PREVIEW / futures_5min / 2017-08-22

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-22.parquet
  size:    219 KB
  rows:    14,712

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
2017-08-22 00:00:00	ES	Futures	2660.68	2660.68	2659.86	2660.14	418.0
2017-08-22 00:05:00	ES	Futures	2660.14	2660.14	2659.86	2659.86	282.0
2017-08-22 00:10:00	ES	Futures	2659.86	2660.41	2659.86	2660.14	155.0
2017-08-22 00:15:00	ES	Futures	2660.14	2660.14	2659.86	2660.14	412.0
2017-08-22 00:20:00	ES	Futures	2660.14	2660.41	2660.14	2660.41	194.0
2017-08-22 00:25:00	ES	Futures	2660.41	2660.41	2660.41	2660.41	37.0
2017-08-22 00:30:00	ES	Futures	2660.41	2660.41	2660.14	2660.41	6.0
2017-08-22 00:35:00	ES	Futures	2660.41	2660.41	2660.41	2660.41	56.0
2017-08-22 00:40:00	ES	Futures	2660.41	2660.41	2659.86	2659.86	83.0
2017-08-22 00:45:00	ES	Futures	2659.86	2659.86	2659.59	2659.59	215.0
2017-08-22 00:50:00	ES	Futures	2659.59	2659.86	2659.59	2659.86	66.0
2017-08-22 00:55:00	ES	Futures	2659.86	2660.14	2659.86	2660.14	233.0
2017-08-22 01:00:00	ES	Futures	2660.41	2660.41	2660.14	2660.41	336.0
2017-08-22 01:05:00	ES	Futures	2660.41	2660.41	2659.86	2660.14	304.0
2017-08-22 01:10:00	ES	Futures	2659.86	2660.14	2659.59	2659.59	244.0
2017-08-22 01:15:00	ES	Futures	2659.59	2659.86	2659.32	2659.86	695.0
2017-08-22 01:20:00	ES	Futures	2659.86	2660.41	2659.59	2660.41	388.0
2017-08-22 01:25:00	ES	Futures	2660.41	2661.23	2660.14	2660.68	1405.0
2017-08-22 01:30:00	ES	Futures	2660.41	2660.96	2660.14	2660.96	270.0
2017-08-22 01:35:00	ES	Futures	2660.96	2660.96	2660.41	2660.41	380.0
2017-08-22 01:40:00	ES	Futures	2660.41	2660.68	2660.14	2660.14	183.0
2017-08-22 01:45:00	ES	Futures	2660.14	2660.68	2660.14	2660.41	532.0
2017-08-22 01:50:00	ES	Futures	2660.68	2660.68	2660.41	2660.41	305.0
2017-08-22 01:55:00	ES	Futures	2660.14	2660.41	2660.14	2660.41	224.0
2017-08-22 02:00:00	ES	Futures	2660.14	2660.41	2659.04	2659.32	1296.0
2017-08-22 02:05:00	ES	Futures	2659.32	2659.59	2659.32	2659.32	575.0
2017-08-22 02:10:00	ES	Futures	2659.59	2659.86	2659.32	2659.59	611.0
2017-08-22 02:15:00	ES	Futures	2659.86	2661.23	2659.86	2660.96	1208.0
2017-08-22 02:20:00	ES	Futures	2660.68	2661.23	2660.68	2661.23	729.0
2017-08-22 02:25:00	ES	Futures	2661.23	2662.05	2661.23	2661.78	1029.0
2017-08-22 02:30:00	ES	Futures	2662.05	2662.6	2661.5	2662.05	2126.0
2017-08-22 02:35:00	ES	Futures	2662.05	2662.6	2661.78	2662.32	1154.0
2017-08-22 02:40:00	ES	Futures	2662.05	2662.32	2661.78	2662.05	637.0
2017-08-22 02:45:00	ES	Futures	2662.32	2663.14	2662.05	2662.32	2686.0
2017-08-22 02:50:00	ES	Futures	2662.32	2662.87	2662.32	2662.87	774.0
2017-08-22 02:55:00	ES	Futures	2662.87	2663.69	2662.87	2663.69	1984.0
2017-08-22 03:00:00	ES	Futures	2663.42	2664.78	2663.14	2664.24	6276.0
2017-08-22 03:05:00	ES	Futures	2664.24	2664.24	2663.42	2663.69	2446.0
2017-08-22 03:10:00	ES	Futures	2663.69	2663.69	2660.68	2660.68	6282.0
2017-08-22 03:15:00	ES	Futures	2660.96	2661.23	2660.41	2660.96	2552.0
2017-08-22 03:20:00	ES	Futures	2660.68	2661.23	2659.59	2660.41	1969.0
2017-08-22 03:25:00	ES	Futures	2660.41	2661.23	2660.41	2660.68	2152.0
2017-08-22 03:30:00	ES	Futures	2660.41	2660.96	2660.41	2660.68	1147.0
2017-08-22 03:35:00	ES	Futures	2660.41	2660.68	2659.32	2659.59	1928.0
2017-08-22 03:40:00	ES	Futures	2659.32	2659.59	2659.32	2659.32	1273.0
2017-08-22 03:45:00	ES	Futures	2659.32	2660.14	2659.04	2660.14	836.0
2017-08-22 03:50:00	ES	Futures	2660.14	2661.78	2660.14	2660.68	1705.0
2017-08-22 03:55:00	ES	Futures	2660.68	2661.23	2660.41	2660.96	1141.0
2017-08-22 04:00:00	ES	Futures	2660.96	2661.23	2660.14	2660.14	1243.0
2017-08-22 04:05:00	ES	Futures	2660.14	2660.96	2659.86	2660.41	764.0

> showing 50 of 14,712 rows — these rows as CSV

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