PREVIEW / futures_5min / 2017-08-06

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-06.parquet
  size:    42 KB
  rows:    2,478

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
2017-08-06 18:00:00	ES	Futures	2703.05	2704.15	2702.78	2703.87	1719.0
2017-08-06 18:05:00	ES	Futures	2703.6	2704.15	2703.33	2703.87	263.0
2017-08-06 18:10:00	ES	Futures	2703.87	2703.87	2703.33	2703.6	201.0
2017-08-06 18:15:00	ES	Futures	2703.6	2703.87	2703.33	2703.6	70.0
2017-08-06 18:20:00	ES	Futures	2703.6	2703.87	2703.33	2703.87	384.0
2017-08-06 18:25:00	ES	Futures	2703.87	2704.69	2703.87	2704.42	560.0
2017-08-06 18:30:00	ES	Futures	2704.42	2704.42	2703.6	2703.87	291.0
2017-08-06 18:35:00	ES	Futures	2703.6	2703.87	2703.6	2703.6	224.0
2017-08-06 18:40:00	ES	Futures	2703.6	2703.87	2703.6	2703.6	62.0
2017-08-06 18:45:00	ES	Futures	2703.6	2703.87	2703.6	2703.6	17.0
2017-08-06 18:50:00	ES	Futures	2703.6	2703.87	2703.6	2703.87	66.0
2017-08-06 18:55:00	ES	Futures	2703.87	2703.87	2703.6	2703.87	84.0
2017-08-06 19:00:00	ES	Futures	2703.87	2703.87	2703.6	2703.6	76.0
2017-08-06 19:05:00	ES	Futures	2703.87	2703.87	2703.6	2703.6	34.0
2017-08-06 19:10:00	ES	Futures	2703.6	2703.87	2703.6	2703.6	48.0
2017-08-06 19:15:00	ES	Futures	2703.6	2704.15	2703.6	2703.87	206.0
2017-08-06 19:20:00	ES	Futures	2703.87	2703.87	2703.6	2703.6	104.0
2017-08-06 19:25:00	ES	Futures	2703.6	2703.87	2703.6	2703.6	52.0
2017-08-06 19:30:00	ES	Futures	2703.6	2704.15	2703.6	2704.15	136.0
2017-08-06 19:35:00	ES	Futures	2704.15	2704.15	2703.6	2704.15	107.0
2017-08-06 19:40:00	ES	Futures	2704.15	2704.15	2703.87	2703.87	32.0
2017-08-06 19:45:00	ES	Futures	2703.87	2704.15	2703.87	2704.15	34.0
2017-08-06 19:50:00	ES	Futures	2704.15	2704.15	2703.87	2704.15	90.0
2017-08-06 19:55:00	ES	Futures	2704.15	2704.42	2703.87	2704.15	242.0
2017-08-06 20:00:00	ES	Futures	2704.15	2704.42	2703.87	2704.15	583.0
2017-08-06 20:05:00	ES	Futures	2703.87	2704.42	2703.87	2704.42	241.0
2017-08-06 20:10:00	ES	Futures	2704.42	2704.97	2704.15	2704.97	607.0
2017-08-06 20:15:00	ES	Futures	2704.97	2705.79	2704.97	2705.24	1253.0
2017-08-06 20:20:00	ES	Futures	2705.24	2705.79	2705.24	2705.24	657.0
2017-08-06 20:25:00	ES	Futures	2705.24	2705.79	2705.24	2705.79	245.0
2017-08-06 20:30:00	ES	Futures	2705.51	2705.79	2705.24	2705.24	328.0
2017-08-06 20:35:00	ES	Futures	2705.24	2705.79	2705.24	2705.51	232.0
2017-08-06 20:40:00	ES	Futures	2705.51	2705.51	2705.24	2705.24	100.0
2017-08-06 20:45:00	ES	Futures	2705.51	2705.51	2705.24	2705.51	38.0
2017-08-06 20:50:00	ES	Futures	2705.51	2706.06	2705.24	2705.79	514.0
2017-08-06 20:55:00	ES	Futures	2705.79	2708.25	2705.79	2707.97	3905.0
2017-08-06 21:00:00	ES	Futures	2707.7	2708.25	2707.15	2707.7	1461.0
2017-08-06 21:05:00	ES	Futures	2707.43	2707.97	2707.15	2707.15	507.0
2017-08-06 21:10:00	ES	Futures	2707.43	2707.7	2707.15	2707.7	319.0
2017-08-06 21:15:00	ES	Futures	2707.43	2708.79	2707.43	2707.97	1861.0
2017-08-06 21:20:00	ES	Futures	2707.7	2708.52	2707.7	2708.52	521.0
2017-08-06 21:25:00	ES	Futures	2708.52	2708.52	2707.97	2707.97	390.0
2017-08-06 21:30:00	ES	Futures	2707.97	2708.25	2707.7	2707.97	668.0
2017-08-06 21:35:00	ES	Futures	2707.97	2707.97	2707.43	2707.43	330.0
2017-08-06 21:40:00	ES	Futures	2707.43	2707.7	2707.15	2707.43	654.0
2017-08-06 21:45:00	ES	Futures	2707.7	2707.97	2707.43	2707.7	452.0
2017-08-06 21:50:00	ES	Futures	2707.7	2707.97	2707.43	2707.43	413.0
2017-08-06 21:55:00	ES	Futures	2707.43	2707.7	2707.15	2707.15	401.0
2017-08-06 22:00:00	ES	Futures	2707.43	2707.43	2707.15	2707.15	32.0
2017-08-06 22:05:00	ES	Futures	2707.15	2707.43	2707.15	2707.43	252.0

> showing 50 of 2,478 rows — these rows as CSV

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