PREVIEW / futures_5min / 2017-08-25

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-25.parquet
  size:    191 KB
  rows:    12,101

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
2017-08-25 00:00:00	ES	Futures	2669.98	2670.25	2669.7	2669.7	429.0
2017-08-25 00:05:00	ES	Futures	2669.7	2669.98	2669.7	2669.7	117.0
2017-08-25 00:10:00	ES	Futures	2669.98	2669.98	2669.7	2669.98	17.0
2017-08-25 00:15:00	ES	Futures	2669.7	2670.25	2669.7	2669.98	128.0
2017-08-25 00:20:00	ES	Futures	2670.25	2670.25	2669.98	2670.25	10.0
2017-08-25 00:25:00	ES	Futures	2670.25	2670.25	2669.7	2669.98	467.0
2017-08-25 00:30:00	ES	Futures	2669.98	2669.98	2669.43	2669.43	470.0
2017-08-25 00:35:00	ES	Futures	2669.43	2669.7	2669.43	2669.43	9.0
2017-08-25 00:40:00	ES	Futures	2669.43	2669.7	2669.43	2669.7	84.0
2017-08-25 00:45:00	ES	Futures	2669.98	2669.98	2669.7	2669.7	105.0
2017-08-25 00:50:00	ES	Futures	2669.7	2669.98	2669.43	2669.43	96.0
2017-08-25 00:55:00	ES	Futures	2669.43	2669.43	2669.16	2669.43	128.0
2017-08-25 01:00:00	ES	Futures	2669.43	2669.98	2669.16	2669.98	173.0
2017-08-25 01:05:00	ES	Futures	2670.25	2670.25	2669.98	2670.25	58.0
2017-08-25 01:10:00	ES	Futures	2670.25	2670.8	2669.98	2670.8	323.0
2017-08-25 01:15:00	ES	Futures	2670.8	2671.07	2670.8	2670.8	85.0
2017-08-25 01:20:00	ES	Futures	2671.07	2671.07	2670.52	2670.52	389.0
2017-08-25 01:25:00	ES	Futures	2670.8	2670.8	2670.25	2670.52	194.0
2017-08-25 01:30:00	ES	Futures	2670.52	2670.52	2669.43	2669.7	310.0
2017-08-25 01:35:00	ES	Futures	2669.7	2670.52	2669.7	2670.52	396.0
2017-08-25 01:40:00	ES	Futures	2670.25	2670.8	2669.98	2670.25	175.0
2017-08-25 01:45:00	ES	Futures	2670.25	2670.52	2670.25	2670.52	29.0
2017-08-25 01:50:00	ES	Futures	2670.52	2670.8	2670.25	2670.8	253.0
2017-08-25 01:55:00	ES	Futures	2670.8	2670.8	2669.98	2670.25	353.0
2017-08-25 02:00:00	ES	Futures	2670.25	2671.07	2669.98	2671.07	895.0
2017-08-25 02:05:00	ES	Futures	2670.8	2671.07	2670.52	2670.52	337.0
2017-08-25 02:10:00	ES	Futures	2670.52	2670.52	2669.7	2669.98	299.0
2017-08-25 02:15:00	ES	Futures	2670.25	2670.25	2669.98	2669.98	693.0
2017-08-25 02:20:00	ES	Futures	2669.98	2670.25	2669.43	2669.43	438.0
2017-08-25 02:25:00	ES	Futures	2669.43	2669.7	2669.16	2669.16	651.0
2017-08-25 02:30:00	ES	Futures	2669.43	2669.98	2669.16	2669.7	692.0
2017-08-25 02:35:00	ES	Futures	2669.7	2669.7	2669.43	2669.43	164.0
2017-08-25 02:40:00	ES	Futures	2669.43	2669.7	2669.16	2669.16	298.0
2017-08-25 02:45:00	ES	Futures	2669.16	2669.43	2668.88	2669.16	183.0
2017-08-25 02:50:00	ES	Futures	2669.16	2670.25	2669.16	2669.98	538.0
2017-08-25 02:55:00	ES	Futures	2669.98	2670.25	2669.43	2669.7	516.0
2017-08-25 03:00:00	ES	Futures	2669.98	2670.8	2668.88	2670.52	2929.0
2017-08-25 03:05:00	ES	Futures	2670.52	2670.52	2668.61	2669.43	2635.0
2017-08-25 03:10:00	ES	Futures	2669.16	2670.25	2669.16	2669.16	1679.0
2017-08-25 03:15:00	ES	Futures	2669.16	2669.43	2668.61	2669.43	1516.0
2017-08-25 03:20:00	ES	Futures	2669.16	2669.43	2668.61	2668.88	887.0
2017-08-25 03:25:00	ES	Futures	2668.88	2669.16	2667.52	2667.52	1280.0
2017-08-25 03:30:00	ES	Futures	2667.79	2667.79	2666.15	2666.42	4477.0
2017-08-25 03:35:00	ES	Futures	2666.15	2666.42	2665.06	2666.42	4641.0
2017-08-25 03:40:00	ES	Futures	2666.15	2666.97	2666.15	2666.7	1829.0
2017-08-25 03:45:00	ES	Futures	2666.7	2666.97	2665.88	2666.7	1556.0
2017-08-25 03:50:00	ES	Futures	2666.97	2668.61	2666.7	2668.34	3064.0
2017-08-25 03:55:00	ES	Futures	2668.06	2670.25	2667.79	2669.98	2253.0
2017-08-25 04:00:00	ES	Futures	2669.7	2670.52	2669.43	2669.98	3801.0
2017-08-25 04:05:00	ES	Futures	2670.25	2670.8	2669.98	2670.52	1766.0

> showing 50 of 12,101 rows — these rows as CSV

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