PREVIEW / futures_5min / 2017-08-04

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-04.parquet
  size:    195 KB
  rows:    12,329

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
2017-08-04 00:00:00	ES	Futures	2701.14	2701.14	2700.87	2701.14	92.0
2017-08-04 00:05:00	ES	Futures	2700.87	2701.14	2700.87	2700.87	32.0
2017-08-04 00:10:00	ES	Futures	2700.87	2701.14	2700.87	2700.87	49.0
2017-08-04 00:15:00	ES	Futures	2700.87	2701.14	2700.87	2701.14	31.0
2017-08-04 00:20:00	ES	Futures	2700.87	2701.41	2700.87	2701.14	178.0
2017-08-04 00:25:00	ES	Futures	2701.14	2701.41	2701.14	2701.41	30.0
2017-08-04 00:30:00	ES	Futures	2701.14	2701.69	2701.14	2701.69	357.0
2017-08-04 00:35:00	ES	Futures	2701.41	2701.96	2701.41	2701.69	505.0
2017-08-04 00:40:00	ES	Futures	2701.69	2701.96	2701.69	2701.69	142.0
2017-08-04 00:45:00	ES	Futures	2701.69	2702.23	2701.69	2702.23	221.0
2017-08-04 00:50:00	ES	Futures	2701.96	2702.23	2701.69	2701.69	256.0
2017-08-04 00:55:00	ES	Futures	2701.69	2701.96	2701.69	2701.69	101.0
2017-08-04 01:00:00	ES	Futures	2701.69	2701.96	2701.41	2701.41	208.0
2017-08-04 01:05:00	ES	Futures	2701.41	2701.69	2701.41	2701.69	226.0
2017-08-04 01:10:00	ES	Futures	2701.69	2701.96	2701.69	2701.69	159.0
2017-08-04 01:15:00	ES	Futures	2701.69	2701.96	2701.69	2701.96	110.0
2017-08-04 01:20:00	ES	Futures	2701.96	2701.96	2701.41	2701.41	136.0
2017-08-04 01:25:00	ES	Futures	2701.41	2701.69	2701.14	2701.14	128.0
2017-08-04 01:30:00	ES	Futures	2701.41	2701.41	2701.14	2701.14	102.0
2017-08-04 01:35:00	ES	Futures	2701.41	2701.69	2701.41	2701.69	355.0
2017-08-04 01:40:00	ES	Futures	2701.69	2702.23	2701.69	2701.96	505.0
2017-08-04 01:45:00	ES	Futures	2701.96	2701.96	2701.69	2701.96	186.0
2017-08-04 01:50:00	ES	Futures	2701.69	2701.96	2701.69	2701.69	220.0
2017-08-04 01:55:00	ES	Futures	2701.96	2701.96	2701.69	2701.96	65.0
2017-08-04 02:00:00	ES	Futures	2701.69	2702.51	2701.69	2702.23	847.0
2017-08-04 02:05:00	ES	Futures	2702.23	2702.23	2701.96	2701.96	306.0
2017-08-04 02:10:00	ES	Futures	2701.96	2702.23	2701.69	2702.23	595.0
2017-08-04 02:15:00	ES	Futures	2702.23	2702.23	2701.96	2701.96	171.0
2017-08-04 02:20:00	ES	Futures	2701.96	2702.23	2701.96	2701.96	293.0
2017-08-04 02:25:00	ES	Futures	2701.96	2702.23	2701.41	2702.23	982.0
2017-08-04 02:30:00	ES	Futures	2701.96	2702.23	2701.14	2701.69	1476.0
2017-08-04 02:35:00	ES	Futures	2701.69	2702.23	2701.69	2701.96	984.0
2017-08-04 02:40:00	ES	Futures	2701.69	2701.96	2701.41	2701.96	779.0
2017-08-04 02:45:00	ES	Futures	2701.96	2702.23	2701.69	2701.96	626.0
2017-08-04 02:50:00	ES	Futures	2701.69	2701.96	2701.69	2701.69	383.0
2017-08-04 02:55:00	ES	Futures	2701.96	2702.23	2701.69	2701.96	488.0
2017-08-04 03:00:00	ES	Futures	2701.96	2702.51	2701.41	2702.23	2758.0
2017-08-04 03:05:00	ES	Futures	2702.23	2702.51	2701.96	2702.23	2545.0
2017-08-04 03:10:00	ES	Futures	2701.96	2702.51	2701.69	2702.23	1837.0
2017-08-04 03:15:00	ES	Futures	2701.96	2702.51	2701.69	2702.23	1531.0
2017-08-04 03:20:00	ES	Futures	2702.23	2703.33	2702.23	2703.05	3579.0
2017-08-04 03:25:00	ES	Futures	2702.78	2703.05	2702.23	2702.78	1588.0
2017-08-04 03:30:00	ES	Futures	2702.78	2703.33	2702.23	2702.78	2580.0
2017-08-04 03:35:00	ES	Futures	2702.78	2703.05	2702.23	2702.51	2763.0
2017-08-04 03:40:00	ES	Futures	2702.78	2703.05	2702.51	2702.78	946.0
2017-08-04 03:45:00	ES	Futures	2702.78	2703.6	2702.51	2703.6	777.0
2017-08-04 03:50:00	ES	Futures	2703.33	2703.6	2703.05	2703.33	1589.0
2017-08-04 03:55:00	ES	Futures	2703.6	2703.87	2703.33	2703.6	1388.0
2017-08-04 04:00:00	ES	Futures	2703.6	2704.15	2703.6	2703.87	1565.0
2017-08-04 04:05:00	ES	Futures	2703.87	2703.87	2703.33	2703.6	1077.0

> showing 50 of 12,329 rows — these rows as CSV

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