2701.41	2701.69	377.0
2017-07-20 02:00:00	ES	Futures	2701.41	2702.23	2701.41	2701.69	1132.0
2017-07-20 02:05:00	ES	Futures	2701.69	2701.96	2701.41	2701.69	678.0
2017-07-20 02:10:00	ES	Futures	2701.69	2701.69	2701.14	2701.41	320.0
2017-07-20 02:15:00	ES	Futures	2701.41	2701.69	2701.14	2701.14	443.0
2017-07-20 02:20:00	ES	Futures	2701.14	2701.41	2701.14	2701.14	676.0
2017-07-20 02:25:00	ES	Futures	2701.14	2701.41	2701.14	2701.14	313.0
2017-07-20 02:30:00	ES	Futures	2701.14	2701.41	2700.87	2701.41	421.0
2017-07-20 02:35:00	ES	Futures	2701.41	2702.23	2701.14	2701.69	1767.0
2017-07-20 02:40:00	ES	Futures	2701.69	2702.23	2701.69	2701.96	372.0
2017-07-20 02:45:00	ES	Futures	2702.23	2702.23	2701.69	2701.96	373.0
2017-07-20 02:50:00	ES	Futures	2701.69	2701.96	2701.41	2701.41	412.0
2017-07-20 02:55:00	ES	Futures	2701.69	2701.96	2701.41	2701.96	1182.0
2017-07-20 03:00:00	ES	Futures	2701.96	2702.78	2701.69	2702.51	3802.0
2017-07-20 03:05:00	ES	Futures	2702.23	2702.78	2701.96	2702.51	2489.0
2017-07-20 03:10:00	ES	Futures	2702.23	2702.78	2702.23	2702.78	1112.0
2017-07-20 03:15:00	ES	Futures	2702.51	2703.05	2702.23	2702.51	1425.0
2017-07-20 03:20:00	ES	Futures	2702.51	2703.05	2702.51	2702.78	1200.0
2017-07-20 03:25:00	ES	Futures	2702.51	2703.05	2702.51	2702.51	968.0
2017-07-20 03:30:00	ES	Futures	2702.51	2703.6	2702.51	2703.33	1552.0
2017-07-20 03:35:00	ES	Futures	2703.05	2704.42	2703.05	2703.87	3291.0
2017-07-20 03:40:00	ES	Futures	2703.87	2704.15	2703.6	2703.6	1227.0
2017-07-20 03:45:00	ES	Futures	2703.87	2703.87	2703.33	2703.87	1074.0
2017-07-20 03:50:00	ES	Futures	2703.6	2704.42	2703.6	2704.42	1421.0
2017-07-20 03:55:00	ES	Futures	2704.42	2704.97	2704.15	2704.69	2116.0
2017-07-20 04:00:00	ES	Futures	2704.42	2704.97	2704.15	2704.69	1574.0
2017-07-20 04:05:00	ES	Futures	2704.42	2704.69	2704.15	2704.42	1261.0

> showing 50 of 15,305 rows — these rows as CSV

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