PREVIEW / futures_5min / 2017-07-30

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-30.parquet
  size:    48 KB
  rows:    2,599

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
2017-07-30 18:00:00	ES	Futures	2701.14	2701.96	2698.95	2699.5	2387.0
2017-07-30 18:05:00	ES	Futures	2699.5	2700.32	2699.22	2700.32	871.0
2017-07-30 18:10:00	ES	Futures	2700.32	2700.59	2699.77	2700.32	482.0
2017-07-30 18:15:00	ES	Futures	2700.59	2700.59	2699.77	2700.04	442.0
2017-07-30 18:20:00	ES	Futures	2700.04	2700.04	2699.5	2699.77	267.0
2017-07-30 18:25:00	ES	Futures	2699.77	2700.04	2699.5	2699.77	199.0
2017-07-30 18:30:00	ES	Futures	2699.77	2700.04	2699.77	2699.77	181.0
2017-07-30 18:35:00	ES	Futures	2699.77	2700.04	2699.5	2699.77	160.0
2017-07-30 18:40:00	ES	Futures	2699.5	2700.04	2699.5	2699.77	233.0
2017-07-30 18:45:00	ES	Futures	2699.5	2699.77	2699.5	2699.77	52.0
2017-07-30 18:50:00	ES	Futures	2699.5	2699.77	2698.95	2698.95	231.0
2017-07-30 18:55:00	ES	Futures	2699.22	2699.77	2698.95	2699.5	230.0
2017-07-30 19:00:00	ES	Futures	2699.22	2699.77	2699.22	2699.77	157.0
2017-07-30 19:05:00	ES	Futures	2699.77	2700.32	2699.5	2700.32	213.0
2017-07-30 19:10:00	ES	Futures	2700.04	2700.32	2699.22	2699.5	400.0
2017-07-30 19:15:00	ES	Futures	2699.5	2699.5	2699.22	2699.5	220.0
2017-07-30 19:20:00	ES	Futures	2699.5	2699.77	2699.22	2699.77	499.0
2017-07-30 19:25:00	ES	Futures	2699.77	2700.32	2699.77	2700.04	378.0
2017-07-30 19:30:00	ES	Futures	2700.04	2700.04	2698.95	2699.5	558.0
2017-07-30 19:35:00	ES	Futures	2699.22	2699.5	2698.95	2698.95	86.0
2017-07-30 19:40:00	ES	Futures	2699.22	2699.22	2698.95	2698.95	62.0
2017-07-30 19:45:00	ES	Futures	2698.95	2698.95	2698.68	2698.68	221.0
2017-07-30 19:50:00	ES	Futures	2698.4	2698.95	2698.13	2698.68	528.0
2017-07-30 19:55:00	ES	Futures	2698.68	2698.68	2698.13	2698.4	248.0
2017-07-30 20:00:00	ES	Futures	2698.68	2698.68	2696.49	2696.76	1851.0
2017-07-30 20:05:00	ES	Futures	2696.76	2697.58	2696.49	2697.04	902.0
2017-07-30 20:10:00	ES	Futures	2697.31	2697.58	2697.04	2697.04	378.0
2017-07-30 20:15:00	ES	Futures	2697.04	2697.58	2696.76	2697.04	523.0
2017-07-30 20:20:00	ES	Futures	2697.04	2697.31	2697.04	2697.31	425.0
2017-07-30 20:25:00	ES	Futures	2697.31	2697.58	2697.04	2697.04	223.0
2017-07-30 20:30:00	ES	Futures	2697.31	2697.31	2696.76	2697.04	641.0
2017-07-30 20:35:00	ES	Futures	2697.31	2697.58	2697.04	2697.04	364.0
2017-07-30 20:40:00	ES	Futures	2697.04	2697.31	2697.04	2697.31	53.0
2017-07-30 20:45:00	ES	Futures	2697.31	2697.58	2697.31	2697.58	371.0
2017-07-30 20:50:00	ES	Futures	2697.58	2697.58	2696.76	2697.04	543.0
2017-07-30 20:55:00	ES	Futures	2697.04	2697.31	2696.76	2697.31	391.0
2017-07-30 21:00:00	ES	Futures	2697.58	2697.86	2697.58	2697.86	452.0
2017-07-30 21:05:00	ES	Futures	2697.86	2697.86	2697.58	2697.58	63.0
2017-07-30 21:10:00	ES	Futures	2697.86	2698.13	2697.58	2697.86	426.0
2017-07-30 21:15:00	ES	Futures	2697.86	2697.86	2697.31	2697.31	294.0
2017-07-30 21:20:00	ES	Futures	2697.31	2697.58	2697.31	2697.31	202.0
2017-07-30 21:25:00	ES	Futures	2697.31	2697.58	2697.04	2697.31	204.0
2017-07-30 21:30:00	ES	Futures	2697.58	2697.86	2697.58	2697.86	365.0
2017-07-30 21:35:00	ES	Futures	2697.86	2698.4	2697.86	2698.4	567.0
2017-07-30 21:40:00	ES	Futures	2698.4	2698.68	2698.4	2698.4	331.0
2017-07-30 21:45:00	ES	Futures	2698.4	2698.68	2698.4	2698.68	282.0
2017-07-30 21:50:00	ES	Futures	2698.4	2698.4	2698.13	2698.4	125.0
2017-07-30 21:55:00	ES	Futures	2698.4	2698.68	2698.4	2698.68	442.0
2017-07-30 22:00:00	ES	Futures	2698.68	2698.95	2698.4	2698.68	341.0
2017-07-30 22:05:00	ES	Futures	2698.68	2698.68	2698.4	2698.68	94.0

> showing 50 of 2,599 rows — these rows as CSV

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