PREVIEW / futures_5min / 2017-08-09

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-09.parquet
  size:    229 KB
  rows:    15,246

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
2017-08-09 00:00:00	ES	Futures	2694.58	2695.12	2694.58	2694.85	344.0
2017-08-09 00:05:00	ES	Futures	2695.12	2695.4	2694.85	2695.12	600.0
2017-08-09 00:10:00	ES	Futures	2695.4	2695.4	2695.12	2695.4	274.0
2017-08-09 00:15:00	ES	Futures	2695.12	2695.4	2694.85	2694.85	154.0
2017-08-09 00:20:00	ES	Futures	2694.85	2695.4	2694.85	2695.12	195.0
2017-08-09 00:25:00	ES	Futures	2695.12	2695.4	2695.12	2695.12	121.0
2017-08-09 00:30:00	ES	Futures	2695.12	2695.67	2695.12	2695.4	334.0
2017-08-09 00:35:00	ES	Futures	2695.4	2695.67	2695.12	2695.12	80.0
2017-08-09 00:40:00	ES	Futures	2695.12	2695.67	2695.12	2695.4	97.0
2017-08-09 00:45:00	ES	Futures	2695.12	2695.67	2695.12	2695.12	197.0
2017-08-09 00:50:00	ES	Futures	2695.12	2695.67	2695.12	2695.67	204.0
2017-08-09 00:55:00	ES	Futures	2695.4	2695.4	2695.12	2695.12	204.0
2017-08-09 01:00:00	ES	Futures	2695.4	2695.4	2694.85	2694.85	297.0
2017-08-09 01:05:00	ES	Futures	2695.12	2695.4	2694.85	2695.4	349.0
2017-08-09 01:10:00	ES	Futures	2695.12	2695.67	2695.12	2695.4	930.0
2017-08-09 01:15:00	ES	Futures	2695.4	2695.4	2695.12	2695.12	649.0
2017-08-09 01:20:00	ES	Futures	2695.12	2695.67	2695.12	2695.67	98.0
2017-08-09 01:25:00	ES	Futures	2695.4	2695.67	2695.12	2695.4	585.0
2017-08-09 01:30:00	ES	Futures	2695.4	2695.94	2695.4	2695.94	417.0
2017-08-09 01:35:00	ES	Futures	2695.94	2696.22	2695.67	2695.94	443.0
2017-08-09 01:40:00	ES	Futures	2695.94	2696.49	2695.94	2695.94	1269.0
2017-08-09 01:45:00	ES	Futures	2695.94	2696.22	2695.67	2695.94	223.0
2017-08-09 01:50:00	ES	Futures	2695.67	2696.22	2695.67	2696.22	493.0
2017-08-09 01:55:00	ES	Futures	2696.49	2697.04	2695.94	2696.49	825.0
2017-08-09 02:00:00	ES	Futures	2696.49	2697.04	2696.22	2697.04	1193.0
2017-08-09 02:05:00	ES	Futures	2697.31	2697.86	2697.04	2697.86	2184.0
2017-08-09 02:10:00	ES	Futures	2697.86	2697.86	2697.04	2697.31	825.0
2017-08-09 02:15:00	ES	Futures	2697.58	2697.58	2697.04	2697.31	641.0
2017-08-09 02:20:00	ES	Futures	2697.04	2697.58	2697.04	2697.31	400.0
2017-08-09 02:25:00	ES	Futures	2697.58	2697.58	2697.04	2697.31	611.0
2017-08-09 02:30:00	ES	Futures	2697.58	2697.58	2697.04	2697.31	625.0
2017-08-09 02:35:00	ES	Futures	2697.58	2697.58	2697.04	2697.31	571.0
2017-08-09 02:40:00	ES	Futures	2697.04	2697.31	2697.04	2697.04	395.0
2017-08-09 02:45:00	ES	Futures	2697.04	2697.31	2696.76	2697.04	526.0
2017-08-09 02:50:00	ES	Futures	2697.04	2697.31	2696.76	2697.31	404.0
2017-08-09 02:55:00	ES	Futures	2697.04	2697.58	2697.04	2697.31	571.0
2017-08-09 03:00:00	ES	Futures	2697.58	2697.58	2696.49	2697.31	4756.0
2017-08-09 03:05:00	ES	Futures	2697.31	2698.4	2697.04	2697.86	3280.0
2017-08-09 03:10:00	ES	Futures	2697.86	2698.4	2697.86	2698.13	1702.0
2017-08-09 03:15:00	ES	Futures	2698.13	2698.13	2697.58	2698.13	2644.0
2017-08-09 03:20:00	ES	Futures	2698.13	2698.13	2697.58	2698.13	2262.0
2017-08-09 03:25:00	ES	Futures	2698.13	2698.4	2697.58	2697.86	2027.0
2017-08-09 03:30:00	ES	Futures	2697.86	2697.86	2697.04	2697.58	1838.0
2017-08-09 03:35:00	ES	Futures	2697.86	2697.86	2697.04	2697.04	1984.0
2017-08-09 03:40:00	ES	Futures	2697.04	2697.31	2695.67	2695.94	2626.0
2017-08-09 03:45:00	ES	Futures	2695.94	2696.49	2695.67	2696.22	2538.0
2017-08-09 03:50:00	ES	Futures	2696.22	2696.49	2695.12	2695.94	3360.0
2017-08-09 03:55:00	ES	Futures	2695.94	2696.22	2695.12	2695.4	2272.0
2017-08-09 04:00:00	ES	Futures	2695.12	2695.12	2694.03	2694.58	3675.0
2017-08-09 04:05:00	ES	Futures	2694.58	2694.85	2692.94	2692.94	4883.0

> showing 50 of 15,246 rows — these rows as CSV

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