PREVIEW / futures_5min / 2017-07-31

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-07-31.parquet
  size:    225 KB
  rows:    14,947

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
2017-07-31 00:00:00	ES	Futures	2698.13	2698.13	2697.86	2697.86	240.0
2017-07-31 00:05:00	ES	Futures	2697.58	2698.13	2697.58	2698.13	125.0
2017-07-31 00:10:00	ES	Futures	2698.13	2698.4	2698.13	2698.4	150.0
2017-07-31 00:15:00	ES	Futures	2698.13	2698.13	2698.13	2698.13	18.0
2017-07-31 00:20:00	ES	Futures	2698.4	2698.4	2698.13	2698.13	236.0
2017-07-31 00:25:00	ES	Futures	2698.13	2698.4	2698.13	2698.13	149.0
2017-07-31 00:30:00	ES	Futures	2698.4	2698.68	2698.13	2698.4	186.0
2017-07-31 00:35:00	ES	Futures	2698.4	2698.68	2698.4	2698.68	191.0
2017-07-31 00:40:00	ES	Futures	2698.68	2698.68	2698.68	2698.68	11.0
2017-07-31 00:45:00	ES	Futures	2698.68	2698.68	2698.4	2698.4	17.0
2017-07-31 00:50:00	ES	Futures	2698.68	2698.68	2698.68	2698.68	17.0
2017-07-31 00:55:00	ES	Futures	2698.68	2698.68	2698.4	2698.68	12.0
2017-07-31 01:00:00	ES	Futures	2698.68	2698.95	2698.68	2698.68	116.0
2017-07-31 01:05:00	ES	Futures	2698.95	2698.95	2698.95	2698.95	18.0
2017-07-31 01:10:00	ES	Futures	2698.95	2699.22	2698.95	2698.95	255.0
2017-07-31 01:15:00	ES	Futures	2698.95	2699.22	2698.68	2698.68	658.0
2017-07-31 01:20:00	ES	Futures	2698.95	2698.95	2698.13	2698.4	681.0
2017-07-31 01:25:00	ES	Futures	2698.4	2698.68	2698.13	2698.13	263.0
2017-07-31 01:30:00	ES	Futures	2698.4	2698.4	2698.13	2698.4	198.0
2017-07-31 01:35:00	ES	Futures	2698.4	2698.4	2698.4	2698.4	170.0
2017-07-31 01:40:00	ES	Futures	2698.4	2698.68	2698.4	2698.4	156.0
2017-07-31 01:45:00	ES	Futures	2698.68	2698.68	2698.4	2698.4	103.0
2017-07-31 01:50:00	ES	Futures	2698.13	2698.4	2698.13	2698.13	199.0
2017-07-31 01:55:00	ES	Futures	2698.4	2698.4	2698.13	2698.13	140.0
2017-07-31 02:00:00	ES	Futures	2698.13	2698.95	2697.86	2698.95	1021.0
2017-07-31 02:05:00	ES	Futures	2698.68	2698.68	2698.13	2698.4	680.0
2017-07-31 02:10:00	ES	Futures	2698.68	2698.95	2698.13	2698.95	694.0
2017-07-31 02:15:00	ES	Futures	2698.68	2698.95	2698.4	2698.4	582.0
2017-07-31 02:20:00	ES	Futures	2698.4	2698.68	2698.4	2698.68	287.0
2017-07-31 02:25:00	ES	Futures	2698.4	2698.68	2698.4	2698.68	377.0
2017-07-31 02:30:00	ES	Futures	2698.4	2698.68	2698.13	2698.4	663.0
2017-07-31 02:35:00	ES	Futures	2698.4	2698.68	2698.4	2698.68	352.0
2017-07-31 02:40:00	ES	Futures	2698.4	2698.95	2698.4	2698.4	635.0
2017-07-31 02:45:00	ES	Futures	2698.68	2699.5	2698.4	2699.22	582.0
2017-07-31 02:50:00	ES	Futures	2699.5	2699.5	2699.22	2699.5	645.0
2017-07-31 02:55:00	ES	Futures	2699.5	2699.77	2698.95	2699.5	841.0
2017-07-31 03:00:00	ES	Futures	2699.77	2701.69	2698.95	2701.14	5679.0
2017-07-31 03:05:00	ES	Futures	2701.41	2702.51	2700.87	2702.51	3303.0
2017-07-31 03:10:00	ES	Futures	2702.51	2702.51	2701.96	2701.96	1047.0
2017-07-31 03:15:00	ES	Futures	2701.69	2703.87	2701.69	2703.87	4031.0
2017-07-31 03:20:00	ES	Futures	2703.6	2705.79	2703.6	2705.24	8777.0
2017-07-31 03:25:00	ES	Futures	2705.51	2705.51	2704.69	2705.24	4304.0
2017-07-31 03:30:00	ES	Futures	2705.24	2705.24	2704.15	2704.15	3099.0
2017-07-31 03:35:00	ES	Futures	2704.15	2704.42	2703.6	2704.15	2094.0
2017-07-31 03:40:00	ES	Futures	2704.15	2704.42	2703.87	2704.42	1609.0
2017-07-31 03:45:00	ES	Futures	2704.15	2704.42	2703.6	2703.87	1569.0
2017-07-31 03:50:00	ES	Futures	2703.87	2704.15	2703.33	2703.33	1208.0
2017-07-31 03:55:00	ES	Futures	2703.33	2703.6	2702.78	2703.6	1357.0
2017-07-31 04:00:00	ES	Futures	2703.33	2703.87	2703.05	2703.6	1195.0
2017-07-31 04:05:00	ES	Futures	2703.6	2703.6	2703.33	2703.33	1216.0

> showing 50 of 14,947 rows — these rows as CSV

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