PREVIEW / futures_5min / 2017-08-23

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-23.parquet
  size:    221 KB
  rows:    14,616

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
2017-08-23 00:00:00	ES	Futures	2675.99	2676.54	2675.99	2676.26	375.0
2017-08-23 00:05:00	ES	Futures	2676.54	2676.54	2676.26	2676.54	513.0
2017-08-23 00:10:00	ES	Futures	2676.54	2677.08	2676.26	2677.08	706.0
2017-08-23 00:15:00	ES	Futures	2677.08	2677.08	2676.81	2677.08	213.0
2017-08-23 00:20:00	ES	Futures	2677.08	2677.36	2677.08	2677.36	73.0
2017-08-23 00:25:00	ES	Futures	2677.36	2677.36	2677.08	2677.36	40.0
2017-08-23 00:30:00	ES	Futures	2677.36	2677.63	2677.36	2677.36	410.0
2017-08-23 00:35:00	ES	Futures	2677.36	2677.63	2677.08	2677.36	189.0
2017-08-23 00:40:00	ES	Futures	2677.63	2677.63	2677.36	2677.36	63.0
2017-08-23 00:45:00	ES	Futures	2677.63	2677.63	2677.36	2677.36	77.0
2017-08-23 00:50:00	ES	Futures	2677.36	2677.36	2677.08	2677.08	175.0
2017-08-23 00:55:00	ES	Futures	2677.36	2677.36	2676.81	2677.08	741.0
2017-08-23 01:00:00	ES	Futures	2677.08	2677.36	2676.81	2677.08	295.0
2017-08-23 01:05:00	ES	Futures	2677.08	2677.08	2676.81	2677.08	182.0
2017-08-23 01:10:00	ES	Futures	2676.81	2677.08	2676.81	2676.81	135.0
2017-08-23 01:15:00	ES	Futures	2676.81	2677.08	2676.81	2677.08	180.0
2017-08-23 01:20:00	ES	Futures	2677.08	2677.36	2677.08	2677.08	54.0
2017-08-23 01:25:00	ES	Futures	2677.36	2677.36	2677.08	2677.08	45.0
2017-08-23 01:30:00	ES	Futures	2677.36	2677.36	2677.08	2677.08	48.0
2017-08-23 01:35:00	ES	Futures	2677.36	2677.36	2677.08	2677.08	227.0
2017-08-23 01:40:00	ES	Futures	2677.36	2677.36	2677.08	2677.36	219.0
2017-08-23 01:45:00	ES	Futures	2677.36	2677.36	2677.08	2677.36	178.0
2017-08-23 01:50:00	ES	Futures	2677.36	2677.63	2677.08	2677.63	442.0
2017-08-23 01:55:00	ES	Futures	2677.36	2678.45	2677.36	2678.18	1548.0
2017-08-23 02:00:00	ES	Futures	2678.18	2678.45	2677.9	2678.45	653.0
2017-08-23 02:05:00	ES	Futures	2678.18	2678.45	2677.63	2677.9	1087.0
2017-08-23 02:10:00	ES	Futures	2677.9	2678.18	2677.63	2677.63	574.0
2017-08-23 02:15:00	ES	Futures	2677.63	2677.63	2676.81	2677.08	1432.0
2017-08-23 02:20:00	ES	Futures	2677.08	2677.63	2677.08	2677.36	412.0
2017-08-23 02:25:00	ES	Futures	2677.08	2677.36	2677.08	2677.08	184.0
2017-08-23 02:30:00	ES	Futures	2677.08	2677.36	2676.81	2676.81	494.0
2017-08-23 02:35:00	ES	Futures	2676.81	2677.36	2676.81	2677.08	189.0
2017-08-23 02:40:00	ES	Futures	2677.08	2677.63	2677.08	2677.08	380.0
2017-08-23 02:45:00	ES	Futures	2677.08	2677.63	2677.08	2677.36	428.0
2017-08-23 02:50:00	ES	Futures	2677.36	2677.36	2676.81	2676.81	164.0
2017-08-23 02:55:00	ES	Futures	2676.81	2677.36	2676.81	2676.81	531.0
2017-08-23 03:00:00	ES	Futures	2677.08	2678.18	2675.99	2678.18	5138.0
2017-08-23 03:05:00	ES	Futures	2678.18	2678.45	2677.63	2678.18	2463.0
2017-08-23 03:10:00	ES	Futures	2678.18	2678.18	2677.08	2678.18	2162.0
2017-08-23 03:15:00	ES	Futures	2677.9	2678.72	2677.9	2678.45	1610.0
2017-08-23 03:20:00	ES	Futures	2678.45	2679.54	2678.18	2679.27	4012.0
2017-08-23 03:25:00	ES	Futures	2679.27	2679.82	2679.27	2679.27	1076.0
2017-08-23 03:30:00	ES	Futures	2679.54	2679.82	2678.72	2678.72	2288.0
2017-08-23 03:35:00	ES	Futures	2678.72	2679.0	2677.36	2677.63	2294.0
2017-08-23 03:40:00	ES	Futures	2677.63	2678.18	2677.36	2677.63	1027.0
2017-08-23 03:45:00	ES	Futures	2677.63	2678.72	2677.63	2678.72	1041.0
2017-08-23 03:50:00	ES	Futures	2678.72	2679.0	2678.45	2678.72	1409.0
2017-08-23 03:55:00	ES	Futures	2678.72	2678.72	2677.36	2677.9	1845.0
2017-08-23 04:00:00	ES	Futures	2677.9	2678.18	2676.54	2676.81	3711.0
2017-08-23 04:05:00	ES	Futures	2676.54	2677.08	2676.26	2676.54	2232.0

> showing 50 of 14,616 rows — these rows as CSV

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