PREVIEW / futures_5min / 2017-08-18

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-18.parquet
  size:    205 KB
  rows:    12,510

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
2017-08-18 00:00:00	ES	Futures	2657.95	2657.95	2657.13	2657.4	751.0
2017-08-18 00:05:00	ES	Futures	2657.4	2657.95	2657.13	2657.68	344.0
2017-08-18 00:10:00	ES	Futures	2657.95	2657.95	2657.68	2657.68	53.0
2017-08-18 00:15:00	ES	Futures	2657.95	2658.22	2657.68	2658.22	234.0
2017-08-18 00:20:00	ES	Futures	2658.22	2658.22	2657.68	2657.95	350.0
2017-08-18 00:25:00	ES	Futures	2657.95	2657.95	2657.4	2657.4	418.0
2017-08-18 00:30:00	ES	Futures	2657.4	2657.95	2657.4	2657.95	380.0
2017-08-18 00:35:00	ES	Futures	2657.95	2658.22	2657.68	2657.68	233.0
2017-08-18 00:40:00	ES	Futures	2657.4	2657.4	2656.58	2657.13	1120.0
2017-08-18 00:45:00	ES	Futures	2657.13	2657.4	2656.86	2657.4	430.0
2017-08-18 00:50:00	ES	Futures	2657.4	2657.68	2657.4	2657.4	181.0
2017-08-18 00:55:00	ES	Futures	2657.4	2657.68	2657.13	2657.68	79.0
2017-08-18 01:00:00	ES	Futures	2657.68	2657.95	2657.4	2657.68	216.0
2017-08-18 01:05:00	ES	Futures	2657.95	2658.77	2657.95	2658.77	510.0
2017-08-18 01:10:00	ES	Futures	2658.77	2658.77	2658.22	2658.5	781.0
2017-08-18 01:15:00	ES	Futures	2658.5	2658.77	2658.5	2658.77	209.0
2017-08-18 01:20:00	ES	Futures	2658.77	2659.32	2658.77	2659.32	456.0
2017-08-18 01:25:00	ES	Futures	2659.59	2659.86	2659.32	2659.59	413.0
2017-08-18 01:30:00	ES	Futures	2659.59	2659.59	2659.32	2659.32	382.0
2017-08-18 01:35:00	ES	Futures	2659.04	2660.14	2659.04	2659.86	518.0
2017-08-18 01:40:00	ES	Futures	2660.14	2660.14	2659.59	2659.86	799.0
2017-08-18 01:45:00	ES	Futures	2659.86	2659.86	2659.32	2659.59	667.0
2017-08-18 01:50:00	ES	Futures	2659.59	2659.59	2659.04	2659.32	746.0
2017-08-18 01:55:00	ES	Futures	2659.04	2659.86	2659.04	2659.86	502.0
2017-08-18 02:00:00	ES	Futures	2659.86	2660.14	2659.59	2659.86	1154.0
2017-08-18 02:05:00	ES	Futures	2659.86	2660.14	2659.59	2660.14	882.0
2017-08-18 02:10:00	ES	Futures	2660.14	2660.41	2659.86	2660.41	908.0
2017-08-18 02:15:00	ES	Futures	2660.41	2660.41	2659.59	2659.86	923.0
2017-08-18 02:20:00	ES	Futures	2659.59	2659.86	2659.32	2659.86	1037.0
2017-08-18 02:25:00	ES	Futures	2659.59	2659.86	2658.77	2659.04	1443.0
2017-08-18 02:30:00	ES	Futures	2659.04	2659.04	2658.5	2658.77	905.0
2017-08-18 02:35:00	ES	Futures	2658.77	2659.04	2658.22	2658.5	735.0
2017-08-18 02:40:00	ES	Futures	2658.5	2658.5	2658.22	2658.5	1055.0
2017-08-18 02:45:00	ES	Futures	2658.5	2658.5	2657.4	2657.68	1107.0
2017-08-18 02:50:00	ES	Futures	2657.4	2657.68	2656.31	2656.58	2007.0
2017-08-18 02:55:00	ES	Futures	2656.31	2656.86	2656.31	2656.31	1552.0
2017-08-18 03:00:00	ES	Futures	2656.31	2656.31	2653.3	2655.49	9052.0
2017-08-18 03:05:00	ES	Futures	2655.49	2655.76	2654.12	2654.4	4959.0
2017-08-18 03:10:00	ES	Futures	2654.12	2655.22	2653.58	2653.85	5609.0
2017-08-18 03:15:00	ES	Futures	2653.85	2654.12	2653.3	2653.85	4019.0
2017-08-18 03:20:00	ES	Futures	2653.58	2657.13	2653.58	2657.13	6033.0
2017-08-18 03:25:00	ES	Futures	2656.86	2657.13	2656.04	2656.86	3613.0
2017-08-18 03:30:00	ES	Futures	2656.58	2657.95	2655.76	2657.68	3540.0
2017-08-18 03:35:00	ES	Futures	2657.4	2657.4	2656.31	2657.13	1983.0
2017-08-18 03:40:00	ES	Futures	2656.86	2656.86	2656.31	2656.58	1669.0
2017-08-18 03:45:00	ES	Futures	2656.58	2656.58	2654.94	2655.22	2528.0
2017-08-18 03:50:00	ES	Futures	2655.22	2655.22	2654.4	2654.67	2938.0
2017-08-18 03:55:00	ES	Futures	2654.67	2655.76	2654.12	2655.76	2502.0
2017-08-18 04:00:00	ES	Futures	2655.49	2655.76	2654.4	2655.49	2630.0
2017-08-18 04:05:00	ES	Futures	2655.49	2655.76	2654.94	2655.49	1876.0

> showing 50 of 12,510 rows — these rows as CSV

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