PREVIEW / futures_5min / 2017-08-24

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-24.parquet
  size:    209 KB
  rows:    14,463

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
2017-08-24 00:00:00	ES	Futures	2668.88	2669.16	2668.88	2669.16	93.0
2017-08-24 00:05:00	ES	Futures	2669.16	2669.16	2668.88	2668.88	195.0
2017-08-24 00:10:00	ES	Futures	2668.88	2668.88	2668.06	2668.34	630.0
2017-08-24 00:15:00	ES	Futures	2668.34	2668.61	2668.06	2668.34	339.0
2017-08-24 00:20:00	ES	Futures	2668.06	2668.06	2667.52	2667.79	230.0
2017-08-24 00:25:00	ES	Futures	2667.79	2668.06	2667.79	2667.79	95.0
2017-08-24 00:30:00	ES	Futures	2667.52	2668.06	2667.52	2668.06	303.0
2017-08-24 00:35:00	ES	Futures	2667.79	2668.06	2667.79	2668.06	19.0
2017-08-24 00:40:00	ES	Futures	2667.79	2668.34	2667.79	2668.06	189.0
2017-08-24 00:45:00	ES	Futures	2668.06	2668.34	2667.79	2667.79	144.0
2017-08-24 00:50:00	ES	Futures	2667.79	2667.79	2667.52	2667.79	276.0
2017-08-24 00:55:00	ES	Futures	2667.79	2668.06	2667.79	2667.79	81.0
2017-08-24 01:00:00	ES	Futures	2668.06	2668.88	2667.79	2668.88	407.0
2017-08-24 01:05:00	ES	Futures	2668.61	2668.61	2667.79	2667.79	236.0
2017-08-24 01:10:00	ES	Futures	2667.79	2668.06	2667.79	2667.79	180.0
2017-08-24 01:15:00	ES	Futures	2668.06	2668.06	2667.79	2667.79	14.0
2017-08-24 01:20:00	ES	Futures	2667.79	2667.79	2666.97	2667.24	898.0
2017-08-24 01:25:00	ES	Futures	2667.24	2667.52	2666.97	2667.24	317.0
2017-08-24 01:30:00	ES	Futures	2667.24	2667.24	2666.7	2666.97	209.0
2017-08-24 01:35:00	ES	Futures	2666.97	2667.24	2666.42	2666.97	536.0
2017-08-24 01:40:00	ES	Futures	2666.7	2666.97	2666.7	2666.97	174.0
2017-08-24 01:45:00	ES	Futures	2666.97	2667.24	2666.7	2666.97	388.0
2017-08-24 01:50:00	ES	Futures	2667.24	2667.24	2666.7	2666.7	264.0
2017-08-24 01:55:00	ES	Futures	2666.42	2667.24	2665.88	2665.88	1230.0
2017-08-24 02:00:00	ES	Futures	2666.15	2666.42	2665.06	2666.15	3313.0
2017-08-24 02:05:00	ES	Futures	2666.15	2666.7	2665.88	2666.7	538.0
2017-08-24 02:10:00	ES	Futures	2666.7	2667.52	2666.7	2667.24	371.0
2017-08-24 02:15:00	ES	Futures	2667.24	2667.52	2666.97	2667.24	425.0
2017-08-24 02:20:00	ES	Futures	2667.24	2667.24	2666.97	2666.97	113.0
2017-08-24 02:25:00	ES	Futures	2667.24	2667.24	2666.97	2667.24	133.0
2017-08-24 02:30:00	ES	Futures	2666.97	2667.52	2666.7	2667.52	425.0
2017-08-24 02:35:00	ES	Futures	2667.52	2668.06	2667.24	2668.06	473.0
2017-08-24 02:40:00	ES	Futures	2667.79	2668.34	2667.79	2668.34	628.0
2017-08-24 02:45:00	ES	Futures	2668.34	2668.88	2668.06	2668.88	634.0
2017-08-24 02:50:00	ES	Futures	2668.88	2670.52	2668.88	2670.52	3400.0
2017-08-24 02:55:00	ES	Futures	2670.8	2671.07	2670.25	2670.52	1257.0
2017-08-24 03:00:00	ES	Futures	2670.52	2671.07	2670.25	2670.52	3230.0
2017-08-24 03:05:00	ES	Futures	2670.8	2671.07	2669.98	2670.8	2860.0
2017-08-24 03:10:00	ES	Futures	2670.52	2670.8	2669.43	2670.52	2354.0
2017-08-24 03:15:00	ES	Futures	2670.25	2670.52	2669.7	2669.7	1318.0
2017-08-24 03:20:00	ES	Futures	2669.7	2670.52	2669.7	2670.52	1208.0
2017-08-24 03:25:00	ES	Futures	2670.25	2670.52	2669.98	2670.25	1050.0
2017-08-24 03:30:00	ES	Futures	2669.98	2670.25	2668.61	2668.88	1802.0
2017-08-24 03:35:00	ES	Futures	2669.16	2669.16	2668.06	2668.06	1586.0
2017-08-24 03:40:00	ES	Futures	2668.06	2668.88	2668.06	2668.34	697.0
2017-08-24 03:45:00	ES	Futures	2668.34	2668.88	2668.06	2668.61	633.0
2017-08-24 03:50:00	ES	Futures	2668.61	2669.16	2668.34	2668.34	1251.0
2017-08-24 03:55:00	ES	Futures	2668.34	2668.61	2668.06	2668.34	711.0
2017-08-24 04:00:00	ES	Futures	2668.06	2668.61	2668.06	2668.34	1004.0
2017-08-24 04:05:00	ES	Futures	2668.34	2668.34	2667.79	2668.06	1706.0

> showing 50 of 14,463 rows — these rows as CSV

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