PREVIEW / futures_5min / 2017-08-03

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-03.parquet
  size:    226 KB
  rows:    15,141

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
2017-08-03 00:00:00	ES	Futures	2702.78	2702.78	2702.51	2702.51	63.0
2017-08-03 00:05:00	ES	Futures	2702.51	2702.78	2702.51	2702.51	87.0
2017-08-03 00:10:00	ES	Futures	2702.51	2702.78	2702.23	2702.23	85.0
2017-08-03 00:15:00	ES	Futures	2702.23	2702.51	2702.23	2702.23	245.0
2017-08-03 00:20:00	ES	Futures	2702.23	2702.23	2702.23	2702.23	40.0
2017-08-03 00:25:00	ES	Futures	2702.23	2702.51	2702.23	2702.23	59.0
2017-08-03 00:30:00	ES	Futures	2702.23	2702.23	2701.96	2701.96	221.0
2017-08-03 00:35:00	ES	Futures	2701.96	2702.23	2701.69	2701.96	122.0
2017-08-03 00:40:00	ES	Futures	2701.96	2701.96	2701.69	2701.69	64.0
2017-08-03 00:45:00	ES	Futures	2701.96	2701.96	2701.41	2701.69	239.0
2017-08-03 00:50:00	ES	Futures	2701.69	2701.96	2701.69	2701.96	68.0
2017-08-03 00:55:00	ES	Futures	2701.96	2701.96	2701.69	2701.69	76.0
2017-08-03 01:00:00	ES	Futures	2701.96	2701.96	2701.69	2701.69	66.0
2017-08-03 01:05:00	ES	Futures	2701.69	2701.96	2701.41	2701.69	651.0
2017-08-03 01:10:00	ES	Futures	2701.96	2702.23	2701.69	2701.69	146.0
2017-08-03 01:15:00	ES	Futures	2701.69	2702.23	2701.69	2701.69	249.0
2017-08-03 01:20:00	ES	Futures	2701.69	2701.96	2701.69	2701.69	119.0
2017-08-03 01:25:00	ES	Futures	2701.69	2701.96	2701.69	2701.96	169.0
2017-08-03 01:30:00	ES	Futures	2701.96	2701.96	2701.41	2701.69	558.0
2017-08-03 01:35:00	ES	Futures	2701.41	2701.41	2701.41	2701.41	114.0
2017-08-03 01:40:00	ES	Futures	2701.41	2701.96	2701.41	2701.96	269.0
2017-08-03 01:45:00	ES	Futures	2701.69	2701.96	2701.41	2701.96	167.0
2017-08-03 01:50:00	ES	Futures	2701.96	2702.51	2701.69	2702.51	606.0
2017-08-03 01:55:00	ES	Futures	2702.51	2702.51	2702.23	2702.51	231.0
2017-08-03 02:00:00	ES	Futures	2702.51	2703.05	2702.23	2703.05	982.0
2017-08-03 02:05:00	ES	Futures	2703.05	2703.05	2702.23	2702.23	928.0
2017-08-03 02:10:00	ES	Futures	2702.23	2702.51	2701.96	2701.96	600.0
2017-08-03 02:15:00	ES	Futures	2701.96	2702.23	2701.69	2701.96	596.0
2017-08-03 02:20:00	ES	Futures	2701.96	2702.23	2701.96	2701.96	137.0
2017-08-03 02:25:00	ES	Futures	2701.96	2702.23	2701.41	2701.69	806.0
2017-08-03 02:30:00	ES	Futures	2701.69	2701.96	2701.41	2701.96	389.0
2017-08-03 02:35:00	ES	Futures	2701.69	2701.96	2701.41	2701.69	557.0
2017-08-03 02:40:00	ES	Futures	2701.69	2701.69	2701.41	2701.69	140.0
2017-08-03 02:45:00	ES	Futures	2701.41	2701.96	2701.41	2701.69	484.0
2017-08-03 02:50:00	ES	Futures	2701.96	2702.23	2701.69	2701.69	711.0
2017-08-03 02:55:00	ES	Futures	2701.96	2701.96	2701.41	2701.41	975.0
2017-08-03 03:00:00	ES	Futures	2701.41	2701.69	2700.32	2700.59	3608.0
2017-08-03 03:05:00	ES	Futures	2700.87	2700.87	2699.77	2700.04	2756.0
2017-08-03 03:10:00	ES	Futures	2700.04	2700.87	2700.04	2700.59	2267.0
2017-08-03 03:15:00	ES	Futures	2700.87	2701.69	2700.59	2701.41	2251.0
2017-08-03 03:20:00	ES	Futures	2701.69	2701.96	2701.14	2701.69	2609.0
2017-08-03 03:25:00	ES	Futures	2701.69	2701.96	2700.59	2700.59	1292.0
2017-08-03 03:30:00	ES	Futures	2700.59	2701.41	2700.32	2700.59	2525.0
2017-08-03 03:35:00	ES	Futures	2700.87	2700.87	2700.32	2700.32	1369.0
2017-08-03 03:40:00	ES	Futures	2700.32	2700.59	2700.04	2700.32	732.0
2017-08-03 03:45:00	ES	Futures	2700.32	2700.32	2698.13	2698.4	5955.0
2017-08-03 03:50:00	ES	Futures	2698.68	2698.68	2698.13	2698.68	2112.0
2017-08-03 03:55:00	ES	Futures	2698.68	2699.22	2698.13	2698.68	2350.0
2017-08-03 04:00:00	ES	Futures	2698.68	2699.5	2698.68	2699.5	2104.0
2017-08-03 04:05:00	ES	Futures	2699.5	2699.77	2698.68	2699.77	1703.0

> showing 50 of 15,141 rows — these rows as CSV

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