PREVIEW / futures_5min / 2017-08-21

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-21.parquet
  size:    220 KB
  rows:    14,653

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
2017-08-21 00:00:00	ES	Futures	2650.84	2651.12	2650.57	2650.84	177.0
2017-08-21 00:05:00	ES	Futures	2650.84	2651.12	2650.57	2650.84	246.0
2017-08-21 00:10:00	ES	Futures	2650.84	2650.84	2650.57	2650.84	26.0
2017-08-21 00:15:00	ES	Futures	2650.84	2651.39	2650.84	2651.12	237.0
2017-08-21 00:20:00	ES	Futures	2651.12	2651.12	2650.57	2650.57	387.0
2017-08-21 00:25:00	ES	Futures	2650.57	2650.84	2650.3	2650.57	278.0
2017-08-21 00:30:00	ES	Futures	2650.57	2650.84	2650.57	2650.57	70.0
2017-08-21 00:35:00	ES	Futures	2650.57	2650.84	2650.57	2650.57	225.0
2017-08-21 00:40:00	ES	Futures	2650.84	2651.12	2650.84	2651.12	50.0
2017-08-21 00:45:00	ES	Futures	2651.12	2651.12	2650.57	2650.84	198.0
2017-08-21 00:50:00	ES	Futures	2651.12	2651.12	2650.84	2651.12	77.0
2017-08-21 00:55:00	ES	Futures	2650.84	2651.12	2650.84	2650.84	42.0
2017-08-21 01:00:00	ES	Futures	2651.12	2651.39	2650.84	2650.84	589.0
2017-08-21 01:05:00	ES	Futures	2651.12	2651.12	2650.84	2650.84	154.0
2017-08-21 01:10:00	ES	Futures	2650.84	2651.12	2650.84	2650.84	44.0
2017-08-21 01:15:00	ES	Futures	2650.84	2651.12	2650.3	2650.3	429.0
2017-08-21 01:20:00	ES	Futures	2650.3	2650.57	2650.3	2650.3	70.0
2017-08-21 01:25:00	ES	Futures	2650.57	2650.57	2650.3	2650.57	72.0
2017-08-21 01:30:00	ES	Futures	2650.57	2650.57	2650.3	2650.3	43.0
2017-08-21 01:35:00	ES	Futures	2650.57	2650.84	2650.57	2650.57	92.0
2017-08-21 01:40:00	ES	Futures	2650.57	2650.84	2650.57	2650.84	139.0
2017-08-21 01:45:00	ES	Futures	2650.84	2651.12	2650.84	2650.84	137.0
2017-08-21 01:50:00	ES	Futures	2650.84	2651.12	2650.02	2650.3	947.0
2017-08-21 01:55:00	ES	Futures	2650.02	2651.12	2650.02	2650.57	2084.0
2017-08-21 02:00:00	ES	Futures	2650.84	2651.12	2650.3	2650.84	824.0
2017-08-21 02:05:00	ES	Futures	2650.57	2650.84	2650.57	2650.84	864.0
2017-08-21 02:10:00	ES	Futures	2650.57	2650.84	2650.3	2650.3	567.0
2017-08-21 02:15:00	ES	Futures	2650.3	2650.3	2647.56	2647.84	4191.0
2017-08-21 02:20:00	ES	Futures	2647.84	2648.66	2647.56	2648.38	2403.0
2017-08-21 02:25:00	ES	Futures	2648.38	2648.66	2648.11	2648.38	765.0
2017-08-21 02:30:00	ES	Futures	2648.38	2649.48	2648.11	2649.2	1651.0
2017-08-21 02:35:00	ES	Futures	2648.93	2649.2	2648.66	2648.93	854.0
2017-08-21 02:40:00	ES	Futures	2649.2	2649.75	2648.93	2649.75	562.0
2017-08-21 02:45:00	ES	Futures	2649.75	2649.75	2648.11	2648.93	999.0
2017-08-21 02:50:00	ES	Futures	2648.66	2649.2	2648.66	2648.66	323.0
2017-08-21 02:55:00	ES	Futures	2648.66	2648.93	2648.38	2648.66	596.0
2017-08-21 03:00:00	ES	Futures	2648.66	2649.2	2647.56	2648.93	5070.0
2017-08-21 03:05:00	ES	Futures	2648.66	2648.93	2647.84	2647.84	2878.0
2017-08-21 03:10:00	ES	Futures	2648.11	2649.75	2647.56	2649.2	3055.0
2017-08-21 03:15:00	ES	Futures	2648.93	2649.75	2648.66	2649.48	1353.0
2017-08-21 03:20:00	ES	Futures	2649.2	2649.75	2648.93	2649.48	1387.0
2017-08-21 03:25:00	ES	Futures	2649.75	2649.75	2647.84	2648.66	2748.0
2017-08-21 03:30:00	ES	Futures	2648.66	2648.66	2647.29	2647.56	2017.0
2017-08-21 03:35:00	ES	Futures	2647.29	2647.56	2646.47	2646.47	2120.0
2017-08-21 03:40:00	ES	Futures	2646.47	2647.02	2645.65	2646.74	2769.0
2017-08-21 03:45:00	ES	Futures	2646.47	2647.56	2645.92	2647.02	2801.0
2017-08-21 03:50:00	ES	Futures	2647.02	2648.11	2646.47	2647.02	3147.0
2017-08-21 03:55:00	ES	Futures	2647.02	2647.56	2646.74	2647.29	1332.0
2017-08-21 04:00:00	ES	Futures	2647.29	2648.93	2647.02	2648.38	2470.0
2017-08-21 04:05:00	ES	Futures	2648.38	2648.66	2647.84	2648.11	1257.0

> showing 50 of 14,653 rows — these rows as CSV

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