PREVIEW / futures_5min / 2017-08-15

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-15.parquet
  size:    225 KB
  rows:    14,843

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
2017-08-15 00:00:00	ES	Futures	2701.69	2701.69	2701.41	2701.41	169.0
2017-08-15 00:05:00	ES	Futures	2701.14	2701.41	2701.14	2701.41	342.0
2017-08-15 00:10:00	ES	Futures	2701.14	2701.41	2701.14	2701.14	49.0
2017-08-15 00:15:00	ES	Futures	2701.14	2701.41	2701.14	2701.14	70.0
2017-08-15 00:20:00	ES	Futures	2701.41	2701.41	2701.14	2701.41	225.0
2017-08-15 00:25:00	ES	Futures	2701.14	2701.41	2700.87	2700.87	136.0
2017-08-15 00:30:00	ES	Futures	2700.87	2701.14	2700.87	2700.87	118.0
2017-08-15 00:35:00	ES	Futures	2701.14	2701.14	2700.87	2700.87	282.0
2017-08-15 00:40:00	ES	Futures	2700.87	2700.87	2700.59	2700.59	135.0
2017-08-15 00:45:00	ES	Futures	2700.59	2700.87	2700.59	2700.87	137.0
2017-08-15 00:50:00	ES	Futures	2700.59	2700.59	2699.77	2699.77	835.0
2017-08-15 00:55:00	ES	Futures	2699.77	2700.04	2699.22	2699.77	1372.0
2017-08-15 01:00:00	ES	Futures	2699.77	2699.77	2699.22	2699.22	600.0
2017-08-15 01:05:00	ES	Futures	2699.22	2699.5	2699.22	2699.22	38.0
2017-08-15 01:10:00	ES	Futures	2699.22	2699.5	2699.22	2699.5	211.0
2017-08-15 01:15:00	ES	Futures	2699.5	2699.77	2698.95	2699.22	435.0
2017-08-15 01:20:00	ES	Futures	2699.22	2699.5	2699.22	2699.5	382.0
2017-08-15 01:25:00	ES	Futures	2699.77	2699.77	2699.22	2699.22	248.0
2017-08-15 01:30:00	ES	Futures	2699.5	2700.32	2699.5	2700.32	648.0
2017-08-15 01:35:00	ES	Futures	2700.32	2700.59	2700.04	2700.04	409.0
2017-08-15 01:40:00	ES	Futures	2700.04	2700.32	2700.04	2700.32	525.0
2017-08-15 01:45:00	ES	Futures	2700.32	2700.32	2699.77	2699.77	157.0
2017-08-15 01:50:00	ES	Futures	2699.77	2700.04	2699.77	2700.04	300.0
2017-08-15 01:55:00	ES	Futures	2699.77	2700.04	2699.5	2699.5	431.0
2017-08-15 02:00:00	ES	Futures	2699.77	2700.04	2699.5	2700.04	1026.0
2017-08-15 02:05:00	ES	Futures	2699.77	2700.04	2699.5	2699.5	875.0
2017-08-15 02:10:00	ES	Futures	2699.5	2699.5	2698.68	2698.95	951.0
2017-08-15 02:15:00	ES	Futures	2698.95	2698.95	2698.4	2698.68	772.0
2017-08-15 02:20:00	ES	Futures	2698.4	2699.22	2698.4	2698.95	796.0
2017-08-15 02:25:00	ES	Futures	2698.95	2699.22	2698.68	2698.95	782.0
2017-08-15 02:30:00	ES	Futures	2698.68	2698.95	2698.4	2698.4	1466.0
2017-08-15 02:35:00	ES	Futures	2698.4	2698.4	2698.13	2698.13	651.0
2017-08-15 02:40:00	ES	Futures	2698.13	2698.4	2697.86	2697.86	748.0
2017-08-15 02:45:00	ES	Futures	2697.86	2698.13	2697.58	2698.13	695.0
2017-08-15 02:50:00	ES	Futures	2697.86	2698.95	2697.86	2698.68	1032.0
2017-08-15 02:55:00	ES	Futures	2698.68	2699.77	2698.68	2699.5	1862.0
2017-08-15 03:00:00	ES	Futures	2699.5	2700.32	2698.68	2700.32	3227.0
2017-08-15 03:05:00	ES	Futures	2700.04	2700.32	2698.4	2698.95	3340.0
2017-08-15 03:10:00	ES	Futures	2698.95	2698.95	2698.13	2698.68	1791.0
2017-08-15 03:15:00	ES	Futures	2698.68	2699.5	2698.68	2698.95	1325.0
2017-08-15 03:20:00	ES	Futures	2699.22	2699.22	2698.95	2698.95	729.0
2017-08-15 03:25:00	ES	Futures	2698.95	2699.22	2698.68	2698.95	1462.0
2017-08-15 03:30:00	ES	Futures	2698.95	2699.5	2698.68	2699.22	1024.0
2017-08-15 03:35:00	ES	Futures	2699.22	2699.5	2697.58	2698.13	2252.0
2017-08-15 03:40:00	ES	Futures	2697.86	2698.13	2697.58	2697.86	1671.0
2017-08-15 03:45:00	ES	Futures	2697.86	2698.13	2696.22	2696.76	3107.0
2017-08-15 03:50:00	ES	Futures	2696.76	2697.04	2696.49	2696.76	1496.0
2017-08-15 03:55:00	ES	Futures	2697.04	2697.04	2696.22	2696.76	1342.0
2017-08-15 04:00:00	ES	Futures	2696.76	2697.04	2695.4	2695.67	3399.0
2017-08-15 04:05:00	ES	Futures	2695.67	2696.49	2695.67	2696.22	1176.0

> showing 50 of 14,843 rows — these rows as CSV

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