PREVIEW / futures_5min / 2017-07-27

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-27.parquet
  size:    255 KB
  rows:    15,463

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
2017-07-27 00:00:00	ES	Futures	2709.07	2709.34	2709.07	2709.34	228.0
2017-07-27 00:05:00	ES	Futures	2709.34	2709.61	2709.34	2709.34	556.0
2017-07-27 00:10:00	ES	Futures	2709.34	2709.34	2709.07	2709.07	209.0
2017-07-27 00:15:00	ES	Futures	2709.07	2709.07	2708.79	2708.79	453.0
2017-07-27 00:20:00	ES	Futures	2708.79	2709.34	2708.79	2709.07	315.0
2017-07-27 00:25:00	ES	Futures	2709.07	2709.07	2709.07	2709.07	45.0
2017-07-27 00:30:00	ES	Futures	2709.07	2709.34	2709.07	2709.07	124.0
2017-07-27 00:35:00	ES	Futures	2709.07	2709.34	2709.07	2709.07	122.0
2017-07-27 00:40:00	ES	Futures	2709.07	2709.34	2709.07	2709.07	23.0
2017-07-27 00:45:00	ES	Futures	2709.07	2709.34	2709.07	2709.34	162.0
2017-07-27 00:50:00	ES	Futures	2709.34	2709.61	2709.07	2709.34	220.0
2017-07-27 00:55:00	ES	Futures	2709.61	2710.16	2709.34	2709.61	1179.0
2017-07-27 01:00:00	ES	Futures	2709.61	2709.61	2709.34	2709.61	194.0
2017-07-27 01:05:00	ES	Futures	2709.89	2710.16	2709.61	2709.89	502.0
2017-07-27 01:10:00	ES	Futures	2709.89	2709.89	2709.61	2709.89	65.0
2017-07-27 01:15:00	ES	Futures	2709.89	2709.89	2709.61	2709.61	367.0
2017-07-27 01:20:00	ES	Futures	2709.61	2709.89	2709.61	2709.89	64.0
2017-07-27 01:25:00	ES	Futures	2709.61	2709.61	2709.34	2709.34	200.0
2017-07-27 01:30:00	ES	Futures	2709.61	2709.61	2709.34	2709.61	149.0
2017-07-27 01:35:00	ES	Futures	2709.61	2709.61	2709.07	2709.07	379.0
2017-07-27 01:40:00	ES	Futures	2709.07	2709.34	2708.79	2709.07	279.0
2017-07-27 01:45:00	ES	Futures	2709.07	2709.07	2708.79	2709.07	276.0
2017-07-27 01:50:00	ES	Futures	2709.07	2709.34	2708.79	2709.07	279.0
2017-07-27 01:55:00	ES	Futures	2709.34	2709.34	2709.07	2709.34	188.0
2017-07-27 02:00:00	ES	Futures	2709.61	2710.16	2709.07	2709.89	1095.0
2017-07-27 02:05:00	ES	Futures	2709.89	2710.16	2709.34	2709.34	799.0
2017-07-27 02:10:00	ES	Futures	2709.34	2709.61	2708.79	2709.07	1784.0
2017-07-27 02:15:00	ES	Futures	2708.79	2709.07	2708.52	2708.79	628.0
2017-07-27 02:20:00	ES	Futures	2708.79	2709.07	2708.52	2708.79	1112.0
2017-07-27 02:25:00	ES	Futures	2708.52	2709.34	2708.52	2709.07	578.0
2017-07-27 02:30:00	ES	Futures	2709.07	2710.16	2709.07	2709.61	1497.0
2017-07-27 02:35:00	ES	Futures	2709.89	2709.89	2709.07	2709.34	587.0
2017-07-27 02:40:00	ES	Futures	2709.61	2709.61	2708.52	2708.52	552.0
2017-07-27 02:45:00	ES	Futures	2708.79	2709.07	2708.25	2708.25	1179.0
2017-07-27 02:50:00	ES	Futures	2708.25	2708.79	2707.7	2707.7	806.0
2017-07-27 02:55:00	ES	Futures	2707.7	2708.25	2707.7	2707.97	448.0
2017-07-27 03:00:00	ES	Futures	2708.25	2710.16	2707.97	2709.89	5659.0
2017-07-27 03:05:00	ES	Futures	2709.89	2710.71	2709.34	2710.43	5001.0
2017-07-27 03:10:00	ES	Futures	2710.16	2710.71	2710.16	2710.43	1675.0
2017-07-27 03:15:00	ES	Futures	2710.43	2710.98	2710.16	2710.16	2551.0
2017-07-27 03:20:00	ES	Futures	2710.16	2711.25	2710.16	2710.43	2770.0
2017-07-27 03:25:00	ES	Futures	2710.43	2711.53	2710.43	2711.25	3654.0
2017-07-27 03:30:00	ES	Futures	2711.25	2711.53	2710.71	2710.98	2551.0
2017-07-27 03:35:00	ES	Futures	2710.98	2711.53	2710.98	2711.25	1993.0
2017-07-27 03:40:00	ES	Futures	2711.25	2711.53	2710.43	2710.71	2797.0
2017-07-27 03:45:00	ES	Futures	2710.71	2710.98	2710.43	2710.43	1550.0
2017-07-27 03:50:00	ES	Futures	2710.43	2710.71	2710.16	2710.43	1258.0
2017-07-27 03:55:00	ES	Futures	2710.43	2710.43	2709.89	2709.89	1312.0
2017-07-27 04:00:00	ES	Futures	2709.89	2710.43	2709.89	2709.89	2014.0
2017-07-27 04:05:00	ES	Futures	2710.16	2710.16	2709.61	2709.61	1242.0

> showing 50 of 15,463 rows — these rows as CSV

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