PREVIEW / futures_5min / 2017-07-25

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-25.parquet
  size:    247 KB
  rows:    15,157

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
2017-07-25 00:00:00	ES	Futures	2698.4	2698.68	2698.4	2698.4	390.0
2017-07-25 00:05:00	ES	Futures	2698.4	2698.68	2698.4	2698.68	128.0
2017-07-25 00:10:00	ES	Futures	2698.4	2698.4	2698.13	2698.13	106.0
2017-07-25 00:15:00	ES	Futures	2698.4	2698.4	2698.13	2698.13	24.0
2017-07-25 00:20:00	ES	Futures	2698.4	2698.4	2698.4	2698.4	2.0
2017-07-25 00:25:00	ES	Futures	2698.4	2698.4	2698.13	2698.4	8.0
2017-07-25 00:30:00	ES	Futures	2698.4	2698.68	2698.4	2698.4	64.0
2017-07-25 00:35:00	ES	Futures	2698.68	2698.95	2698.4	2698.95	249.0
2017-07-25 00:40:00	ES	Futures	2698.95	2698.95	2698.95	2698.95	387.0
2017-07-25 00:45:00	ES	Futures	2698.95	2699.22	2698.68	2698.68	97.0
2017-07-25 00:50:00	ES	Futures	2698.68	2698.95	2698.68	2698.95	64.0
2017-07-25 00:55:00	ES	Futures	2698.68	2698.95	2698.68	2698.95	22.0
2017-07-25 01:00:00	ES	Futures	2698.95	2698.95	2698.68	2698.68	184.0
2017-07-25 01:05:00	ES	Futures	2698.68	2698.95	2698.68	2698.68	15.0
2017-07-25 01:10:00	ES	Futures	2698.68	2698.95	2698.68	2698.95	163.0
2017-07-25 01:15:00	ES	Futures	2698.95	2698.95	2698.68	2698.68	9.0
2017-07-25 01:20:00	ES	Futures	2698.68	2698.95	2698.68	2698.68	16.0
2017-07-25 01:25:00	ES	Futures	2698.68	2698.95	2698.68	2698.68	38.0
2017-07-25 01:30:00	ES	Futures	2698.68	2698.95	2698.68	2698.68	26.0
2017-07-25 01:35:00	ES	Futures	2698.68	2698.68	2698.4	2698.68	101.0
2017-07-25 01:40:00	ES	Futures	2698.4	2698.95	2698.4	2698.95	306.0
2017-07-25 01:45:00	ES	Futures	2698.68	2698.95	2698.68	2698.68	103.0
2017-07-25 01:50:00	ES	Futures	2698.68	2698.95	2698.4	2698.68	231.0
2017-07-25 01:55:00	ES	Futures	2698.4	2698.68	2698.4	2698.68	138.0
2017-07-25 02:00:00	ES	Futures	2698.4	2698.68	2698.13	2698.13	722.0
2017-07-25 02:05:00	ES	Futures	2698.13	2698.13	2697.31	2697.58	797.0
2017-07-25 02:10:00	ES	Futures	2697.86	2697.86	2697.58	2697.58	415.0
2017-07-25 02:15:00	ES	Futures	2697.58	2697.86	2697.58	2697.58	240.0
2017-07-25 02:20:00	ES	Futures	2697.86	2698.13	2697.31	2697.58	470.0
2017-07-25 02:25:00	ES	Futures	2697.58	2697.58	2697.04	2697.31	515.0
2017-07-25 02:30:00	ES	Futures	2697.31	2697.58	2697.31	2697.31	217.0
2017-07-25 02:35:00	ES	Futures	2697.31	2697.58	2697.04	2697.58	446.0
2017-07-25 02:40:00	ES	Futures	2697.31	2697.86	2697.31	2697.86	74.0
2017-07-25 02:45:00	ES	Futures	2697.58	2697.86	2697.31	2697.31	301.0
2017-07-25 02:50:00	ES	Futures	2697.58	2697.86	2697.31	2697.31	241.0
2017-07-25 02:55:00	ES	Futures	2697.31	2697.58	2697.04	2697.04	513.0
2017-07-25 03:00:00	ES	Futures	2697.04	2698.4	2697.04	2698.4	3169.0
2017-07-25 03:05:00	ES	Futures	2698.4	2698.95	2697.86	2698.95	3467.0
2017-07-25 03:10:00	ES	Futures	2698.68	2699.22	2698.68	2698.95	2136.0
2017-07-25 03:15:00	ES	Futures	2698.95	2698.95	2698.13	2698.4	1630.0
2017-07-25 03:20:00	ES	Futures	2698.4	2698.68	2698.13	2698.4	2100.0
2017-07-25 03:25:00	ES	Futures	2698.4	2698.68	2697.86	2698.4	743.0
2017-07-25 03:30:00	ES	Futures	2698.13	2699.5	2698.13	2698.95	1957.0
2017-07-25 03:35:00	ES	Futures	2699.22	2699.22	2698.4	2698.4	1317.0
2017-07-25 03:40:00	ES	Futures	2698.4	2698.95	2698.4	2698.95	1114.0
2017-07-25 03:45:00	ES	Futures	2698.95	2699.22	2698.4	2698.4	454.0
2017-07-25 03:50:00	ES	Futures	2698.4	2698.95	2697.86	2698.4	994.0
2017-07-25 03:55:00	ES	Futures	2698.4	2698.68	2698.13	2698.68	784.0
2017-07-25 04:00:00	ES	Futures	2698.4	2699.22	2698.4	2698.68	1832.0
2017-07-25 04:05:00	ES	Futures	2698.68	2700.04	2698.4	2699.77	2092.0

> showing 50 of 15,157 rows — these rows as CSV

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