PREVIEW / futures_5min / 2017-08-10

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-10.parquet
  size:    264 KB
  rows:    15,318

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
2017-08-10 00:00:00	ES	Futures	2697.31	2697.58	2697.04	2697.04	683.0
2017-08-10 00:05:00	ES	Futures	2697.04	2697.04	2696.22	2696.22	2118.0
2017-08-10 00:10:00	ES	Futures	2696.22	2696.76	2696.22	2696.49	341.0
2017-08-10 00:15:00	ES	Futures	2696.76	2697.31	2696.49	2697.31	723.0
2017-08-10 00:20:00	ES	Futures	2697.31	2697.31	2696.76	2697.04	350.0
2017-08-10 00:25:00	ES	Futures	2697.04	2697.31	2696.76	2697.31	292.0
2017-08-10 00:30:00	ES	Futures	2697.31	2697.58	2697.31	2697.58	65.0
2017-08-10 00:35:00	ES	Futures	2697.31	2697.58	2697.04	2697.31	303.0
2017-08-10 00:40:00	ES	Futures	2697.31	2697.31	2697.04	2697.04	198.0
2017-08-10 00:45:00	ES	Futures	2697.04	2697.58	2697.04	2697.58	182.0
2017-08-10 00:50:00	ES	Futures	2697.31	2697.31	2697.04	2697.31	108.0
2017-08-10 00:55:00	ES	Futures	2697.31	2697.31	2697.04	2697.04	19.0
2017-08-10 01:00:00	ES	Futures	2697.31	2697.86	2697.31	2697.86	553.0
2017-08-10 01:05:00	ES	Futures	2697.86	2697.86	2697.58	2697.86	145.0
2017-08-10 01:10:00	ES	Futures	2697.58	2697.86	2697.58	2697.86	225.0
2017-08-10 01:15:00	ES	Futures	2697.86	2697.86	2697.31	2697.58	641.0
2017-08-10 01:20:00	ES	Futures	2697.86	2697.86	2697.58	2697.86	218.0
2017-08-10 01:25:00	ES	Futures	2697.86	2698.4	2697.86	2698.13	556.0
2017-08-10 01:30:00	ES	Futures	2698.13	2698.13	2697.58	2697.86	482.0
2017-08-10 01:35:00	ES	Futures	2697.58	2697.86	2697.31	2697.58	196.0
2017-08-10 01:40:00	ES	Futures	2697.58	2697.58	2697.04	2697.04	494.0
2017-08-10 01:45:00	ES	Futures	2697.04	2697.31	2696.76	2697.04	277.0
2017-08-10 01:50:00	ES	Futures	2697.31	2698.13	2697.04	2697.86	741.0
2017-08-10 01:55:00	ES	Futures	2697.86	2697.86	2697.58	2697.86	436.0
2017-08-10 02:00:00	ES	Futures	2697.86	2698.13	2697.58	2697.86	1034.0
2017-08-10 02:05:00	ES	Futures	2697.86	2698.4	2697.86	2698.4	461.0
2017-08-10 02:10:00	ES	Futures	2698.4	2698.68	2697.86	2698.4	1849.0
2017-08-10 02:15:00	ES	Futures	2698.13	2698.68	2698.13	2698.4	604.0
2017-08-10 02:20:00	ES	Futures	2698.13	2698.4	2698.13	2698.4	589.0
2017-08-10 02:25:00	ES	Futures	2698.4	2698.68	2698.4	2698.68	812.0
2017-08-10 02:30:00	ES	Futures	2698.68	2698.95	2698.4	2698.95	1024.0
2017-08-10 02:35:00	ES	Futures	2698.68	2698.95	2698.68	2698.68	289.0
2017-08-10 02:40:00	ES	Futures	2698.68	2698.68	2698.4	2698.68	499.0
2017-08-10 02:45:00	ES	Futures	2698.68	2698.68	2698.4	2698.4	759.0
2017-08-10 02:50:00	ES	Futures	2698.4	2698.68	2698.13	2698.4	635.0
2017-08-10 02:55:00	ES	Futures	2698.68	2699.5	2698.4	2699.22	1305.0
2017-08-10 03:00:00	ES	Futures	2698.95	2699.22	2697.31	2697.86	4160.0
2017-08-10 03:05:00	ES	Futures	2697.86	2697.86	2696.22	2696.76	2666.0
2017-08-10 03:10:00	ES	Futures	2696.76	2698.68	2696.49	2698.13	3862.0
2017-08-10 03:15:00	ES	Futures	2698.13	2698.4	2697.58	2697.86	2191.0
2017-08-10 03:20:00	ES	Futures	2697.86	2698.4	2697.04	2697.04	2491.0
2017-08-10 03:25:00	ES	Futures	2697.31	2697.31	2696.49	2697.04	1757.0
2017-08-10 03:30:00	ES	Futures	2697.31	2697.58	2696.49	2696.76	1629.0
2017-08-10 03:35:00	ES	Futures	2696.76	2697.58	2696.49	2697.31	1820.0
2017-08-10 03:40:00	ES	Futures	2697.31	2697.58	2697.04	2697.58	792.0
2017-08-10 03:45:00	ES	Futures	2697.31	2698.13	2697.31	2697.86	1010.0
2017-08-10 03:50:00	ES	Futures	2697.86	2698.4	2697.86	2698.13	954.0
2017-08-10 03:55:00	ES	Futures	2697.86	2698.4	2697.58	2698.4	1626.0
2017-08-10 04:00:00	ES	Futures	2698.13	2698.4	2697.31	2697.31	2012.0
2017-08-10 04:05:00	ES	Futures	2697.31	2697.86	2697.31	2697.86	1805.0

> showing 50 of 15,318 rows — these rows as CSV

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