PREVIEW / futures_5min / 2017-07-21

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-21.parquet
  size:    207 KB
  rows:    12,694

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
2017-07-21 00:00:00	ES	Futures	2702.51	2702.51	2702.23	2702.23	30.0
2017-07-21 00:05:00	ES	Futures	2702.23	2702.51	2702.23	2702.51	14.0
2017-07-21 00:10:00	ES	Futures	2702.51	2702.78	2702.51	2702.51	331.0
2017-07-21 00:15:00	ES	Futures	2702.51	2702.51	2702.51	2702.51	6.0
2017-07-21 00:20:00	ES	Futures	2702.51	2702.51	2702.51	2702.51	83.0
2017-07-21 00:25:00	ES	Futures	2702.51	2702.51	2702.23	2702.23	60.0
2017-07-21 00:30:00	ES	Futures	2702.23	2702.51	2702.23	2702.51	15.0
2017-07-21 00:35:00	ES	Futures	2702.51	2702.51	2702.23	2702.51	5.0
2017-07-21 00:40:00	ES	Futures	2702.23	2702.51	2702.23	2702.23	31.0
2017-07-21 00:45:00	ES	Futures	2702.23	2702.51	2702.23	2702.51	20.0
2017-07-21 00:50:00	ES	Futures	2702.23	2702.51	2702.23	2702.23	133.0
2017-07-21 00:55:00	ES	Futures	2701.96	2701.96	2701.69	2701.69	362.0
2017-07-21 01:00:00	ES	Futures	2701.96	2702.23	2701.96	2702.23	93.0
2017-07-21 01:05:00	ES	Futures	2702.23	2702.23	2701.96	2701.96	237.0
2017-07-21 01:10:00	ES	Futures	2701.96	2702.23	2701.96	2701.96	48.0
2017-07-21 01:15:00	ES	Futures	2702.23	2702.23	2701.96	2701.96	46.0
2017-07-21 01:20:00	ES	Futures	2701.96	2702.23	2701.96	2702.23	38.0
2017-07-21 01:25:00	ES	Futures	2702.23	2702.23	2701.96	2701.96	28.0
2017-07-21 01:30:00	ES	Futures	2702.23	2702.23	2701.96	2701.96	149.0
2017-07-21 01:35:00	ES	Futures	2701.96	2702.23	2701.69	2702.23	79.0
2017-07-21 01:40:00	ES	Futures	2702.23	2702.23	2701.96	2702.23	25.0
2017-07-21 01:45:00	ES	Futures	2702.23	2702.23	2701.96	2701.96	36.0
2017-07-21 01:50:00	ES	Futures	2702.23	2702.23	2701.96	2702.23	120.0
2017-07-21 01:55:00	ES	Futures	2701.96	2702.51	2701.96	2702.23	266.0
2017-07-21 02:00:00	ES	Futures	2702.51	2702.51	2701.96	2702.23	478.0
2017-07-21 02:05:00	ES	Futures	2702.23	2702.51	2701.96	2702.23	378.0
2017-07-21 02:10:00	ES	Futures	2701.96	2702.51	2701.96	2702.51	162.0
2017-07-21 02:15:00	ES	Futures	2702.23	2702.23	2701.96	2701.96	88.0
2017-07-21 02:20:00	ES	Futures	2702.23	2702.23	2701.96	2702.23	559.0
2017-07-21 02:25:00	ES	Futures	2702.23	2702.23	2701.96	2702.23	43.0
2017-07-21 02:30:00	ES	Futures	2702.23	2702.23	2701.96	2701.96	109.0
2017-07-21 02:35:00	ES	Futures	2701.96	2702.51	2701.96	2702.23	288.0
2017-07-21 02:40:00	ES	Futures	2702.23	2702.23	2701.96	2702.23	263.0
2017-07-21 02:45:00	ES	Futures	2702.23	2702.51	2701.69	2701.96	619.0
2017-07-21 02:50:00	ES	Futures	2701.69	2702.51	2701.69	2702.23	872.0
2017-07-21 02:55:00	ES	Futures	2702.23	2702.51	2702.23	2702.51	179.0
2017-07-21 03:00:00	ES	Futures	2702.23	2703.6	2702.23	2702.78	3910.0
2017-07-21 03:05:00	ES	Futures	2703.05	2703.33	2702.78	2702.78	2282.0
2017-07-21 03:10:00	ES	Futures	2703.05	2703.05	2702.23	2702.51	1804.0
2017-07-21 03:15:00	ES	Futures	2702.51	2702.78	2701.96	2702.23	1752.0
2017-07-21 03:20:00	ES	Futures	2702.23	2702.78	2701.96	2702.51	990.0
2017-07-21 03:25:00	ES	Futures	2702.51	2703.33	2702.51	2703.05	1124.0
2017-07-21 03:30:00	ES	Futures	2702.78	2703.6	2702.78	2703.33	780.0
2017-07-21 03:35:00	ES	Futures	2703.33	2703.6	2702.78	2703.05	899.0
2017-07-21 03:40:00	ES	Futures	2703.05	2703.33	2702.78	2702.78	1166.0
2017-07-21 03:45:00	ES	Futures	2703.05	2703.6	2703.05	2703.33	1326.0
2017-07-21 03:50:00	ES	Futures	2703.33	2703.6	2703.33	2703.33	473.0
2017-07-21 03:55:00	ES	Futures	2703.33	2703.6	2703.05	2703.05	719.0
2017-07-21 04:00:00	ES	Futures	2703.33	2703.6	2703.05	2703.33	495.0
2017-07-21 04:05:00	ES	Futures	2703.33	2703.6	2703.05	2703.33	394.0

> showing 50 of 12,694 rows — these rows as CSV

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