PREVIEW / futures_5min / 2017-07-26

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-26.parquet
  size:    243 KB
  rows:    15,262

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
2017-07-26 00:00:00	ES	Futures	2703.87	2703.87	2703.6	2703.6	135.0
2017-07-26 00:05:00	ES	Futures	2703.87	2703.87	2703.6	2703.6	11.0
2017-07-26 00:10:00	ES	Futures	2703.87	2703.87	2703.33	2703.6	378.0
2017-07-26 00:15:00	ES	Futures	2703.6	2703.87	2703.6	2703.87	69.0
2017-07-26 00:20:00	ES	Futures	2703.87	2703.87	2703.6	2703.87	34.0
2017-07-26 00:25:00	ES	Futures	2703.87	2703.87	2703.6	2703.6	17.0
2017-07-26 00:30:00	ES	Futures	2703.87	2703.87	2703.6	2703.6	113.0
2017-07-26 00:35:00	ES	Futures	2703.6	2703.6	2703.33	2703.6	35.0
2017-07-26 00:40:00	ES	Futures	2703.6	2703.6	2703.33	2703.6	186.0
2017-07-26 00:45:00	ES	Futures	2703.6	2703.6	2703.33	2703.6	8.0
2017-07-26 00:50:00	ES	Futures	2703.6	2703.6	2703.33	2703.6	17.0
2017-07-26 00:55:00	ES	Futures	2703.33	2703.6	2703.33	2703.33	42.0
2017-07-26 01:00:00	ES	Futures	2703.6	2703.6	2703.33	2703.6	150.0
2017-07-26 01:05:00	ES	Futures	2703.6	2703.6	2703.33	2703.6	114.0
2017-07-26 01:10:00	ES	Futures	2703.87	2703.87	2703.6	2703.87	7.0
2017-07-26 01:15:00	ES	Futures	2703.87	2703.87	2703.6	2703.87	47.0
2017-07-26 01:20:00	ES	Futures	2703.6	2704.15	2703.6	2704.15	253.0
2017-07-26 01:25:00	ES	Futures	2703.87	2704.15	2703.87	2703.87	45.0
2017-07-26 01:30:00	ES	Futures	2704.15	2704.15	2704.15	2704.15	331.0
2017-07-26 01:35:00	ES	Futures	2704.15	2704.42	2704.15	2704.15	26.0
2017-07-26 01:40:00	ES	Futures	2704.15	2704.69	2704.15	2704.42	215.0
2017-07-26 01:45:00	ES	Futures	2704.69	2704.69	2704.42	2704.42	39.0
2017-07-26 01:50:00	ES	Futures	2704.42	2704.42	2704.15	2704.15	501.0
2017-07-26 01:55:00	ES	Futures	2704.15	2704.42	2703.87	2703.87	170.0
2017-07-26 02:00:00	ES	Futures	2703.87	2704.42	2703.87	2704.42	219.0
2017-07-26 02:05:00	ES	Futures	2704.42	2704.97	2704.15	2704.69	566.0
2017-07-26 02:10:00	ES	Futures	2704.69	2704.69	2704.42	2704.69	154.0
2017-07-26 02:15:00	ES	Futures	2704.69	2704.69	2704.42	2704.42	20.0
2017-07-26 02:20:00	ES	Futures	2704.69	2704.69	2704.42	2704.42	193.0
2017-07-26 02:25:00	ES	Futures	2704.42	2704.42	2704.15	2704.42	652.0
2017-07-26 02:30:00	ES	Futures	2704.15	2704.42	2704.15	2704.15	50.0
2017-07-26 02:35:00	ES	Futures	2704.42	2704.42	2704.15	2704.15	321.0
2017-07-26 02:40:00	ES	Futures	2704.15	2704.15	2703.87	2703.87	151.0
2017-07-26 02:45:00	ES	Futures	2703.87	2704.42	2703.87	2704.42	415.0
2017-07-26 02:50:00	ES	Futures	2704.42	2704.69	2704.42	2704.69	207.0
2017-07-26 02:55:00	ES	Futures	2704.69	2704.69	2704.15	2704.42	550.0
2017-07-26 03:00:00	ES	Futures	2704.42	2704.97	2704.42	2704.69	1978.0
2017-07-26 03:05:00	ES	Futures	2704.69	2706.33	2704.42	2706.06	4585.0
2017-07-26 03:10:00	ES	Futures	2706.06	2706.61	2705.79	2706.06	2179.0
2017-07-26 03:15:00	ES	Futures	2706.06	2706.33	2706.06	2706.33	738.0
2017-07-26 03:20:00	ES	Futures	2706.33	2706.33	2705.79	2706.06	927.0
2017-07-26 03:25:00	ES	Futures	2706.06	2707.15	2706.06	2706.88	2295.0
2017-07-26 03:30:00	ES	Futures	2706.61	2706.88	2706.06	2706.33	1523.0
2017-07-26 03:35:00	ES	Futures	2706.33	2706.61	2706.06	2706.33	933.0
2017-07-26 03:40:00	ES	Futures	2706.06	2707.7	2706.06	2707.43	2823.0
2017-07-26 03:45:00	ES	Futures	2707.43	2707.97	2707.15	2707.15	3486.0
2017-07-26 03:50:00	ES	Futures	2707.43	2707.43	2706.61	2706.88	975.0
2017-07-26 03:55:00	ES	Futures	2706.61	2707.7	2706.61	2707.43	2211.0
2017-07-26 04:00:00	ES	Futures	2707.43	2707.7	2707.15	2707.15	1420.0
2017-07-26 04:05:00	ES	Futures	2707.15	2707.43	2707.15	2707.15	417.0

> showing 50 of 15,262 rows — these rows as CSV

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