PREVIEW / futures_5min / 2017-08-20

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-20.parquet
  size:    44 KB
  rows:    2,483

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
2017-08-20 18:00:00	ES	Futures	2655.49	2656.86	2653.85	2656.86	5171.0
2017-08-20 18:05:00	ES	Futures	2656.86	2658.22	2656.58	2657.13	1759.0
2017-08-20 18:10:00	ES	Futures	2657.13	2657.4	2656.86	2656.86	656.0
2017-08-20 18:15:00	ES	Futures	2656.86	2657.4	2656.86	2657.4	400.0
2017-08-20 18:20:00	ES	Futures	2657.4	2657.4	2657.13	2657.4	281.0
2017-08-20 18:25:00	ES	Futures	2657.4	2657.4	2656.86	2657.13	635.0
2017-08-20 18:30:00	ES	Futures	2657.13	2657.13	2656.86	2656.86	470.0
2017-08-20 18:35:00	ES	Futures	2656.86	2657.68	2656.86	2657.68	793.0
2017-08-20 18:40:00	ES	Futures	2657.4	2658.22	2657.4	2657.68	902.0
2017-08-20 18:45:00	ES	Futures	2657.68	2657.68	2657.13	2657.4	354.0
2017-08-20 18:50:00	ES	Futures	2657.13	2657.68	2657.13	2657.68	266.0
2017-08-20 18:55:00	ES	Futures	2657.4	2658.22	2657.4	2657.68	285.0
2017-08-20 19:00:00	ES	Futures	2657.68	2658.22	2657.68	2658.22	212.0
2017-08-20 19:05:00	ES	Futures	2658.22	2658.5	2657.68	2657.95	747.0
2017-08-20 19:10:00	ES	Futures	2658.22	2658.5	2657.95	2657.95	460.0
2017-08-20 19:15:00	ES	Futures	2657.68	2657.95	2657.4	2657.68	433.0
2017-08-20 19:20:00	ES	Futures	2657.4	2657.68	2656.86	2656.86	293.0
2017-08-20 19:25:00	ES	Futures	2656.86	2657.4	2656.86	2657.4	98.0
2017-08-20 19:30:00	ES	Futures	2657.4	2657.4	2656.86	2657.13	353.0
2017-08-20 19:35:00	ES	Futures	2657.13	2657.13	2655.76	2656.04	680.0
2017-08-20 19:40:00	ES	Futures	2656.31	2656.31	2654.4	2654.4	968.0
2017-08-20 19:45:00	ES	Futures	2654.67	2655.49	2654.4	2655.49	538.0
2017-08-20 19:50:00	ES	Futures	2655.22	2655.49	2654.94	2655.49	547.0
2017-08-20 19:55:00	ES	Futures	2655.49	2656.04	2655.22	2655.76	227.0
2017-08-20 20:00:00	ES	Futures	2655.76	2655.76	2654.67	2654.94	897.0
2017-08-20 20:05:00	ES	Futures	2654.94	2654.94	2652.21	2652.21	2824.0
2017-08-20 20:10:00	ES	Futures	2652.48	2652.76	2651.12	2652.76	2495.0
2017-08-20 20:15:00	ES	Futures	2652.48	2653.3	2651.94	2652.48	1272.0
2017-08-20 20:20:00	ES	Futures	2652.48	2652.48	2650.84	2651.66	1714.0
2017-08-20 20:25:00	ES	Futures	2651.39	2651.94	2651.39	2651.39	716.0
2017-08-20 20:30:00	ES	Futures	2651.39	2651.94	2651.39	2651.94	286.0
2017-08-20 20:35:00	ES	Futures	2652.21	2652.76	2651.66	2652.76	686.0
2017-08-20 20:40:00	ES	Futures	2652.48	2652.76	2652.21	2652.48	310.0
2017-08-20 20:45:00	ES	Futures	2652.21	2652.48	2651.66	2652.21	452.0
2017-08-20 20:50:00	ES	Futures	2651.94	2652.48	2651.66	2652.48	386.0
2017-08-20 20:55:00	ES	Futures	2652.48	2652.48	2651.66	2651.94	510.0
2017-08-20 21:00:00	ES	Futures	2651.94	2652.21	2650.57	2651.12	1106.0
2017-08-20 21:05:00	ES	Futures	2650.84	2650.84	2648.93	2650.3	3681.0
2017-08-20 21:10:00	ES	Futures	2650.3	2651.39	2650.3	2651.12	378.0
2017-08-20 21:15:00	ES	Futures	2651.12	2652.48	2651.12	2651.39	1052.0
2017-08-20 21:20:00	ES	Futures	2651.39	2651.94	2650.02	2650.3	1183.0
2017-08-20 21:25:00	ES	Futures	2650.02	2651.39	2650.02	2651.12	882.0
2017-08-20 21:30:00	ES	Futures	2651.12	2652.21	2651.12	2652.21	1181.0
2017-08-20 21:35:00	ES	Futures	2652.21	2652.76	2651.94	2652.21	907.0
2017-08-20 21:40:00	ES	Futures	2652.48	2652.76	2651.94	2652.76	498.0
2017-08-20 21:45:00	ES	Futures	2652.76	2653.03	2652.48	2652.48	412.0
2017-08-20 21:50:00	ES	Futures	2652.76	2652.76	2651.66	2652.48	559.0
2017-08-20 21:55:00	ES	Futures	2652.21	2652.48	2651.12	2651.66	1073.0
2017-08-20 22:00:00	ES	Futures	2651.66	2651.94	2651.39	2651.39	374.0
2017-08-20 22:05:00	ES	Futures	2651.66	2651.66	2651.39	2651.66	733.0

> showing 50 of 2,483 rows — these rows as CSV

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