PREVIEW / futures_5min / 2017-08-08

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-08.parquet
  size:    241 KB
  rows:    15,129

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
2017-08-08 00:00:00	ES	Futures	2705.51	2706.06	2705.51	2706.06	307.0
2017-08-08 00:05:00	ES	Futures	2706.06	2706.06	2706.06	2706.06	69.0
2017-08-08 00:10:00	ES	Futures	2706.06	2706.06	2705.79	2706.06	14.0
2017-08-08 00:15:00	ES	Futures	2706.06	2706.33	2706.06	2706.06	393.0
2017-08-08 00:20:00	ES	Futures	2706.33	2706.33	2706.06	2706.06	95.0
2017-08-08 00:25:00	ES	Futures	2706.06	2706.06	2705.79	2706.06	95.0
2017-08-08 00:30:00	ES	Futures	2706.06	2706.06	2706.06	2706.06	4.0
2017-08-08 00:35:00	ES	Futures	2706.06	2706.06	2705.79	2706.06	31.0
2017-08-08 00:40:00	ES	Futures	2705.79	2706.06	2705.79	2706.06	50.0
2017-08-08 00:45:00	ES	Futures	2706.06	2706.06	2705.51	2706.06	335.0
2017-08-08 00:50:00	ES	Futures	2706.06	2706.06	2705.79	2706.06	25.0
2017-08-08 00:55:00	ES	Futures	2706.06	2706.06	2705.79	2706.06	36.0
2017-08-08 01:00:00	ES	Futures	2706.06	2706.06	2705.79	2706.06	71.0
2017-08-08 01:05:00	ES	Futures	2705.79	2706.06	2705.79	2705.79	31.0
2017-08-08 01:10:00	ES	Futures	2705.79	2706.06	2705.79	2706.06	43.0
2017-08-08 01:15:00	ES	Futures	2705.79	2706.06	2705.79	2706.06	601.0
2017-08-08 01:20:00	ES	Futures	2706.33	2706.33	2706.06	2706.33	105.0
2017-08-08 01:25:00	ES	Futures	2706.33	2706.33	2706.06	2706.06	95.0
2017-08-08 01:30:00	ES	Futures	2706.33	2706.33	2706.06	2706.06	38.0
2017-08-08 01:35:00	ES	Futures	2706.06	2706.33	2705.79	2705.79	218.0
2017-08-08 01:40:00	ES	Futures	2705.79	2706.33	2705.79	2706.06	179.0
2017-08-08 01:45:00	ES	Futures	2706.33	2706.33	2706.06	2706.33	134.0
2017-08-08 01:50:00	ES	Futures	2706.61	2706.61	2706.06	2706.33	243.0
2017-08-08 01:55:00	ES	Futures	2706.61	2706.61	2706.33	2706.33	125.0
2017-08-08 02:00:00	ES	Futures	2706.33	2706.61	2706.06	2706.33	230.0
2017-08-08 02:05:00	ES	Futures	2706.06	2706.33	2706.06	2706.33	357.0
2017-08-08 02:10:00	ES	Futures	2706.33	2706.61	2706.33	2706.33	28.0
2017-08-08 02:15:00	ES	Futures	2706.61	2706.61	2706.06	2706.33	230.0
2017-08-08 02:20:00	ES	Futures	2706.33	2706.33	2706.06	2706.06	575.0
2017-08-08 02:25:00	ES	Futures	2706.06	2706.06	2705.79	2706.06	449.0
2017-08-08 02:30:00	ES	Futures	2706.06	2706.33	2705.79	2706.06	384.0
2017-08-08 02:35:00	ES	Futures	2706.33	2706.33	2706.06	2706.33	19.0
2017-08-08 02:40:00	ES	Futures	2706.06	2706.33	2706.06	2706.33	149.0
2017-08-08 02:45:00	ES	Futures	2706.33	2706.61	2706.06	2706.61	228.0
2017-08-08 02:50:00	ES	Futures	2706.61	2706.61	2706.33	2706.61	101.0
2017-08-08 02:55:00	ES	Futures	2706.61	2706.88	2706.33	2706.61	573.0
2017-08-08 03:00:00	ES	Futures	2706.88	2706.88	2706.06	2706.61	2831.0
2017-08-08 03:05:00	ES	Futures	2706.61	2706.88	2706.06	2706.61	2162.0
2017-08-08 03:10:00	ES	Futures	2706.61	2706.61	2706.06	2706.06	627.0
2017-08-08 03:15:00	ES	Futures	2706.06	2706.88	2706.06	2706.61	1420.0
2017-08-08 03:20:00	ES	Futures	2706.61	2706.88	2706.33	2706.61	679.0
2017-08-08 03:25:00	ES	Futures	2706.61	2707.15	2706.61	2706.61	1243.0
2017-08-08 03:30:00	ES	Futures	2706.88	2707.15	2706.61	2706.88	1114.0
2017-08-08 03:35:00	ES	Futures	2706.88	2707.43	2706.88	2707.15	1646.0
2017-08-08 03:40:00	ES	Futures	2707.43	2707.43	2706.88	2706.88	767.0
2017-08-08 03:45:00	ES	Futures	2706.88	2707.15	2706.88	2706.88	569.0
2017-08-08 03:50:00	ES	Futures	2706.88	2707.7	2706.88	2707.43	1089.0
2017-08-08 03:55:00	ES	Futures	2707.43	2707.7	2707.15	2707.43	430.0
2017-08-08 04:00:00	ES	Futures	2707.43	2707.43	2707.15	2707.43	214.0
2017-08-08 04:05:00	ES	Futures	2707.7	2707.97	2707.43	2707.7	862.0

> showing 50 of 15,129 rows — these rows as CSV

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