PREVIEW / futures_5min / 2017-08-02

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-02.parquet
  size:    226 KB
  rows:    15,182

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
2017-08-02 00:00:00	ES	Futures	2705.79	2706.06	2705.79	2706.06	190.0
2017-08-02 00:05:00	ES	Futures	2705.79	2706.33	2705.79	2705.79	638.0
2017-08-02 00:10:00	ES	Futures	2706.06	2706.33	2705.79	2705.79	449.0
2017-08-02 00:15:00	ES	Futures	2706.06	2706.06	2705.79	2705.79	42.0
2017-08-02 00:20:00	ES	Futures	2706.06	2706.06	2705.51	2705.79	236.0
2017-08-02 00:25:00	ES	Futures	2705.79	2706.06	2705.51	2705.51	61.0
2017-08-02 00:30:00	ES	Futures	2705.79	2705.79	2705.51	2705.51	45.0
2017-08-02 00:35:00	ES	Futures	2705.51	2705.79	2705.51	2705.51	157.0
2017-08-02 00:40:00	ES	Futures	2705.51	2705.79	2705.51	2705.79	93.0
2017-08-02 00:45:00	ES	Futures	2705.79	2706.06	2705.79	2705.79	223.0
2017-08-02 00:50:00	ES	Futures	2705.79	2705.79	2705.51	2705.79	16.0
2017-08-02 00:55:00	ES	Futures	2705.79	2705.79	2705.51	2705.79	25.0
2017-08-02 01:00:00	ES	Futures	2705.79	2706.06	2705.51	2706.06	258.0
2017-08-02 01:05:00	ES	Futures	2706.06	2706.33	2705.79	2706.06	241.0
2017-08-02 01:10:00	ES	Futures	2706.06	2706.33	2705.79	2706.06	125.0
2017-08-02 01:15:00	ES	Futures	2706.06	2706.33	2706.06	2706.33	143.0
2017-08-02 01:20:00	ES	Futures	2706.33	2706.61	2706.06	2706.06	362.0
2017-08-02 01:25:00	ES	Futures	2706.06	2706.33	2706.06	2706.06	50.0
2017-08-02 01:30:00	ES	Futures	2706.33	2706.33	2705.51	2705.51	529.0
2017-08-02 01:35:00	ES	Futures	2705.51	2706.06	2705.51	2705.79	199.0
2017-08-02 01:40:00	ES	Futures	2706.06	2706.06	2705.79	2705.79	228.0
2017-08-02 01:45:00	ES	Futures	2706.06	2706.06	2705.79	2706.06	45.0
2017-08-02 01:50:00	ES	Futures	2706.06	2706.33	2705.79	2706.06	343.0
2017-08-02 01:55:00	ES	Futures	2705.79	2706.06	2705.51	2705.51	256.0
2017-08-02 02:00:00	ES	Futures	2705.79	2706.06	2705.51	2706.06	276.0
2017-08-02 02:05:00	ES	Futures	2706.06	2706.33	2705.79	2706.33	514.0
2017-08-02 02:10:00	ES	Futures	2706.06	2706.33	2706.06	2706.33	601.0
2017-08-02 02:15:00	ES	Futures	2706.06	2706.33	2706.06	2706.33	24.0
2017-08-02 02:20:00	ES	Futures	2706.33	2706.33	2705.79	2705.79	324.0
2017-08-02 02:25:00	ES	Futures	2706.06	2706.06	2705.79	2705.79	325.0
2017-08-02 02:30:00	ES	Futures	2705.79	2706.06	2705.79	2706.06	41.0
2017-08-02 02:35:00	ES	Futures	2706.06	2706.06	2705.79	2705.79	329.0
2017-08-02 02:40:00	ES	Futures	2706.06	2706.06	2705.79	2705.79	349.0
2017-08-02 02:45:00	ES	Futures	2706.06	2706.06	2705.79	2706.06	68.0
2017-08-02 02:50:00	ES	Futures	2706.06	2706.06	2705.51	2706.06	260.0
2017-08-02 02:55:00	ES	Futures	2705.79	2706.33	2705.51	2706.33	654.0
2017-08-02 03:00:00	ES	Futures	2706.06	2706.33	2705.24	2705.24	4578.0
2017-08-02 03:05:00	ES	Futures	2705.51	2705.51	2704.69	2704.69	2714.0
2017-08-02 03:10:00	ES	Futures	2704.69	2705.24	2704.42	2704.69	1704.0
2017-08-02 03:15:00	ES	Futures	2704.69	2704.97	2704.15	2704.42	2956.0
2017-08-02 03:20:00	ES	Futures	2704.42	2705.24	2704.42	2704.97	1284.0
2017-08-02 03:25:00	ES	Futures	2704.97	2705.24	2704.15	2704.42	2035.0
2017-08-02 03:30:00	ES	Futures	2704.42	2704.97	2704.15	2704.42	1933.0
2017-08-02 03:35:00	ES	Futures	2704.42	2704.69	2704.42	2704.42	1026.0
2017-08-02 03:40:00	ES	Futures	2704.42	2705.24	2704.42	2704.97	1587.0
2017-08-02 03:45:00	ES	Futures	2704.97	2705.24	2704.69	2705.24	1242.0
2017-08-02 03:50:00	ES	Futures	2704.97	2705.79	2704.97	2705.24	1298.0
2017-08-02 03:55:00	ES	Futures	2705.24	2705.79	2705.24	2705.51	661.0
2017-08-02 04:00:00	ES	Futures	2705.51	2705.79	2704.97	2705.24	1508.0
2017-08-02 04:05:00	ES	Futures	2705.24	2705.79	2705.24	2705.79	944.0

> showing 50 of 15,182 rows — these rows as CSV

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