PREVIEW / futures_5min / 2017-08-01

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-01.parquet
  size:    240 KB
  rows:    15,159

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
2017-08-01 00:00:00	ES	Futures	2703.87	2703.87	2703.6	2703.87	535.0
2017-08-01 00:05:00	ES	Futures	2703.6	2704.15	2703.6	2704.15	369.0
2017-08-01 00:10:00	ES	Futures	2703.87	2704.15	2703.87	2703.87	35.0
2017-08-01 00:15:00	ES	Futures	2704.15	2704.15	2703.6	2703.87	122.0
2017-08-01 00:20:00	ES	Futures	2703.6	2703.87	2703.6	2703.87	119.0
2017-08-01 00:25:00	ES	Futures	2703.87	2704.42	2703.87	2704.15	371.0
2017-08-01 00:30:00	ES	Futures	2703.87	2704.69	2703.87	2704.69	227.0
2017-08-01 00:35:00	ES	Futures	2704.69	2705.24	2704.69	2704.97	923.0
2017-08-01 00:40:00	ES	Futures	2704.97	2705.24	2704.42	2704.42	514.0
2017-08-01 00:45:00	ES	Futures	2704.15	2704.69	2704.15	2704.69	251.0
2017-08-01 00:50:00	ES	Futures	2704.69	2704.69	2704.42	2704.69	88.0
2017-08-01 00:55:00	ES	Futures	2704.69	2704.69	2704.42	2704.69	126.0
2017-08-01 01:00:00	ES	Futures	2704.42	2704.69	2704.42	2704.42	251.0
2017-08-01 01:05:00	ES	Futures	2704.69	2705.24	2704.42	2704.97	536.0
2017-08-01 01:10:00	ES	Futures	2704.69	2704.69	2704.15	2704.15	259.0
2017-08-01 01:15:00	ES	Futures	2704.15	2704.42	2703.6	2703.6	476.0
2017-08-01 01:20:00	ES	Futures	2703.6	2703.87	2703.6	2703.6	196.0
2017-08-01 01:25:00	ES	Futures	2703.87	2703.87	2703.05	2703.6	740.0
2017-08-01 01:30:00	ES	Futures	2703.6	2703.6	2703.05	2703.33	482.0
2017-08-01 01:35:00	ES	Futures	2703.05	2703.33	2703.05	2703.05	483.0
2017-08-01 01:40:00	ES	Futures	2703.33	2703.87	2703.05	2703.6	781.0
2017-08-01 01:45:00	ES	Futures	2703.87	2703.87	2703.6	2703.87	63.0
2017-08-01 01:50:00	ES	Futures	2703.87	2703.87	2703.6	2703.87	171.0
2017-08-01 01:55:00	ES	Futures	2703.87	2703.87	2703.6	2703.6	163.0
2017-08-01 02:00:00	ES	Futures	2703.87	2704.42	2703.6	2703.87	1113.0
2017-08-01 02:05:00	ES	Futures	2704.15	2704.69	2704.15	2704.42	650.0
2017-08-01 02:10:00	ES	Futures	2704.15	2704.69	2704.15	2704.15	399.0
2017-08-01 02:15:00	ES	Futures	2704.42	2704.69	2704.15	2704.42	455.0
2017-08-01 02:20:00	ES	Futures	2704.15	2704.97	2704.15	2704.69	1054.0
2017-08-01 02:25:00	ES	Futures	2704.69	2704.97	2704.15	2704.69	861.0
2017-08-01 02:30:00	ES	Futures	2704.69	2704.97	2704.42	2704.97	360.0
2017-08-01 02:35:00	ES	Futures	2704.97	2704.97	2704.42	2704.97	779.0
2017-08-01 02:40:00	ES	Futures	2704.97	2705.51	2704.69	2705.24	1143.0
2017-08-01 02:45:00	ES	Futures	2704.97	2705.24	2704.69	2704.97	501.0
2017-08-01 02:50:00	ES	Futures	2704.97	2704.97	2704.69	2704.69	375.0
2017-08-01 02:55:00	ES	Futures	2704.69	2706.06	2704.69	2706.06	1303.0
2017-08-01 03:00:00	ES	Futures	2706.06	2706.33	2705.51	2706.06	4252.0
2017-08-01 03:05:00	ES	Futures	2706.06	2706.06	2705.51	2705.51	1756.0
2017-08-01 03:10:00	ES	Futures	2705.51	2705.79	2704.97	2704.97	3390.0
2017-08-01 03:15:00	ES	Futures	2704.69	2705.24	2704.69	2704.69	1857.0
2017-08-01 03:20:00	ES	Futures	2704.97	2705.51	2704.69	2705.51	839.0
2017-08-01 03:25:00	ES	Futures	2705.24	2705.51	2703.33	2703.87	4724.0
2017-08-01 03:30:00	ES	Futures	2703.87	2704.42	2703.6	2704.15	1516.0
2017-08-01 03:35:00	ES	Futures	2704.15	2704.42	2703.6	2703.87	1253.0
2017-08-01 03:40:00	ES	Futures	2704.15	2704.42	2703.87	2704.42	1536.0
2017-08-01 03:45:00	ES	Futures	2704.42	2704.97	2704.15	2704.97	1143.0
2017-08-01 03:50:00	ES	Futures	2704.97	2705.24	2704.69	2704.97	580.0
2017-08-01 03:55:00	ES	Futures	2704.97	2706.61	2704.97	2706.33	3229.0
2017-08-01 04:00:00	ES	Futures	2706.06	2706.33	2705.51	2705.51	3537.0
2017-08-01 04:05:00	ES	Futures	2705.79	2706.06	2705.51	2705.79	1641.0

> showing 50 of 15,159 rows — these rows as CSV

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