PREVIEW / futures_5min / 2017-07-28

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-28.parquet
  size:    206 KB
  rows:    12,527

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
2017-07-28 00:00:00	ES	Futures	2693.48	2693.48	2693.21	2693.48	138.0
2017-07-28 00:05:00	ES	Futures	2693.48	2694.03	2693.21	2694.03	171.0
2017-07-28 00:10:00	ES	Futures	2694.03	2694.03	2693.48	2693.76	90.0
2017-07-28 00:15:00	ES	Futures	2693.48	2693.76	2693.21	2693.21	248.0
2017-07-28 00:20:00	ES	Futures	2693.21	2693.48	2692.66	2692.66	401.0
2017-07-28 00:25:00	ES	Futures	2692.94	2693.21	2692.94	2693.21	329.0
2017-07-28 00:30:00	ES	Futures	2692.94	2694.03	2692.94	2693.76	437.0
2017-07-28 00:35:00	ES	Futures	2693.76	2694.03	2693.48	2693.76	182.0
2017-07-28 00:40:00	ES	Futures	2694.03	2694.3	2694.03	2694.3	199.0
2017-07-28 00:45:00	ES	Futures	2694.3	2694.58	2694.3	2694.58	186.0
2017-07-28 00:50:00	ES	Futures	2694.58	2694.58	2694.3	2694.58	271.0
2017-07-28 00:55:00	ES	Futures	2694.58	2694.85	2694.58	2694.58	546.0
2017-07-28 01:00:00	ES	Futures	2694.85	2694.85	2694.3	2694.3	374.0
2017-07-28 01:05:00	ES	Futures	2694.58	2694.58	2694.03	2694.03	224.0
2017-07-28 01:10:00	ES	Futures	2694.03	2694.3	2694.03	2694.3	111.0
2017-07-28 01:15:00	ES	Futures	2694.03	2694.58	2694.03	2694.3	630.0
2017-07-28 01:20:00	ES	Futures	2694.03	2694.58	2694.03	2694.3	359.0
2017-07-28 01:25:00	ES	Futures	2694.03	2694.58	2694.03	2694.03	219.0
2017-07-28 01:30:00	ES	Futures	2694.03	2694.3	2693.21	2693.76	743.0
2017-07-28 01:35:00	ES	Futures	2694.03	2694.3	2693.76	2694.3	728.0
2017-07-28 01:40:00	ES	Futures	2694.03	2694.58	2694.03	2694.3	139.0
2017-07-28 01:45:00	ES	Futures	2694.58	2694.58	2693.21	2693.21	862.0
2017-07-28 01:50:00	ES	Futures	2693.21	2694.58	2693.21	2694.58	442.0
2017-07-28 01:55:00	ES	Futures	2694.3	2694.58	2694.03	2694.03	484.0
2017-07-28 02:00:00	ES	Futures	2694.3	2694.85	2693.76	2694.85	678.0
2017-07-28 02:05:00	ES	Futures	2694.85	2695.12	2694.58	2695.12	815.0
2017-07-28 02:10:00	ES	Futures	2695.12	2695.4	2694.85	2695.12	1446.0
2017-07-28 02:15:00	ES	Futures	2695.12	2695.4	2694.58	2694.85	636.0
2017-07-28 02:20:00	ES	Futures	2695.12	2695.4	2694.85	2695.12	617.0
2017-07-28 02:25:00	ES	Futures	2695.4	2695.67	2694.85	2695.67	536.0
2017-07-28 02:30:00	ES	Futures	2695.4	2696.22	2695.4	2696.22	546.0
2017-07-28 02:35:00	ES	Futures	2696.22	2696.49	2695.94	2696.22	1013.0
2017-07-28 02:40:00	ES	Futures	2696.22	2696.49	2695.94	2696.22	459.0
2017-07-28 02:45:00	ES	Futures	2696.22	2696.49	2695.67	2696.22	607.0
2017-07-28 02:50:00	ES	Futures	2696.22	2696.22	2695.12	2695.12	565.0
2017-07-28 02:55:00	ES	Futures	2695.4	2696.22	2695.4	2696.22	922.0
2017-07-28 03:00:00	ES	Futures	2696.22	2696.49	2695.12	2695.12	2583.0
2017-07-28 03:05:00	ES	Futures	2695.4	2695.4	2694.03	2694.85	4884.0
2017-07-28 03:10:00	ES	Futures	2694.85	2695.94	2694.58	2695.67	2210.0
2017-07-28 03:15:00	ES	Futures	2695.94	2696.22	2695.4	2695.67	1309.0
2017-07-28 03:20:00	ES	Futures	2695.67	2696.22	2695.67	2696.22	1436.0
2017-07-28 03:25:00	ES	Futures	2696.22	2697.04	2696.22	2696.76	1484.0
2017-07-28 03:30:00	ES	Futures	2696.76	2697.04	2695.94	2696.76	2522.0
2017-07-28 03:35:00	ES	Futures	2696.76	2697.58	2696.22	2697.58	1598.0
2017-07-28 03:40:00	ES	Futures	2697.58	2697.58	2696.76	2697.04	1398.0
2017-07-28 03:45:00	ES	Futures	2696.76	2697.04	2696.22	2696.76	1758.0
2017-07-28 03:50:00	ES	Futures	2696.49	2696.76	2696.22	2696.76	1358.0
2017-07-28 03:55:00	ES	Futures	2696.49	2697.58	2696.22	2697.31	1855.0
2017-07-28 04:00:00	ES	Futures	2697.31	2697.58	2696.76	2697.04	1591.0
2017-07-28 04:05:00	ES	Futures	2697.04	2697.31	2696.76	2697.31	850.0

> showing 50 of 12,527 rows — these rows as CSV

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