PREVIEW / futures_5min / 2017-08-07

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-07.parquet
  size:    201 KB
  rows:    14,304

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
2017-08-07 00:00:00	ES	Futures	2707.97	2708.25	2707.97	2707.97	21.0
2017-08-07 00:05:00	ES	Futures	2707.97	2707.97	2707.7	2707.7	173.0
2017-08-07 00:10:00	ES	Futures	2707.97	2707.97	2707.7	2707.7	10.0
2017-08-07 00:15:00	ES	Futures	2707.7	2707.97	2707.7	2707.97	18.0
2017-08-07 00:20:00	ES	Futures	2707.7	2707.97	2707.7	2707.7	110.0
2017-08-07 00:25:00	ES	Futures	2707.7	2707.97	2707.7	2707.7	279.0
2017-08-07 00:30:00	ES	Futures	2707.97	2707.97	2707.7	2707.7	39.0
2017-08-07 00:35:00	ES	Futures	2707.7	2707.7	2707.7	2707.7	5.0
2017-08-07 00:40:00	ES	Futures	2707.7	2707.7	2707.7	2707.7	105.0
2017-08-07 00:45:00	ES	Futures	2707.7	2707.97	2707.7	2707.7	22.0
2017-08-07 00:50:00	ES	Futures	2707.7	2707.97	2707.7	2707.7	29.0
2017-08-07 00:55:00	ES	Futures	2707.7	2707.97	2707.7	2707.97	7.0
2017-08-07 01:00:00	ES	Futures	2707.97	2708.25	2707.7	2708.25	236.0
2017-08-07 01:05:00	ES	Futures	2708.25	2708.25	2707.97	2708.25	42.0
2017-08-07 01:10:00	ES	Futures	2707.97	2708.25	2707.7	2707.97	663.0
2017-08-07 01:15:00	ES	Futures	2707.97	2707.97	2707.7	2707.7	232.0
2017-08-07 01:20:00	ES	Futures	2707.7	2707.97	2707.7	2707.7	20.0
2017-08-07 01:25:00	ES	Futures	2707.7	2707.97	2707.7	2707.97	207.0
2017-08-07 01:30:00	ES	Futures	2707.97	2707.97	2707.7	2707.7	413.0
2017-08-07 01:35:00	ES	Futures	2707.7	2707.7	2707.43	2707.7	383.0
2017-08-07 01:40:00	ES	Futures	2707.7	2707.97	2707.7	2707.7	87.0
2017-08-07 01:45:00	ES	Futures	2707.7	2707.97	2707.43	2707.7	543.0
2017-08-07 01:50:00	ES	Futures	2707.7	2707.7	2707.43	2707.7	279.0
2017-08-07 01:55:00	ES	Futures	2707.43	2707.7	2707.43	2707.43	145.0
2017-08-07 02:00:00	ES	Futures	2707.43	2707.97	2707.43	2707.7	751.0
2017-08-07 02:05:00	ES	Futures	2707.97	2707.97	2707.43	2707.7	790.0
2017-08-07 02:10:00	ES	Futures	2707.7	2707.97	2707.43	2707.97	386.0
2017-08-07 02:15:00	ES	Futures	2707.97	2708.25	2707.7	2707.97	373.0
2017-08-07 02:20:00	ES	Futures	2707.97	2707.97	2707.43	2707.7	460.0
2017-08-07 02:25:00	ES	Futures	2707.7	2707.7	2707.15	2707.43	488.0
2017-08-07 02:30:00	ES	Futures	2707.15	2707.43	2707.15	2707.43	131.0
2017-08-07 02:35:00	ES	Futures	2707.15	2707.43	2707.15	2707.15	387.0
2017-08-07 02:40:00	ES	Futures	2707.15	2707.15	2706.88	2707.15	806.0
2017-08-07 02:45:00	ES	Futures	2707.15	2707.43	2706.88	2707.15	538.0
2017-08-07 02:50:00	ES	Futures	2707.15	2707.7	2707.15	2707.15	335.0
2017-08-07 02:55:00	ES	Futures	2707.15	2707.7	2707.15	2707.43	339.0
2017-08-07 03:00:00	ES	Futures	2707.43	2708.25	2707.15	2708.25	2832.0
2017-08-07 03:05:00	ES	Futures	2708.25	2708.25	2707.15	2707.43	2184.0
2017-08-07 03:10:00	ES	Futures	2707.43	2707.7	2707.15	2707.15	971.0
2017-08-07 03:15:00	ES	Futures	2707.15	2707.97	2707.15	2707.97	1118.0
2017-08-07 03:20:00	ES	Futures	2707.7	2707.97	2707.43	2707.7	993.0
2017-08-07 03:25:00	ES	Futures	2707.7	2708.25	2707.43	2708.25	837.0
2017-08-07 03:30:00	ES	Futures	2708.25	2708.52	2707.7	2707.97	1376.0
2017-08-07 03:35:00	ES	Futures	2707.97	2707.97	2707.43	2707.97	1499.0
2017-08-07 03:40:00	ES	Futures	2707.7	2708.25	2707.7	2707.97	631.0
2017-08-07 03:45:00	ES	Futures	2707.97	2707.97	2707.15	2707.15	1804.0
2017-08-07 03:50:00	ES	Futures	2707.43	2707.43	2706.88	2707.15	1711.0
2017-08-07 03:55:00	ES	Futures	2707.15	2707.43	2707.15	2707.43	637.0
2017-08-07 04:00:00	ES	Futures	2707.15	2707.7	2707.15	2707.43	683.0
2017-08-07 04:05:00	ES	Futures	2707.43	2707.43	2706.88	2706.88	895.0

> showing 50 of 14,304 rows — these rows as CSV

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