PREVIEW / futures_5min / 2017-07-23

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-23.parquet
  size:    47 KB
  rows:    2,657

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
2017-07-23 18:00:00	ES	Futures	2700.32	2700.59	2699.22	2700.04	1667.0
2017-07-23 18:05:00	ES	Futures	2700.04	2701.14	2700.04	2700.87	605.0
2017-07-23 18:10:00	ES	Futures	2700.87	2701.14	2700.87	2700.87	228.0
2017-07-23 18:15:00	ES	Futures	2700.59	2700.87	2700.59	2700.87	40.0
2017-07-23 18:20:00	ES	Futures	2700.59	2700.59	2700.32	2700.32	93.0
2017-07-23 18:25:00	ES	Futures	2700.32	2700.59	2700.32	2700.59	22.0
2017-07-23 18:30:00	ES	Futures	2700.32	2700.59	2700.32	2700.59	76.0
2017-07-23 18:35:00	ES	Futures	2700.59	2700.59	2700.32	2700.32	13.0
2017-07-23 18:40:00	ES	Futures	2700.32	2700.59	2700.32	2700.32	70.0
2017-07-23 18:45:00	ES	Futures	2700.04	2700.32	2700.04	2700.32	26.0
2017-07-23 18:50:00	ES	Futures	2700.32	2700.32	2700.04	2700.32	8.0
2017-07-23 18:55:00	ES	Futures	2700.32	2700.32	2700.04	2700.04	95.0
2017-07-23 19:00:00	ES	Futures	2700.32	2700.32	2700.04	2700.32	24.0
2017-07-23 19:05:00	ES	Futures	2700.32	2700.59	2700.32	2700.59	192.0
2017-07-23 19:10:00	ES	Futures	2700.59	2700.59	2700.32	2700.59	22.0
2017-07-23 19:15:00	ES	Futures	2700.59	2700.59	2700.04	2700.04	131.0
2017-07-23 19:20:00	ES	Futures	2700.32	2700.32	2700.04	2700.32	20.0
2017-07-23 19:25:00	ES	Futures	2700.32	2700.32	2700.04	2700.32	73.0
2017-07-23 19:30:00	ES	Futures	2700.32	2700.32	2700.04	2700.04	212.0
2017-07-23 19:35:00	ES	Futures	2699.77	2700.04	2699.5	2699.77	253.0
2017-07-23 19:40:00	ES	Futures	2699.77	2699.77	2698.95	2698.95	761.0
2017-07-23 19:45:00	ES	Futures	2698.95	2699.22	2698.68	2698.95	499.0
2017-07-23 19:50:00	ES	Futures	2698.95	2699.22	2698.68	2698.95	307.0
2017-07-23 19:55:00	ES	Futures	2698.68	2698.95	2698.68	2698.95	80.0
2017-07-23 20:00:00	ES	Futures	2698.95	2699.22	2697.86	2698.4	1093.0
2017-07-23 20:05:00	ES	Futures	2698.4	2698.4	2697.04	2697.31	1469.0
2017-07-23 20:10:00	ES	Futures	2697.31	2697.31	2696.49	2696.76	654.0
2017-07-23 20:15:00	ES	Futures	2696.76	2696.76	2696.22	2696.22	1056.0
2017-07-23 20:20:00	ES	Futures	2696.22	2696.49	2695.67	2696.22	1050.0
2017-07-23 20:25:00	ES	Futures	2696.22	2696.49	2695.67	2695.94	994.0
2017-07-23 20:30:00	ES	Futures	2696.22	2696.22	2695.94	2696.22	260.0
2017-07-23 20:35:00	ES	Futures	2696.22	2696.49	2695.94	2696.49	165.0
2017-07-23 20:40:00	ES	Futures	2696.49	2696.76	2696.49	2696.49	292.0
2017-07-23 20:45:00	ES	Futures	2696.76	2696.76	2696.22	2696.76	256.0
2017-07-23 20:50:00	ES	Futures	2696.76	2697.04	2696.49	2696.49	370.0
2017-07-23 20:55:00	ES	Futures	2696.76	2697.04	2696.76	2696.76	23.0
2017-07-23 21:00:00	ES	Futures	2696.76	2697.04	2696.49	2696.76	282.0
2017-07-23 21:05:00	ES	Futures	2696.76	2697.04	2696.49	2696.76	493.0
2017-07-23 21:10:00	ES	Futures	2696.76	2696.76	2695.4	2695.67	1882.0
2017-07-23 21:15:00	ES	Futures	2695.67	2695.94	2694.3	2694.58	1755.0
2017-07-23 21:20:00	ES	Futures	2694.85	2694.85	2693.76	2694.58	1563.0
2017-07-23 21:25:00	ES	Futures	2694.85	2695.12	2694.58	2694.85	522.0
2017-07-23 21:30:00	ES	Futures	2695.12	2695.4	2694.85	2694.85	333.0
2017-07-23 21:35:00	ES	Futures	2695.12	2695.12	2694.58	2694.85	290.0
2017-07-23 21:40:00	ES	Futures	2695.12	2695.4	2694.85	2695.12	120.0
2017-07-23 21:45:00	ES	Futures	2695.4	2696.22	2695.4	2696.22	722.0
2017-07-23 21:50:00	ES	Futures	2696.22	2696.49	2695.94	2696.49	467.0
2017-07-23 21:55:00	ES	Futures	2696.49	2696.49	2695.67	2695.94	493.0
2017-07-23 22:00:00	ES	Futures	2695.94	2695.94	2695.12	2695.67	613.0
2017-07-23 22:05:00	ES	Futures	2695.67	2695.67	2695.4	2695.4	182.0

> showing 50 of 2,657 rows — these rows as CSV

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