PREVIEW / futures_5min / 2017-07-24

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-24.parquet
  size:    214 KB
  rows:    14,913

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
2017-07-24 00:00:00	ES	Futures	2696.22	2696.22	2695.94	2696.22	23.0
2017-07-24 00:05:00	ES	Futures	2696.22	2696.22	2695.94	2695.94	14.0
2017-07-24 00:10:00	ES	Futures	2695.94	2696.22	2695.94	2695.94	128.0
2017-07-24 00:15:00	ES	Futures	2696.22	2696.22	2695.94	2695.94	17.0
2017-07-24 00:20:00	ES	Futures	2695.94	2696.22	2695.94	2696.22	34.0
2017-07-24 00:25:00	ES	Futures	2696.22	2696.22	2695.94	2695.94	25.0
2017-07-24 00:30:00	ES	Futures	2696.22	2696.49	2695.94	2696.49	186.0
2017-07-24 00:35:00	ES	Futures	2696.49	2696.49	2696.22	2696.22	10.0
2017-07-24 00:40:00	ES	Futures	2696.22	2696.49	2696.22	2696.49	19.0
2017-07-24 00:45:00	ES	Futures	2696.49	2696.49	2696.22	2696.49	31.0
2017-07-24 00:50:00	ES	Futures	2696.22	2696.49	2696.22	2696.49	16.0
2017-07-24 00:55:00	ES	Futures	2696.49	2696.49	2696.22	2696.22	18.0
2017-07-24 01:00:00	ES	Futures	2696.49	2696.76	2696.49	2696.76	97.0
2017-07-24 01:05:00	ES	Futures	2696.76	2696.76	2696.49	2696.76	217.0
2017-07-24 01:10:00	ES	Futures	2697.04	2697.04	2696.76	2696.76	88.0
2017-07-24 01:15:00	ES	Futures	2696.76	2697.04	2696.76	2696.76	45.0
2017-07-24 01:20:00	ES	Futures	2696.76	2696.76	2696.76	2696.76	7.0
2017-07-24 01:25:00	ES	Futures	2697.04	2697.58	2697.04	2697.58	636.0
2017-07-24 01:30:00	ES	Futures	2697.31	2697.86	2697.31	2697.31	192.0
2017-07-24 01:35:00	ES	Futures	2697.58	2697.58	2697.31	2697.58	16.0
2017-07-24 01:40:00	ES	Futures	2697.31	2697.58	2697.31	2697.31	241.0
2017-07-24 01:45:00	ES	Futures	2697.31	2697.58	2696.76	2697.04	241.0
2017-07-24 01:50:00	ES	Futures	2697.04	2697.58	2697.04	2697.58	242.0
2017-07-24 01:55:00	ES	Futures	2697.58	2697.58	2697.31	2697.31	82.0
2017-07-24 02:00:00	ES	Futures	2697.31	2697.58	2696.76	2696.76	583.0
2017-07-24 02:05:00	ES	Futures	2697.04	2697.31	2696.22	2697.04	673.0
2017-07-24 02:10:00	ES	Futures	2697.04	2697.31	2696.76	2697.04	699.0
2017-07-24 02:15:00	ES	Futures	2697.04	2697.04	2696.49	2697.04	580.0
2017-07-24 02:20:00	ES	Futures	2696.76	2697.31	2696.76	2697.04	457.0
2017-07-24 02:25:00	ES	Futures	2696.76	2697.04	2696.49	2696.49	411.0
2017-07-24 02:30:00	ES	Futures	2696.76	2697.04	2696.49	2697.04	519.0
2017-07-24 02:35:00	ES	Futures	2696.76	2697.31	2696.76	2696.76	509.0
2017-07-24 02:40:00	ES	Futures	2697.04	2697.31	2696.76	2696.76	284.0
2017-07-24 02:45:00	ES	Futures	2696.76	2697.04	2696.76	2697.04	229.0
2017-07-24 02:50:00	ES	Futures	2696.76	2697.31	2696.49	2697.04	525.0
2017-07-24 02:55:00	ES	Futures	2696.76	2697.31	2696.76	2696.76	483.0
2017-07-24 03:00:00	ES	Futures	2697.04	2697.86	2696.49	2696.76	3072.0
2017-07-24 03:05:00	ES	Futures	2697.04	2697.04	2695.67	2695.94	3355.0
2017-07-24 03:10:00	ES	Futures	2695.94	2695.94	2694.58	2694.58	3848.0
2017-07-24 03:15:00	ES	Futures	2694.85	2696.76	2694.85	2696.49	2530.0
2017-07-24 03:20:00	ES	Futures	2696.49	2696.76	2695.4	2695.4	1882.0
2017-07-24 03:25:00	ES	Futures	2695.67	2696.22	2695.12	2696.22	1024.0
2017-07-24 03:30:00	ES	Futures	2696.22	2696.22	2694.85	2695.12	2274.0
2017-07-24 03:35:00	ES	Futures	2695.12	2696.22	2694.85	2696.22	2277.0
2017-07-24 03:40:00	ES	Futures	2695.94	2695.94	2695.12	2695.4	2503.0
2017-07-24 03:45:00	ES	Futures	2695.12	2695.94	2695.12	2695.4	2169.0
2017-07-24 03:50:00	ES	Futures	2695.4	2695.94	2695.4	2695.67	1395.0
2017-07-24 03:55:00	ES	Futures	2695.67	2695.67	2694.85	2695.12	948.0
2017-07-24 04:00:00	ES	Futures	2695.12	2695.94	2694.85	2695.67	1554.0
2017-07-24 04:05:00	ES	Futures	2695.94	2696.22	2695.67	2695.94	1563.0

> showing 50 of 14,913 rows — these rows as CSV

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